Articles of International Econometric Review (IER)

2009 - 2011

Edited by Asad Zaman

from Econometric Research Association
Contact information at EDIRC.
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Volume 3, issue 2, 2011

A Structural Approach for Testing Causality pp. 1-12

Zahid Asghar

A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics pp. 13-21

Mehmet Caner

Impact of Model Specification Decisions on Unit Root Tests pp. 22-33

Atiq Atiq-ur-Rehman

Volume 3, issue 1, 2011

Intra-European Trade of Manufacturing Goods: An Extension of the Gravity Model pp. 1-24

Mark Vancauteren and Daniel Weiserbs

Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices pp. 25-37

Admin Starcevic and Timothy Rodgers

Volume 2, issue 2, 2010

Variance Estimates and Model Selection pp. 57-72

Sýdýka Baþçý, Asad Zaman and Arzdar Kiracý

Behavior of realized volatility and correlation in exchange markets pp. 73-96

Amir Safari and Detlef Seese

Volume 2, issue 1, 2010

Editor’s Introduction pp. 1-2

Asad Zaman

Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations pp. 3-10

Yilmaz Akdi, Koray Mustafa Kalafatcılar and Kivilcim Metin-Ozcan

Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment pp. 11-35

Lorne N. Switzer and Haibo Fan

Causal Relations via Econometrics pp. 36-56

Asad Zaman

Volume 1, issue 2, 2009

A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run pp. 63-76

Bruce Morley

Testing Stationarity of Budgetary Position in Developing Countries pp. 77-87

Evan Lau, Ahmad Zubaidi Baharumshah, Shazali Abu Mansor and Chin-Hong Puah

Volume 1, issue 1, 2009

Editor’s Introduction pp. 1-2

Asad Zaman

In Memoriam David Freedman (March 5, 1938–Oct 17, 2008) pp. 3-4

Asad Zaman

Limits of Econometrics pp. 5-17

David A. Freedman

What Now? Some Brief Reflections on Model-Free Data Analysis pp. 18-27

Richard Berk

Comments on “Limits of Econometrics” by David Freedman pp. 28-32

Arnold Zellner

A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model pp. 33-49

Ron Mittelhammer and George Judge

Information Spillover, Volatility and the Currency Markets for the Binary Choice Model pp. 50-62

Walid Ben Omrane and Christian Matthias Hafner