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Econometric Reviews
1997 - 2013
Edited by Esfandiar Maasoumi
from Taylor and Francis Journals
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Volume 32, issue 4 , 2013
On Sample Skewness and Kurtosis pp. 415-448 Yong Bao Granularity Adjustment for Efficient Portfolios pp. 449-468 Christian S. Gourieroux and Alain Monfort A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence pp. 469-512 Sainan Jin and Liangjun Su Empirical Likelihood-Based Inference for Poverty Measures with Relative Poverty Lines pp. 513-523 Brennan Scott Thompson Disparity, Shortfall, and Twice-Endogenous HARA Utility pp. 524-541 M. Ryan Haley , M. Kevin McGee and Todd B. Walker Volume 32, issue 3 , 2013
Identification and Identification Failure for Treatment Effects Using Structural Systems pp. 273-317 Halbert White and Karim Chalak Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach pp. 318-360 Alex Maynard , Aaron Smallwood and Mark E. Wohar Consistent GMM Residuals-Based Tests of Functional Form pp. 361-383 Jonathan B. Hill Identification of Treatment Effects on the Treated with One-Sided Non-Compliance pp. 384-414 Markus Frölich and Blaise Melly Volume 32, issue 2 , 2013
An Intersection Test for Panel Unit Roots pp. 183-203 Christoph Hanck Wild Bootstrap of the Sample Mean in the Infinite Variance Case pp. 204-219 Giuseppe Cavaliere , Iliyan Georgiev and Robert Taylor Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model pp. 220-243 Alan J. Rogers A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks pp. 244-271 Sarantis Tsiaplias and Chew Lian Chua Volume 32, issue 1 , 2013
Introduction to Robustness in Multidimensional Wellbeing Analysis pp. 1-6 Esfandiar Maasoumi and Gaston Isaias Yalonetzky Weights in Multidimensional Indices of Wellbeing: An Overview pp. 7-34 Koen Decancq and Maria Ana Lugo Composite Indices: Rank Robustness, Statistical Association, and Redundancy pp. 35-56 James E. Foster , Mark McGillivray and Suman Seth Multidimensional Poverty: Measurement, Estimation, and Inference pp. 57-83 Christopher J. Bennett and Shabana Mitra Testing for Restricted Stochastic Dominance pp. 84-125 Russell Davidson and Jean-Yves Duclos Stochastic Dominance with Ordinal Variables: Conditions and a Test pp. 126-163 Gaston Isaias Yalonetzky Institutions and Economic Outcomes: A Dominance-Based Analysis pp. 164-182 Gordon Anderson and Kinda Hachem Volume 31, issue 6 , 2012
A Review of Some Modern Approaches to the Problem of Trend Extraction pp. 593-624 Theodore Alexandrov , Silvia Bianconcini , Estelle Bee Dagum , Peter Maass and Tucker Sprague McElroy Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models pp. 625-653 Yi-Ting Chen and Hung-Jen Wang A Survey on Time-Varying Copulas: Specification, Simulations, and Application pp. 654-687 Hans Manner and Olga Reznikova Volume 31, issue 5 , 2012
Cross-Sectional Dependence in Panel Data Analysis pp. 483-531 Vasilis Sarafidis and Tom Wansbeek Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models pp. 532-557 Emma M. Iglesias and Garry D. A. Phillips Python for Unified Research in Econometrics and Statistics pp. 558-591 Roseline Bilina and Steve Lawford Volume 30, issue 6 , 2011
Great Expectatrics: Great Papers, Great Journals, Great Econometrics pp. 583-619 Chia-Lin Chang , Michael McAleer and Les Oxley Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model pp. 620-645 George Kapetanios and Yongcheol Shin Fuzzy Autoregressive Rules: Towards Linguistic Time Series Modeling pp. 646-668 Jose Luis Aznarte , Jesus Alcala-Fdez , Antonio Arauzo and Jose Manuel Benitez Volatility, Jumps, and Predictability of Returns: A Sequential Analysis pp. 669-695 Davide Raggi and Silvano Bordignon Volume 30, issue 5 , 2011
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series pp. 475-513 Tucker Sprague McElroy and Thomas Trimbur Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices pp. 514-547 David Harvey , Stephen Leybourne and Robert Taylor Alternative Asymmetric Stochastic Volatility Models pp. 548-564 Manabu Asai and Michael McAleer Marginal Changes in Random Parameters Ordered Response Models with Interaction Terms pp. 565-576 Andreas Drichoutis and Rodolfo M. Nayga Book Review: Econometric Modeling and Inference pp. 577-581 Jean-Francois Richard Volume 30, issue 4 , 2011
Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models pp. 359-378 Kulan Ranasinghe and Mervyn Silvapulle Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors pp. 379-405 Nikolay Gospodinov and Ye Tao Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions pp. 406-456 Giuseppe Ragusa Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap pp. 457-468 Dale Poirier Book Review: Introducing Monte Carlo Methods with R pp. 469-474 Richard Luger Volume 30, issue 3 , 2011
A Consistent Test for Multivariate Conditional Distributions pp. 251-273 Fuchun Li and Greg Tkacz Testing for a unit root in a stationary ESTAR process pp. 274-302 Rehim Kılıc Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation pp. 303-336 Emma M. Iglesias and Garry Phillips Estimation of Allocative Inefficiency and Productivity Growth with Dynamic Adjustment Costs pp. 337-357 Scott Atkinson and Christopher Cornwell Volume 30, issue 2 , 2011
Estimation and Asymptotic Inference in the AR-ARCH Model pp. 129-153 Theis Lange , Anders Rahbek and Søren Tolver Jensen Robust Misspecification Tests for the Heckman's Two-Step Estimator pp. 154-172 Gabriel Montes-Rojas Two-Step Estimation of Endogenous and Exogenous Group Effects pp. 173-207 Qingyan Shang and Lung-Fei Lee A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series pp. 208-249 Loukia Meligkotsidou , Elias Tzavalis and Ioannis Vrontos Volume 30, issue 1 , 2011
Empirical Likelihood for Efficient Semiparametric Average Treatment Effects pp. 1-24 Francesco Bravo and David Tomás Jacho-Chávez Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters pp. 25-50 Dinghai Xu and John Knight Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences pp. 88-108 Nikolaos Kourogenis and Nikitas Pittis The Relation of Different Concepts of Causality Used in Time Series and Microeconometrics pp. 109-127 Michael Lechner
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