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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 Downloads
Yong Bao
Granularity Adjustment for Efficient Portfolios pp. 449-468 Downloads
Christian S. Gourieroux and Alain Monfort
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence pp. 469-512 Downloads
Sainan Jin and Liangjun Su
Empirical Likelihood-Based Inference for Poverty Measures with Relative Poverty Lines pp. 513-523 Downloads
Brennan Scott Thompson
Disparity, Shortfall, and Twice-Endogenous HARA Utility pp. 524-541 Downloads
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 Downloads
Halbert White and Karim Chalak
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach pp. 318-360 Downloads
Alex Maynard, Aaron Smallwood and Mark E. Wohar
Consistent GMM Residuals-Based Tests of Functional Form pp. 361-383 Downloads
Jonathan B. Hill
Identification of Treatment Effects on the Treated with One-Sided Non-Compliance pp. 384-414 Downloads
Markus Frölich and Blaise Melly

Volume 32, issue 2, 2013

An Intersection Test for Panel Unit Roots pp. 183-203 Downloads
Christoph Hanck
Wild Bootstrap of the Sample Mean in the Infinite Variance Case pp. 204-219 Downloads
Giuseppe Cavaliere, Iliyan Georgiev and Robert Taylor
Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model pp. 220-243 Downloads
Alan J. Rogers
A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks pp. 244-271 Downloads
Sarantis Tsiaplias and Chew Lian Chua

Volume 32, issue 1, 2013

Introduction to Robustness in Multidimensional Wellbeing Analysis pp. 1-6 Downloads
Esfandiar Maasoumi and Gaston Isaias Yalonetzky
Weights in Multidimensional Indices of Wellbeing: An Overview pp. 7-34 Downloads
Koen Decancq and Maria Ana Lugo
Composite Indices: Rank Robustness, Statistical Association, and Redundancy pp. 35-56 Downloads
James E. Foster, Mark McGillivray and Suman Seth
Multidimensional Poverty: Measurement, Estimation, and Inference pp. 57-83 Downloads
Christopher J. Bennett and Shabana Mitra
Testing for Restricted Stochastic Dominance pp. 84-125 Downloads
Russell Davidson and Jean-Yves Duclos
Stochastic Dominance with Ordinal Variables: Conditions and a Test pp. 126-163 Downloads
Gaston Isaias Yalonetzky
Institutions and Economic Outcomes: A Dominance-Based Analysis pp. 164-182 Downloads
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 Downloads
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 Downloads
Yi-Ting Chen and Hung-Jen Wang
A Survey on Time-Varying Copulas: Specification, Simulations, and Application pp. 654-687 Downloads
Hans Manner and Olga Reznikova

Volume 31, issue 5, 2012

Cross-Sectional Dependence in Panel Data Analysis pp. 483-531 Downloads
Vasilis Sarafidis and Tom Wansbeek
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models pp. 532-557 Downloads
Emma M. Iglesias and Garry D. A. Phillips
Python for Unified Research in Econometrics and Statistics pp. 558-591 Downloads
Roseline Bilina and Steve Lawford

Volume 30, issue 6, 2011

Great Expectatrics: Great Papers, Great Journals, Great Econometrics pp. 583-619 Downloads
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 Downloads
George Kapetanios and Yongcheol Shin
Fuzzy Autoregressive Rules: Towards Linguistic Time Series Modeling pp. 646-668 Downloads
Jose Luis Aznarte, Jesus Alcala-Fdez, Antonio Arauzo and Jose Manuel Benitez
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis pp. 669-695 Downloads
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 Downloads
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 Downloads
David Harvey, Stephen Leybourne and Robert Taylor
Alternative Asymmetric Stochastic Volatility Models pp. 548-564 Downloads
Manabu Asai and Michael McAleer
Marginal Changes in Random Parameters Ordered Response Models with Interaction Terms pp. 565-576 Downloads
Andreas Drichoutis and Rodolfo M. Nayga
Book Review: Econometric Modeling and Inference pp. 577-581 Downloads
Jean-Francois Richard

Volume 30, issue 4, 2011

Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models pp. 359-378 Downloads
Kulan Ranasinghe and Mervyn Silvapulle
Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors pp. 379-405 Downloads
Nikolay Gospodinov and Ye Tao
Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions pp. 406-456 Downloads
Giuseppe Ragusa
Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap pp. 457-468 Downloads
Dale Poirier
Book Review: Introducing Monte Carlo Methods with R pp. 469-474 Downloads
Richard Luger

Volume 30, issue 3, 2011

A Consistent Test for Multivariate Conditional Distributions pp. 251-273 Downloads
Fuchun Li and Greg Tkacz
Testing for a unit root in a stationary ESTAR process pp. 274-302 Downloads
Rehim Kılıc
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation pp. 303-336 Downloads
Emma M. Iglesias and Garry Phillips
Estimation of Allocative Inefficiency and Productivity Growth with Dynamic Adjustment Costs pp. 337-357 Downloads
Scott Atkinson and Christopher Cornwell

Volume 30, issue 2, 2011

Estimation and Asymptotic Inference in the AR-ARCH Model pp. 129-153 Downloads
Theis Lange, Anders Rahbek and Søren Tolver Jensen
Robust Misspecification Tests for the Heckman's Two-Step Estimator pp. 154-172 Downloads
Gabriel Montes-Rojas
Two-Step Estimation of Endogenous and Exogenous Group Effects pp. 173-207 Downloads
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 Downloads
Loukia Meligkotsidou, Elias Tzavalis and Ioannis Vrontos

Volume 30, issue 1, 2011

Empirical Likelihood for Efficient Semiparametric Average Treatment Effects pp. 1-24 Downloads
Francesco Bravo and David Tomás Jacho-Chávez
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters pp. 25-50 Downloads
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 Downloads
Nikolaos Kourogenis and Nikitas Pittis
The Relation of Different Concepts of Causality Used in Time Series and Microeconometrics pp. 109-127 Downloads
Michael Lechner
Page updated 2013-05-22