Journal of Econometric Methods

2012 - 2026

Current editor(s): Tong Li and Zhongjun Qu

From De Gruyter
Bibliographic data for series maintained by Peter Golla ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model pp. 1-23: Govert Bijwaard, Ridder Geert and Tiemen Woutersen
Markov Regime-Switching Tests: Asymptotic Critical Values pp. 25-34: Carter Andrew V. and Douglas Steigerwald
Finite Mixture for Panels with Fixed Effects pp. 35-51: Partha Deb and Pravin Trivedi
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks pp. 53-67: Alastair Hall and Sakkas Nikolaos
A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressorsa pp. 69-87: John Giles and Irina Murtazashvili
Reproducible Econometric Simulations pp. 89-99: Christian Kleiber and Achim Zeileis
Understanding and teaching unequal probability of selection1) pp. 101-112: Humberto Barreto and Manu Raghav

Editorial pp. 1-1: Jason Abrevaya
Quantile Uncorrelation and Instrumental Regressions pp. 2-14: Komarova Tatiana, Severini Thomas A. and Tamer Elie T.
What Do Kernel Density Estimators Optimize? pp. 15-22: Koenker Roger, Mizera Ivan and Yoon Jungmo
A Score Based Approach to Wild Bootstrap Inference pp. 23-41: Patrick Kline and Andres Santos
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown pp. 42-55: Lin Chang-Ching and Serena Ng
A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors pp. 56-66: Amsler Christine and Schmidt Peter
Structural Econometric Methods in Auctions: A Guide to the Literature pp. 67-106: Hickman Brent R., Timothy Hubbard and Yigit Saglam
An Alternative Proof That OLS is BLUE pp. 107-107: Halbert White and Jin Seo Cho