EconPapers    
Economics at your fingertips  
 

Journal of Econometrics

1973 - 2025

Current editor(s): T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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


Volume 145, issue 1-2, 2008

Special issue editors' introduction: The use of econometrics in informing public policy makers pp. 1-3 Downloads
Robin Sickles and Jennifer Williams
A model of Social Security Disability Insurance using matched SIPP/Administrative data pp. 4-20 Downloads
Kajal Lahiri, Jae Song and Bernard Wixon
Social security and the retirement and savings behavior of low-income households pp. 21-42 Downloads
Wilbert van der Klaauw and Kenneth I. Wolpin
Household search and health insurance coverage pp. 43-63 Downloads
Matthew Dey and Christopher Flinn
Heterogeneous impacts in PROGRESA pp. 64-80 Downloads
Habiba Djebbari and Jeffrey Smith
State dependence in youth labor market experiences, and the evaluation of policy interventions pp. 81-97 Downloads
Denise Doiron and Tue Gørgens
Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients pp. 98-108 Downloads
Cheng Hsiao, Yan Shen, Boqing Wang and Greg Weeks
The long-run cost of job loss as measured by consumption changes pp. 109-120 Downloads
Martin Browning and Thomas Crossley
Panel data methods for fractional response variables with an application to test pass rates pp. 121-133 Downloads
Leslie Papke and Jeffrey Wooldridge
Efficiency in public schools: Does competition matter? pp. 134-157 Downloads
Daniel Millimet and Trevor Collier
Turning from crime: A dynamic perspective pp. 158-173 Downloads
Robin Sickles and Jenny Williams
On the estimation of returns to scale, technical progress and monopolistic markups pp. 174-193 Downloads
Walter Diewert and Kevin Fox
Estimating regional trade agreement effects on FDI in an interdependent world pp. 194-208 Downloads
Badi Baltagi, Peter Egger and Michael Pfaffermayr
Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations pp. 209-225 Downloads
David Wheelock and Paul Wilson
Relative prices and electronic substitution: Changes in household-level demand for postal delivery services from 1986 to 2004 pp. 226-242 Downloads
Seung-Hyun Hong and Frank A. Wolak
Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company pp. 243-257 Downloads
Sungjin Cho and John Rust

Volume 144, issue 2, 2008

Evolution of forecast disagreement in a Bayesian learning model pp. 325-340 Downloads
Kajal Lahiri and Xuguang Simon Sheng
Patient enrollment in medical trials: Selection bias in a randomized experiment pp. 341-351 Downloads
Anup Malani
Testing for jumps when asset prices are observed with noise-a "swap variance" approach pp. 352-370 Downloads
George J. Jiang and Roel Oomen
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests pp. 371-391 Downloads
Jerry Hausman and Guido Kuersteiner
Estimation of partial differential equations with applications in finance pp. 392-408 Downloads
Dennis Kristensen
Valid tests of whether technical inefficiency depends on firm characteristics pp. 409-427 Downloads
Myungsup Kim and Peter Schmidt
Restricted Kalman filtering revisited pp. 428-429 Downloads
Adrian Pizzinga, Cristiano Fernandes and Sergio Contreras
Inference in panel data models under attrition caused by unobservables pp. 430-446 Downloads
Debopam Bhattacharya
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model pp. 447-464 Downloads
Hugo Kruiniger
Analysis of treatment response data from eligibility designs pp. 465-478 Downloads
Siddhartha Chib and Liana Jacobi
The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias pp. 479-491 Downloads
Daniel Hamermesh and Stephen Donald
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold pp. 492-499 Downloads
Sokbae (Simon) Lee and Myung Hwan Seo
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters pp. 500-510 Downloads
Valentina Corradi and Emma Iglesias
Nearly-singular design in GMM and generalized empirical likelihood estimators pp. 511-523 Downloads
Mehmet Caner
Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18] pp. 524-525 Downloads
Marcus Chambers

Volume 144, issue 1, 2008

An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions pp. 1-26 Downloads
Yacine Ait-Sahalia and Per A. Mykland
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution pp. 27-61 Downloads
Yingyao Hu
Likelihood approximation by numerical integration on sparse grids pp. 62-80 Downloads
Florian Heiss and Viktor Winschel
Partial identification of probability distributions with misclassified data pp. 81-117 Downloads
Francesca Molinari
Weak identification robust tests in an instrumental quantile model pp. 118-138 Downloads
Sung Jae Jun
A non-parametric independence test using permutation entropy pp. 139-155 Downloads
Matilla-Garci­a, Mariano and Ruiz Mari­n, Manuel
Learning and the value of information: Evidence from health plan report cards pp. 156-174 Downloads
Michael Chernew, Gautam Gowrisankaran and Dennis P. Scanlon
Mixtures of t-distributions for finance and forecasting pp. 175-192 Downloads
Raffaella Giacomini, Andreas Gottschling, Christian Haefke and Halbert White
Local polynomial estimation of nonparametric simultaneous equations models pp. 193-218 Downloads
Liangjun Su and Aman Ullah
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares pp. 219-233 Downloads
Kyung So Im and Peter Schmidt
Risk, jumps, and diversification pp. 234-256 Downloads
Tim Bollerslev, Tzuo Hann Law and George Tauchen
Nonparametric estimation and testing of fixed effects panel data models pp. 257-275 Downloads
Daniel Henderson, Raymond J. Carroll and Qi Li
A semi-parametric Bayesian approach to the instrumental variable problem pp. 276-305 Downloads
Timothy Conley, Christian Hansen, Robert E. McCulloch and Peter Rossi
Chain indices of the cost-of-living and the path-dependence problem: An empirical solution pp. 306-324 Downloads
Nicholas Oulton

Volume 143, issue 2, 2008

Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility pp. 227-262 Downloads
Gongmeng Chen, Yoon K. Choi and Yong Zhou
Estimation of Markov regime-switching regression models with endogenous switching pp. 263-273 Downloads
Chang-Jin Kim, Jeremy Piger and Richard Startz
Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity pp. 274-290 Downloads
Sonia Bhalotra and Arthur van Soest
Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models pp. 291-316 Downloads
Anastasios Panagiotelis and Michael Smith
A smooth nonparametric conditional quantile frontier estimator pp. 317-333 Downloads
Carlos Martins-Filho and Feng Yao
Bayesian analysis of the ordered probit model with endogenous selection pp. 334-348 Downloads
Murat Munkin and Pravin Trivedi
Long-run risk-return trade-offs pp. 349-374 Downloads
Federico M. Bandi and Benoit Perron
Examining bias in estimators of linear rational expectations models under misspecification pp. 375-395 Downloads
Eric Jondeau and Hervé Le Bihan
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] pp. 396-397 Downloads
David Harvey, Stephen Leybourne and Robert Taylor

Volume 143, issue 1, 2008

Specification testing pp. 1-4 Downloads
Miguel Delgado
On distribution-free goodness-of-fit testing of exponentiality pp. 5-18 Downloads
John Haywood and Estate Khmaladze
Testing multivariate distributions in GARCH models pp. 19-36 Downloads
Jushan Bai and Zhihong Chen
Distribution-free specification tests of conditional models pp. 37-55 Downloads
Miguel Delgado and Winfried Stute
Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach pp. 56-73 Downloads
Holger Dette and Mark Podolskij
Joint and marginal specification tests for conditional mean and variance models pp. 74-87 Downloads
Juan Carlos Escanciano
Specification tests in nonparametric regression pp. 88-102 Downloads
John Einmahl and Ingrid Van Keilegom
Breaking the curse of dimensionality in nonparametric testing pp. 103-122 Downloads
Pascal Lavergne and Valentin Patilea
Nonparametric simultaneous testing for structural breaks pp. 123-142 Downloads
Jiti Gao, Irene Gijbels and Sebastien Van Bellegem
Specification testing for regression models with dependent data pp. 143-165 Downloads
J. Hidalgo
Goodness-of-fit tests for conditional models under censoring and truncation pp. 166-190 Downloads
Ricardo Cao and Wenceslao Gonzalez-Manteiga
On specification testing of ordered discrete choice models pp. 191-205 Downloads
Juan Mora and Ana Moro-Egido
Diagnostic testing for cointegration pp. 206-225 Downloads
P.M. Robinson
Page updated 2025-05-09