Journal of Econometrics
1973 - 2025
Current editor(s): T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson
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Volume 145, issue 1-2, 2008
- Special issue editors' introduction: The use of econometrics in informing public policy makers pp. 1-3

- Robin Sickles and Jennifer Williams
- A model of Social Security Disability Insurance using matched SIPP/Administrative data pp. 4-20

- Kajal Lahiri, Jae Song and Bernard Wixon
- Social security and the retirement and savings behavior of low-income households pp. 21-42

- Wilbert van der Klaauw and Kenneth I. Wolpin
- Household search and health insurance coverage pp. 43-63

- Matthew Dey and Christopher Flinn
- Heterogeneous impacts in PROGRESA pp. 64-80

- Habiba Djebbari and Jeffrey Smith
- State dependence in youth labor market experiences, and the evaluation of policy interventions pp. 81-97

- 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

- Cheng Hsiao, Yan Shen, Boqing Wang and Greg Weeks
- The long-run cost of job loss as measured by consumption changes pp. 109-120

- Martin Browning and Thomas Crossley
- Panel data methods for fractional response variables with an application to test pass rates pp. 121-133

- Leslie Papke and Jeffrey Wooldridge
- Efficiency in public schools: Does competition matter? pp. 134-157

- Daniel Millimet and Trevor Collier
- Turning from crime: A dynamic perspective pp. 158-173

- Robin Sickles and Jenny Williams
- On the estimation of returns to scale, technical progress and monopolistic markups pp. 174-193

- Walter Diewert and Kevin Fox
- Estimating regional trade agreement effects on FDI in an interdependent world pp. 194-208

- 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

- 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

- 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

- Sungjin Cho and John Rust
Volume 144, issue 2, 2008
- Evolution of forecast disagreement in a Bayesian learning model pp. 325-340

- Kajal Lahiri and Xuguang Simon Sheng
- Patient enrollment in medical trials: Selection bias in a randomized experiment pp. 341-351

- Anup Malani
- Testing for jumps when asset prices are observed with noise-a "swap variance" approach pp. 352-370

- George J. Jiang and Roel Oomen
- Difference in difference meets generalized least squares: Higher order properties of hypotheses tests pp. 371-391

- Jerry Hausman and Guido Kuersteiner
- Estimation of partial differential equations with applications in finance pp. 392-408

- Dennis Kristensen
- Valid tests of whether technical inefficiency depends on firm characteristics pp. 409-427

- Myungsup Kim and Peter Schmidt
- Restricted Kalman filtering revisited pp. 428-429

- Adrian Pizzinga, Cristiano Fernandes and Sergio Contreras
- Inference in panel data models under attrition caused by unobservables pp. 430-446

- Debopam Bhattacharya
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model pp. 447-464

- Hugo Kruiniger
- Analysis of treatment response data from eligibility designs pp. 465-478

- Siddhartha Chib and Liana Jacobi
- The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias pp. 479-491

- Daniel Hamermesh and Stephen Donald
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold pp. 492-499

- Sokbae (Simon) Lee and Myung Hwan Seo
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters pp. 500-510

- Valentina Corradi and Emma Iglesias
- Nearly-singular design in GMM and generalized empirical likelihood estimators pp. 511-523

- 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

- Marcus Chambers
Volume 144, issue 1, 2008
- An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions pp. 1-26

- 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

- Yingyao Hu
- Likelihood approximation by numerical integration on sparse grids pp. 62-80

- Florian Heiss and Viktor Winschel
- Partial identification of probability distributions with misclassified data pp. 81-117

- Francesca Molinari
- Weak identification robust tests in an instrumental quantile model pp. 118-138

- Sung Jae Jun
- A non-parametric independence test using permutation entropy pp. 139-155

- Matilla-Garcia, Mariano and Ruiz Marin, Manuel
- Learning and the value of information: Evidence from health plan report cards pp. 156-174

- Michael Chernew, Gautam Gowrisankaran and Dennis P. Scanlon
- Mixtures of t-distributions for finance and forecasting pp. 175-192

- Raffaella Giacomini, Andreas Gottschling, Christian Haefke and Halbert White
- Local polynomial estimation of nonparametric simultaneous equations models pp. 193-218

- 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

- Kyung So Im and Peter Schmidt
- Risk, jumps, and diversification pp. 234-256

- Tim Bollerslev, Tzuo Hann Law and George Tauchen
- Nonparametric estimation and testing of fixed effects panel data models pp. 257-275

- Daniel Henderson, Raymond J. Carroll and Qi Li
- A semi-parametric Bayesian approach to the instrumental variable problem pp. 276-305

- 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

- Nicholas Oulton
Volume 143, issue 2, 2008
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility pp. 227-262

- Gongmeng Chen, Yoon K. Choi and Yong Zhou
- Estimation of Markov regime-switching regression models with endogenous switching pp. 263-273

- Chang-Jin Kim, Jeremy Piger and Richard Startz
- Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity pp. 274-290

- Sonia Bhalotra and Arthur van Soest
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models pp. 291-316

- Anastasios Panagiotelis and Michael Smith
- A smooth nonparametric conditional quantile frontier estimator pp. 317-333

- Carlos Martins-Filho and Feng Yao
- Bayesian analysis of the ordered probit model with endogenous selection pp. 334-348

- Murat Munkin and Pravin Trivedi
- Long-run risk-return trade-offs pp. 349-374

- Federico M. Bandi and Benoit Perron
- Examining bias in estimators of linear rational expectations models under misspecification pp. 375-395

- 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

- David Harvey, Stephen Leybourne and Robert Taylor
Volume 143, issue 1, 2008
- Specification testing pp. 1-4

- Miguel Delgado
- On distribution-free goodness-of-fit testing of exponentiality pp. 5-18

- John Haywood and Estate Khmaladze
- Testing multivariate distributions in GARCH models pp. 19-36

- Jushan Bai and Zhihong Chen
- Distribution-free specification tests of conditional models pp. 37-55

- Miguel Delgado and Winfried Stute
- Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach pp. 56-73

- Holger Dette and Mark Podolskij
- Joint and marginal specification tests for conditional mean and variance models pp. 74-87

- Juan Carlos Escanciano
- Specification tests in nonparametric regression pp. 88-102

- John Einmahl and Ingrid Van Keilegom
- Breaking the curse of dimensionality in nonparametric testing pp. 103-122

- Pascal Lavergne and Valentin Patilea
- Nonparametric simultaneous testing for structural breaks pp. 123-142

- Jiti Gao, Irene Gijbels and Sebastien Van Bellegem
- Specification testing for regression models with dependent data pp. 143-165

- J. Hidalgo
- Goodness-of-fit tests for conditional models under censoring and truncation pp. 166-190

- Ricardo Cao and Wenceslao Gonzalez-Manteiga
- On specification testing of ordered discrete choice models pp. 191-205

- Juan Mora and Ana Moro-Egido
- Diagnostic testing for cointegration pp. 206-225

- P.M. Robinson