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 123, issue 2, 2004

Recent advances in Bayesian econometrics pp. 197-199

Luc Bauwens, Michel Lubrano and Herman van Dijk

Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods pp. 201-225

Luc Bauwens, Charles Bos, Herman van Dijk and Rutger D. van Oest

Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox pp. 227-258

Frank Kleibergen

Bayesian variants of some classical semiparametric regression techniques pp. 259-282

Gary Koop and Dale J. Poirier

Bayesian evaluation of non-admissible conditioning pp. 283-306

Michel Mouchart and Eliana Scheihing

Bayesian analysis of the error correction model pp. 307-325

Rodney Strachan and Brett Inder

Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation pp. 327-344

Nicolas Chopin and Florian Pelgrin

Density inference for ranking European research systems in the field of economics pp. 345-369

Michel Lubrano and Camelia Protopopescu

Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland pp. 371-391

Jacek Osiewalski and Mateusz Pipień

Volume 123, issue 1, 2004

On Kolmogorov's representation of functions of several variables by functions of one variable pp. 1-31

Mark Coppejans

Tests of stationarity against a change in persistence pp. 33-66

Fabio Busetti and Robert Taylor

Bootstrapping the HEGY seasonal unit root tests pp. 67-87

Peter Burridge and Robert Taylor

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form pp. 89-120

Silvia Goncalves and Lutz Kilian

Semiparametric Bayesian inference for stochastic frontier models pp. 121-152

Jim Griffin and Mark Steel

Comparing dynamic equilibrium models to data: a Bayesian approach pp. 153-187

Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez

Decompositions of Pearson's chi-squared test pp. 189-193

Gianna Boero, Jeremy Smith and Kenneth Wallis

Volume 122, issue 2, 2004

An empirical model of learning and patient spillovers in new drug entry pp. 213-246

Andrea Coscelli and Matthew Shum

Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors pp. 247-280

Dong Wan Shin and Man-Suk Oh

Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure pp. 281-291

Erik Biorn

Estimation of cross sectional and panel data censored regression models with endogeneity pp. 293-316

Bo E. Honore and Luojia Hu

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects pp. 317-347

Jean-Marie Dufour, Lynda Khalaf, Jean-Thomas Bernard and Ian Genest

Analytical evaluation of the power of tests for the absence of cointegration pp. 349-384

Elena Pesavento

Maximum score estimation of a nonstationary binary choice model pp. 385-403

Hyungsik Moon

Volume 122, issue 1, 2004

Toward an empirical analysis of polarization pp. 1-26

Gordon Anderson

On the harm that ignoring pretesting can cause pp. 27-46

Dmitry Danilov and Jan Magnus

Optimal forecast combinations under general loss functions and forecast error distributions pp. 47-79

Graham Elliott and Allan Timmermann

Testing for a unit root in panels with dynamic factors pp. 81-126

Hyungsik Moon and Benoit Perron

Markov-switching models with endogenous explanatory variables pp. 127-136

Chang-Jin Kim

Estimating cross-section common stochastic trends in nonstationary panel data pp. 137-183

Jushan Bai

Bayesian analysis of stochastic volatility models with fat-tails and correlated errors pp. 185-212

Eric Jacquier, Nicholas G. Polson and Peter Rossi

Volume 121, issue 1-2, 2004

The econometrics of higher education: editor's view pp. 1-18

L.C.Lawrence C. Marsh

Econometric studies of higher education pp. 19-37

Ronald Ehrenberg

The effect of schooling and ability on achievement test scores pp. 39-98

Karsten T. Hansen, James Heckman and K.J.Kathleen J. Mullen

How robust is the evidence on the effects of college quality? Evidence from matching pp. 99-124

Dan Black and Jeffrey Smith

The effect of college location on migration of college-educated labor pp. 125-142

J.A.Jeffrey A. Groen

Trade in university training: cross-state variation in the production and stock of college-educated labor pp. 143-173

John Bound, Jeffrey Groen, Gabor Kezdi and Sarah Turner

Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data pp. 175-212

Enrico Moretti

Why do employers pay for college? pp. 213-241

Peter Cappelli

Time-use and college outcomes pp. 243-269

Ralph Stinebrickner and Todd Stinebrickner

How have college decisions changed over time? An application of the conditional logistic choice model pp. 271-296

Bridget Long

College performance predictions and the SAT pp. 297-317

Jesse Rothstein

College applications and the effect of affirmative action pp. 319-342

Mark Long

Ability sorting and the returns to college major pp. 343-375

Peter Arcidiacono

The impact of college course offerings on the supply of academically talented public school teachers pp. 377-404

Randall Reback

Bayesian solutions to graduate admissions and related selection problems pp. 405-426

L.C.Lawrence C. Marsh and Arnold Zellner

Volume 120, issue 2, 2004

Alternative sampling methods for estimating multivariate normal probabilities pp. 207-234

Zsolt Sandor and P.Peter Andras

Asymptotic theory for heterogeneous dynamic pseudo-panels pp. 235-262

David McKenzie

Bootstrap unit root tests in panels with cross-sectional dependency pp. 263-293

Yoosoon Chang

Subsampling the distribution of diverging statistics with applications to finance pp. 295-326

Patrice Bertail, Christian Haefke, D.N.Dimitris N. Politis and Halbert White

Forecasting and turning point predictions in a Bayesian panel VAR model pp. 327-359

Fabio Canova and Matteo Ciccarelli

Volume 120, issue 1, 2004

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos pp. 1-33

Mototsugu Shintani and Oliver Linton

Alternative estimators and unit root tests for seasonal autoregressive processes pp. 35-73

Paulo Rodrigues and Robert Taylor

Contemporaneous aggregation of linear dynamic models in large economies pp. 75-102

Paolo Zaffaroni

Nonstationary discrete choice pp. 103-138

Ling Hu and Peter Phillips

Stability of random coefficient ARCH models and aggregation schemes pp. 139-158

Vytautas Kazakevicius, Remigijus Leipus and Marie-Claude Viano

Simple estimators for nonparametric panel data models with sample attrition pp. 159-180

Mitali Das

Mobility measurement, transition matrices and statistical inference pp. 181-205

John P. Formby, W. James Smith and Buhong Zheng