# Econometrics
2013 - 2021
Current editor(s): *Prof. Dr. Kerry Patterson* From MDPI, Open Access Journal Bibliographic data for series maintained by XML Conversion Team (). Access Statistics for this journal.
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**Volume 9, issue 2, 2021**
- Outliers in Semi-Parametric Estimation of Treatment Effects pp. 1-32
*Gustavo Canavire-Bacarreza*, *Luis Castro Peñarrieta* and *Darwin Ugarte Ontiveros*
- Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions pp. 1-18
*Jau-er Chen*, *Chien-Hsun Huang* and *Jia-Jyun Tien*
- Uncertainty Due to Infectious Diseases and Stock–Bond Correlation pp. 1-18
*Konstantinos Gkillas*, *Christoforos Konstantatos* and *Costas Siriopoulos*
- Multidimensional Arrays, Indices and Kronecker Products pp. 1-15
*D. Stephen G. Pollock*
- Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues pp. 1-36
*Antonio Pacifico*
- Quantile Regression with Generated Regressors pp. 1-35
*Liqiong Chen*, *Antonio F. Galvao* and *Suyong Song*
- Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis pp. 1-14
*Kajal Lahiri* and *Zulkarnain Pulungan*
- Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models pp. 1-21
*Manabu Asai*, *Chia-Lin Chang*, *Michael McAleer* and *Laurent Pauwels*
**Volume 9, issue 1, 2021**
- Erratum: Hoover, K.D. 2020. The Discovery of Long-Run Causal Order: A Preliminary Investigation. Econometrics 8: 31 pp. 1-1
*Kevin Hoover*
- New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past? pp. 1-25
*Boriss Siliverstovs*
- Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables pp. 1-25
*Souvik Banerjee* and *Anirban Basu*
- Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing pp. 1-25
*Kyungsik Nam*
- Integration and Disintegration of EMU Government Bond Markets pp. 1-17
*Christian Leschinski*, *Michelle Voges* and *Philipp Sibbertsen*
- Goodness–of–Fit Tests for Bivariate Time Series of Counts pp. 1-20
*Šárka Hudecová*, *Marie Hušková* and *Simos G. Meintanis*
- Temperature Anomalies, Long Memory, and Aggregation pp. 1-22
*J. Eduardo Vera-Valdés*
- Acknowledgment to Reviewers of Econometrics in 2020 pp. 1-2
*Econometrics Editorial Office*
- Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions pp. 1-35
*Fabian Knorre*, *Martin Wagner* and *Maximilian Grupe*
- Hospital Emergency Room Savings via Health Line S24 in Portugal pp. 1-10
*Paula Simões*, *Sérgio Gomes* and *Isabel Natário*
- Searching for a Theory That Fits the Data: A Personal Research Odyssey pp. 1-27
*Katarina Juselius*
- Towards a New Paradigm for Statistical Evidence in the Use of p -Value pp. 1-3
*Muhammad Ishaq Bhatti* and *Jae Kim*
- Regularized Maximum Diversification Investment Strategy pp. 1-23
*N’Golo Koné*
- Enhanced Methods of Seasonal Adjustment pp. 1-23
*D. Stephen G. Pollock*
**Volume 8, issue 4, 2020**
- Reducing the Bias of the Smoothed Log Periodogram Regression for Financial High-Frequency Data pp. 1-15
*Erhard Reschenhofer* and *Manveer K. Mangat*
- Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational pp. 1-26
*Michael D. Goldberg*, *Olesia Kozlova* and *Deniz Ozabaci*
- A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing pp. 1-54
*Dietmar Bauer*, *Lukas Matuschek*, *Patrick de Matos Ribeiro* and *Martin Wagner*
- On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples pp. 1-25
*Nandana Sengupta* and *Fallaw Sowell*
- Direct and Indirect Effects under Sample Selection and Outcome Attrition pp. 1-25
*Martin Huber* and *Anna Solovyeva*
- Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature pp. 1-19
*Eric Hillebrand*, *Soren Johansen* and *Torben Schmith*
**Volume 8, issue 3, 2020**
- Frequency-Domain Evidence for Climate Change pp. 1-15
*Manveer Kaur Mangat* and *Erhard Reschenhofer*
- Cointegration and Structure in Norwegian Wage–Price Dynamics pp. 1-15
*Marit Gjelsvik*, *Ragnar Nymoen* and *Victoria Sparrman*
- Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment pp. 1-16
*C. Vladimir Rodríguez-Caballero* and *J. Eduardo Vera-Valdés*
- Confidence Distributions for FIC Scores pp. 1-28
*Céline Cunen* and *Nils Lid Hjort*
- Dynamic Panel Modeling of Climate Change pp. 1-28
*Peter Phillips*
- Maximum Likelihood Estimation for the Fractional Vasicek Model pp. 1-28
*Katsuto Tanaka*, *Weilin Xiao* and *Jun Yu*
- Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size pp. 1-28
*Yuanyuan Li* and *Dietmar Bauer*
- Indirect Inference Estimation of Spatial Autoregressions pp. 1-26
*Yong Bao*, *Xiaotian Liu* and *Lihong Yang*
- Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness pp. 1-23
*Jeremy Arkes*
- Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model pp. 1-27
*Stefan Mittnik*, *Willi Semmler* and *Alexander Haider*
- The Discovery of Long-Run Causal Order: A Preliminary Investigation pp. 1-25
*Kevin Hoover*
- Linear Stochastic Models in Discrete and Continuous Time pp. 1-22
*D. Stephen G. Pollock*
**Volume 8, issue 2, 2020**
- Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? pp. 1-16
*Michael Clements*
- Bayesian Model Averaging Using Power-Expected-Posterior Priors pp. 1-15
*Dimitris Fouskakis* and *Ioannis Ntzoufras*
- Bayesian Model Averaging with the Integrated Nested Laplace Approximation pp. 1-15
*Virgilio Gómez-Rubio*, *Roger S. Bivand* and *Håvard Rue*
- Maximum-Likelihood Estimation in a Special Integer Autoregressive Model pp. 1-15
*Robert Jung* and *Andrew R. Tremayne*
- BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl pp. 1-29
*Marcin Błażejowski*, *Jacek Kwiatkowski* and *Pawel Kufel*
- Simultaneous Indirect Inference, Impulse Responses and ARMA Models pp. 1-26
*Lynda Khalaf* and *Beatriz Peraza López*
- Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach pp. 1-26
*Fernanda Valente* and *Márcio Laurini*
- Forecast Accuracy Matters for Hurricane Damage pp. 1-24
*Andrew Martinez*
- Sovereign Risk Indices and Bayesian Theory Averaging pp. 1-24
*Alex Lenkoski* and *Fredrik L. Aanes*
- Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models pp. 1-36
*Annalisa Cadonna*, *Sylvia Frühwirth-Schnatter* and *Peter Knaus*
- Balanced Growth Approach to Tracking Recessions pp. 1-35
*Marta Boczoń* and *Jean-Francois Richard*
- New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section pp. 1-52
*Bo Yu*, *Bruce Mizrach* and *Norman Swanson*
- Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis pp. 1-22
*Kamil Makieła* and *Błażej Mazur*
- Improved Average Estimation in Seemingly Unrelated Regressions pp. 1-22
*Ali Mehrabani* and *Aman Ullah*
- Gini Index Estimation within Pre-Specified Error Bound: Application to Indian Household Survey Data pp. 1-20
*Francis Bilson Darku*, *Frank Konietschke* and *Bhargab Chattopadhyay*
**Volume 8, issue 1, 2020**
- Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14 pp. 1-1
*David Ardia*, *Lukasz T. Gatarek*, *Lennart Hoogerheide* and *Herman van Dijk*
- A Review of the ‘BMS’ Package for R with Focus on Jointness pp. 1-21
*Shahram Amini* and *Christopher Parmeter*
- Acknowledgement to Reviewers of Econometrics in 2019 pp. 1-2
*Econometrics Editorial Office*
- Distributions You Can Count On …But What’s the Point? pp. 1-36
*Brendan McCabe* and *Christopher Skeels*
- Cross-Validation Model Averaging for Generalized Functional Linear Model pp. 1-35
*Haili Zhang* and *Guohua Zou*
- Mahalanobis Distances on Factor Model Based Estimation pp. 1-11
*Deliang Dai*
- Representation of Japanese Candlesticks by Oriented Fuzzy Numbers pp. 1-24
*Krzysztof Piasecki* and *Anna Łyczkowska-Hanćkowiak*
- Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples pp. 1-24
*Richard A. Ashley* and *Christopher Parmeter*
- Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors pp. 1-23
*Matteo Barigozzi*, *Marco Lippi* and *Matteo Luciani*
- Testing for Stochastic Dominance up to a Common Relative Poverty Line pp. 1-9
*Tahsin Mehdi*
- Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function pp. 1-15
*Ramses Abul Naga*, *Christopher Stapenhurst* and *Gaston Yalonetzky*
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