# Econometrics
2013 - 2020
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 8, issue 2, 2020**
- 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-François Richard*
- BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl pp. 1-29
*Marcin Błażejowski and Jacek Kwiatkowski and Paweł Kufel*
- 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*
- 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*
- Forecast Accuracy Matters for Hurricane Damage pp. 1-24
*Andrew B. Martinez*
- Sovereign Risk Indices and Bayesian Theory Averaging pp. 1-24
*Alex Lenkoski* and *Fredrik L. Aanes*
- 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 R. Swanson*
- Simultaneous Indirect Inference, Impulse Responses and ARMA Models pp. 1-26
*Lynda Khalaf* and *Beatriz Peraza López*
- Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? pp. 1-16
*Michael P. Clements*
**Volume 8, issue 1, 2020**
- Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors pp. 1-23
*Matteo Barigozzi*, *Marco Lippi* and *Matteo Luciani*
- A Review of the ‘BMS’ Package for R with Focus on Jointness pp. 1-21
*Shahram Amini* and *Christopher Parmeter*
- 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 K. Van Dijk*
- 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*
- Testing for Stochastic Dominance up to a Common Relative Poverty Line pp. 1-9
*Tahsin Mehdi*
- Acknowledgement to Reviewers of Econometrics in 2019 pp. 1-2
*Econometrics Editorial Office*
- Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function pp. 1-15
*Ramses Abul Naga*, *Christopher Stapenhurst* and *Gaston Yalonetzky*
- Mahalanobis Distances on Factor Model Based Estimation pp. 1-11
*Deliang Dai*
- 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*
**Volume 7, issue 4, 2019**
- Uniform Inference in Panel Autoregression pp. 1-28
*John C. Chao* and *Peter Phillips*
- HAR Testing for Spurious Regression in Trend pp. 1-28
*Peter Phillips*, *Xiaohu Wang* and *Yonghui Zhang*
- Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression pp. 1-14
*Marek Chudý* and *Erhard Reschenhofer*
- Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms pp. 1-35
*Takamitsu Kurita* and *Bent Nielsen*
- Causal Random Forests Model Using Instrumental Variable Quantile Regression pp. 1-22
*Jau-er Chen* and *Chen-Wei Hsiang*
- Likelihood Inference for Generalized Integer Autoregressive Time Series Models pp. 1-13
*Harry Joe*
- Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series pp. 1-19
*Hiroyuki Kawakatsu*
- The Replication Crisis as Market Failure pp. 1-8
*John Quiggin*
- Generalized Binary Time Series Models pp. 1-26
*Carsten Jentsch* and *Lena Reichmann*
**Volume 7, issue 3, 2019**
- Evaluating Approximate Point Forecasting of Count Processes pp. 1-28
*Annika Homburg*, *Christian H. Weiß*, *Layth C. Alwan*, *Gabriel Frahm* and *Rainer Göb*
- A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments pp. 1-28
*Chuanming Gao* and *Kajal Lahiri*
- Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data pp. 1-27
*Richard M. Golden*, *Steven S. Henley*, *Halbert White* and *T. Michael Kashner*
- Bayesian Analysis of Coefficient Instability in Dynamic Regressions pp. 1-32
*Emanuela Ciapanna* and *Marco Taboga*
- Heteroskedasticity in One-Way Error Component Probit Models pp. 1-22
*Richard Kouamé Moussa*
- Compulsory Schooling and Returns to Education: A Re-Examination pp. 1-20
*Sophie van Huellen* and *Duo Qin*
- Forecast Bitcoin Volatility with Least Squares Model Averaging pp. 1-20
*Tian Xie*
- Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components pp. 1-43
*Franz Ramsauer*, *Aleksey Min* and *Michael Lingauer*
- Bivariate Volatility Modeling with High-Frequency Data pp. 1-15
*Marius Matei*, *Xari Rovira* and *Núria Agell*
- A Combination Method for Averaging OLS and GLS Estimators pp. 1-12
*Qingfeng Liu* and *Andrey Vasnev*
- Misclassification in Binary Choice Models with Sample Selection pp. 1-19
*Maria Felice Arezzo* and *Giuseppina Guagnano*
- Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation pp. 1-23
*Jie Chen* and *Dimitris N. Politis*
- On the Forecast Combination Puzzle pp. 1-26
*Wei Qian*, *Craig A. Rolling*, *Gang Cheng* and *Yuhong Yang*
**Volume 7, issue 2, 2019**
- Interval-Based Hypothesis Testing and Its Applications to Economics and Finance pp. 1-22
*Jae Kim* and *Andrew P. Robinson*
- Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric pp. 1-13
*Kyoo il Kim*
- A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection pp. 1-29
*Fernando Rios-Avila*
- Important Issues in Statistical Testing and Recommended Improvements in Accounting Research pp. 1-11
*Thomas R. Dyckman* and *Stephen A. Zeff*
- Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model pp. 1-11
*Pierre Perron* and *Yohei Yamamoto*
- Background Indicators pp. 1-14
*Burkhard Raunig*
- A Frequentist Alternative to Significance Testing, p -Values, and Confidence Intervals pp. 1-14
*David Trafimow*
- On Using the t -Ratio as a Diagnostic pp. 1-3
*Jan R. Magnus*
- Threshold Regression with Endogeneity for Short Panels pp. 1-8
*Tue Gørgens* and *Allan Würtz*
- Measures of Dispersion and Serial Dependence in Categorical Time Series pp. 1-23
*Christian H. Weiß*
- Covariance Prediction in Large Portfolio Allocation pp. 1-24
*Carlos Trucíos*, *Mauricio Zevallos*, *Luiz Hotta* and *Andre Santos*
- Looking Backward and Looking Forward pp. 1-24
*Zhengyuan Gao* and *Christian Hafner*
**Volume 7, issue 1, 2019**
- Indirect Inference: Which Moments to Match? pp. 1-17
*David T. Frazier* and *Eric Renault*
- Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors pp. 1-20
*Mardi Dungey*, *Stan Hurn*, *Shuping Shi* and *Vladimir Volkov*
- On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models pp. 1-13
*Karl-Heinz Schild* and *Karsten Schweikert*
- Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models pp. 1-10
*Soren Johansen*
- Monte Carlo Inference on Two-Sided Matching Models pp. 1-15
*Taehoon Kim*, *Jacob Schwartz*, *Kyungchul Song* and *Yoon-Jae Whang*
- A Parametric Factor Model of the Term Structure of Mortality pp. 1-22
*Niels Haldrup* and *Carsten P. T. Rosenskjold*
- Acknowledgement to Reviewers of Econometrics in 2018 pp. 1-2
*Econometrics Editorial Office*
- Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence pp. 1-32
*Mingmian Cheng* and *Norman Swanson*
- On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator pp. 1-14
*Tomohiro Ando* and *Naoya Sueishi*
- Panel Data Estimation for Correlated Random Coefficients Models pp. 1-18
*Cheng Hsiao*, *Qi Li*, *Zhongwen Liang* and *Wei Xie*
- Not p -Values, Said a Little Bit Differently pp. 1-5
*Richard Startz*
- The Specification of Dynamic Discrete-Time Two-State Panel Data Models pp. 1-16
*Tue Gørgens* and *Dean Hyslop*
- Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series pp. 1-16
*Miguel Henry* and *George Judge*
- Gini Regressions and Heteroskedasticity pp. 1-16
*Arthur Charpentier*, *Ndéné Ka*, *Stéphane Mussard* and *Oumar Hamady Ndiaye*
- Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient pp. 1-24
*David Bernstein* and *Bent Nielsen*
- Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems pp. 1-24
*Antonio Pacifico*
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