# Econometrics
2013 - 2018
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 6, issue 4, 2018**
- On the Stock–Yogo Tables pp. 1-23
*Christopher L. Skeels* and *Frank Windmeijer*
- Estimation of Treatment Effects in Repeated Public Goods Experiments pp. 1-24
*Jianning Kong* and *Donggyu Sul*
- Econometrics and Income Inequality pp. 1-3
*Martin Biewen* and *Emmanuel Flachaire*
**Volume 6, issue 3, 2018**
- Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal? pp. 1-26
*Chung Choe* and *Philippe Van Kerm*
- Detecting and Measuring Nonlinearity pp. 1-27
*Rachidi Kotchoni*
- Using the Entire Yield Curve in Forecasting Output and Inflation pp. 1-27
*Eric Hillebrand*, *Huiyu Huang*, *Tae-Hwy Lee* and *Canlin Li*
- Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information pp. 1-15
*John W. Galbraith* and *Douglas J. Hodgson*
- Filters, Waves and Spectra pp. 1-33
*D. Stephen G. Pollock*
- The Stochastic Stationary Root Model pp. 1-33
*Andreas Hetland*
- The Relation between Monetary Policy and the Stock Market in Europe pp. 1-14
*Helmut Lütkepohl* and *Aleksei Netšunajev*
- Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics pp. 1-45
*Dorota Toczydlowska* and *Gareth W. Peters*
- Econometrics Best Paper Award 2018 pp. 1-2
*In Choi*, *Steve Cook*, *Marc S. Paolella* and *Jeffrey Racine*
- Some Results on ℓ 1 Polynomial Trend Filtering pp. 1-10
*Hiroshi Yamada* and *Ruixue Du*
**Volume 6, issue 2, 2018**
- Structural Break Tests Robust to Regression Misspecification pp. 1-39
*Alaa Abi Morshed*, *Elena Andreou* and *Otilia Boldea*
- TSLS and LIML Estimators in Panels with Unobserved Shocks pp. 1-12
*Giovanni Forchini*, *Bin Jiang* and *Bin Peng*
- Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis pp. 1-20
*Gordon Anderson*, *Maria Grazia Pittau*, *Roberto Zelli* and *Jasmin Thomas*
- Parametric Inference for Index Functionals pp. 1-11
*Stéphane Guerrier*, *Samuel Orso* and *Maria-Pia Victoria-Feser*
- A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function pp. 1-11
*El Moctar Laghlal* and *Abdoul Aziz Junior Ndoye*
- Decomposing Wage Distributions Using Recentered Influence Function Regressions pp. 1-40
*Sergio Firpo*, *Nicole M. Fortin* and *Thomas Lemieux*
- Polarization and Rising Wage Inequality: Comparing the U.S. and Germany pp. 1-33
*Dirk Antonczyk*, *Thomas DeLeire* and *Bernd Fitzenberger*
- Decomposing the Bonferroni Inequality Index by Subgroups: Shapley Value and Balance of Inequality pp. 1-16
*Giovanni M. Giorgi* and *Alessio Guandalini*
- Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data pp. 1-21
*Vladimir Hlasny* and *Paolo Verme*
- Using the GB2 Income Distribution pp. 1-24
*Duangkamon Chotikapanich*, *William E. Griffiths*, *Gholamreza Hajargasht*, *Wasana Karunarathne* and *D.S. Prasada Rao*
- The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections pp. 1-24
*Tareq Sadeq* and *Michel Lubrano*
- Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data? pp. 1-24
*Gulasekaran Rajaguru*, *Michael O’Neill* and *Tilak Abeysinghe*
- On the Decomposition of the Esteban and Ray Index by Income Sources pp. 1-9
*Elena Barcena* and *Jacques Silber*
- Johansen’s Reduced Rank Estimator Is GMM pp. 1-9
*Bruce E. Hansen*
- Recent Developments in Macro-Econometric Modeling: Theory and Applications pp. 1-5
*Gilles Dufrénot*, *Fredj Jawadi* and *Alexander Mihailov*
- Data-Driven Jump Detection Thresholds for Application in Jump Regressions pp. 1-25
*Robert Davies* and *George Tauchen*
- Forecasting Inflation Uncertainty in the G7 Countries pp. 1-25
*Mawuli Segnon*, *Stelios Bekiros* and *Bernd Wilfling*
**Volume 6, issue 1, 2018**
- A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns pp. 1-27
*Ralf Becker*, *Adam Clements* and *Robert O'Neill*
- Response-Based Sampling for Binary Choice Models With Sample Selection pp. 1-17
*Maria Felice Arezzo* and *Giuseppina Guagnano*
- From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective pp. 1-20
*Francesca Greselin* and *Ričardas Zitikis*
- Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve pp. 1-20
*Francesca Rondina*
- Spurious Seasonality Detection: A Non-Parametric Test Proposal pp. 1-15
*Aurelio Fernandez Bariviera*, *Angelo Plastino* and *George Judge*
- A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade pp. 1-15
*Rodolfo Metulini*, *Roberto Patuelli* and *Daniel A. Griffith*
- Statistical Inference on the Canadian Middle Class pp. 1-18
*Russell Davidson*
- Acknowledgement to Reviewers of Econometrics in 2017 pp. 1-2
*Econometrics Editorial Office*
- Top Incomes, Heavy Tails, and Rank-Size Regressions pp. 1-16
*Christian Schluter*
- An Overview of Modified Semiparametric Memory Estimation Methods pp. 1-21
*Marie Busch* and *Philipp Sibbertsen*
- Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices pp. 1-24
*Fei Jin* and *Lung-fei Lee*
- Assessing News Contagion in Finance pp. 1-19
*Paola Cerchiello* and *Giancarlo Nicola*
- Jackknife Bias Reduction in the Presence of a Near-Unit Root pp. 1-28
*Marcus Chambers* and *Maria Kyriacou*
- Recent Developments in Cointegration pp. 1-5
*Katarina Juselius*
**Volume 5, issue 4, 2017**
- Time-Varying Window Length for Correlation Forecasts pp. 1-29
*Yoontae Jeon* and *Tom McCurdy*
- Bayesian Analysis of Bubbles in Asset Prices pp. 1-23
*Andras Fulop* and *Jun Yu*
- Non-Causality Due to Included Variables pp. 1-4
*Umberto Triacca*
- Reducing Approximation Error in the Fourier Flexible Functional Form pp. 1-16
*Tristan Skolrud*
- Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis pp. 1-28
*Antoni Espasa* and *Eva Senra*
- Inequality and Poverty When Effort Matters pp. 1-19
*Martin Ravallion*
- Business Time Sampling Scheme with Applications to Testing Semi-Martingale Hypothesis and Estimating Integrated Volatility pp. 1-19
*Yingjie Dong* and *Yiu-Kuen Tse*
- An Interview with William A. Barnett pp. 1-32
*Apostolos Serletis*
- Synthetic Control and Inference pp. 1-12
*Jinyong Hahn* and *Ruoyao Shi*
- Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? pp. 1-22
*Alain Hecq*, *Sean Telg* and *Lenard Lieb*
- Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models pp. 1-30
*Jurgen Doornik*, *Rocco Mosconi* and *Paolo Paruolo*
**Volume 5, issue 3, 2017**
- Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models pp. 1-15
*Soren Johansen* and *Morten Tabor*
- Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge pp. 1-20
*Katarina Juselius*
- Building News Measures from Textual Data and an Application to Volatility Forecasting pp. 1-46
*Massimiliano Caporin* and *Francesco Poli*
- Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development pp. 1-33
*Dorian Owen*
- Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations pp. 1-33
*Ronald W. Butler* and *Marc S. Paolella*
- Evaluating Forecasts, Narratives and Policy Using a Test of Invariance pp. 1-27
*Jennifer Castle*, *David Hendry* and *Andrew Martinez*
- On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment pp. 1-6
*Burkhard Raunig*
- Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems pp. 1-17
*H. Peter Boswijk* and *Paolo Paruolo*
- Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels pp. 1-23
*Jae Kim* and *In Choi*
- Announcement of the 2017 Econometrics Young Researcher Award pp. 1-2
*Econometrics Editorial Office*
- Modeling Real Exchange Rate Persistence in Chile pp. 1-21
*Leonardo Salazar*
- Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity pp. 1-21
*Junrong Liu*, *Robin C. Sickles* and *E. G. Tsionas*
- The Turkish Spatial Wage Curve pp. 1-21
*Haci Mevlut Karatas*
- Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market pp. 1-21
*Andreas Hetland* and *Simon Hetland*
- On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply pp. 1-3
*P.A.V.B. Swamy*, *Stephen Hall*, *George Tavlas* and *Peter von zur Muehlen*
- Recent Developments in Copula Models pp. 1-3
*Jean-David Fermanian*
**Volume 5, issue 2, 2017**
- Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions pp. 1-20
*Jurgen Doornik*
- Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles pp. 1-20
*Massimo Franchi* and *Soren Johansen*
- Dependence between Stock Returns of Italian Banks and the Sovereign Risk pp. 1-14
*Fabrizio Durante*, *Enrico Foscolo* and *Alex Weissensteiner*
- The Univariate Collapsing Method for Portfolio Optimization pp. 1-33
*Marc S. Paolella*
- The Realized Hierarchical Archimedean Copula in Risk Modelling pp. 1-31
*Ostap Okhrin* and *Anastasija Tetereva*
- Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting pp. 1-23
*Benedikt Schamberger*, *Lutz F. Gruber* and *Claudia Czado*
- A Spatial Econometric Analysis of the Calls to the Portuguese National Health Line pp. 1-23
*Paula Simões*, *M. Lucília Carvalho*, *Sandra Aleixo*, *Sérgio Gomes* and *Isabel Natário*
- Sustainable Financial Obligations and Crisis Cycles pp. 1-23
*John Juselius* and *Moshe Kim*
- Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity pp. 1-24
*Fabrizio Cipollini*, *Robert Engle* and *Giampiero Gallo*
- Copula-Based Factor Models for Multivariate Asset Returns pp. 1-24
*Eugen Ivanov*, *Aleksey Min* and *Franz Ramsauer*
- Unit Roots and Structural Breaks pp. 1-3
*Pierre Perron*
- Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations pp. 1-10
*Ricardo Quineche* and *Gabriel Rodríguez*
**Volume 5, issue 1, 2017**
- Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries pp. 1-17
*Jesus Clemente Lopez*, *María Gadea*, *Antonio Montañés* and *Marcelo Reyes*
- Testing for a Structural Break in a Spatial Panel Model pp. 1-17
*Aparna Sengupta*
- Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models pp. 1-17
*P.A.V.B. Swamy*, *Jatinder S. Mehta* and *I-Lok Chang*
- Fixed- b Inference for Testing Structural Change in a Time Series Regression pp. 1-26
*Cheol-Keun Cho* and *Timothy J. Vogelsang*
- Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses pp. 1-26
*Seong Yeon Chang* and *Pierre Perron*
- Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models pp. 1-54
*Jan Kiviet*, *Milan Pleus* and *Rutger Poldermans*
- Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation pp. 1-54
*Ragnar Nymoen*
- Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression pp. 1-11
*Luis Alvarez*
- A Note on Identification of Bivariate Copulas for Discrete Count Data pp. 1-11
*Pravin Trivedi* and *David Zimmer*
- Regime Switching Vine Copula Models for Global Equity and Volatility Indices pp. 1-38
*Holger Fink*, *Yulia Klimova*, *Claudia Czado* and *Jakob Stöber*
- Consistency of Trend Break Point Estimator with Underspecified Break Number pp. 1-19
*Jingjing Yang*
- A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators pp. 1-16
*Jochen Heberle* and *Cristina Sattarhoff*
- Acknowledgement to Reviewers of Econometrics in 2016 pp. 1-2
*Econometrics Editorial Office*
- Goodness-of-Fit Tests for Copulas of Multivariate Time Series pp. 1-23
*Bruno Rémillard*
- A Simple Test for Causality in Volatility pp. 1-5
*Chia-Lin Chang* and *Michael McAleer*
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