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2013 - 2021

Current editor(s): Prof. Dr. Kerry Patterson

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Volume 9, issue 2, 2021

Outliers in Semi-Parametric Estimation of Treatment Effects pp. 1-32 Downloads
Gustavo Canavire-Bacarreza, Luis Castro Peñarrieta and Darwin Ugarte Ontiveros
Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions pp. 1-18 Downloads
Jau-er Chen, Chien-Hsun Huang and Jia-Jyun Tien
Uncertainty Due to Infectious Diseases and Stock–Bond Correlation pp. 1-18 Downloads
Konstantinos Gkillas, Christoforos Konstantatos and Costas Siriopoulos
Multidimensional Arrays, Indices and Kronecker Products pp. 1-15 Downloads
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 Downloads
Antonio Pacifico
Quantile Regression with Generated Regressors pp. 1-35 Downloads
Liqiong Chen, Antonio F. Galvao and Suyong Song
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis pp. 1-14 Downloads
Kajal Lahiri and Zulkarnain Pulungan
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models pp. 1-21 Downloads
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 Downloads
Kevin Hoover
New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past? pp. 1-25 Downloads
Boriss Siliverstovs
Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables pp. 1-25 Downloads
Souvik Banerjee and Anirban Basu
Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing pp. 1-25 Downloads
Kyungsik Nam
Integration and Disintegration of EMU Government Bond Markets pp. 1-17 Downloads
Christian Leschinski, Michelle Voges and Philipp Sibbertsen
Goodness–of–Fit Tests for Bivariate Time Series of Counts pp. 1-20 Downloads
Šárka Hudecová, Marie Hušková and Simos G. Meintanis
Temperature Anomalies, Long Memory, and Aggregation pp. 1-22 Downloads
J. Eduardo Vera-Valdés
Acknowledgment to Reviewers of Econometrics in 2020 pp. 1-2 Downloads
Econometrics Editorial Office
Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions pp. 1-35 Downloads
Fabian Knorre, Martin Wagner and Maximilian Grupe
Hospital Emergency Room Savings via Health Line S24 in Portugal pp. 1-10 Downloads
Paula Simões, Sérgio Gomes and Isabel Natário
Searching for a Theory That Fits the Data: A Personal Research Odyssey pp. 1-27 Downloads
Katarina Juselius
Towards a New Paradigm for Statistical Evidence in the Use of p -Value pp. 1-3 Downloads
Muhammad Ishaq Bhatti and Jae Kim
Regularized Maximum Diversification Investment Strategy pp. 1-23 Downloads
N’Golo Koné
Enhanced Methods of Seasonal Adjustment pp. 1-23 Downloads
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 Downloads
Erhard Reschenhofer and Manveer K. Mangat
Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational pp. 1-26 Downloads
Michael D. Goldberg, Olesia Kozlova and Deniz Ozabaci
A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing pp. 1-54 Downloads
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 Downloads
Nandana Sengupta and Fallaw Sowell
Direct and Indirect Effects under Sample Selection and Outcome Attrition pp. 1-25 Downloads
Martin Huber and Anna Solovyeva
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature pp. 1-19 Downloads
Eric Hillebrand, Soren Johansen and Torben Schmith

Volume 8, issue 3, 2020

Frequency-Domain Evidence for Climate Change pp. 1-15 Downloads
Manveer Kaur Mangat and Erhard Reschenhofer
Cointegration and Structure in Norwegian Wage–Price Dynamics pp. 1-15 Downloads
Marit Gjelsvik, Ragnar Nymoen and Victoria Sparrman
Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment pp. 1-16 Downloads
C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
Confidence Distributions for FIC Scores pp. 1-28 Downloads
Céline Cunen and Nils Lid Hjort
Dynamic Panel Modeling of Climate Change pp. 1-28 Downloads
Peter Phillips
Maximum Likelihood Estimation for the Fractional Vasicek Model pp. 1-28 Downloads
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 Downloads
Yuanyuan Li and Dietmar Bauer
Indirect Inference Estimation of Spatial Autoregressions pp. 1-26 Downloads
Yong Bao, Xiaotian Liu and Lihong Yang
Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness pp. 1-23 Downloads
Jeremy Arkes
Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model pp. 1-27 Downloads
Stefan Mittnik, Willi Semmler and Alexander Haider
The Discovery of Long-Run Causal Order: A Preliminary Investigation pp. 1-25 Downloads
Kevin Hoover
Linear Stochastic Models in Discrete and Continuous Time pp. 1-22 Downloads
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 Downloads
Michael Clements
Bayesian Model Averaging Using Power-Expected-Posterior Priors pp. 1-15 Downloads
Dimitris Fouskakis and Ioannis Ntzoufras
Bayesian Model Averaging with the Integrated Nested Laplace Approximation pp. 1-15 Downloads
Virgilio Gómez-Rubio, Roger S. Bivand and Håvard Rue
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model pp. 1-15 Downloads
Robert Jung and Andrew R. Tremayne
BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl pp. 1-29 Downloads
Marcin Błażejowski, Jacek Kwiatkowski and Pawel Kufel
Simultaneous Indirect Inference, Impulse Responses and ARMA Models pp. 1-26 Downloads
Lynda Khalaf and Beatriz Peraza López
Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach pp. 1-26 Downloads
Fernanda Valente and Márcio Laurini
Forecast Accuracy Matters for Hurricane Damage pp. 1-24 Downloads
Andrew Martinez
Sovereign Risk Indices and Bayesian Theory Averaging pp. 1-24 Downloads
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 Downloads
Annalisa Cadonna, Sylvia Frühwirth-Schnatter and Peter Knaus
Balanced Growth Approach to Tracking Recessions pp. 1-35 Downloads
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 Downloads
Bo Yu, Bruce Mizrach and Norman Swanson
Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis pp. 1-22 Downloads
Kamil Makieła and Błażej Mazur
Improved Average Estimation in Seemingly Unrelated Regressions pp. 1-22 Downloads
Ali Mehrabani and Aman Ullah
Gini Index Estimation within Pre-Specified Error Bound: Application to Indian Household Survey Data pp. 1-20 Downloads
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 Downloads
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 Downloads
Shahram Amini and Christopher Parmeter
Acknowledgement to Reviewers of Econometrics in 2019 pp. 1-2 Downloads
Econometrics Editorial Office
Distributions You Can Count On …But What’s the Point? pp. 1-36 Downloads
Brendan McCabe and Christopher Skeels
Cross-Validation Model Averaging for Generalized Functional Linear Model pp. 1-35 Downloads
Haili Zhang and Guohua Zou
Mahalanobis Distances on Factor Model Based Estimation pp. 1-11 Downloads
Deliang Dai
Representation of Japanese Candlesticks by Oriented Fuzzy Numbers pp. 1-24 Downloads
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 Downloads
Richard A. Ashley and Christopher Parmeter
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors pp. 1-23 Downloads
Matteo Barigozzi, Marco Lippi and Matteo Luciani
Testing for Stochastic Dominance up to a Common Relative Poverty Line pp. 1-9 Downloads
Tahsin Mehdi
Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function pp. 1-15 Downloads
Ramses Abul Naga, Christopher Stapenhurst and Gaston Yalonetzky
Page updated 2021-05-16