Econometrics
2013 - 2025
Current editor(s): Ms. Jasmine Liu From MDPI Bibliographic data for series maintained by MDPI Indexing Manager (). Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
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
- Likelihood Inference for Generalized Integer Autoregressive Time Series Models pp. 1-13

- Harry Joe
- Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms pp. 1-35

- Takamitsu Kurita and Bent Nielsen
- Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression pp. 1-14

- Marek Chudý and Erhard Reschenhofer
- Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series pp. 1-19

- Hiroyuki Kawakatsu
- Causal Random Forests Model Using Instrumental Variable Quantile Regression pp. 1-22

- Jau-er Chen and Chen-Wei Hsiang
- Generalized Binary Time Series Models pp. 1-26

- Carsten Jentsch and Lena Reichmann
- The Replication Crisis as Market Failure pp. 1-8

- John Quiggin
Volume 7, issue 3, 2019
- A Combination Method for Averaging OLS and GLS Estimators pp. 1-12

- Qingfeng Liu and Andrey Vasnev
- Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation pp. 1-23

- Jie Chen and Dimitris N. Politis
- Heteroskedasticity in One-Way Error Component Probit Models pp. 1-22

- Richard Kouamé Moussa
- On the Forecast Combination Puzzle pp. 1-26

- Wei Qian, Craig A. Rolling, Gang Cheng and Yuhong Yang
- Bayesian Analysis of Coefficient Instability in Dynamic Regressions pp. 1-32

- Emanuela Ciapanna and Marco Taboga
- 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
- Misclassification in Binary Choice Models with Sample Selection pp. 1-19

- Maria Felice Arezzo and Giuseppina Guagnano
- 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
- 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
- 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
Volume 7, issue 2, 2019
- Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric pp. 1-13

- Kyoo il Kim
- Interval-Based Hypothesis Testing and Its Applications to Economics and Finance pp. 1-22

- Jae Kim and Andrew P. Robinson
- Background Indicators pp. 1-14

- Burkhard Raunig
- A Frequentist Alternative to Significance Testing, p -Values, and Confidence Intervals pp. 1-14

- David Trafimow
- 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
- Measures of Dispersion and Serial Dependence in Categorical Time Series pp. 1-23

- Christian H. Weiß
- Threshold Regression with Endogeneity for Short Panels pp. 1-8

- Tue Gørgens and Allan Würtz
- On Using the t -Ratio as a Diagnostic pp. 1-3

- Jan Magnus
- A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection pp. 1-29

- Fernando Rios-Avila
- 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
- On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models pp. 1-13

- Karl-Heinz Schild and Karsten Schweikert
- Acknowledgement to Reviewers of Econometrics in 2018 pp. 1-2

- Econometrics Editorial Office
- A Parametric Factor Model of the Term Structure of Mortality pp. 1-22

- Niels Haldrup and Carsten P. T. Rosenskjold
- 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
- Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence pp. 1-32

- Mingmian Cheng and Norman Swanson
- Indirect Inference: Which Moments to Match? pp. 1-17

- David T. Frazier and Eric Renault
- Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models pp. 1-10

- Soren Johansen
- 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
- On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator pp. 1-14

- Tomohiro Ando and Naoya Sueishi
- Monte Carlo Inference on Two-Sided Matching Models pp. 1-15

- Taehoon Kim, Jacob Schwartz, Kyungchul Song and Yoon-Jae Whang
- 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
- 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
| |