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 4, issue 4, 2016

The Status of Bridge Principles in Applied Econometrics pp. 1-22

Bernt P. Stigum

Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency pp. 1-19

Kyoo Il Kim

Social Networks and Choice Set Formation in Discrete Choice Models pp. 1-26

Bruno Wichmann, Minjie Chen and Wiktor Adamowicz

Testing for the Equality of Integration Orders of Multiple Series pp. 1-10

Man Wang and Ngai Hang Chan

Pair-Copula Constructions for Financial Applications: A Review pp. 1-15

Kjersti Aas

Oil Price and Economic Growth: A Long Story? pp. 1-28

María Gadea, Ana Gómez-Loscos and Antonio Montañés

Panel Cointegration Testing in the Presence of Linear Time Trends pp. 1-16

Uwe Hassler and Mehdi Hosseinkouchack

Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation pp. 1-24

Badi Baltagi, Chihwa Kao and Peng Bin

Generalized Information Matrix Tests for Detecting Model Misspecification pp. 1-24

Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner

Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters pp. 1-13

Wen Xu

Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models pp. 1-13

Richard Ashley and Xiaojin Sun

Editorial Announcement pp. 1-2

Kerry Patterson

Volume 4, issue 3, 2016

Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets pp. 1-26

Xin Zhang, Donggyu Kim and Yazhen Wang

Estimation of Gini Index within Pre-Specified Error Bound pp. 1-12

Bhargab Chattopadhyay and Shyamal Krishna De

Market Microstructure Effects on Firm Default Risk Evaluation pp. 1-31

Flavia Barsotti and Simona Sanfelici

Econometrics Best Paper Award 2016 pp. 1-2

Kerry Patterson

Special Issues of Econometrics: Celebrated Econometricians pp. 1-2

Econometrics Editorial Office

Nonparametric Regression with Common Shocks pp. 1-17

Eduardo A. Souza-Rodrigues

Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited pp. 1-21

M. Shelton Peiris and Manabu Asai

Measuring the Distance between Sets of ARMA Models pp. 1-11

Umberto Triacca

Econometric Information Recovery in Behavioral Networks pp. 1-11

George Judge

Volume 4, issue 2, 2016

Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1 pp. 1-12

Charles Moss, James F. Oehmke, Alexandre Lyambabaje and Andrew Schmitz

Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables pp. 1-12

Daniel A. Griffith and Yongwan Chun

Building a Structural Model: Parameterization and Structurality pp. 1-16

Michel Mouchart and Renzo Orsi

Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability pp. 1-28

Marc S. Paolella

Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence pp. 1-21

Ba Chu and Stephen Satchell

Removing Specification Errors from the Usual Formulation of Binary Choice Models pp. 1-21

P.A.V.B. Swamy, I-Lok Chang, Jatinder S. Mehta, William Greene, Stephen Hall and George Tavlas

Continuous and Jump Betas: Implications for Portfolio Diversification pp. 1-15

Vitali Alexeev, Mardi Dungey and Wenying Yao

A Method for Measuring Treatment Effects on the Treated without Randomization pp. 1-23

P.A.V.B. Swamy, Stephen Hall, George Tavlas, I-Lok Chang, Heather Gibson, William Greene and Jatinder S. Mehta

Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series pp. 1-11

Nunzio Cappuccio and Diego Lubian

Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors pp. 1-27

Xibin Zhang, Maxwell King and Han Lin Shang

Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels pp. 1-27

Masayuki Hirukawa and Mari Sakudo

Volume 4, issue 1, 2016

Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM pp. 1-20

Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk

Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models pp. 1-21

Sung Jae Jun, Joris Pinkse, Haiqing Xu and Neşe Yıldız

Acknowledgement to Reviewers of Econometrics in 2015 pp. 1-2

Econometrics Editorial Office

Bayesian Calibration of Generalized Pools of Predictive Distributions pp. 1-24

Roberto Casarin, Giulia Mantoan and Francesco Ravazzolo

Volatility Forecasting: Downside Risk, Jumps and Leverage Effect pp. 1-24

Francesco Audrino and Yujia Hu

Evolutionary Sequential Monte Carlo Samplers for Change-Point Models pp. 1-33

Arnaud Dufays

A Conditional Approach to Panel Data Models with Common Shocks pp. 1-12

Giovanni Forchini and Bin Peng

Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth pp. 1-16

Mustafa Koroglu and Yiguo Sun

Computational Complexity and Parallelization in Bayesian Econometric Analysis pp. 1-3

Nalan Baştürk, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification pp. 1-14

Ying-Ying Lee

How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply? pp. 1-31

Duo Qin, Sophie van Huellen and Qing-Chao Wang

Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP pp. 1-23

John Geweke

Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns pp. 1-23

Urbi Garay, Enrique Ter Horst, German Molina and Abel Rodriguez

Timing Foreign Exchange Markets pp. 1-23

Samuel Malone, Robert B. Gramacy and Enrique Ter Horst

Forecasting Value-at-Risk under Different Distributional Assumptions pp. 1-27

Manuela Braione and Nicolas Scholtes

The Evolving Transmission of Uncertainty Shocks in the United Kingdom pp. 1-18

Haroon Mumtaz

Spatial Econometrics: A Rapidly Evolving Discipline pp. 1-4

Giuseppe Arbia

Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices pp. 1-19

David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide and Herman van Dijk