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.
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Volume 3, issue 4, 2015
- Bootstrap Tests for Overidentification in Linear Regression Models pp. 1-39

- Russell Davidson and James MacKinnon
- Is Benford’s Law a Universal Behavioral Theory? pp. 1-11

- Sofia Villas-Boas, Qiuzi Fu and George Judge
- Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables pp. 1-36

- Ming He and Kuan-Pin Lin
- Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality pp. 1-24

- Thibault Vatter, Hau-Tieng Wu, Valérie Chavez-Demoulin and Bin Yu
- Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality pp. 1-10

- Giuseppe Arbia, Giuseppe Espa and Diego Giuliani
- Forecasting Interest Rates Using Geostatistical Techniques pp. 1-28

- Giuseppe Arbia and Michele Di Marcantonio
- Forecast Combination under Heavy-Tailed Errors pp. 1-28

- Gang Cheng, Sicong Wang and Yuhong Yang
- Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach pp. 1-14

- Javier Alejo and Nicolás Badaracco
Volume 3, issue 3, 2015
- Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects pp. 1-31

- Guangjie Li
- A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models pp. 1-31

- Masamune Iwasawa
- A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise pp. 1-16

- Yang Zu
- A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts pp. 1-20

- Hossein Hassani and Emmanuel Sirimal Silva
- A New Approach to Model Verification, Falsification and Selection pp. 1-28

- Andrew Buck and George M. Lady
- New Graphical Methods and Test Statistics for Testing Composite Normality pp. 1-29

- Marc S. Paolella
- Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting pp. 1-23

- Stanislav Anatolyev and Stanislav Khrapov
- Efficient Estimation in Heteroscedastic Varying Coefficient Models pp. 1-7

- Chuanhua Wei and Lijie Wan
- A Spectral Model of Turnover Reduction pp. 1-13

- Zura Kakushadze
- On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study pp. 1-13

- Antonio Galvao and Gabriel Montes-Rojas
- A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index pp. 1-21

- Jose Olmo
Volume 3, issue 2, 2015
- Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data pp. 1-16

- Chi-Yang Chu, Daniel Henderson and Christopher Parmeter
- The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms pp. 1-16

- Ghassen El Montasser
- Strategic Interaction Model with Censored Strategies pp. 1-31

- Nazgul Jenish
- The SAR Model for Very Large Datasets: A Reduced Rank Approach pp. 1-22

- Sandy Burden, Noel Cressie and David G. Steel
- A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models pp. 1-7

- Umberto Triacca
- Nonparametric Regression Estimation for Multivariate Null Recurrent Processes pp. 1-24

- Biqing Cai and Dag Tjøstheim
- Selection Criteria in Regime Switching Conditional Volatility Models pp. 1-28

- Thomas Chuffart
- Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model pp. 1-36

- Shew Fan Liu and Zhenlin Yang
- Detecting Location Shifts during Model Selection by Step-Indicator Saturation pp. 1-25

- Jennifer Castle, Jurgen Doornik, David Hendry and Felix Pretis
- A Jackknife Correction to a Test for Cointegration Rank pp. 1-21

- Marcus Chambers
- Information Recovery in a Dynamic Statistical Markov Model pp. 1-12

- Douglas J. Miller and George Judge
- Bayesian Approach to Disentangling Technical and Environmental Productivity pp. 1-23

- Emir Malikov, Subal Kumbhakar and Mike Tsionas
- Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States pp. 1-18

- Hassan Mohammadi and Yuting Tan
Volume 3, issue 1, 2015
- Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity pp. 1-53

- Isao Ishida and Virmantas Kvedaras
- On the Interpretation of Instrumental Variables in the Presence of Specification Errors pp. 1-10

- P.A.V.B. Swamy, George Tavlas and Stephen Hall
- Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems pp. 1-10

- George Judge
- Two-Step Lasso Estimation of the Spatial Weights Matrix pp. 1-28

- Achim Ahrens and Arnab Bhattacharjee
- A Joint Chow Test for Structural Instability pp. 1-31

- Bent Nielsen and Andrew Whitby
- Acknowledgement to Reviewers of Econometrics in 2014 pp. 1-1

- Econometrics Editorial Office
- Finding Starting-Values for the Estimation of Vector STAR Models pp. 1-26

- Frauke Schleer
- Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term pp. 1-27

- Osman Doğan
Volume 2, issue 4, 2014
- Success at the Summer Olympics: How Much Do Economic Factors Explain? pp. 1-34

- Pravin Trivedi and David Zimmer
- The Biggest Myth in Spatial Econometrics pp. 1-33

- James LeSage and R. Kelley Pace
- Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test pp. 1-14

- Francesca Di Iorio and Umberto Triacca
- A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model pp. 1-18

- Michael Pfaffermayr
Volume 2, issue 3, 2014
- Asymmetry and Leverage in Conditional Volatility Models pp. 1-6

- Michael McAleer
- Two-Part Models for Fractional Responses Defined as Ratios of Integers pp. 1-22

- Harald Oberhofer and Michael Pfaffermayr
Volume 2, issue 2, 2014
- A One Line Derivation of EGARCH pp. 1-6

- Michael McAleer and Christian Hafner
- A Fast, Accurate Method for Value-at-Risk and Expected Shortfall pp. 1-25

- Jochen Krause and Marc S. Paolella
Volume 2, issue 1, 2014
- Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling pp. 1-25

- Dennis Fok, Richard Paap and Philip Hans Franses
- Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach pp. 1-20

- Richard Ashley and Kwok Ping Tsang
- Bias-Correction in Vector Autoregressive Models: A Simulation Study pp. 1-27

- Tom Engsted and Thomas Pedersen
- Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach pp. 1-19

- Katherine Yewell, Steven B Caudill and Franklin Mixon
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