Econometrics

2013 - 2025

Current editor(s): Ms. Jasmine Liu

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Volume 1, issue 3, 2013

Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc pp. 1-19

Chia-Lin Chang and Michael McAleer

Polynomial Regressions and Nonsense Inference pp. 1-13

Daniel Ventosa-Santaulària and Carlos Vladimir Rodríguez-Caballero

Academic Rankings with RePEc pp. 1-32

Christian Zimmermann

The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process pp. 1-10

Umberto Triacca

Volume 1, issue 2, 2013

Parametric and Nonparametric Frequentist Model Selection and Model Averaging pp. 1-23

Aman Ullah and Huansha Wang

Structural Panel VARs pp. 1-27

Peter Pedroni

Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging pp. 1-16

Naoya Sueishi

Volume 1, issue 1, 2013

Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments pp. 1-44

Fei Jin and Lung-Fei Lee

Ten Things You Should Know about the Dynamic Conditional Correlation Representation pp. 1-12

Massimiliano Caporin and Michael McAleer

Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator pp. 1-18

Soren Johansen and Bent Nielsen

On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations pp. 1-31

Yongning Wang and Ruey S. Tsay

Forecasting Value-at-Risk Using High-Frequency Information pp. 1-14

Huiyu Huang and Tae Hwy Lee

Constructing U.K. Core Inflation pp. 1-21

Terence C. Mills