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Econometric Reviews

1997 - 2021

Current editor(s): Dr. Essie Maasoumi

From Taylor & Francis Journals
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Volume 24, issue 4, 2005

Class Size and Educational Policy: Who Benefits from Smaller Classes? pp. 333-368 Downloads
Esfandiar Maasoumi, Daniel Millimet and Vasudha Rangaprasad
Evaluating Direct Multistep Forecasts pp. 369-404 Downloads
Todd Clark and Michael McCracken
Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration pp. 405-443 Downloads
Morten Nielsen and Per Houmann Frederiksen
A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals pp. 445-466 Downloads
Achim Zeileis
On Testing Sample Selection Bias Under the Multicollinearity Problem pp. 467-481 Downloads
Takashi Yamagata and Chris Orme

Volume 24, issue 3, 2005

Finite Sample Properties of the Two-Step Empirical Likelihood Estimator pp. 247-263 Downloads
Patrik Guggenberger and Jinyong Hahn
Optimal Range for the iid Test Based on Integration Across the Correlation Integral pp. 265-296 Downloads
Evžen Kočenda and Lubos Briatka
New Simple Tests for Panel Cointegration pp. 297-316 Downloads
Joakim Westerlund
Dynamic Asymmetric Leverage in Stochastic Volatility Models pp. 317-332 Downloads
Manabu Asai and Michael McAleer

Volume 24, issue 2, 2005

How can we Define the Concept of Long Memory? An Econometric Survey pp. 113-149 Downloads
Dominique Guegan
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data pp. 151-173 Downloads
Jörg Breitung
Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems pp. 175-194 Downloads
Myoung-jae Lee
Likelihood Estimation for Censored Random Vectors pp. 195-217 Downloads
Wendelin Schnedler
More Efficient Tests Robust to Heteroskedasticity of Unknown Form pp. 219-241 Downloads
Emmanuel Flachaire
A Review of: “Stochastic Frontier Analysis” pp. 243-245 Downloads
Scott Atkinson

Volume 24, issue 1, 2005

RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS pp. 1-37 Downloads
Stephen Bond and Frank Windmeijer
ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS pp. 39-58 Downloads
Badi Baltagi, Georges Bresson and Alain Pirotte
ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS pp. 59-81 Downloads
Nikolay Gospodinov
THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS pp. 83-108 Downloads
Artur Silva Lopes and Antonio Montañés
Book Review: Panel Data Econometrics pp. 109-111 Downloads
Sourafel Girma

Volume 23, issue 4, 2005

Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity pp. 293-323 Downloads
Hyungsik Moon and Benoit Perron
Bootstrap Tests of Nonnested Hypotheses: Some Further Results pp. 325-340 Downloads
Leslie Godfrey and João Santos Silva
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data pp. 341-370 Downloads
Gianna Boero, Jeremy Smith and Kenneth Wallis
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? pp. 371-402 Downloads
Atsushi Inoue and Lutz Kilian

Volume 23, issue 3, 2005

Forecast Evaluation in the Presence of Unobserved Volatility pp. 175-198 Downloads
George Christodoulakis and Stephen Satchell
Estimating Long and Short Run Effects in Static Panel Models pp. 199-214 Downloads
Peter Egger and Michael Pfaffermayr
On the Power of Bootstrapped Specification Tests pp. 215-228 Downloads
Manuel Dominguez
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form pp. 229-257 Downloads
Douglas Hodgson
Unit Root Tests under Time-Varying Variances pp. 259-292 Downloads
Giuseppe Cavaliere

Volume 23, issue 2, 2004

Empirical Characteristic Function Estimation and Its Applications pp. 93-123 Downloads
Jun Yu
Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model pp. 125-147 Downloads
William Greene
Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends pp. 149-166 Downloads
Richard Harris and Elias Tzavalis
A Note on the Role of the Propensity Score for Estimating Average Treatment Effects pp. 167-174 Downloads
Markus Frölich

Volume 23, issue 1, 2004

On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank pp. 1-23 Downloads
Bent Nielsen
Estimator Choice and Fisher's Paradox: A Monte Carlo Study pp. 25-52 Downloads
Guglielmo Maria Caporale and Nikitas Pittis
Automatic Block-Length Selection for the Dependent Bootstrap pp. 53-70 Downloads
Dimitris Politis and Halbert White
A Small-Sample Estimator for the Sample-Selection Model pp. 71-91 Downloads
Amos Golan, Enrico Moretti and Jeffrey Perloff

Volume 22, issue 4, 2003

Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances pp. 307-335 Downloads
Lung-Fei Lee
A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges pp. 337-349 Downloads
Jorge Belaire-Franch
Testing the Martingale Difference Hypothesis pp. 351-377 Downloads
Manuel Dominguez and Ignacio Lobato
Optimal Predictive Tests pp. 379-410 Downloads
Alain Guay
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison pp. 411-435 Downloads
Vasco Gabriel

Volume 22, issue 3, 2003

Statistical Adequacy and the Testing of Trend Versus Difference Stationarity pp. 217-237 Downloads
Elena Andreou and Aris Spanos
Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 1) pp. 239-245 Downloads
Pierre Perron
Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 2)-super-# pp. 247-252 Downloads
Robin L. Lumsdaine
Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 3) pp. 253-260 Downloads
Ragnar Nymoen
The Robustness of Trend Stationarity: An Illustration with the Extended Nelson-Plosser Dataset pp. 261-267 Downloads
Maozu Lu and Jan Podivinsky
A Consistent Method for the Selection of Relevant Instruments pp. 269-287 Downloads
Alastair Hall and Fernanda Peixe
Modeling Technology as a Dynamic Error Components Process: The Case of the Inter-country Agricultural Production Function† pp. 289-306 Downloads
Rodolfo Cermeño, G. S. Maddala and Michael A. Trueblood

Volume 22, issue 2, 2003

A Comparison of Partially Adaptive and Reweighted Least Squares Estimation pp. 115-134 Downloads
Brian Boyer, James McDonald and Whitney Newey
Regularity of the Generalized Quadratic Production Model: A Counterexample pp. 135-154 Downloads
William Barnett and Meenakshi Pasupathy
Dynamics of Market Power and Concentration Profiles pp. 155-177 Downloads
Esfandiar Maasoumi and Daniel Slottje
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence pp. 179-202 Downloads
Shiqing Ling, W. K. Li and Michael McAleer
Some Recent Developments in Econometric Inference pp. 203-215 Downloads
Arnold Zellner

Volume 22, issue 1, 2003

In Memoriam: G. S. Maddala pp. vii-ix Downloads
Cheng Hsiao
In Memoriam: Zvi Griliches pp. xi-xv Downloads
Jacques Mairesse
Almost Consistent Estimation of Panel Probit Models with "Small" Fixed Effects pp. 1-28 Downloads
Francois Laisney and Michael Lechner
Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix pp. 29-58 Downloads
Maurice Bun
Provincial Conditional Income Convergence in China, 1953-1997: A Panel Data Approach pp. 59-77 Downloads
Melvyn Weeks and James Yudong Yao
Stochastic Production Frontier and Technical Inefficiency: A Sensitivity Analysis pp. 79-91 Downloads
Rafik Baccouche and Mokhtar Kouki
Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries pp. 93-111 Downloads
Rim Mouelhi and Mohamed Goa�ed
Page updated 2022-01-23