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Econometric Reviews

1997 - 2021

Current editor(s): Dr. Essie Maasoumi

From Taylor & Francis Journals
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Volume 18, issue 4, 1999

Testing autocorrelation in a system perspective testing autocorrelation pp. 343-386 Downloads
David Edgerton and Ghazi Shukur
Probability inequalities in multivariate distributions pp. 387-415 Downloads
Myoung-jae Lee
A bayesian approach to dynamic tobit models pp. 417-439 Downloads
Steven Wei
On regression-based tests for persistence in logarithmic volatility models pp. 441-448 Downloads
Zacharias Psaradakis and Elias Tzavalis
Announcement and call for papers for the ninth international conference on panel data pp. 449-450 Downloads
Pietro Balestra and Jaya Krishnakumar

Volume 18, issue 3, 1999

Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes pp. 235-257 Downloads
Pentti Saikkonen
The effect of aggregation on nonlinearity pp. 259-269 Downloads
Clive Granger and Tae Hwy Lee
On trends and constants in periodic autoregressions pp. 271-286 Downloads
Richard Paap and Philip Hans Franses
An introduction to hypergeometric functions for economists pp. 287-330 Downloads
Karim Abadir
A note on super exogeneity in linear regression models pp. 331-336 Downloads
Zacharias Psarasakis
Book review pp. 337-342 Downloads
Kevin Hoover

Volume 18, issue 2, 1999

An efficient algorithm to compute maximum entropy densities pp. 127-140 Downloads
D. Ormoneit and Halbert White
Partially adaptive estimation of nonlinear models via a normal mixture pp. 141-167 Downloads
Robert Phillips
The robustness, reliabiligy and power of heteroskedasticity tests pp. 169-194 Downloads
Leslie Godfrey and Chris Orme
Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results pp. 195-209 Downloads
N. Coulibaly and B Brorsen
Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing pp. 211-228 Downloads
F. Cribari-Neto and S. G. Zarkos
Book reviews pp. 229-230 Downloads
Charles Goodhart

Volume 18, issue 1, 1999

Using simulation methods for bayesian econometric models: inference, development,and communication pp. 1-73 Downloads
John Geweke
Estimating consumer surplus comments on "using simulation methods for bayesian econometric models: inference development and communication" pp. 75-87 Downloads
William Griffiths
Some comments on model development and posterior existence pp. 89-96 Downloads
C. Fernandez and Mark Steel
Incomplete models and reweighting pp. 97-104 Downloads
Gary Koop and D. J. Poirier
Some remarks on the simulation revolution in bayesian econometric inference pp. 105-112 Downloads
Herman van Dijk
Using simulation methods for bayesian econometric models: inference, development and communication: some comments pp. 113-118 Downloads
Gael Martin and Catherine Forbes
Reply pp. 119-126 Downloads
John Geweke

Volume 17, issue 4, 1998

Count data models with selectivity pp. 339-359 Downloads
Rainer Winkelmann
On the power of durbin-watson statistic against fractionally integrated processes pp. 361-386 Downloads
Wen-Jen Tsay
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors pp. 387-413 Downloads
K. Maekawa, John Knight and H. Hisamatsu
A distribution-free test for deprivation dominance pp. 415-429 Downloads
Kuan Xu and Lars Osberg
Book reviews pp. 431-442 Downloads
Ragnar Nymoen

Volume 17, issue 3, 1998

Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics pp. 227-273 Downloads
Pascal Lavergne
Bootstrap-based evaluation of markov-switching time series models pp. 275-288 Downloads
Zacharias Psaradakis
Simple inference in multinomial and ordered logit pp. 289-299 Downloads
David Crawford, Robert Pollak and Francis Vella
A test of normality using nonparametrlic residuals pp. 301-327 Downloads
Yoon-Jae Whang
Book reviews pp. 329-334 Downloads
H. Peter Boswijk
Book reviews pp. 335-338 Downloads
Jon Faust

Volume 17, issue 2, 1998

Bayesian analysis of stochastic volatility models with flexible tails pp. 109-143 Downloads
Mark Steel
Estimating partially linear panel data models with one-way error components pp. 145-166 Downloads
Qi Li and Aman Ullha
Estimating mixtures of normal distributions via empirical characteristic function pp. 167-183 Downloads
Kien Tran
Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods pp. 185-214 Downloads
Andre Lucas
Book reviews pp. 215-220 Downloads
Charles Nelson
Book reviews pp. 221-225 Downloads
Norman Swanson

Volume 17, issue 1, 1998

Confidence intervals for impulse responses under departures from normality pp. 1-29 Downloads
Lutz Kilian
Testing for serial correlation in the presence of dynamic heteroscedasticity pp. 31-55 Downloads
Param Silvapulle and Merran Evans
A residual-based test of the null of cointegration in panel data pp. 57-84 Downloads
Suzanne McCoskey and Chihwa Kao
A tobit model with garch errors pp. 85-104 Downloads
Giorgio Calzolari and Gabriele Fiorentini
Book review pp. 105-108 Downloads
Julia Campos

Volume 16, issue 4, 1997

Specification tests in ordered logit and probit models pp. 361-391 Downloads
Andrew Weiss
Uniformly adaptive estimation for models with arma errors pp. 393-409 Downloads
Douglas Steigerwald
Root-n-consistent semiparametric estimation of partially linear models based on k-nn method pp. 411-420 Downloads
Zhenjuan Liu, Xuewen Lu, Zhenjuan Liu and Xuewen Lu
Testing for unit roots in time series with nearly deterministic seasonal variation pp. 421-439 Downloads
Zacharias Psaradakis
The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator pp. 441-457 Downloads
Hailong Qian and Peter Schmidt

Volume 16, issue 3, 1997

Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results pp. 251-279 Downloads
James Davidson and Robert de Jong
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling pp. 281-314 Downloads
H. Penm Jammie, H. W. Penm Jack and R. D. Terrell
A hierarchy of lorenz curves based on the generalized tukey's lambda distribution pp. 305-320 Downloads
José María Sarabia
Exact testing in multivariate regression pp. 321-352 Downloads
Kenneth Stewart
Multiple hypothesis test for parameter constancy based on recursive residuals pp. 353-360 Downloads
Chia-Shang James Chu

Volume 16, issue 2, 1997

Locally optimal one-sided tests for multiparameter hypotheses pp. 131-156 Downloads
Maxwell King and Ping Wu
Wald,LM and LR test statistics of linear hypothese in a strutural equation model pp. 157-178 Downloads
Kosuke Oya and Kosuke Oya
Revisiting the flexibility and regularity properties of the asymptotically ideal production model pp. 179-203 Downloads
Mark Jensen
Weak convergence and distributional assumptions for a general class of nonliner arch models pp. 205-227 Downloads
Fabio Fornari and Antonio Mele
Estimation and specification testing in female labor participation models: parametric and semiparametric methods pp. 229-247 Downloads
Ana Fernandez and Juan Rodriquez-Poo

Volume 16, issue 1, 1997

A test of the normality assumption in ordered probit model pp. 1-19 Downloads
Paul Glewwe
Lagrance-multiplier tersts for weak exogeneity: a synthesis pp. 21-38 Downloads
H. Peter Boswijk and Jean-Pierre Urbain
On the corrections to information matrix tests pp. 39-53 Downloads
Francisco Cribari-Neto
A note on adaptation in garch models pp. 55-68 Downloads
Gloria Gonzalez-Rivera
Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models pp. 69-92 Downloads
Christopher Skeels and Francis Vella
Generalized mixed estimator for nonlinear models: a maximum likelihood approach pp. 93-107 Downloads
Pene Kalulumia and Denis Bolduc
An R2criterion based on optimal predictors pp. 109-118 Downloads
Larry Taylor
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function pp. 119-130 Downloads
Kazuhiro Ohtani, David Giles and Judith Giles
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