Econometric Reviews

1997 - 2025

Current editor(s): Dr. Essie Maasoumi

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Volume 18, issue 4, 1999

Testing autocorrelation in a system perspective testing autocorrelation pp. 343-386

David Edgerton and Ghazi Shukur

Probability inequalities in multivariate distributions pp. 387-415

Myoung-jae Lee

A bayesian approach to dynamic tobit models pp. 417-439

Steven Wei

On regression-based tests for persistence in logarithmic volatility models pp. 441-448

Zacharias Psaradakis and Elias Tzavalis

Announcement and call for papers for the ninth international conference on panel data pp. 449-450

Pietro Balestra and Jaya Krishnakumar

Volume 18, issue 3, 1999

Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes pp. 235-257

Pentti Saikkonen

The effect of aggregation on nonlinearity pp. 259-269

Clive Granger and Tae Hwy Lee

On trends and constants in periodic autoregressions pp. 271-286

Richard Paap and Philip Hans Franses

An introduction to hypergeometric functions for economists pp. 287-330

Karim Abadir

A note on super exogeneity in linear regression models pp. 331-336

Zacharias Psarasakis

Book review pp. 337-342

Kevin Hoover

Volume 18, issue 2, 1999

An efficient algorithm to compute maximum entropy densities pp. 127-140

D. Ormoneit and Halbert White

Partially adaptive estimation of nonlinear models via a normal mixture pp. 141-167

Robert Phillips

The robustness, reliabiligy and power of heteroskedasticity tests pp. 169-194

Leslie Godfrey and Chris Orme

Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results pp. 195-209

N. Coulibaly and B Brorsen

Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing pp. 211-228

F. Cribari-Neto and S. G. Zarkos

Book reviews pp. 229-230

Charles Goodhart

Volume 18, issue 1, 1999

Using simulation methods for bayesian econometric models: inference, development,and communication pp. 1-73

John Geweke

Estimating consumer surplus comments on "using simulation methods for bayesian econometric models: inference development and communication" pp. 75-87

William Griffiths

Some comments on model development and posterior existence pp. 89-96

C. Fernandez and Mark Steel

Incomplete models and reweighting pp. 97-104

Gary Koop and D. J. Poirier

Some remarks on the simulation revolution in bayesian econometric inference pp. 105-112

Herman van Dijk

Using simulation methods for bayesian econometric models: inference, development and communication: some comments pp. 113-118

Gael Martin and Catherine Forbes

Reply pp. 119-126

John Geweke

Volume 17, issue 4, 1998

Count data models with selectivity pp. 339-359

Rainer Winkelmann

On the power of durbin-watson statistic against fractionally integrated processes pp. 361-386

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

K. Maekawa, John Knight and H. Hisamatsu

A distribution-free test for deprivation dominance pp. 415-429

Kuan Xu and Lars Osberg

Book reviews pp. 431-442

Ragnar Nymoen

Volume 17, issue 3, 1998

Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics pp. 227-273

Pascal Lavergne

Bootstrap-based evaluation of markov-switching time series models pp. 275-288

Zacharias Psaradakis

Simple inference in multinomial and ordered logit pp. 289-299

David Crawford, Robert Pollak and Francis Vella

A test of normality using nonparametrlic residuals pp. 301-327

Yoon-Jae Whang

Book reviews pp. 329-334

H. Peter Boswijk

Book reviews pp. 335-338

Jon Faust

Volume 17, issue 2, 1998

Bayesian analysis of stochastic volatility models with flexible tails pp. 109-143

Mark Steel

Estimating partially linear panel data models with one-way error components pp. 145-166

Qi Li and Aman Ullha

Estimating mixtures of normal distributions via empirical characteristic function pp. 167-183

Kien Tran

Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods pp. 185-214

Andre Lucas

Book reviews pp. 215-220

Charles Nelson

Book reviews pp. 221-225

Norman Swanson

Volume 17, issue 1, 1998

Confidence intervals for impulse responses under departures from normality pp. 1-29

Lutz Kilian

Testing for serial correlation in the presence of dynamic heteroscedasticity pp. 31-55

Param Silvapulle and Merran Evans

A residual-based test of the null of cointegration in panel data pp. 57-84

Suzanne McCoskey and Chihwa Kao

A tobit model with garch errors pp. 85-104

Giorgio Calzolari and Gabriele Fiorentini

Book review pp. 105-108

Julia Campos

Volume 16, issue 4, 1997

Specification tests in ordered logit and probit models pp. 361-391

Andrew Weiss

Uniformly adaptive estimation for models with arma errors pp. 393-409

Douglas Steigerwald

Root-n-consistent semiparametric estimation of partially linear models based on k-nn method pp. 411-420

Zhenjuan Liu, Xuewen Lu, Zhenjuan Liu and Xuewen Lu

Testing for unit roots in time series with nearly deterministic seasonal variation pp. 421-439

Zacharias Psaradakis

The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator pp. 441-457

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

James Davidson and Robert de Jong

The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling pp. 281-314

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

José María Sarabia

Exact testing in multivariate regression pp. 321-352

Kenneth Stewart

Multiple hypothesis test for parameter constancy based on recursive residuals pp. 353-360

Chia-Shang James Chu

Volume 16, issue 2, 1997

Locally optimal one-sided tests for multiparameter hypotheses pp. 131-156

Maxwell King and Ping Wu

Wald,LM and LR test statistics of linear hypothese in a strutural equation model pp. 157-178

Kosuke Oya and Kosuke Oya

Revisiting the flexibility and regularity properties of the asymptotically ideal production model pp. 179-203

Mark Jensen

Weak convergence and distributional assumptions for a general class of nonliner arch models pp. 205-227

Fabio Fornari and Antonio Mele

Estimation and specification testing in female labor participation models: parametric and semiparametric methods pp. 229-247

Ana Fernandez and Juan Rodriquez-Poo

Volume 16, issue 1, 1997

A test of the normality assumption in ordered probit model pp. 1-19

Paul Glewwe

Lagrance-multiplier tersts for weak exogeneity: a synthesis pp. 21-38

H. Peter Boswijk and Jean-Pierre Urbain

On the corrections to information matrix tests pp. 39-53

Francisco Cribari-Neto

A note on adaptation in garch models pp. 55-68

Gloria Gonzalez-Rivera

Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models pp. 69-92

Christopher Skeels and Francis Vella

Generalized mixed estimator for nonlinear models: a maximum likelihood approach pp. 93-107

Pene Kalulumia and Denis Bolduc

An R2criterion based on optimal predictors pp. 109-118

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

Kazuhiro Ohtani, David Giles and Judith Giles