Econometric Reviews

1997 - 2025

Current editor(s): Dr. Essie Maasoumi

From Taylor & Francis Journals
Bibliographic data for series maintained by ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition pp. 1141-1163: Martin Huber and Lukas Laffers
Nonparametric estimation of additive models with errors-in-variables pp. 1164-1204: Hao Dong, Taisuke Otsu and Luke Taylor
Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* pp. 1205-1242: Marie-Claude Beaulieu, Lynda Khalaf, Maral Kichian and Olena Melin
The variances of non-parametric estimates of the cross-sectional distribution of durations pp. 1243-1264: Maoshan Tian and Huw Dixon
Testing rank similarity in the local average treatment effects model pp. 1265-1286: Ju Hyun Kim and Byoung Park
Back Matter pp. 1287-1288: The Editors

Two-step series estimation and specification testing of (partially) linear models with generated regressors pp. 985-1007: Yu-Chin Hsu, Jen-Che Liao and Eric Lin
Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system pp. 1008-1046: Xin Geng and Kai Sun
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators pp. 1047-1076: David Drukker and Di Liu
Rotation group bias and the persistence of misclassification errors in the Current Population Surveys pp. 1077-1094: Shuaizhang Feng, Yingyao Hu and Jiandong Sun
A robust test for serial correlation in panel data models pp. 1095-1112: Bin Chen
Income and democracy: a semiparametric approach pp. 1113-1140: Shunan Zhao, Yiguo Sun and Subal Kumbhakar

Model selection and model averaging for matrix exponential spatial models pp. 827-858: Ye Yang, Osman Doğan and Suleyman Taspinar
Binary outcomes, OLS, 2SLS and IV probit pp. 859-876: Chuhui Li, Donald Poskitt, Frank Windmeijer and Xueyan Zhao
Reconciling negative return skewness with positive time-varying risk premia pp. 877-894: Dimitra Kyriakopoulou and Christian Hafner
A state-space approach to time-varying reduced-rank regression pp. 895-917: Barbara Brune, Wolfgang Scherrer and Efstathia Bura
Testing for time-varying factor loadings in high-dimensional factor models pp. 918-965: Wen Xu
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model pp. 966-984: Dakyung Seong, Jin Seo Cho and Timo Teräsvirta

Panel data nowcasting pp. 675-696: Jack Fosten and Ryan Greenaway-McGrevy
Testing independence between exogenous variables and unobserved errors pp. 697-728: Shuo Li, Liuhua Peng and Yundong Tu
Unified M-estimation of matrix exponential spatial dynamic panel specification pp. 729-748: Ye Yang
Moment conditions for the quadratic regression model with measurement error pp. 749-774: Erik Meijer, Laura Spierdijk and Tom Wansbeek
Optimal model averaging for divergent-dimensional Poisson regressions pp. 775-805: Jiahui Zou, Wendun Wang, Xinyu Zhang and Guohua Zou
A new Bayesian model for contagion and interdependence pp. 806-826: Aubrey Poon and Dan Zhu

Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data pp. 583-606: Francesco Bravo
Specification tests for univariate diffusions pp. 607-632: Stan Hurn, Vance Martin and Lina Xu
A James-Stein-type adjustment to bias correction in fixed effects panel models pp. 633-651: Dalia Ghanem
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors pp. 652-674: Fei Jin and Yuqin Wang

Efficient semiparametric copula estimation of regression models with endogeneity pp. 485-504: Kien Tran and Mike G. Tsionas
A control function approach to estimate panel data binary response model pp. 505-538: Amaresh K. Tiwari
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model pp. 539-563: Siyang Peng, Shaojun Guo and Yonghong Long
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* pp. 564-582: Natalia Bailey, Dandan Jiang and Jianfeng Yao

A simple test of completeness in a class of nonparametric specification pp. 373-399: Yingyao Hu and Ji-Liang Shiu
Semiparametric transition models pp. 400-415: Pavel Cizek and Chao Hui Koo
An augmented Anderson–Hsiao estimator for dynamic short-T panels† pp. 416-447: Alexander Chudik and Mohammad Pesaran
Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data pp. 448-483: Kyoo il Kim and Suyong Song

Panel data measures of price discovery pp. 269-290: Hande Karabiyik, Joakim Westerlund and Paresh Narayan
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures pp. 291-320: Minyu Han, Jihun Kwak and Donggyu Sul
Nonparametric multidimensional fixed effects panel data models pp. 321-358: Daniel Henderson, Alexandra Soberon and Juan M. Rodriguez-Poo
Modeling heterogeneous treatment effects in the presence of endogeneity pp. 359-372: Giacomo Benini and Stefan Sperlich

Estimation of dynamic panel data models with a lot of heterogeneity pp. 117-146: Hugo Kruiniger
Event count estimation pp. 147-176: Laszlo Balazsi, Felix Chan and Laszlo Matyas
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation pp. 177-206: Yixiao Sun and Xuexin Wang
Random autoregressive models: A structured overview pp. 207-230: Marta Regis, Paulo Serra and Edwin R. van den Heuvel
Semiparametric estimation of signaling games with equilibrium refinement pp. 231-267: Kyoo il Kim

Time-varying cointegration and the Kalman filter pp. 1-21: Burak Alparslan Eroğlu, J. Miller and Taner Yigit
Estimation and inference for distribution and quantile functions in endogenous treatment effect models pp. 22-50: Yu-Chin Hsu, Tsung-Chih Lai and Robert Lieli
Efficiency gains in least squares estimation: A new approach pp. 51-74: Alecos Papadopoulos and Mike G. Tsionas
Approximate state space modelling of unobserved fractional components pp. 75-98: Tobias Hartl and Roland Jucknewitz
The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE pp. 99-114: Collin S. Philipps
Best Paper Award Econometric Reviews, 2017–2018 pp. 115-115: Esfandiar Maasoumi
Best Paper Award Econometric Reviews, 2019–2020 pp. 116-116: Esfandiar Maasoumi