Advances in Econometrics
Current editor(s): Juan Carlos Escanciano, Thomas B. Fomby, R. Carter Hill, Eric Hillebrand, David Jacho-Chavez, Ivan Jeliazkov, Daniel Millimet, Alicia Rambaldi and Rodney Strachan From Emerald Group Publishing Limited Bibliographic data for series maintained by Emerald Support (). Access Statistics for this chapter series.
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- Introduction , pp 1-6

- Alexander Chudik, Cheng Hsiao and Allan Timmermann
- The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models , pp 1-39

- Daniel Millimet
- Realized Beta: Persistence and Predictability , pp 1-39

- Torben Andersen, Tim Bollerslev, Francis Diebold and Ginger Wu
- Selection bias in evaluating treatment effects: Some formal illustrations , pp 1-31

- Arthur Goldberger
- Fast solution of the Gaussian copula model , pp 1-13

- Bjorn Flesaker
- Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models , pp 1-24

- Yonghui Zhang and Qiankun Zhou
- Tests for Random Coefficient Variation in Vector Autoregressive Models , pp 1-35

- Dante Amengual, Gabriele Fiorentini and Enrique Sentana
- Econometric models in marketing: Editors' introduction , pp 1-9

- Philip Hans Franses and Alan L. Montgomery
- The Diffusion of Hausman's Econometric Ideas , pp 1-29

- Hector O. Zapata and Cristina M. Caminita
- Price errors from thin markets and their corrections: Studies based on Taiwan's political futures markets , pp 1-25

- Shu-Heng Chen and Wei-Shao Wu
- The Relationship Between DSGE and VAR Models , pp 1-25

- Raffaella Giacomini
- A COMPARATIVE STUDY OF PURE AND PRETEST ESTIMATORS FOR A POSSIBLY MISSPECIFIED TWO-WAY ERROR COMPONENT MODEL , pp 1-27

- Badi Baltagi, Georges Bresson and Alain Pirotte
- TESTING FOR RANDOM INDIVIDUAL AND TIME EFFECTS USING UNBALANCED PANEL DATA , pp 1-20

- Badi Baltagi, Young-Jae Chang and Qi Li
- Introduction , pp 1-5

- Alexander Chudik, Cheng Hsiao and Allan Timmermann
- INTRODUCTION , pp 1-32

- James LeSage and R. Kelley Pace
- Markov Switching Models in Empirical Finance , pp 1-86

- Massimo Guidolin
- An Interview with Dale Poirier , pp 1-16

- Ivan Jeliazkov and Justin L. Tobias
- On Interpreting the Regression Discontinuity Design as a Local Experiment , pp 1-28

- Jasjeet S. Sekhon and Rocio Titiunik
- A Semiparametric Stochastic Frontier Model with Correlated Effects , pp 1-28

- Gholamreza Hajargasht and William Griffiths
- Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments , pp 1-44

- Garland Durham and John Geweke
- Editors’ Introduction , pp 1-12

- Christopher F. Parmeter, Mike G. Tsionas and Hung-Jen Wang
- STATISTICAL ANALYSIS OF GENETIC ALGORITHMS IN DISCOVERING TECHNICAL TRADING STRATEGIES , pp 1-43

- Chueh-Yung Tsao and Shu-Heng Chen
- Introduction , pp 1-4

- Juan Dolado, Luca Gambetti and Christian Matthes
- A Flexible Dynamic Correlation Model , pp 3-31

- Dirk Baur
- MCMC perspectives on simulated likelihood estimation , pp 3-39

- Ivan Jeliazkov and Esther Hee Lee
- THE MAXIMUM ENTROPY APPROACH TO ESTIMATION AND INFERENCE , pp 3-24

- Amos Golan, George Judge and Douglas Miller
- A History of the Advances in Econometrics Series , pp 3-24

- Randall C. Campbell and Asli Ogunc
- Can Internet Match High-quality Traditional Surveys? Comparing the Health and Retirement Study and its Online Version , pp 3-33

- Marco Angrisani, Brian Finley and Arie Kapteyn
- Aggregate Output Measurements: A Common Trend Approach , pp 3-33

- Martín Almuzara, Gabriele Fiorentini and Enrique Sentana
- Partial identification of the distribution of treatment effects and its confidence sets , pp 3-70

- Yanqin Fan and Sang Soo Park
- Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk , pp 3-21

- Bruce Hansen
- Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples , pp 3-34

- R. Kelley Pace and James LeSage
- Identification and Estimation of Network models with Heterogeneous Interactions , pp 3-25

- Tiziano Arduini, Eleonora Patacchini and Edoardo Rainone
- Discrete Fourier Transforms of Fractional Processes with Econometric Applications* , pp 3-71

- Peter Phillips
- The Modeling of Expectations in Empirical DSGE Models: A Survey , pp 3-38

- Fabio Milani
- An Overview of the Factor-augmented Error-Correction Model , pp 3-41

- Anindya Banerjee, Massimiliano Marcellino and Igor Masten
- Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models , pp 3-44

- Victor Aguirregabiria and Arvind Magesan
- A Selective Review of Aman Ullah’s Contributions to Econometrics , pp 3-43

- Yong Bao, Fan Yanqin, Liangjun Su and Victoria Zinde-Walsh
- Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 , pp 5-24

- Francis Diebold
- On the Evolution of US Temperature Dynamics , pp 9-28

- Francis Diebold and Glenn Rudebusch
- A Panel Data Model with Generalized Higher-Order Network Effects , pp 9-35

- Badi Baltagi, Sophia Ding and Peter Egger
- Bayesian econometrics: past, present, and future , pp 11-60

- Arnold Zellner
- Hausman’s Specification Test for Panel Data: Practical Tips , pp 13-24

- Badi Baltagi
- An empirical study of pricing and hedging collateralized debt obligation (CDO) , pp 15-54

- Lijuan Cao, Zhang Jingqing, Lim Kian Guan and Zhonghui Zhao
- Macroeconomic Nowcasting Using Google Probabilities☆ , pp 17-40

- Gary Koop and Luca Onorante
- A STATISTICAL APPROACH FOR DISAGGREGATING MIXED-FREQUENCY ECONOMIC TIME-SERIES DATA , pp 21-45

- Wai-Sum Chan and Zhao-Guo Chen
- Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation , pp 23-63

- Yixiao Sun
- INFORMATION THEORETIC REGRESSION METHODS , pp 25-83

- Ehsan S. Soofi
- Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes , pp 25-44

- Kajal Lahiri and Paul Noroski
- Testing Convergence Using HAR Inference , pp 25-72

- Jianning Kong, Peter Phillips and Donggyu Sul
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