Advances in Econometrics
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 On Interpreting the Regression Discontinuity Design as a Local Experiment , pp 128
 Jasjeet S. Sekhon and Rocío Titiunik
 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments , pp 144
 Garland Durham and John Geweke
 An Overview of the Factoraugmented ErrorCorrection Model , pp 341
 Anindya Banerjee, Massimiliano Marcellino and Igor Masten
 Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples , pp 334
 R. Kelley Pace and James LeSage
 Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk , pp 321
 Bruce Hansen
 A Selective Review of Aman Ullah’s Contributions to Econometrics , pp 343
 Yong Bao, Fan Yanqin, Liangjun Su and ZindeWalsh Victoria
 Fixedsmoothing Asymptotics and Asymptotic: F: and: t: Tests in the Presence of Strong Autocorrelation , pp 2363
 Yixiao Sun
 Identification and Estimation Using a Density Discontinuity Approach , pp 2972
 Hugo Jales and Zhengfei Yu
 Likelihood Evaluation of HighDimensional Spatial Latent Gaussian Models with NonGaussian Response Variables , pp 3577
 Roman Liesenfeld, JeanFrancois Richard and Jan Vogler
 Estimation of VAR Systems from MixedFrequency Data: The Stock and the Flow Case , pp 4373
 Lukas Koelbl, Alexander Braumann, Elisabeth Felsenstein and Manfred Deistler
 Model Switching and Model Averaging in TimeVarying Parameter Regression Models , pp 4569
 Miguel Belmonte and Gary Koop
 Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models , pp 4765
 Yonghong An, Cheng Hsiao and Dong Li
 Moment Approximation for LeastSquares Estimator in FirstOrder Regression Models with Unit Root and Nonnormal Errors , pp 6592
 Yong Bao, Aman Ullah and Ru Zhang
 Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions , pp 6784
 H. Baltagi Badi and Liu Long
 Assessing Bayesian Model Comparison in Small Samples , pp 71115
 Enrique MartínezGarcía and Mark Wynne
 The Deterrence Effect of Prison: Dynamic Theory and Evidence: * , pp 73146
 David S. Lee and Justin McCrary
 Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? , pp 75125
 Jens H. E. Christensen and Glenn Rudebusch
 The Impact of Storms on Firm Survival: A Bayesian Spatial Econometric Model for Firm Survival , pp 81118
 Mihaela Craioveanu and Dek Terrell
 LongRun Effects in Large Heterogeneous Panel Data Models with CrossSectionally Correlated Errors , pp 85135
 Alexander Chudik, Kamiar Mohaddes, M Pesaran and Mehdi Raissi
 On the Size Distortion from Linearly Interpolating Lowfrequency Series for Cointegration Tests , pp 93122
 Eric Ghysels and J. Isaac Miller
 Bayesian Selection of Systemic Risk Networks , pp 117153
 Daniel Felix Ahelegbey and Paolo Giudici
 Bayesian Spatial Bivariate Panel Probit Estimation , pp 119144
 Badi H. Baltagi, Peter Egger and Michaela Kesina
 Testing for Cointegration in Markov Switching Error Correction Models , pp 123150
 Liang Hu and Yongcheol Shin
 Dynamic Factor Models for the Volatility Surface , pp 127174
 Michel van der Wel, Sait Ozturk and Dick van Dijk
 Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects , pp 137204
 Liangjun Su and Yonghui Zhang
 Estimating Binary Spatial Autoregressive Models for Rare Events , pp 145166
 Raffaella Calabrese and Johan A. Elkink
 An Overview of Geographically Discontinuous Treatment Assignments with an Application to Children’s Health Insurance , pp 147194
 Luke Keele, Scott Lorch, Molly Passarella, Dylan Small and Rocío Titiunik
 Specification Testing in Parametric Trending Models with Unknown Errors , pp 151202
 Jiti Gao and Maxwell King
 Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison , pp 155179
 Martin Burda
 A Multivariate Spatial Analysis for Anticipating New Firm Counts , pp 167193
 Yiyi Wang, Kara M. Kockelman and Paul Damien
 Analyzing International Business and Financial Cycles using MultiLevel Factor Models: A Comparison of Alternative Approaches , pp 177214
 Jörg Breitung and Eickmeier Sandra
 Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach , pp 181222
 Guillaume Weisang
 External and Internal Validity of a Geographic QuasiExperiment Embedded in a ClusterRandomized Experiment , pp 195236
 Sebastian Galiani, Patrick McEwan and Brian Quistorff
 A Multivariate SpatialTime of Day Analysis of Truck Crash Frequency across Neighborhoods in New York City , pp 195219
 Wei Zou, Xiaokun Wang and Yiyi Wang
 Panel Macroeconometric Modeling: This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics , pp 205239
 Cheng Hsiao
 FiniteSample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models , pp 207244
 Yong Bao
 Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation , pp 215282
 Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana
 Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings , pp 223247
 Angela Vossmeyer
 Group Interaction in Research and the Use of General Nesting Spatial Models , pp 223258
 Peter Burridge, J. Paul Elhorst and Katarina Zigova
 The Comparative Regression Discontinuity (CRD) Design: An Overview and Demonstration of its Performance Relative to Basic RD and the Randomized Experiment , pp 237279
 Yang Tang, Thomas D. Cook, Yasemin KisbuSakarya, Heinrich Hock and Hanley Chiang
 Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition , pp 241279
 John Chao, Myungsup Kim and Donggyu Sul
 Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments , pp 245273
 Matthew Harding, Jerry Hausman and Christopher J. Palmer
 Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods , pp 249278
 Gail Blattenberger, Richard Fowles and Peter D. Loeb
 How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model , pp 259294
 Jaepil Han, Deockhyun Ryu and Robin Sickles
 On the Construction of Prior Information – An InfoMetrics Approach , pp 277314
 Amos Golan and Robin L. Lumsdaine
 Intrinsic Priors for Objective Bayesian Model Selection , pp 279300
 Elías Moreno and Luís Raúl Pericchi
 Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete , pp 281315
 Brigham R. Frandsen
 Efficient Estimation and Inference for DifferenceInDifference Regressions with Persistent Errors , pp 281302
 Ryan GreenawayMcGrevy, Chirok Han and Donggyu Sul
 Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Nonlinear Approach , pp 283316
 Maximo Camacho, Danilo LeivaLeon and Gabriel PerezQuiros
 Local Marginal Analysis of Spatial Data: A Gaussian Process Regression Approach with Bayesian Model and Kernel Averaging , pp 297342
 Jacob Dearmon and Tony E. Smith

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