Advances in Econometrics
Current editor(s): Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano and Eric Hillebrand From Emerald Publishing Ltd Bibliographic data for series maintained by Charlotte Maiorana (). Access Statistics for this chapter series.
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 Correction for the Asymptotical Bias of the ArellanoBond type GMM Estimation of Dynamic Panel Models , pp 124
 Yonghui Zhang and Qiankun Zhou
 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments , pp 144
 Garland Durham and John Geweke
 An Interview with Dale Poirier , pp 116
 Ivan Jeliazkov and Justin L. Tobias
 On Interpreting the Regression Discontinuity Design as a Local Experiment , pp 128
 Jasjeet S. Sekhon and Rocio Titiunik
 A Semiparametric Stochastic Frontier Model with Correlated Effects , pp 128
 Gholamreza Hajargasht and William E. Griffiths
 Can Internet Match Highquality Traditional Surveys? Comparing the Health and Retirement Study and its Online Version , pp 333
 Marco Angrisani, Brian Finley and Arie Kapteyn
 An Overview of the Factoraugmented ErrorCorrection Model , pp 341
 Anindya Banerjee, Massimiliano Marcellino and Igor Masten
 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 Victoria ZindeWalsh
 Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples , pp 334
 R. Kelley Pace and James LeSage
 Macroeconomic Nowcasting Using Google Probabilities , pp 1740
 Gary Koop and Luca Onorante
 Fixedsmoothing Asymptotics and Asymptotic: F: and: t: Tests in the Presence of Strong Autocorrelation , pp 2363
 Yixiao Sun
 Testing Convergence Using HAR Inference , pp 2572
 Jianning Kong, Peter Phillips and Donggyu Sul
 Identification and Estimation Using a Density Discontinuity Approach , pp 2972
 Hugo Jales and Zhengfei Yu
 A Bayesian Stochastic Frontier Model with Endogenous Regressors: An Application to the Effect of Division of Labor in Japanese Water Supply Organizations , pp 2946
 Eri Nakamura, Takuya Urakami and Kazuhiko Kakamu
 Likelihood Evaluation of HighDimensional Spatial Latent Gaussian Models with NonGaussian Response Variables , pp 3577
 Roman Liesenfeld, JeanFrancois Richard and Jan Vogler
 Effectiveness of Stratified Random Sampling for Payment Card Acceptance and Usage , pp 3557
 Christopher S. Henry and Tamás Ilyés
 Sentimentbased Overlapping Community Discovery , pp 4163
 Fulya Ozcan
 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
 An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression , pp 4764
 Justin L. Tobias and Joshua Chan
 Wild Bootstrap Randomization Inference for Few Treated Clusters , pp 6185
 James MacKinnon and Matthew Webb
 Violence in the Second Intifada: A Demonstration of Bayesian Generative Cognitive Modeling , pp 6590
 Percy K. Mistry and Michael D. Lee
 Variable Selection in Sparse Semiparametric Single Index Models , pp 6588
 Jianghao Chu, Tae Hwy Lee and Aman Ullah
 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
 Model Selection for Explosive Models , pp 73103
 Yubo Tao and Jun Yu
 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
 Variance Estimation for SurveyWeighted Data Using Bootstrap Resampling Methods: 2013 MethodsofPayment Survey Questionnaire , pp 87106
 Heng Chen and Q. Rallye Shen
 Fully Nonparametric Bayesian Additive Regression Trees , pp 89110
 Edward George, Purushottam Laud, Brent Logan, Robert McCulloch and Rodney Sparapani
 A Bayesian Model for Activation and Connectivity in Taskrelated fMRI Data , pp 91132
 Zhe Yu, Raquel Prado, Steve C. Cramer, Erin B. Quinlan and Hernando Ombao
 On the Size Distortion from Linearly Interpolating Lowfrequency Series for Cointegration Tests , pp 93122
 Eric Ghysels and J. Miller
 A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks , pp 105141
 Cindy S. H. Wang and Shui Ki Wan
 ModelSelection Tests for Complex Survey Samples , pp 109135
 Iraj Rahmani and Jeffrey M. Wooldridge
 Bayesian A/B Inference , pp 111140
 John Geweke
 Bayesian Selection of Systemic Risk Networks , pp 117153
 Daniel Felix Ahelegbey and Paolo Giudici
 Bayesian Spatial Bivariate Panel Probit Estimation , pp 119144
 Badi 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
 Robust Estimation of ARMA Models with Near Root Cancellation , pp 133155
 Timothy Cogley and Richard Startz
 Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification , pp 137171
 Antonio Cosma, Andreï V. Kostyrka and Gautam Tripathi
 Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects , pp 137204
 Liangjun Su and Yonghui Zhang
 Scalable Semiparametric Inference for the Means of Heavytailed Distributions , pp 141156
 Hedibert Freitas Lopes, Matthew Taddy and Matthew Gardner
 Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR , pp 143189
 Alexander Chudik, M Pesaran and Kamiar Mohaddes
 Estimating Binary Spatial Autoregressive Models for Rare Events , pp 145166
 Raffaella Calabrese and Johan A. Elkink

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