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Advances in Econometrics

Current editor(s): Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano and Eric Hillebrand

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Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models , pp 1-24 Downloads
Yonghui Zhang and Qiankun Zhou
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments , pp 1-44 Downloads
Garland Durham and John Geweke
On Interpreting the Regression Discontinuity Design as a Local Experiment , pp 1-28 Downloads
Jasjeet S. Sekhon and Rocio Titiunik
A Semiparametric Stochastic Frontier Model with Correlated Effects , pp 1-28 Downloads
Gholamreza Hajargasht and William Griffiths
An Interview with Dale Poirier , pp 1-16 Downloads
Ivan Jeliazkov and Justin L. Tobias
A Selective Review of Aman Ullah’s Contributions to Econometrics , pp 3-43 Downloads
Yong Bao, Fan Yanqin, Liangjun Su and Victoria Zinde-Walsh
An Overview of the Factor-augmented Error-Correction Model , pp 3-41 Downloads
Anindya Banerjee, Massimiliano Marcellino and Igor Masten
Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk , pp 3-21 Downloads
Bruce Hansen
Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples , pp 3-34 Downloads
R. Kelley Pace and James LeSage
Can Internet Match High-quality Traditional Surveys? Comparing the Health and Retirement Study and its Online Version , pp 3-33 Downloads
Marco Angrisani, Brian Finley and Arie Kapteyn
Macroeconomic Nowcasting Using Google Probabilities , pp 17-40 Downloads
Gary Koop and Luca Onorante
Fixed-smoothing Asymptotics and Asymptotic: F: and: t: Tests in the Presence of Strong Autocorrelation , pp 23-63 Downloads
Yixiao Sun
Testing Convergence Using HAR Inference , pp 25-72 Downloads
Jianning Kong, Peter Phillips and Donggyu Sul
Identification and Estimation Using a Density Discontinuity Approach , pp 29-72 Downloads
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 29-46 Downloads
Eri Nakamura, Takuya Urakami and Kazuhiko Kakamu
Effectiveness of Stratified Random Sampling for Payment Card Acceptance and Usage , pp 35-57 Downloads
Christopher Henry and Tamás Ilyés
Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables , pp 35-77 Downloads
Roman Liesenfeld, Jean-Francois Richard and Jan Vogler
Sentiment-based Overlapping Community Discovery , pp 41-63 Downloads
Fulya Ozcan
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case , pp 43-73 Downloads
Lukas Koelbl, Alexander Braumann, Elisabeth Felsenstein and Manfred Deistler
Model Switching and Model Averaging in Time-Varying Parameter Regression Models , pp 45-69 Downloads
Miguel Belmonte and Gary Koop
An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression , pp 47-64 Downloads
Justin L. Tobias and Joshua Chan
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models , pp 47-65 Downloads
Yonghong An, Cheng Hsiao and Dong Li
Wild Bootstrap Randomization Inference for Few Treated Clusters , pp 61-85 Downloads
James MacKinnon and Matthew Webb
Violence in the Second Intifada: A Demonstration of Bayesian Generative Cognitive Modeling , pp 65-90 Downloads
Percy K. Mistry and Michael D. Lee
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors , pp 65-92 Downloads
Yong Bao, Aman Ullah and Ru Zhang
Variable Selection in Sparse Semiparametric Single Index Models , pp 65-88 Downloads
Jianghao Chu, Tae Hwy Lee and Aman Ullah
Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions , pp 67-84 Downloads
H. Baltagi Badi and Liu Long
Assessing Bayesian Model Comparison in Small Samples , pp 71-115 Downloads
Enrique Martínez-García and Mark Wynne
Model Selection for Explosive Models , pp 73-103 Downloads
Yubo Tao and Jun Yu
The Deterrence Effect of Prison: Dynamic Theory and Evidence: * , pp 73-146 Downloads
David S. Lee and Justin McCrary
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? , pp 75-125 Downloads
Jens H. E. Christensen and Glenn Rudebusch
The Impact of Storms on Firm Survival: A Bayesian Spatial Econometric Model for Firm Survival , pp 81-118 Downloads
Mihaela Craioveanu and Dek Terrell
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors , pp 85-135 Downloads
Alexander Chudik, Kamiar Mohaddes, M Pesaran and Mehdi Raissi
Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire , pp 87-106 Downloads
Heng Chen and Q. Rallye Shen
Fully Nonparametric Bayesian Additive Regression Trees , pp 89-110 Downloads
Edward George, Purushottam Laud, Brent Logan, Robert McCulloch and Rodney Sparapani
A Bayesian Model for Activation and Connectivity in Task-related fMRI Data , pp 91-132 Downloads
Zhe Yu, Raquel Prado, Steve C. Cramer, Erin B. Quinlan and Hernando Ombao
On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests , pp 93-122 Downloads
Eric Ghysels and J. Miller
A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks , pp 105-141 Downloads
Cindy S. H. Wang and Shui Ki Wan
Model-Selection Tests for Complex Survey Samples , pp 109-135 Downloads
Iraj Rahmani and Jeffrey Wooldridge
Bayesian A/B Inference , pp 111-140 Downloads
John Geweke
Bayesian Selection of Systemic Risk Networks , pp 117-153 Downloads
Daniel Felix Ahelegbey and Paolo Giudici
Bayesian Spatial Bivariate Panel Probit Estimation , pp 119-144 Downloads
Badi Baltagi, Peter Egger and Michaela Kesina
Testing for Cointegration in Markov Switching Error Correction Models , pp 123-150 Downloads
Liang Hu and Yongcheol Shin
Dynamic Factor Models for the Volatility Surface , pp 127-174 Downloads
Michel van der Wel, Sait Ozturk and Dick van Dijk
Robust Estimation of ARMA Models with Near Root Cancellation , pp 133-155 Downloads
Timothy Cogley and Richard Startz
Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification , pp 137-171 Downloads
Antonio Cosma, Andreï Kostyrka and Gautam Tripathi
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects , pp 137-204 Downloads
Liangjun Su and Yonghui Zhang
Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions , pp 141-156 Downloads
Hedibert Freitas Lopes, Matthew Taddy and Matthew Gardner
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR , pp 143-189 Downloads
Alexander Chudik, M Pesaran and Kamiar Mohaddes
Estimating Binary Spatial Autoregressive Models for Rare Events , pp 145-166 Downloads
Raffaella Calabrese and Johan A. Elkink
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