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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 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
 A Selective Review of Aman Ullah’s Contributions to Econometrics , pp 343
 Yong Bao, Fan Yanqin, Liangjun Su and ZindeWalsh Victoria
 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
 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. Miller
 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
 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
 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
 External and Internal Validity of a Geographic QuasiExperiment Embedded in a ClusterRandomized Experiment , pp 195236
 Sebastian Galiani, Patrick McEwan and Brian Quistorff
 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
 Group Interaction in Research and the Use of General Nesting Spatial Models , pp 223258
 Peter Burridge, J.Paul Elhorst and Katarina Zigova
 Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings , pp 223247
 Angela Vossmeyer
 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
 Efficient Estimation and Inference for DifferenceInDifference Regressions with Persistent Errors , pp 281302
 Ryan GreenawayMcGrevy, Chirok Han and Donggyu Sul
 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
 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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