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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models , pp 25-53

Luis Uzeda

Potential biases in substitution estimates and violations of regularity conditions , pp 27-60

Leigh Drake and Adrian R. Fleissig

Identification Methods for Social Interactions Models with Unknown Networks , pp 27-59

Hon Ho Kwok

Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes , pp 27-57

Charley Xia and William Griffiths

Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors , pp 27-79

Refet Gürkaynak, Burçin Kısacıkoğlu and Barbara Rossi

Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* , pp 29-50

Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng

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

Eri Nakamura, Takuya Urakami and Kazuhiko Kakamu

Identification and Estimation Using a Density Discontinuity Approach , pp 29-72

Hugo Jales and Zhengfei Yu

TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA , pp 29-43

Thomas B. Fomby and Timothy Vogelsang

A multivariate skew-garch model , pp 33-57

Giovanni De Luca, Marc G. Genton and Nicola Loperfido

The event-history approach to program evaluation , pp 33-55

Jaap H. Abbring

Combining Two Consistent Estimators , pp 33-53

John C. Chao, Jerry A. Hausman, Whitney K. Newey, Norman R. Swanson and Tiemen Woutersen

Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables , pp 35-77

Roman Liesenfeld, Jean-Francois Richard and Jan Vogler

Markov Switching Rationality , pp 35-64

Florens Odendahl, Barbara Rossi and Tatevik Sekhposyan

Effectiveness of Stratified Random Sampling for Payment Card Acceptance and Usage , pp 35-57

Christopher Henry and Tamás Ilyés

TESTING FOR LINEAR AND LOG-LINEAR MODELS AGAINST BOX-COX ALTERNATIVES WITH SPATIAL LAG DEPENDENCE , pp 35-74

Badi Baltagi and Dong Li

Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects , pp 37-60

Arnab Bhattacharjee, Jan Ditzen and Sean Holly

Monetary Policy Across Space and Time , pp 37-64

Laura Liu, Christian Matthes and Katerina Petrova

Optimal Monetary Policy in an Estimated Local Currency Pricing Model , pp 39-79

Eiji Okano, Masataka Eguchi, Hiroshi Gunji and Tomomi Miyazaki

The panel probit model: Adaptive integration on sparse grids , pp 41-64

Florian Heiss

Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison , pp 41-62

Yong Bao and Tae Hwy Lee

Recent Developments in Semiparametric and Nonparametric Estimation of Panel Data Models with Incomplete Information: A Selected Review , pp 41-62

Yu Yvette Zhang, Qi Li and Dong Li

Sentiment-based Overlapping Community Discovery , pp 41-63

Fulya Ozcan

Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case , pp 43-73

Lukas Koelbl, Alexander Braumann, Elisabeth Felsenstein and Manfred Deistler

Homelessness on the West Coast and the Role of Health: Inefficiency and Productivity Loss in American Society , pp 45-80

Corey Fuller and Robin C. Sickles

Model Switching and Model Averaging in Time-Varying Parameter Regression Models , pp 45-69

Miguel Belmonte and Gary Koop

Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration , pp 45-95

Peter Arcidiacono, Patrick Bayer, Federico A. Bugni and Jonathan James

THE SANDWICH ESTIMATE OF VARIANCE , pp 45-73

James W. Hardin

A GENETIC PROGRAMMING APPROACH TO MODEL INTERNATIONAL SHORT-TERM CAPITAL FLOW , pp 45-70

Tina Yu, Shu-Heng Chen and Tzu-Wen Kuo

Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models , pp 47-65

Yonghong An, Cheng Hsiao and Dong Li

An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression , pp 47-64

Justin L. Tobias and Joshua Chan

AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA , pp 47-73

Baoline Chen and Peter Zadrozny

Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression , pp 51-72

James Mitchell, Aubrey Poon and Gian Luigi Mazzi

On Identification Issues in Business Cycle Accounting Models , pp 55-138

Pedro Brinca, Nikolay Iskrev and Francesca Loria

The skewed t , pp 55-83

Wenbo Hu and Alec N. Kercheval

A Minimum Mean Squared Error Semiparametric Combining Estimator , pp 55-85

George G. Judge and Ron C. Mittelhammer

Bayesian analysis of treatment effects in an ordered potential outcomes model , pp 57-91

Mingliang Li and Justin L. Tobias

Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials , pp 59-95

Jeanette Lye and Joseph Hirschberg

Semi-Parametric Modelling of Correlation Dynamics , pp 59-103

Christian M. Hafner, Dick van Dijk and Philip Hans Franses

Snowball Sampling and Sample Selection in a Social Network , pp 61-80

Julian TszKin Chan

Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior , pp 61-79

Kannika Damrongplasit and Cheng Hsiao

Bayesian inference using adaptive sampling , pp 61-84

Paolo Giordani and Robert Kohn

Wild Bootstrap Randomization Inference for Few Treated Clusters , pp 61-85

James MacKinnon and Matthew Webb

The information content of inflationary expectations derived from bond prices in Israel , pp 61-89

David Elkayam and Alex Ilek

Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling , pp 63-91

Myoung-jae Lee and Sanghyeok Lee

Flexible Seasonal Time Series Models , pp 63-87

Zongwu Cai and Rong Chen

Violence in the Second Intifada: A Demonstration of Bayesian Generative Cognitive Modeling , pp 65-90

Percy K. Mistry and Michael D. Lee

Heterogeneous Switching in FAVAR Models , pp 65-98

Pierre Guérin and Danilo Leiva-Leon

Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors , pp 65-92

Yong Bao, Aman Ullah and Ru Zhang

The Econometrics of Oil Market VAR Models , pp 65-95

Lutz Kilian and Xiaoqing Zhou