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

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INFORMATION THEORETIC REGRESSION METHODS , pp 25-83

Ehsan S. Soofi

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

Hon Ho Kwok

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

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

Charley Xia and William Griffiths

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

Leigh Drake and Adrian R. Fleissig

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

Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng

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

Thomas B. Fomby and Timothy Vogelsang

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

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

Eri Nakamura, Takuya Urakami and Kazuhiko Kakamu

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 Swanson and Tiemen Woutersen

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

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

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

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

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

Yong Bao and Tae Hwy Lee

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

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

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

Miguel Belmonte and Gary Koop

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

Corey Fuller and Robin Sickles

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

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

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

Baoline Chen and Peter Zadrozny

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

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

James Mitchell, Aubrey Poon and Gian Luigi Mazzi

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

George G. Judge and Ron C. Mittelhammer

The skewed t , pp 55-83

Wenbo Hu and Alec N. Kercheval

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

Pedro Brinca, Nikolay Iskrev and Francesca Loria

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

Mingliang Li and Justin L. Tobias

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

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

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

Jeanette Lye and Joseph Hirschberg

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

Julian TszKin Chan

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

James MacKinnon and Matthew Webb

Bayesian inference using adaptive sampling , pp 61-84

Paolo Giordani and Robert Kohn

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

Kannika Damrongplasit and Cheng Hsiao

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

David Elkayam and Alex Ilek

Flexible Seasonal Time Series Models , pp 63-87

Zongwu Cai and Rong Chen

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

Myoung-jae Lee and Sanghyeok Lee

Heterogeneous Switching in FAVAR Models , pp 65-98

Pierre Guérin and Danilo Leiva-Leon

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

Percy K. Mistry and Michael D. Lee

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

Lutz Kilian and Xiaoqing Zhou

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