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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Testing for weak separability , pp 107-129

Adrian R. Fleissig and Gerald A. Whitney

Overcoming the Many Weak Instrument Problem Using Normalized Principal Components , pp 107-147

Nicky Grant

INFORMATION THEORETIC METHODS FOR CATEGORICAL DATA , pp 107-134

Ehsan S. Soofi and D.V. Gokhale

ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION , pp 107-132

Tae-Hwan Kim and Halbert White

Model-Selection Tests for Complex Survey Samples , pp 109-135

Iraj Rahmani and Jeffrey Wooldridge

Bayesian A/B Inference , pp 111-140

John Geweke

Application and Computation of a Flexible Class of Network Formation Models , pp 111-142

Seth Richards-Shubik

Fitting and comparison of models for multivariate ordinal outcomes , pp 115-156

Ivan Jeliazkov, Jennifer Graves and Mark Kutzbach

A Sequential Test For a Unit Root in Monitoring ap-th Order Autoregressive Process , pp 115-153

Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama and Junfan Tao

Evaluating the effects of job training programs on wages through principal stratification , pp 117-145

Junni L. Zhang, Donald B. Rubin and Fabrizia Mealli

Bayesian Selection of Systemic Risk Networks , pp 117-153

Daniel Felix Ahelegbey and Paolo Giudici

Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal Reserve System, or any of its staff , pp 117-168

Todd Clark and Michael McCracken

Partial Identification in Two-sided Matching Models , pp 117-139

Federico Echenique, SangMok Lee and Matthew Shum

Bayesian Spatial Bivariate Panel Probit Estimation , pp 119-144

Badi Baltagi, Peter Egger and Michaela Kesina

Efficient Combined Estimation under Structural Breaks , pp 119-142

Tae Hwy Lee, Shahnaz Parsaeian and Aman Ullah

Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting , pp 123-151

Valeriy V. Gavrishchaka

The determinants of default correlations , pp 123-158

Kanak Patel and Ricardo Pereira

Testing for Cointegration in Markov Switching Error Correction Models , pp 123-150

Liang Hu and Yongcheol Shin

A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications , pp 125-151

Chor-yiu Sin

CO-EVOLVING NEURAL NETWORKS WITH EVOLUTIONARY STRATEGIES: A NEW APPLICATION TO DIVISIA MONEY , pp 127-143

Jane M. Binner, Graham Kendall and Alicia Gazely

A BAYESIAN PROBIT MODEL WITH SPATIAL DEPENDENCIES , pp 127-160

Tony E. Smith and James LeSage

Dynamic Factor Models for the Volatility Surface☆ , pp 127-174

Michel van der Wel, Sait Ozturk and Dick van Dijk

Average Derivative Estimation with Missing Responses , pp 129-154

Francesco Bravo, Kim Huynh and David Jacho-Chávez

Cointegration analysis under measurement errors , pp 131-150

Uwe Hassler and Vladimir Kuzin

Functional coefficient estimation with both categorical and continuous data , pp 131-167

Liangjun Su, Ye Chen and Aman Ullah

Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects , pp 133-184

Feng Yao, Qinling Lu, Yiguo Sun and Junsen Zhang

Consistent Testing for Structural Change at the Ends of the Sample , pp 133-169

Michael McCracken

QUASI–MAXIMUM LIKELIHOOD ESTIMATION WITH BOUNDED SYMMETRIC ERRORS , pp 133-148

Douglas Miller, James Eales and Paul Preckel

Robust Estimation of ARMA Models with Near Root Cancellation , pp 133-155

Timothy Cogley and Richard Startz

Risk Neutral Density Estimation with a Functional Linear Model , pp 133-157

Marine Carrasco and Idriss Tsafack

MODEL SELECTION BY MAXIMUM ENTROPY , pp 135-161

Pieter H.F.M. van Casteren and Jan G. Gooijer

Simulated maximum likelihood estimation of continuous time stochastic volatility models , pp 137-161

Tore Selland Kleppe, Jun Yu and H.J. Skaug

Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples , pp 137-199

Enrique Martínez-García, Diego Vilán and Mark Wynne

Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects , pp 137-204

Liangjun Su and Yonghui Zhang

Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification , pp 137-171

Antonio Cosma, Andreï Kostyrka and Gautam Tripathi

The Effect of News Shocks and Monetary Policy , pp 139-164

Luca Gambetti, Christoph Görtz, Dimitris Korobilis, John D. Tsoukalas and Francesco Zanetti

Identification of Matching Complementarities: A Geometric Viewpoint , pp 141-151

Alfred Galichon

Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions , pp 141-156

Hedibert Freitas Lopes, Matthew Taddy and Matthew Gardner

Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR , pp 143-189

Alexander Chudik, Mohammad Pesaran and Kamiar Mohaddes

Smooth Robust Multi-Horizon Forecasts , pp 143-165

Andrew Martinez, Jennifer Castle and David Hendry

FORECASTING THE EMU INFLATION RATE: LINEAR ECONOMETRIC VS. NON-LINEAR COMPUTATIONAL MODELS USING GENETIC NEURAL FUZZY SYSTEMS , pp 145-173

Stefan Kooths, Timo Mitze and Eric Ringhut

SIMULATION OF MULTINOMIAL PROBIT PROBABILITIES AND IMPUTATION OF MISSING DATA , pp 145-179

Victor Lavy, Michael Palumbo and Steven Stern

Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation , pp 145-175

(Chor-yiu) Sin Cy

Estimating Binary Spatial Autoregressive Models for Rare Events , pp 145-166

Raffaella Calabrese and Johan A. Elkink

Implementing Faustmann–Marshall–Pressler at Scale: Stochastic Dynamic Programing in Space , pp 145-174

Harry Paarsch and John Rust

An Overview of Geographically Discontinuous Treatment Assignments with an Application to Children’s Health Insurance☆ , pp 147-194

Luke Keele, Scott Lorch, Molly Passarella, Dylan Small and Rocio Titiunik

Graphical diagnostics of endogeneity , pp 147-166

Xavier de Luna and Per Johansson

Understanding International Long-term Interest Rate Comovement , pp 147-189

Michael Chin, Ferre De Graeve, Thomai Filippeli and Konstantinos Theodoridis

CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION , pp 149-164

Douglas Miller and Sang-Hak Lee

Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study , pp 149-171

Marco Gallegati and James B. Ramsey