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

- Nicky Grant
- Pretest Estimation in the Random Parameters Logit Model , pp 107-136

- Tong Zeng and Carter Hill
- 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 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
- Bayesian Selection of Systemic Risk Networks , pp 117-153

- Daniel Felix Ahelegbey and Paolo Giudici
- Evaluating the effects of job training programs on wages through principal stratification , pp 117-145

- Junni L. Zhang, Donald B. Rubin and Fabrizia Mealli
- Partial Identification in Two-sided Matching Models , pp 117-139

- Federico Echenique, SangMok Lee and Matthew Shum
- Efficient Combined Estimation under Structural Breaks , pp 119-142

- Tae Hwy Lee, Shahnaz Parsaeian and Aman Ullah
- Bayesian Spatial Bivariate Panel Probit Estimation , pp 119-144

- Badi Baltagi, Peter Egger and Michaela Kesina
- Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting , pp 123-151

- Valeriy V. Gavrishchaka
- Testing for Cointegration in Markov Switching Error Correction Models , pp 123-150

- Liang Hu and Yongcheol Shin
- The determinants of default correlations , pp 123-158

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

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

- Michel van der Wel, Sait Ozturk and Dick van Dijk
- 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
- Average Derivative Estimation with Missing Responses , pp 129-154

- Francesco Bravo, Kim Huynh and David Jacho-Chávez
- Functional coefficient estimation with both categorical and continuous data , pp 131-167

- Liangjun Su, Ye Chen and Aman Ullah
- Cointegration analysis under measurement errors , pp 131-150

- Uwe Hassler and Vladimir Kuzin
- 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
- QUASI–MAXIMUM LIKELIHOOD ESTIMATION WITH BOUNDED SYMMETRIC ERRORS , pp 133-148

- Douglas Miller, James Eales and Paul Preckel
- Risk Neutral Density Estimation with a Functional Linear Model , pp 133-157

- Marine Carrasco and Idriss Tsafack
- Robust Estimation of ARMA Models with Near Root Cancellation , pp 133-155

- Timothy Cogley and Richard Startz
- Consistent Testing for Structural Change at the Ends of the Sample , pp 133-169

- Michael McCracken
- MODEL SELECTION BY MAXIMUM ENTROPY , pp 135-161

- Pieter H.F.M. van Casteren and Jan G. Gooijer
- Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification , pp 137-171

- Antonio Cosma, Andreï Kostyrka and Gautam Tripathi
- Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples , pp 137-199

- Enrique Martínez-García, Diego Vilán and Mark Wynne
- Simulated maximum likelihood estimation of continuous time stochastic volatility models , pp 137-161

- Tore Selland Kleppe, Jun Yu and H.J. Skaug
- Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects , pp 137-204

- Liangjun Su and Yonghui Zhang
- The Effect of News Shocks and Monetary Policy , pp 139-164

- Luca Gambetti, Christoph Görtz, Dimitris Korobilis, John D. Tsoukalas and Francesco Zanetti
- Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions , pp 141-156

- Hedibert Freitas Lopes, Matthew Taddy and Matthew Gardner
- Identification of Matching Complementarities: A Geometric Viewpoint , pp 141-151

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

- Marco Gallegati and James B. Ramsey
- CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION , pp 149-164

- Douglas Miller and Sang-Hak Lee
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