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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A Multivariate Spatial-Time of Day Analysis of Truck Crash Frequency across Neighborhoods in New York City , pp 195-219

Wei Zou, Xiaokun Wang and Yiyi Wang

Program participation, labor force dynamics, and accepted wage rates , pp 197-262

Jakob Munch and Lars Skipper

GENERALIZED MAXIMUM ENTROPY ESTIMATION OF A FIRST ORDER SPATIAL AUTOREGRESSIVE MODEL , pp 199-234

Thomas Marsh and Ron C. Mittelhammer

On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments , pp 199-235

Badi Baltagi, Chihwa Kao and Long Liu

Testing utility maximization with measurement errors in the data , pp 199-236

Barry Jones and David Edgerton

Estimating the effect of exchange rate flexibility on financial account openness , pp 199-251

Raul Razo-Garcia

A Meta Model Analysis of Exchange Rate Determination* , pp 199-215

Chrystalleni Aristidou, Kevin Lee and Kalvinder Shields

TESTING IN GMM MODELS WITHOUT TRUNCATION , pp 199-233

Timothy Vogelsang

CONSTRUCTING A UNIMODAL BAYESIAN PRIOR DISTRIBUTION FROM INCOMPLETELY ASSESSED INFORMATION , pp 201-216

Patrick L. Brockett, Linda L. Golden and Kwang H. Paick

Fitting U.S. Trend Inflation: A Rolling-Window Approach , pp 201-252

Efrem Castelnuovo

TESTING FOR UNIT ROOTS IN ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS , pp 203-242

Kevin F. Ryan and David Giles

A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL , pp 203-223

Sam Mirmirani and Hsi Cheng Li

A New Approach to Modeling Endogenous Gain Learning , pp 203-227

Eric Gaus and Srikanth Ramamurthy

Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics , pp 205-239

Cheng Hsiao

Full-information Bayesian Estimation of Cross-sectional Sample Selection Models , pp 205-234

Sophia Ding and Peter Egger

Structural Change as an Alternative to Long Memory in Financial Time Series , pp 205-224

Tze Leung Lai and Haipeng Xing

Corporate Indebtedness and Low Productivity Growth of Italian Firms , pp 205-228

Gareth Anderson and Mehdi Raissi

Panel Vector Autoregressive Models: A Survey☆The views expressed in this article are those of the authors and do not necessarily reflect those of the ECB or the Eurosystem , pp 205-246

Fabio Canova and Matteo Ciccarelli

Transformation Models with Cointegrated and Deterministically Trending Regressors , pp 207-232

Yingqian Lin and Yundong Tu

Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models , pp 207-244

Yong Bao

Efficient Probit Estimation with Partially Missing Covariates , pp 209-245

Denis Conniffe and Donal O'Neill

Nearest Neighbor Imputation for General Parameter Estimation in Survey Sampling , pp 209-234

Shu Yang and Jae Kwang Kim

Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models , pp 209-233

Alain Hecq and Elisa Voisin

Noise reduced realized volatility: a kalman filter approach , pp 211-227

John P. Owens and Douglas Steigerwald

Flexible Bayesian Quantile Regression in Ordinal Models , pp 211-251

Mohammad Arshad Rahman and Shubham Karnawat

A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity , pp 211-263

Emir Malikov, Shunan Zhao and Jingfang Zhang

Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model , pp 215-236

Badi Baltagi, Peter Egger and Michaela Kesina

Bond markets with stochastic volatility , pp 215-242

Rafael DeSantiago, Jean-Pierre Fouque and Knut Solna

Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation , pp 215-282

Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana

Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies , pp 217-241

Povilas Lastauskas and Julius Stakėnas

Parametric and nonparametric inference in equilibrium job search models , pp 217-244

Gary Koop

RECOVERING WASTEWATER TREATMENT OBJECTIVES , pp 217-235

Linda Fernandez

Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries , pp 217-253

Badi Baltagi, Georges Bresson and Jean-Michel Etienne

Nonparametric estimation of production risk and risk preference functions , pp 223-260

Subal Kumbhakar and Efthymios G. Tsionas

Group Interaction in Research and the Use of General Nesting Spatial Models , pp 223-258

Peter Burridge, J.Paul Elhorst and Katarina Zigova

Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings , pp 223-247

Angela Vossmeyer

SEARCHING FOR DIVISIA/INFLATION RELATIONSHIPS WITH THE AGGREGATE FEEDFORWARD NEURAL NETWORK , pp 225-241

Vincent A. Schmidt and Jane M. Binner

Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach , pp 225-238

Hedibert Freitas Lopes and Esther Salazar

How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis , pp 229-248

Joshua Chan, Liana Jacobi and Dan Zhu

Women’s Potential Earnings Distributions , pp 229-252

Esfandiar Maasoumi and Le Wang

Modeling the Asymmetry of Stock Movements Using Price Ranges , pp 231-257

Ray Chou

Estimating Supermodular Games Using Rationalizable Strategies , pp 233-247

Kosuke Uetake and Yasutora Watanabe

Minimax Risk in Estimating Kink Threshold and Testing Continuity , pp 233-259

Javier Hidalgo, Heejun Lee, Jungyoon Lee and Myung Hwan Seo

Missing-Data Imputation in Nonstationary Panel Data Models , pp 235-251

Wensheng Kang

Survival Analysis of Bank Note Circulation: Fitness, Network Structure, and Machine Learning , pp 235-262

Diego Rojas, Juan Estrada, Kim Huynh and David Jacho-Chávez

Depth-weighted Forecast Combination: Application to COVID-19 Cases , pp 235-260

Yoonseok Lee and Donggyu Sul

BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS , pp 235-249

Tiemen Woutersen

DART BOARDS AND ASSET PRICES , pp 237-276

Les Gulko

A Risk Superior Semiparametric Estimator for Overidentified Linear Models , pp 237-255

George G. Judge and Ron C. Mittelhammer

Quantile Regression Estimation of Panel Duration Models with Censored Data , pp 237-267

Matthew Harding and Carlos Lamarche