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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DART BOARDS AND ASSET PRICES , pp 237-276

Les Gulko

EMPLOYMENT SUBCENTERS AND HOME PRICE APPRECIATION RATES IN METROPOLITAN CHICAGO , pp 237-257

Daniel P. McMillen

The stock of money and why you should care , pp 237-250

Logan J. Kelly

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

George G. Judge and Ron C. Mittelhammer

Estimating Taylor-Type Rules: An Unbalanced Regression? , pp 239-276

Pierre L. Siklos and Mark Wohar

Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition , pp 241-279

John Chao, Myungsup Kim and Donggyu Sul

PREDICTING HOUSING VALUE: GENETIC ALGORITHM ATTRIBUTE SELECTION AND DEPENDENCE MODELLING UTILISING THE GAMMA TEST , pp 243-275

Ian D. Wilson, Antonia J. Jones, David H. Jenkins and J.A. Ware

Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss , pp 243-274

Andrei V. Lopatin and Timur Misirpashaev

INFLUENTIAL DATA DIAGNOSTICS FOR TRANSITION DATA , pp 243-268

Larry W. Taylor

Measuring Productivity Growth and Technology Spillovers Through Global Value Chains: Analysis of a US–Sino Decoupling , pp 243-267

Weilin Liu, Robin Sickles and Yao Zhao

Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms , pp 245-274

Nadine McCloud and Subal Kumbhakar

Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments , pp 245-273

Matthew Harding, Jerry Hausman and Christopher J. Palmer

Mixed-Frequency Vector Autoregressive Models☆This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply , pp 247-272

Claudia Foroni, Eric Ghysels and Massimiliano Marcellino

Nonlinear Difference-in-Difference Treatment Effect Estimation: A Distributional Analysis , pp 247-268

Kim Huynh, David Jacho-Chávez and Marcel Voia

Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods , pp 249-278

Gail Blattenberger, Richard Fowles and Peter D. Loeb

Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects , pp 249-274

Bai Huang, Tae Hwy Lee and Aman Ullah

Estimation of the Loan Spread Equation with Endogenous Bank-Firm Matching , pp 251-289

Jiawei Chen

Distribution dynamics and measurement error , pp 251-279

Ole Rummel

Estimating a Fractional Response Model with a count endogenous regressor and an application to female labor supply , pp 253-298

Hoa B. Nguyen

Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm , pp 253-288

Fabio Milani and Ashish Rajbhandari

A Reaction , pp 253-

Dale J. Poirier

Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* , pp 255-285

Joshua Chan, Chenghan Hou and Thomas Tao Yang

Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis , pp 255-267

Karim M. Abadir and Christina Atanasova

Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators , pp 257-295

R. Kelley Pace, James LeSage and Shuang Zhu

On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression , pp 259-288

Jean-Marie Dufour and Pascale Valéry

Does Selective Crime Reporting Influence Our Ability to Detect Racial Discrimination in the Nypd’s Stop-and-Frisk Program? , pp 259-286

Steven Lehrer and Louis-Pierre Lepage

How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model , pp 259-294

Jaepil Han, Deockhyun Ryu and Robin Sickles

SEARCHING FOR HOUSING SUBMARKETS USING MIXTURES OF LINEAR MODELS , pp 259-276

M.D. Ugarte, T. Goicoa and A.F. Militino

Identification of Beliefs in the Presence of Disaster Risk and Misspecification , pp 261-290

Saraswata Chaudhuri, Eric Renault and Oscar Wahlstrom

When is ATE enough? Risk aversion and inequality aversion in evaluating training programs , pp 263-287

Rajeev Dehejia

Exponential series estimation of empirical copulas with application to financial returns , pp 263-290

Chinman Chui and Ximing Wu

Semiparametric Independence Tests Between Two Infinite-order Cointegrated Series , pp 263-294

Chafik Bouhaddioui, Jean-Marie Dufour and Masaya Takano

Financial Contagion in Cross-holdings Networks: The Case of Ecuador , pp 265-292

Pablo Estrada and Leonardo Sanchez-Aragon

The Structural and Productivity Effects of Infrastructure Provision in Developed and Developing Countries , pp 265-308

Luis Orea, Inmaculada Álvarez and Luis Servén

Gaussian Rank Correlation and Regression , pp 269-306

Dante Amengual, Enrique Sentana and Zhanyuan Tian

Checking if the Straitjacket Fits , pp 269-290

Adrian Pagana and Michael Wickensb

Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas , pp 269-288

Phillip Li and Mohammad Arshad Rahman

THE EFFECTS OF DIFFERENT TYPES OF OUTLIERS ON UNIT ROOT TESTS , pp 269-305

Yong Yin and G. S. Maddala

Labor Allocation in a Household and its Impact on Production Efficiency: A Comparison of Panel Modeling Approaches , pp 269-303

Hild Marte Bjørnsen and Ashok K. Mishra

Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank , pp 273-326

Kirstin Hubrich and Timo Teräsvirta

Predictive Testing for Granger Causality via Posterior Simulation and Cross-validation , pp 275-292

Gary Cornwall, Jeffrey A. Mills, Beau A. Sauley and Huibin Weng

Credit derivatives and risk aversion , pp 275-291

Tim Leung, Ronnie Sircar and Thaleia Zariphopoulou

Semiparametric Bayesian estimation of random coefficients discrete choice models , pp 275-307

Sylvie Tchumtchoua and Dipak K. Dey

Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility , pp 277-296

Alejandro Villagran and Gabriel Huerta

On the Construction of Prior Information – An Info-Metrics Approach , pp 277-314

Amos Golan and Robin L. Lumsdaine

MAXIMUM ENTROPY AND DERIVATIVE SECURITIES , pp 277-301

Raymond J. Hawkins

SPATIO-TEMPORAL AUTOREGRESSIVE MODELS FOR U.S. UNEMPLOYMENT RATE , pp 279-294

Xavier de Luna and Marc G. Genton

Intrinsic Priors for Objective Bayesian Model Selection , pp 279-300

Elías Moreno and Luís Raúl Pericchi

Analyzing MSI rules for the USA – Extracted from a feedforward neural network , pp 281-294

Vincent A. Schmidt and Jane M. Binner

Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete , pp 281-315

Brigham R. Frandsen