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

- Vincent A. Schmidt and Jane M. Binner
- Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach , pp 283-316

- Maximo Camacho, Danilo Leiva-Leon and Gabriel Perez-Quiros
- Survey Evidence on Black Market Liquor in Colombia , pp 287-314

- Gustavo Canavire-Bacarreza, Alexander L. Lundberg and Alejandra Montoya-Agudelo
- Econometrics of Scoring Auctions , pp 287-322

- Jean-Jacques Laffont, Isabelle Perrigne, Michel Simioni and Quang Vuong
- Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect , pp 289-311

- Jingping Gu, Juan Lin and Dandan Liu
- The Student's t , pp 289-319

- Maria S. Heracleous and Aris Spanos
- Matching estimation of dynamic treatment models: Some practical issues , pp 289-333

- Michael Lechner
- The Collective Marriage Matching Model: Identification, Estimation, and Testing , pp 291-336

- Eugene Choo and Shannon Seitz
- A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data , pp 291-317

- Namhyun Kim, Patrick Wongsa-art and Ian Bateman
- Nonparametric estimation of multivariate CDF with categorical and continuous data , pp 291-318

- Gaosheng Ju, Rui Li and Zhongwen Liang
- Approximation Properties of Laplace-Type Estimators , pp 291-318

- Anna Kormilitsina and Denis Nekipelov
- An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies , pp 291-322

- Alessandro Rebucci, Jonathan S. Hartley and Daniel Jiménez
- Estimating Spillover Effects with Bilateral Outcomes , pp 293-314

- Edoardo Rainone
- New Evidence on the Effect of Compulsory Schooling Laws☆ , pp 293-318

- Theodore Figinski, Alicia Lloro and Phillip Li
- A LEARNING RULE FOR INFERRING LOCAL DISTRIBUTIONS OVER SPACE AND TIME , pp 295-331

- Stephen M. Stohs and Jeffrey T. LaFrance
- Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* , pp 295-318

- Nikolay Gospodinov, Alex Maynard and Elena Pesavento
- A MODERN TIME SERIES ASSESSMENT OF “A STATISTICAL MODEL FOR SUNSPOT ACTIVITY” BY C. W. J. GRANGER (1957) , pp 297-314

- Gawon Yoon
- Local Marginal Analysis of Spatial Data: A Gaussian Process Regression Approach with Bayesian Model and Kernel Averaging , pp 297-342

- Jacob Dearmon and Tony E. Smith
- Sectoral Effects of Aggregate Shocks , pp 299-357

- Nathan Balke
- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error , pp 299-322

- Saleem Shaik and Ashok K. Mishra
- Demand Estimation with High-Dimensional Product Characteristics , pp 301-323

- Benjamin J. Gillen, Matthew Shum and Hyungsik Moon
- FORECASTING THE PRODUCTION BENEFITS AND INCIDENCE OF A PUBLIC PROGRAM , pp 303-317

- Daniel Osgood, Daniel Cohen, Doug Parker and David Zilberman
- A CUSUM Test for Common Trends in Large Heterogeneous Panels , pp 303-345

- Javier Hidalgo and Jungyoon Lee
- Using Panel Data to Examine Racial and Gender Differences in Debt Burdens , pp 305-325

- Michael D.S. Morris
- Robust Dynamic Panel Data Models Usingε-Contamination , pp 307-336

- Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix
- Bayesian two-stage regression with parametric heteroscedasticity , pp 309-328

- Arto Luoma and Jani Luoto
- Improving Predictions of Technical Inefficiency , pp 309-328

- Christine Amsler, Robert James, Artem Prokhorov and Peter Schmidt
- A Missing Variable Imputation Methodology with an Empirical Application , pp 313-337

- Gayaneh Kyureghian, Oral Capps and Rodolfo Nayga
- The Wage Premium of Naturalized Citizenship , pp 315-348

- Esfandiar Maasoumi and Yifeng Zhu
- Interconnectedness through the Lens of Consumer Credit Markets , pp 315-333

- Anson Ho
- Personal Comments on Yoon's Discussion of My 1957 Paper , pp 315-316

- Clive Granger
- Testing Stability of Regression Discontinuity Models , pp 317-339

- Giovanni Cerulli, Yingying Dong, Arthur Lewbel and Alexander Poulsen
- A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series , pp 317-352

- Zhengjun Zhang
- Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach , pp 317-360

- Martin Belvisi, Riccardo Pianeti and Giovanni Urga
- Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change? , pp 319-350

- J. Miller
- ANOTHER PERSPECTIVE ON RECENT CHANGES IN THE U.S. INCOME DISTRIBUTION , pp 319-340

- Hang K. Ryu and Daniel Slottje
- Higher order bias reduction of kernel density and density derivative estimation at boundary points , pp 319-331

- Peter Bearse and Paul Rilstone
- Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) , pp 319-385

- Denis Tkachenko and Zhongjun Qu
- Some Extensions of AsymptoticFandtTheory in Nonstationary Regressions , pp 319-347

- Yixiao Sun
- ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts , pp 321-363

- Kajal Lahiri and Fushang Liu
- Government Debt, Deficits and Interest Rates 1870–2016 , pp 323-340

- Ronald Smith
- Modeling and forecasting volatility in a bayesian approach , pp 323-356

- Esmail Amiri
- Bayesian Estimation of Linear Sum Assignment Problems , pp 323-339

- Yu-Wei Hsieh and Matthew Shum
- Copula Analysis of Correlated Counts , pp 325-348

- Esther Hee Lee
- Sovereign Bond Spread Drivers in the EU Market in the Aftermath of the Global Financial Crisis , pp 327-352

- Iuliana Matei and Angela Cheptea
- Nonparametric Vector Autoregressions: Specification, Estimation, and Inference , pp 327-359

- Ivan Jeliazkov
- A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data , pp 329-370

- Taining Wang and Daniel Henderson
- Bayesian near-boundary analysis in basic macroeconomic time-series models , pp 331-402

- Michiel De Pooter, Francesco Ravazzolo, Rene Segers and Herman van Dijk
- FRM Financial Risk Meter , pp 335-368

- Andrija Mihoci, Michael Althof, Cathy Yi-Hsuan Chen and Wolfgang Karl Härdle
- Panel data models and transitory fluctuations in the explanatory variable , pp 335-358

- Terra McKinnish
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