Disclaimer: These articles are accepted and published online prior to their ultimate inclusion in a print or online issue of The Econometrics Journal. They have not yet been copy-edited. Therefore the final published version may differ from that given here.
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Asymptotic Properties of Estimators the Linear Panel Regression Model with Random Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals
(size, 238kb)
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| Badi H. Baltagi, Chihwa Kao, Long Liu |
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Moment-based Regression Algorithms for Drift and Volatility Estimation in Continuous-time Markov Switching Models
(size, 270kb)
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| Robert J. Elliott, Vikram Krishnamurthy and Jörn Sass |
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Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
(size, 455kb)
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| Russell Davidson and James G. MacKinnon |
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Asymptotic and Qualitative Performance of Nonparametric Density Estimators: A Comparative Study
(size, 475kb)
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| Teruko Takada |
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Heterogeneity, State Dependence and Health
(size, 234kb)
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| Timothy J. Halliday |
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Critical Values for Linearity Tests in Time-varying Smooth Transition Autoregressive Models when Data are Highly Persistent
(size, 157kb)
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| Rickard Sandberg |
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Using Semiparametric Methods in an Analysis of Earnings Mobility
(size, 277kb)
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| Shawn W. Ulrick |
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Distinguishing Short and Long Memory Volatility Specifications
(size, 574kb)
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| Shiuyan Pong, Mark B. Shackleton, Stephen J. Taylor |
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A Semiparametric Derivative Estimator in Log Transformation Models
(size, 186kb)
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| Chunrong Ai and Edward C. Norton |
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Estimation of the Stochastic Conditional Duration Model via Alternative Methods
(size, 252kb)
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| John Knight and Cathy Ning |
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Factor Analysis in a Model with Rational Expectations
(size, 211kb)
Appendix: Tables and Figures
(size, 95kb) |
Andreas Beyer, Roger E. A. Farmer, Jérôme Henry and
Massimiliano Marcellino |
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A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units
(size, 228kb) |
| G. Kapetanios |
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Generalized LM Tests for Functional Form and Heteroscedasticity
(size, 1,709kb) |
| Zhenlin Yang and Yiu-Kuen Tse |
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The Impact of Homework on Student Achievement
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| Ozkan Eren and Daniel J. Henderson |
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Panel Vector Autoregression under Cross-sectional Dependence
(size, 227kb) |
| Xiao Huang |
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K-nn Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Variables
(size, 201kb) |
| Rui Li and Guan Gong |
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