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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| PAPERS |
| Quantile Regression Models with Factor-Augmented Predictors and Information Criterion. (size, 367kb) |
| Tomohiro Ando and Ruey S. Tsay |
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| Testing for Sphericity in a Fixed Effects Panel Data Model. (size, 531kb) |
| Badi H. Baltagi, Qu Feng and Chihwa Kao |
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| Quasi-maximum Likelihood Estimation of
Discretely Observed Diffusions (size, 281kb) |
| Xiao Huang |
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| An I(2) Cointegration Model
with Piecewise Linear Trends (size, 324kb) |
| Takamitsu Kurita, Heino Bohn Nielsen and Anders Rahbek |
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| The Hausman Test in a Cli and Ord Panel Model (size, 486kb) |
| Jan Mutl and Michael Pfaffermayr |
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| Regressions with Asymptotically Collinear Regressors (size, 351kb) |
| Kairat T. Mynbaev |
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| Fully Modified Narrow-Band Least Squares Estimation of
Weak Fractional Cointegration (size, 330kb) |
| Morten Ørregaard Nielsen and Per Frederiksen |
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| A Hierarchical Factor Analysis of US Housing Market
Dynamics (size, 280kb) |
| Serena Ng and Emanuel Moench |
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| Misspecification in Moment Inequality Models:
Back to Moment Equalities? (size, 373kb) |
| Maria Ponomareva and Elie Tamer |
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| Likelihood Estimation of Lévy–driven Stochastic Volatility Models through Realised Variance Measures (size, 329kb) |
| Almut E. D. Veraart |
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| CORRIGENDUM |
| Corrigendum to "Likelihood-Based Cointegration
Tests in Heterogeneous Panels" (size, 115kb) |
| Deniz Dilan Karaman Örsal and Bernd Droge |
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| Corrigendum to "A Gaussian Approach
for Continuous Time Models of the Short
Term Interest Rate" (size, 115kb) |
| Peter C. B. Phillips and Jun Yu |
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| BOOK REVIEW |
| A Review of Micro-Econometrics: Methods of Moments and Limited Dependent Variables by Myoung-jae Lee (size, 41kb) |
João M. C. Santos Silva |
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