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The Econometrics Journal Accepted Papers and Forthcoming Articles

Please also see the forthcoming fully corrected, fully web-functional and complete articles at Early View.

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.

Theory and Inference for a Markov Switching GARCH Model. (size, 392kb)
Luc Bauwens, Arie Preminger and Jeroen V.K. Rombouts

Heterogeneity in Dynamic Discrete Choice Models. (size, 741kb)
Martin Browning and Jesus M. Carro

The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models (size, 404kb)
Maurice J.D. Bun and Frank Windmeijer

Improving Robust Model Selection Tests for Dynamic Models (size, 363kb)
Hwan-sik Choi and Nicholas M. Kiefer

Bimodal t-rations: The Impact of Thick Tails on Inference (size, 630kb)
Carlo V. Fiorio, Vassilis A. Hajivassiliou and Peter C.B. Phillips

Estimation of a Transformation Model with Truncation, Interval Observation and Time-Varying Covariates (size, 372kb)
Bo E. Honoré and Luojia Hu

ECF Estimation of Markov Models Where the Transition Density is Unknown. (size, 287kb)
George J. Jiang and John L. Knight

Specification and Estimation of Social Interaction Models with Network Structures (size, 314kb)
Lung-fei Lee, Xiaodong Liu and Xu Lin

Unit Root Inference in Panel Data Models where the Time-series Dimension is Fixed: A Comparison of Different Tests (size, 290kb)
Edith Madsen

A Hierarchical Factor Analysis of US Housing Market Dynamics (size, 280kb)
Serena Ng and Emanuel Moench

Smoothness Adaptive Average Derivative Estimation (size, 306kb)
Marcia M.A. Schafgans and Victoria Zinde-Walsh

Testing the Adequacy of Conventional Asymptotics in GMM (size, 200kb)
Jonathan H. Wright


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