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 |
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| Nonstationary Regression with Logistic Transition (size, 532kb) |
| Yoosoon Chang, Bibo Jiang and Joon Y. Park |
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| Testing for rational bubbles in a coexplosive vector autoregression (size, 310kb) |
| Tom Engsted and Bent Nielsen |
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| Breakdown point theory for implied probability bootstrap (size, 500kb) |
| Taisuke Otsu and Lorenzo Camponovo |
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| Identification of Treatment Response with Social Interactions (size, 197kb) |
| Charles F. Manski |
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| Unit Root Tests for Panel Data
with AR(1) Errors and Small T (size, 659kb) |
| Rembert De Blander and Geert Dhaene |
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| Estimating the effect of a variable
in a high-dimensional linear model (size, 632kb) |
| Peter S. Jensen and Allan H. Würtz |
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| Testing for Common Trends in Semiparametric Panel
Data Models with Fixed Effects (size, 442kb) |
| Yonghui Zhang, Liangjun Su and Peter C. B. Phillips |
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| Misspecification Tests Based on Quantile
Residuals (size, 393kb) |
| Leena Kalliovirta |
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| Nonstationary nonparametric volatility model (size, 332kb) |
| Heejoon Han and Shen Zhang |
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| Instrumental regression in partially linear models (size, 674kb) |
| Jean-Pierre Florens, Jan Johannes, Sébastien Van Bellegem |
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| On the Problem of Inference for Inequality Measures
for Heavy-Tailed Distributions (size, 1170kb) |
| Christian Schluter |
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| Generalised empirical likelihood testing in semiparametric conditional moment restrictions
models (size, 301kb) |
| Francesco Bravo |
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| Break Point Estimators for a Slope Shift: Levels versus First Differences (size, 362kb) |
| Jingjing Yang |
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| BOOK REVIEWS |
| A Review of Modelling Nonlinear Economic Time Series (size, 79kb) |
Denise R. Osborn |
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