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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| Theory and Inference for a Markov Switching GARCH Model. (size, 392kb) |
| Luc Bauwens, Arie Preminger and Jeroen V.K. Rombouts |
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| Heterogeneity in Dynamic Discrete Choice Models. (size, 741kb) |
| Martin Browning and Jesus M. Carro |
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| The Weak Instrument Problem of the System GMM
Estimator in Dynamic Panel Data Models
(size, 404kb) |
| Maurice J.D. Bun and Frank Windmeijer |
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| Improving Robust Model Selection Tests for Dynamic Models (size, 363kb) |
| Hwan-sik Choi and Nicholas M. Kiefer |
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| Bimodal t-rations: The Impact of Thick Tails on Inference
(size, 630kb) |
| Carlo V. Fiorio, Vassilis A. Hajivassiliou and Peter C.B. Phillips |
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| Estimation of a Transformation Model with
Truncation,
Interval Observation and Time-Varying Covariates (size, 372kb) |
| Bo E. Honoré and Luojia Hu |
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| ECF Estimation of Markov Models Where the Transition Density is Unknown. (size, 287kb) |
| George J. Jiang and John L. Knight |
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Specification and Estimation of Social Interaction Models with Network Structures (size, 314kb) |
| Lung-fei Lee, Xiaodong Liu and Xu Lin |
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| Unit Root Inference in Panel Data Models where the Time-series
Dimension is Fixed: A Comparison of Different Tests (size, 290kb) |
| Edith Madsen |
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| A Hierarchical Factor Analysis of US Housing Market
Dynamics (size, 280kb) |
| Serena Ng and Emanuel Moench |
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| Smoothness Adaptive Average Derivative Estimation (size, 306kb) |
| Marcia M.A. Schafgans and Victoria Zinde-Walsh |
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| Testing the Adequacy of Conventional Asymptotics in GMM (size, 200kb) |
| Jonathan H. Wright |
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