Accepted Articles

These papers, book reviews, and notes 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.

The links below will take you to the article text on Wiley Online Library.

A sequential test for the specification of predictive densities

  • Author: Juan Lin, Ximing Wu
  • Accepted manuscript online: 17 February 2017
  • DOI: 10.1111/ectj.12085

Indirect inference in spatial autoregression

  • Author: Maria Kyriacou, Peter C. B. Phillips, Francesca Rossi
  • Accepted manuscript online: 12 February 2017
  • DOI: 10.1111/ectj.12084


  • Accepted manuscript online: 13 January 2017
  • DOI: 10.1111/ectj.12083

Nonparametric Regression with Nearly Integrated Regressors Under Long Run Dependence

  • Author: Zongwu CAI, Bing‐Yi JING, Xin‐Bing KONG, Zhi LIU
  • Accepted manuscript online: 11 January 2017
  • DOI: 10.1111/ectj.12082

Model‐selection Tests for Conditional Moment Restriction Models

  • Author: Yu‐Chin Hsu, Xiaoxia Shi
  • Accepted manuscript online: 22 December 2016
  • DOI: 10.1111/ectj.12081

Testing for changes in (extreme) VaR

  • Author: Yannick Hogay
  • Accepted manuscript online: 11 December 2016
  • DOI: 10.1111/ectj.12080

Second‐Order Refinement of Empirical Likelihood Ratio Tests of Nonlinear Restrictions

  • Author: Jun Ma
  • Accepted manuscript online: 26 November 2016
  • DOI: 10.1111/ectj.12079

Sparse Estimation of Huge Networks with a Block‐Wise Structure

  • Author: Francesco Moscone, Elisa Tosetti, Veronica Vinciotti
  • Accepted manuscript online: 26 November 2016
  • DOI: 10.1111/ectj.12078

Consistent tests for conditional treatment effects

  • Author: Yu‐Chin Hsu
  • Accepted manuscript online: 02 November 2016
  • DOI: 10.1111/ectj.12077

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