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.

Robust testing for structural change under nonstationary variances

  • Author: Ke‐Li Xuy
  • Accepted manuscript online: 17 March 2015
  • DOI: 10.1111/ectj.12049

Non‐standard rates of convergence of criterion‐function‐based set estimators for binary response models

  • Author: Jason R. Blevins
  • Accepted manuscript online: 11 March 2015
  • DOI: 10.1111/ectj.12048

Generalized dynamic factor models and volatilities recovering the market volatility shocks

  • Accepted manuscript online: 13 February 2015
  • DOI: 10.1111/ectj.12047

Maximization by Parts in Extremum Estimation

  • Author: Yanqin Fan, Sergio Pastorello, Eric Renault
  • Accepted manuscript online: 03 February 2015
  • DOI: 10.1111/ectj.12046

Economic theory and forecasting: lessons from the literature

  • Author: Raffaella Giacomini
  • Accepted manuscript online: 26 January 2015
  • DOI: 10.1111/ectj.12038

Identification and Estimation of Partially Linear Censored Regression Models with Unknown Heteroscedasticity

  • Author: Zhengyu Zhang, Bing Liu
  • Accepted manuscript online: 26 January 2015
  • DOI: 10.1111/ectj.12037

A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction

  • Author: Stelios Arvanitis, Antonis Demos
  • Accepted manuscript online: 26 January 2015
  • DOI: 10.1111/ectj.12045

Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions

  • Author: Wei‐Ming Lee, Yu‐Chin Hsu, Chung‐Ming Kuan
  • Accepted manuscript online: 04 December 2014
  • DOI: 10.1111/ectj.12041

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