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.

Generalized dynamic factor models and volatilities recovering the market volatility shocks

  • Author: MATTEO BARIGOZZI, MARC HALLIN
  • 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

Specification Testing in Nonstationary Time Series Models

  • Author: Jia Chen, Jiti Gao, Degui Li, Zhengyan Lin
  • Accepted manuscript online: 26 January 2015
  • DOI: 10.1111/ectj.12044

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

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: 26 January 2015
  • DOI: 10.1111/ectj.12041

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

Economic theory and forecasting: lessons from the literature

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

More Reliable Inference for the Dissimilarity Index of Segregation

  • Author: Rebecca Allen, Simon Burgess, Russell Davidson, Frank Windmeijer
  • Accepted manuscript online: 26 January 2015
  • DOI: 10.1111/ectj.12039

Specification Tests for Nonlinear Dynamic Models

  • Author: Igor Kheifets
  • Accepted manuscript online: 26 January 2015
  • DOI: 10.1111/ectj.12040

Nonparametric inference on the number of equilibria

  • Author: Maximilian Kasy
  • Accepted manuscript online: 26 January 2015
  • DOI: 10.1111/ectj.12043
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