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.

Point Optimal Panel Unit Root Tests with Serially Correlated Errors

  • Author: Hyungsik Roger Moon, Benoit Perron, Peter C.B. Phillips
  • Accepted manuscript online: 01 April 2014
  • DOI: 10.1111/ectj.12030

Likelihood‐based dynamic factor analysis for measurement and forecasting

  • Author: Borus Jungbacker, Siem Jan Koopman
  • Accepted manuscript online: 07 March 2014
  • DOI: 10.1111/ectj.12029

Indirect inference based on the score

  • Author: Peter Fuleky, Eric Zivot
  • Accepted manuscript online: 07 March 2014
  • DOI: 10.1111/ectj.12028

Posterior inference in curved exponential families under increasing dimensions

  • Author: Alexandre Belloni, Victor Chernozhukov
  • Accepted manuscript online: 12 February 2014
  • DOI: 10.1111/ectj.12027

Estimation of discrete games with correlated types

  • Author: Haiqing Xu
  • Accepted manuscript online: 28 January 2014
  • DOI: 10.1111/ectj.12026

Generalized Dynamic Semiparametric Factor Models for High Dimensional Nonstationary Time Series

  • Author: Song Song, Wolfgang K. Härdle, Ya'acov Ritov
  • Accepted manuscript online: 14 November 2013
  • DOI: 10.1111/ectj.12024

Testing for the stochastic dominance efficiency of a given portfolio

  • Author: Oliver Linton, Thierry Post, Yoon‐Jae Whang
  • Accepted manuscript online: 02 September 2013
  • DOI: 10.1111/ectj.12016

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