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.

Estimation of Fixed Effects Panel Data Partially Linear Additive Regression Models

  • Author: Chunrong Ai, Jinhong You, Yong Zhou
  • Accepted manuscript online: 09 May 2013
  • DOI: 10.1111/ectj.12011

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions

  • Author: Yohei Yamamoto, Pierre Perron
  • Accepted manuscript online: 30 April 2013
  • DOI: 10.1111/ectj.12010

Heteroskedasticity‐Robust Cp Model Averaging

  • Author: Qingfeng Liu, Ryo Okui
  • Accepted manuscript online: 12 April 2013
  • DOI: 10.1111/ectj.12009

Pairwise‐comparison estimation with nonparametric controls

  • Author: Koen Jochmans
  • Accepted manuscript online: 12 April 2013
  • DOI: 10.1111/ectj.12008

Book Review of “Unit Root Tests in Time Series: Volumes 1 and 2” by Kerry Patterson. Publisher Pal

  • Author: Robert Taylor
  • Accepted manuscript online: 06 March 2013
  • DOI: 10.1111/ectj.12007

Predictability of Shapes of Intraday Price Curves

  • Author: PIOTR KOKOSZKA, MATTHEW REIMHERR
  • Accepted manuscript online: 01 March 2013
  • DOI: 10.1111/ectj.12006

Semiparametric Estimation of a Generalized Threshold Regression Model Under Conditional Quantile Restriction (pages no-no)

  • Author: Zhengyu Zhang
  • Accepted manuscript online: 23 January 2013
  • DOI: 10.1111/ectj.12005

BOOK REVIEW (pages no-no)

  • Author: Patrick Marsh
  • Accepted manuscript online: 08 January 2013
  • DOI: 10.1111/ectj.12004

Testing Panel Cointegration with Unobservable Dynamic Common Factors That Are Correlated with the Regressors (pages no-no)

  • Author: Jushan Bai, Josep Lluís Carrion‐i‐Silvestre
  • Accepted manuscript online: 19 December 2012
  • DOI: 10.1111/ectj.12002

Orthogonal to Backward Mean Transformation for Dynamic Panel Data Models (pages no-no)

  • Author: G. Everaert
  • Accepted manuscript online: 12 December 2012
  • DOI: 10.1111/ectj.12001
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