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.

Edmond Malinvaud: A tribute to his contributions in econometrics

  • Author: Peter C. B. Phillips
  • Accepted manuscript online: 14 May 2015
  • DOI: 10.1111/ectj.12051

Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements

  • Author: Minsu Chang, Sokbae Lee, Yoon‐Jae Whang
  • Accepted manuscript online: 17 April 2015
  • DOI: 10.1111/ectj.12050

Generalized dynamic factor models and volatilities recovering the market volatility shocks

  • Author: MATTEO BARIGOZZI, MARC HALLIN
  • Accepted manuscript online: 12 April 2015
  • DOI: 10.1111/ectj.12047

Economic theory and forecasting: lessons from the literature

  • Author: Raffaella Giacomini
  • Accepted manuscript online: 12 April 2015
  • DOI: 10.1111/ectj.12038

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

  • Author: Jason R. Blevins
  • Accepted manuscript online: 12 April 2015
  • DOI: 10.1111/ectj.12048

Robust testing for structural change under nonstationary variances

  • Author: Ke‐Li Xu
  • Accepted manuscript online: 12 April 2015
  • DOI: 10.1111/ectj.12049

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

  • Author: Zhengyu Zhang, Bing Liu
  • Accepted manuscript online: 12 April 2015
  • DOI: 10.1111/ectj.12037

Maximization by Parts in Extremum Estimation

  • Author: Yanqin Fan, Sergio Pastorello, Eric Renault
  • Accepted manuscript online: 12 April 2015
  • DOI: 10.1111/ectj.12046

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

  • Author: Stelios Arvanitis, Antonis Demos
  • Accepted manuscript online: 12 April 2015
  • DOI: 10.1111/ectj.12045

Related Links

Tribute to Edmond Malinvaud

By Peter C. B. Phillips. Read More

Econometrics of Matching

Special Session at RES Conference

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