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.

New Inference Methods for Quantile Regression Based on Resampling (pages no-no)

  • Author: Víctor M. Aguirre, Manuel A. Domínguez
  • Accepted manuscript online: 06 December 2012
  • DOI: 10.1111/ectj.12000

Estimation and inference for impulse response functions from univariate strongly persistent processes (pages no-no)

  • Author: Richard T. Baillie, George Kapetanios
  • Accepted manuscript online: 19 October 2012
  • DOI: 10.1111/j.1368-423X.2012.00395.x

A Stochastic Volatility Model with Random Level Shifts and its Applications to S&P 500 and NASDAQ Return Indices (pages no-no)

  • Author: Zhongjun Qu, Pierre Perron
  • Accepted manuscript online: 09 October 2012
  • DOI: 10.1111/j.1368-423X.2012.00394.x

Local NLLS Estimation of Semiparametric Binary Choice Models (pages no-no)

  • Author: Jason R. Blevins, Shakeeb Khan
  • Accepted manuscript online: 05 October 2012
  • DOI: 10.1111/j.1368-423X.2012.00393.x

Consistent cotrending rank selection when both stochastic and nonlinear deterministic trends are present* (pages no-no)

  • Author: Zheng‐Feng Guo, Mototsugu Shintani
  • Accepted manuscript online: 21 September 2012
  • DOI: 10.1111/j.1368-423X.2012.00392.x

The projection approach for unbalanced panel data* (pages no-no)

  • Author: Jason Brevaya
  • Accepted manuscript online: 07 September 2012
  • DOI: 10.1111/j.1368-423X.2012.00389.x
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