Current Issue

View articles from the current issue of The Econometrics Journal.

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Consistent tests for conditional treatment effects (pages 1-22)

Testing for changes in (extreme) VaR (pages 23-51)

Model‐selection tests for conditional moment restriction models (pages 52-85)

Change point tests in functional factor models with application to yield curves (pages 86-117)

  • Author: Patrick Bardsley, Lajos Horváth, Piotr Kokoszka, Gabriel Young
  • Published Online on 05 January 2017
  • DOI: 10.1111/ectj.12075

Nonparametric regression with nearly integrated regressors under long‐run dependence (pages 118-138)

  • Author: Zongwu Cai, Bingyi Jing, Xinbing Kong, Zhi Liu
  • Published Online on 06 March 2017
  • DOI: 10.1111/ectj.12082

Second‐order refinement of empirical likelihood ratio tests of nonlinear restrictions (pages 139-148)

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