Econometric Reviews, Volume 34, Issue 6-10 (2015)

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Econometric Reviews, Volume 34, Issue 6-10 (2015)

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Special Issue in Honor of Aman Ullah

Editorials

Editorial
The Special Issue in Honor of Aman Ullah: An Overview
Esfandiar Maasoumi & Qi Li
Pages: 653-658
Published online: 26 Aug 2014
First Page PreviewforThe Special Issue in Honor of Aman Ullah: An Overview | Full Text | References | PDF (74 KB)
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Original Articles

Article
EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
Badi H. Baltagi & Ying Deng
Pages: 659-694
Published online: 03 Sep 2014
AbstractforEC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects | Full Text | References | PDF (219.6 KB)
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Article
Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models
Zongwu Cai, Linna Chen & Ying Fang
Pages: 695-719
Published online: 26 Aug 2014
AbstractforSemiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models | Full Text | References | PDF (228.5 KB)
  • 667 Views
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Article
Location Properties of Point Estimators in Linear Instrumental Variables and Related Models
Keisuke Hirano & Jack R. Porter
Pages: 720-733
Published online: 26 Aug 2014
AbstractforLocation Properties of Point Estimators in Linear Instrumental Variables and Related Models | Full Text | References | PDF (128.5 KB)
  • 366 Views
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Article
A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model
Juan Carlos Escanciano & Lin Zhu
Pages: 734-762
Published online: 26 Aug 2014
AbstractforA Simple Data-Driven Estimator for the Semiparametric Sample Selection Model | Full Text | References | PDF (224 KB)
  • 283 Views
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Article
Residential Mobility, Neighborhood Effects, and Educational Attainment of Blacks and Whites
Yan Dong, Li Gan & Yingning Wang
Pages: 763-798
Published online: 17 Dec 2014
AbstractforResidential Mobility, Neighborhood Effects, and Educational Attainment of Blacks and Whites | Full Text | References | PDF (272.7 KB)
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Article
Endogeneity in Semiparametric Panel Binary Choice Model
Chunrong Ai & Meixia Meng
Pages: 799-827
Published online: 17 Dec 2014
AbstractforEndogeneity in Semiparametric Panel Binary Choice Model | Full Text | References | PDF (197.8 KB)
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Article
Symmetrized Multivariate k-NN Estimators
Yanqin Fan & Ruixuan Liu
Pages: 828-848
Published online: 11 Sep 2014
AbstractforSymmetrized Multivariate k-NN Estimators | Full Text | References | PDF (185.6 KB)
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Article
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice
Patrick W. Saart, Jiti Gao & David E. Allen
Pages: 849-881
Published online: 03 Sep 2014
AbstractforSemiparametric Autoregressive Conditional Duration Model: Theory and Practice | Full Text | References | PDF (662.6 KB)
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Article
Local Linear Estimation of a Nonparametric Cointegration Model
Zhongwen Liang, Zhongjian Lin & Cheng Hsiao
Pages: 882-906
Published online: 25 Sep 2014
AbstractforLocal Linear Estimation of a Nonparametric Cointegration Model | Full Text | References | PDF (621 KB)
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Article
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
Carlos Martins-Filho, Feng Yao & Maximo Torero
Pages: 907-958
Published online: 05 Sep 2014
AbstractforHigh-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression | Full Text | References | PDF (556 KB)
  • 254 Views
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Article
A Partially Linear Kernel Estimator for Categorical Data
Qi Gao, Long Liu & Jeffrey S. Racine
Pages: 959-978
Published online: 03 Sep 2014
AbstractforA Partially Linear Kernel Estimator for Categorical Data | Full Text | References | PDF (165.6 KB)
  • 398 Views
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Article
Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution
Jingping Gu, Qi Li & Jui-Chung Yang
Pages: 979-1010
Published online: 05 Sep 2014
AbstractforMultivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution | Full Text | References | PDF (234.2 KB)
  • 488 Views
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Article
A Nonparametric Distribution-Free Test for Serial Independence of Errors
Zaichao Du & Juan Carlos Escanciano
Pages: 1011-1034
Published online: 03 Sep 2014
AbstractforA Nonparametric Distribution-Free Test for Serial Independence of Errors | Full Text | References | PDF (182.7 KB)
  • 236 Views
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Article
Limit Theory for VARs with Mixed Roots Near Unity
Peter C. B. Phillips & Ji Hyung Lee
Pages: 1035-1056
Published online: 03 Sep 2014
AbstractforLimit Theory for VARs with Mixed Roots Near Unity | Full Text | References | PDF (188.9 KB)
  • 237 Views
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Article
Testing Additive Separability of Error Term in Nonparametric Structural Models
Liangjun Su, Yundong Tu & Aman Ullah
Pages: 1057-1088
Published online: 03 Sep 2014
AbstractforTesting Additive Separability of Error Term in Nonparametric Structural Models | Full Text | References | PDF (241.2 KB)
  • 272 Views
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Article
Testing Weak Cross-Sectional Dependence in Large Panels
M. Hashem Pesaran
Pages: 1089-1117
Published online: 03 Sep 2014
AbstractforTesting Weak Cross-Sectional Dependence in Large Panels | Full Text | References | PDF (204.3 KB)
  • 4309 Views
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Article
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates
Dayong Zhang, Marco R. Barassi & Jijun Tan
Pages: 1118-1140
Published online: 03 Sep 2014
AbstractforResidual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates | Full Text | References | PDF (140.6 KB)
  • 225 Views
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Article
Constructing Common Factors from Continuous and Categorical Data
Serena Ng
Pages: 1141-1171
Published online: 03 Sep 2014
AbstractforConstructing Common Factors from Continuous and Categorical Data | Full Text | References | PDF (219.8 KB)
  • 361 Views
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Article
GARCH Model Estimation Using Estimated Quadratic Variation
John W. Galbraith, Victoria Zinde-Walsh & Jingmei Zhu
Pages: 1172-1192
Published online: 03 Sep 2014
AbstractforGARCH Model Estimation Using Estimated Quadratic Variation | Full Text | References | PDF (726.5 KB)
  • 301 Views
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Miscellaneous

Editorial Board EOV
Page: ebi
Published online: 17 Dec 2014
CitationforEditorial Board EOV | Full Text | PDF (49.3 KB)
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