Econometric Reviews, Volume 36, Issue 1-3 (2017)

Browse this journal
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Econometric Reviews, Volume 36, Issue 1-3 (2017)

See all volumes and issues
Vol 43, 2024 Vol 42, 2023 Vol 41, 2022 Vol 40, 2021 Vol 39, 2020 Vol 38, 2019 Vol 37, 2018 Volume 36, 2017 Vol 35, 2016 Vol 34, 2015 Vol 33, 2014 Vol 32, 2013 Vol 31, 2012 Vol 30, 2010-2011 Vol 29, 2009-2010 Vol 28, 2008-2009 Vol 27, 2008 Vol 26, 2007 Vol 25, 2006 Vol 24, 2005 Vol 23, 2004-2005 Vol 22, 2003 Vol 21, 2002 Vol 20, 2001 Vol 19, 2000 Vol 18, 1999 Vol 17, 1998 Vol 16, 1997 Vol 15, 1996 Vol 14, 1995 Vol 13, 1994 Vol 12, 1993 Vol 11, 1992 Vol 10, 1991 Vol 9, 1990-1991 Vol 8, 1989 Vol 7, 1988 Vol 6, 1987 Vol 5, 1986 Vol 4, 1985 Vol 3, 1984 Vol 2, 1983 Vol 1, 1982
Download citations Download PDFs Download issue

Introduction

Introduction
Peter Schmidt: Econometrician and consummate professional
Esfandiar Maasoumi & Robin Sickles
Pages: 1-5
Published online: 08 Oct 2016
AbstractforPeter Schmidt: Econometrician and consummate professional | Full Text | References | PDF (108.2 KB)
  • 1058 Views
  • 2 CrossRef citations
  • 0Altmetric
Free Access

Original Articles

Article
Estimation of partially specified spatial panel data models with fixed-effects
Chunrong Ai & Yuanqing Zhang
Pages: 6-22
Published online: 01 Mar 2016
AbstractforEstimation of partially specified spatial panel data models with fixed-effects | Full Text | References | PDF (219.1 KB)
  • 555 Views
  • 19 CrossRef citations
  • 0Altmetric
Article
Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England
Martyn Andrews, Obbey Elamin, Alastair R. Hall, Kostas Kyriakoulis & Matthew Sutton
Pages: 23-41
Published online: 10 Mar 2016
AbstractforInference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England | Full Text | References | PDF (289.4 KB)
  • 574 Views
  • 26 CrossRef citations
  • 0Altmetric
Article
A fractionally integrated Wishart stochastic volatility model
Manabu Asai & Michael McAleer
Pages: 42-59
Published online: 19 Jul 2016
AbstractforA fractionally integrated Wishart stochastic volatility model | Full Text | References | PDF (283.7 KB)
  • 219 Views
  • 2 CrossRef citations
  • 0Altmetric
Article
Inference for impulse response coefficients from multivariate fractionally integrated processes
Richard T. Baillie, George Kapetanios & Fotis Papailias
Pages: 60-84
Published online: 03 Mar 2016
AbstractforInference for impulse response coefficients from multivariate fractionally integrated processes | Full Text | References | PDF (913.3 KB)
  • 224 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
Badi H. Baltagi, Chihwa Kao & Long Liu
Pages: 85-102
Published online: 01 Mar 2016
AbstractforEstimation and identification of change points in panel models with nonstationary or stationary regressors and error term | Full Text | References | PDF (538.9 KB)
  • 607 Views
  • 30 CrossRef citations
  • 0Altmetric
Article
Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Herman J. Bierens & Li Wang
Pages: 103-135
Published online: 01 Mar 2016
AbstractforWeighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes | Full Text | References | PDF (397.2 KB)
  • 163 Views
  • 8 CrossRef citations
  • 0Altmetric
Article
Bootstrapping unit root tests with covariates
Yoosoon Chang, Robin C. Sickles & Wonho Song
Pages: 136-155
Published online: 01 Mar 2016
AbstractforBootstrapping unit root tests with covariates | Full Text | References | PDF (251.2 KB)
  • 318 Views
  • 13 CrossRef citations
  • 0Altmetric
Article
Measuring firm performance using nonparametric quantile-type distances
Abdelaati Daouia, Léopold Simar & Paul W. Wilson
Pages: 156-181
Published online: 01 Jul 2016
AbstractforMeasuring firm performance using nonparametric quantile-type distances | Full Text | References | PDF (643.6 KB)
  • 445 Views
  • 17 CrossRef citations
  • 0Altmetric
Article
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Jean-Marie Dufour, Alain Trognon & Purevdorj Tuvaandorj
Pages: 182-204
Published online: 24 Jun 2016
AbstractforInvariant tests based on M-estimators, estimating functions, and the generalized method of moments | Full Text | References | PDF (575 KB)
  • 2353 Views
  • 3 CrossRef citations
  • 0Altmetric
Open Access
Article
Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
Carl Green, Qi Li & Yu Yvette Zhang
Pages: 205-224
Published online: 12 May 2016
AbstractforNonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method | Full Text | References | PDF (367.5 KB)
  • 248 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Lag length selection in panel autoregression
Chirok Han, Peter C. B. Phillips & Donggyu Sul
Pages: 225-240
Published online: 01 Mar 2016
AbstractforLag length selection in panel autoregression | Full Text | References | PDF (214.3 KB)
  • 648 Views
  • 26 CrossRef citations
  • 0Altmetric
Article
The smooth colonel and the reverend find common ground
Nicholas M. Kiefer & Jeffrey S. Racine
Pages: 241-256
Published online: 01 Mar 2016
AbstractforThe smooth colonel and the reverend find common ground | Full Text | References | PDF (441.3 KB)
  • 176 Views
  • 5 CrossRef citations
  • 0Altmetric
Article
Online learning and forecast combination in unbalanced panels
Kajal Lahiri, Huaming Peng & Yongchen Zhao
Pages: 257-288
Published online: 10 Mar 2016
AbstractforOnline learning and forecast combination in unbalanced panels | Full Text | References | PDF (1.8 MB)
  • 357 Views
  • 11 CrossRef citations
  • 0Altmetric
Article
Inference on locally ordered breaks in multiple regressions
Ye Li & Pierre Perron
Pages: 289-353
Published online: 22 Mar 2016
AbstractforInference on locally ordered breaks in multiple regressions | Full Text | References | PDF (468.2 KB)
  • 191 Views
  • 4 CrossRef citations
  • 0Altmetric
Article
Estimation of semi-varying coefficient models with nonstationary regressors
Kunpeng Li, Degui Li, Zhongwen Liang & Cheng Hsiao
Pages: 354-369
Published online: 10 Mar 2016
AbstractforEstimation of semi-varying coefficient models with nonstationary regressors | Full Text | References | PDF (233.8 KB)
  • 449 Views
  • 12 CrossRef citations
  • 0Altmetric
Article
A semiparametric generalized ridge estimator and link with model averaging
Aman Ullah, Alan T. K. Wan, Huansha Wang, Xinyu Zhang & Guohua Zou
Pages: 370-384
Published online: 10 Mar 2016
AbstractforA semiparametric generalized ridge estimator and link with model averaging | Full Text | References | PDF (230.6 KB)
  • 400 Views
  • 6 CrossRef citations
  • 0Altmetric
Article
LIML in the static linear panel data model
Tom Wansbeek & Dennis Prak
Pages: 385-395
Published online: 17 Mar 2016
AbstractforLIML in the static linear panel data model | Full Text | References | PDF (168.4 KB)
  • 1759 Views
  • 11 CrossRef citations
  • 0Altmetric
Open Access

Explore articles

Explore the most recently published articles

Lag order selection for long-run variance estimation in econometrics
Marco Morales
Article | Published online: 12 Jul 2024
On the estimation of quantile treatment effects using a semiparametric propensity score
Mingfeng Zhan et al.
Article | Published online: 9 Jul 2024
Selecting the number of factors in approximate factor models using group variable regularization
Maurizio Daniele
Article | Published online: 9 Jul 2024
Open Access
Estimation of counterfactual distributions with a continuous endogenous treatment
Santiago Pereda-Fernández
Article | Published online: 1 Jul 2024
View all latest articles