http://www.informaworld.com/smpp/title~content=t713597248~db=all informaworld: articles recently published in Econometric Reviews Taylor & Francis Articles recently published in Econometric Reviews RSS feed of the most recently published articles of Econometric Reviews 2010-01-01 undefined Econometric Reviews 0747-4938 weekly 1 2010-01-01T00:00+00:00 Gamma Unobserved Heterogeneity and Duration Bias http://www.informaworld.com/smpp/content~content=a916767372~db=all~jumptype=rss Børing, Pål 29 1 1 19 A Multivariate Threshold Varying Conditional Correlations Model http://www.informaworld.com/smpp/content~content=a916767210~db=all~jumptype=rss Ng, K. W. Kwan, W. Li, W. K. 29 1 20 38 Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models http://www.informaworld.com/smpp/content~content=a916767006~db=all~jumptype=rss Tsionas, Efthymios G. Tran, Kien C. 29 1 39 61 Inferences from Cross-Sectional, Stochastic Frontier Models http://www.informaworld.com/smpp/content~content=a916767479~db=all~jumptype=rss Simar, Léopold Wilson, Paul W. 29 1 62 98 Book Review: Identification and Inference for Econometric Models http://www.informaworld.com/smpp/content~content=a916767346~db=all~jumptype=rss Guggenberger, Patrik 29 1 99 105 Book Review: Econometrics, Statistics and Computational Approaches in Food and Health Sciences http://www.informaworld.com/smpp/content~content=a916767823~db=all~jumptype=rss Vella, Francis 29 1 106 109 Pairwise Tests of Purchasing Power Parity http://www.informaworld.com/smpp/content~content=a911103973~db=all~jumptype=rss Hvozdyk, Lyudmyla Yamagata, Takashi Smith, Ron P. Pesaran, M. Hashem 28 6 495 521 Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments http://www.informaworld.com/smpp/content~content=a911109744~db=all~jumptype=rss Slottje, Daniel McAleer, Michael Maasoumi, Esfandiar Hoti, Suhejla 28 6 522 554 Parametric Nonlinear Regression with Endogenous Switching http://www.informaworld.com/smpp/content~content=a911111977~db=all~jumptype=rss Terza, Joseph V. 28 6 555 580 Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling http://www.informaworld.com/smpp/content~content=a911135551~db=all~jumptype=rss Camba-Mendez, Gonzalo Kapetanios, George 28 6 581 611 A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets http://www.informaworld.com/smpp/content~content=a912884754~db=all~jumptype=rss Hafner, Christian M. Franses, Philip Hans 28 6 612 631 Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View http://www.informaworld.com/smpp/content~content=a912884810~db=all~jumptype=rss Li, Bo 28 6 632 657 Length-bias Correction in Transformation Models with Supplementary Data http://www.informaworld.com/smpp/content~content=a912885077~db=all~jumptype=rss Shin, Youngki 28 6 658 681 Errata http://www.informaworld.com/smpp/content~content=a913983016~db=all~jumptype=rss 28 6 682 682 Bootstrap M Unit Root Tests http://www.informaworld.com/smpp/content~content=a909096886~db=all~jumptype=rss Robert Taylor, A. M. Cavaliere, Giuseppe 28 5 393 421 Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility http://www.informaworld.com/smpp/content~content=a909096454~db=all~jumptype=rss McAleer, Michael Hoti, Suhejla Chan, Felix 28 5 422 440 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments http://www.informaworld.com/smpp/content~content=a909095529~db=all~jumptype=rss Anatolyev, Stanislav Wong, Ka-fu West, Kenneth D. 28 5 441 467 Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples http://www.informaworld.com/smpp/content~content=a909094877~db=all~jumptype=rss Paolella, Marc S. Carstensen, Kai Broda, Simon 28 5 468 494 A Panel Unit Root Test with Good Power in Small Samples http://www.informaworld.com/smpp/content~content=a908446500~db=all~jumptype=rss Lopez, Claude 28 4 295 313 A Note on Unit Root Tests with Infinite Variance Noise http://www.informaworld.com/smpp/content~content=a908464651~db=all~jumptype=rss Knight, Keith Samarakoon, D. M. Mahinda 28 4 314 334 Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications http://www.informaworld.com/smpp/content~content=a908461825~db=all~jumptype=rss Maki, Daiki 28 4 335 363 A Note on Testing Covariance Stationarity http://www.informaworld.com/smpp/content~content=a908454134~db=all~jumptype=rss Cavaliere, Giuseppe Taylor, A. M. Robert 28 4 364 371 Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White http://www.informaworld.com/smpp/content~content=a908438243~db=all~jumptype=rss White, Halbert Politis, Dimitris N. Patton, Andrew 28 4 372 375 Two Books on the New Macroeconometrics http://www.informaworld.com/smpp/content~content=a908461562~db=all~jumptype=rss Rubio-Ramírez, Juan F. Fernández-Villaverde, Jesús 28 4 376 387 Book Review http://www.informaworld.com/smpp/content~content=a908447587~db=all~jumptype=rss Li, Tong 28 4 388 392 Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics http://www.informaworld.com/smpp/content~content=a907199014~db=all~jumptype=rss Dagum, Estela Bee Bordignon, Silvano 28 1 1 3 Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series http://www.informaworld.com/smpp/content~content=a907201177~db=all~jumptype=rss Verbrugge, Randal J. Ashley, Richard 28 1 4 20 Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics http://www.informaworld.com/smpp/content~content=a907201624~db=all~jumptype=rss Atkinson, Anthony C. 28 1 21 39 A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation http://www.informaworld.com/smpp/content~content=a907170606~db=all~jumptype=rss Luati, Alessandra Dagum, Estela Bee 28 1 40 59 Periodic Long-Memory GARCH Models http://www.informaworld.com/smpp/content~content=a907202052~db=all~jumptype=rss Lisi, Francesco Caporin, Massimiliano Bordignon, Silvano 28 1 60 82 Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models http://www.informaworld.com/smpp/content~content=a907201663~db=all~jumptype=rss Kwon, Yongjae Bozdogan, Hamparsum Bensmail, Halima 28 1 83 101 Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models http://www.informaworld.com/smpp/content~content=a907202164~db=all~jumptype=rss Gallo, Giampiero M. Luca, Giovanni De 28 1 102 120 Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes http://www.informaworld.com/smpp/content~content=a907198883~db=all~jumptype=rss Johansen, Søren 28 1 121 145 Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures http://www.informaworld.com/smpp/content~content=a907200278~db=all~jumptype=rss Tawn, Jonathan A. Laurini, Fabrizio 28 1 146 169 Pairwise Likelihood Inference for General State Space Models http://www.informaworld.com/smpp/content~content=a907201914~db=all~jumptype=rss Vidoni, Paolo Varin, Cristiano 28 1 170 185 On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates http://www.informaworld.com/smpp/content~content=a907199803~db=all~jumptype=rss Proietti, Tommaso 28 1 186 208 Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes http://www.informaworld.com/smpp/content~content=a907202849~db=all~jumptype=rss Provasi, Corrado Grigoletto, Matteo 28 1 209 224 Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change http://www.informaworld.com/smpp/content~content=a907199902~db=all~jumptype=rss González, Andrés Teräsvirta, Timo He, Changli 28 1 225 245 A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes http://www.informaworld.com/smpp/content~content=a907199107~db=all~jumptype=rss Maasoumi, Esfandiar Racine, Jeffrey S. 28 1 246 261 Robust Transformations in Univariate and Multivariate Time Series http://www.informaworld.com/smpp/content~content=a907199759~db=all~jumptype=rss Riani, Marco 28 1 262 278 A New Bispectral Test for NonLinear Serial Dependence http://www.informaworld.com/smpp/content~content=a907201751~db=all~jumptype=rss Patterson, Douglas M. Dagum, Estela Bee Ashley, Richard A. Rusticelli, Elena 28 1 279 293 Information Theoretic and Entropy Methods: An Overview http://www.informaworld.com/smpp/content~content=a793371504~db=all~jumptype=rss Golan, Amos Maasoumi, Esfandiar 27 4 317 328 Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective http://www.informaworld.com/smpp/content~content=a793371699~db=all~jumptype=rss Spanos, Aris Heracleous, Maria S. Koutris, Andreas 27 4 363 384 Entropy-Based Moment Selection in the Presence of Weak Identification http://www.informaworld.com/smpp/content~content=a793376629~db=all~jumptype=rss Shin, Changmock Inoue, Atsushi Hall, Alastair R. 27 4 398 427 Bayes Estimate and Inference for Entropy and Information Index of Fit http://www.informaworld.com/smpp/content~content=a793378961~db=all~jumptype=rss Soyer, Refik Soofi, Ehsan S. Mazzuchi, Thomas A. 27 4 428 456 Optimal Portfolio Diversification Using the Maximum Entropy Principle http://www.informaworld.com/smpp/content~content=a793378895~db=all~jumptype=rss Park, Sung Y. Bera, Anil K. 27 4 484 512 Large-Deviations Theory and Empirical Estimator Choice http://www.informaworld.com/smpp/content~content=a793371556~db=all~jumptype=rss Judge, George Grendár, Marian 27 4 513 525 Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator http://www.informaworld.com/smpp/content~content=a793372859~db=all~jumptype=rss Guggenberger, Patrik 27 4 526 541 A Class of Improved Parametrically Guided Nonparametric Regression Estimators http://www.informaworld.com/smpp/content~content=a793371378~db=all~jumptype=rss Ullah, Aman Mishra, Santosh Martins-Filho, Carlos 27 4 542 573 A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts http://www.informaworld.com/smpp/content~content=a793371612~db=all~jumptype=rss Bhati, Avinash Singh 27 4 574 595