Zellner, Arnold Erratum to: “Generalizing the standard product rule of probability theory and Bayes’s theorem”. (English) Zbl 1418.62091 J. Econom. 141, No. 2, 1419-1419 (2007). MSC: 62F15 62P20 PDFBibTeX XMLCite \textit{A. Zellner}, J. Econom. 141, No. 2, 1419--1419 (2007; Zbl 1418.62091) Full Text: DOI
Hall, Alastair R.; Inoue, Atsushi Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models”. (English) Zbl 1418.62058 J. Econom. 141, No. 2, 1418-1418 (2007). MSC: 62E20 62M10 62H12 62P20 PDFBibTeX XMLCite \textit{A. R. Hall} and \textit{A. Inoue}, J. Econom. 141, No. 2, 1418--1418 (2007; Zbl 1418.62058) Full Text: DOI
Chen, Yi-Ting; Kuan, Chung-Ming Corrigendum to: “The pseudo-true score encompassing test for non-nested hypotheses”. (English) Zbl 1418.62427 J. Econom. 141, No. 2, 1412-1417 (2007). MSC: 62P20 62F03 PDFBibTeX XMLCite \textit{Y.-T. Chen} and \textit{C.-M. Kuan}, J. Econom. 141, No. 2, 1412--1417 (2007; Zbl 1418.62427) Full Text: DOI
Richard, Jean-Francois; Zhang, Wei Efficient high-dimensional importance sampling. (English) Zbl 1420.65005 J. Econom. 141, No. 2, 1385-1411 (2007). MSC: 65C05 62P20 PDFBibTeX XMLCite \textit{J.-F. Richard} and \textit{W. Zhang}, J. Econom. 141, No. 2, 1385--1411 (2007; Zbl 1420.65005) Full Text: DOI Link
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas Nonstationarity-extended local Whittle estimation. (English) Zbl 1418.62297 J. Econom. 141, No. 2, 1353-1384 (2007). MSC: 62M10 62G05 62E20 62G20 62M15 62P20 PDFBibTeX XMLCite \textit{K. M. Abadir} et al., J. Econom. 141, No. 2, 1353--1384 (2007; Zbl 1418.62297) Full Text: DOI
Müller, Ulrich K. A theory of robust long-run variance estimation. (English) Zbl 1418.62342 J. Econom. 141, No. 2, 1331-1352 (2007). MSC: 62M10 62F35 60F17 62M15 62P20 PDFBibTeX XMLCite \textit{U. K. Müller}, J. Econom. 141, No. 2, 1331--1352 (2007; Zbl 1418.62342) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert A simple, robust and powerful test of the trend hypothesis. (English) Zbl 1418.62329 J. Econom. 141, No. 2, 1302-1330 (2007); erratum ibid. 143, No. 2, 396-397 (2008). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{D. I. Harvey} et al., J. Econom. 141, No. 2, 1302--1330 (2007; Zbl 1418.62329) Full Text: DOI Link
Wooldridge, Jeffrey M. Inverse probability weighted estimation for general missing data problems. (English) Zbl 1418.62545 J. Econom. 141, No. 2, 1281-1301 (2007). MSC: 62P20 62J05 62N02 PDFBibTeX XMLCite \textit{J. M. Wooldridge}, J. Econom. 141, No. 2, 1281--1301 (2007; Zbl 1418.62545) Full Text: DOI Link
Yu, Jialin Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan. (English) Zbl 1418.62291 J. Econom. 141, No. 2, 1245-1280 (2007). MSC: 62M05 60J75 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{J. Yu}, J. Econom. 141, No. 2, 1245--1280 (2007; Zbl 1418.62291) Full Text: DOI
Bernard, Jean-Thomas; Idoudi, Nadhem; Khalaf, Lynda; Yélou, Clément Finite sample multivariate structural change tests with application to energy demand models. (English) Zbl 1418.62418 J. Econom. 141, No. 2, 1219-1244 (2007). MSC: 62P20 62J05 62H15 91B74 PDFBibTeX XMLCite \textit{J.-T. Bernard} et al., J. Econom. 141, No. 2, 1219--1244 (2007; Zbl 1418.62418) Full Text: DOI
Elliott, Graham; Müller, Ulrich K. Confidence sets for the date of a single break in linear time series regressions. (English) Zbl 1418.62317 J. Econom. 141, No. 2, 1196-1218 (2007). MSC: 62M10 62J05 62F03 62F25 62P20 PDFBibTeX XMLCite \textit{G. Elliott} and \textit{U. K. Müller}, J. Econom. 141, No. 2, 1196--1218 (2007; Zbl 1418.62317) Full Text: DOI Link
Gaure, Simen; Røed, Knut; Zhang, Tao Time and causality: a Monte Carlo assessment of the timing-of-events approach. (English) Zbl 1418.62453 J. Econom. 141, No. 2, 1159-1195 (2007). MSC: 62P20 62G99 PDFBibTeX XMLCite \textit{S. Gaure} et al., J. Econom. 141, No. 2, 1159--1195 (2007; Zbl 1418.62453) Full Text: DOI Link
Lee, Sokbae Endogeneity in quantile regression models: a control function approach. (English) Zbl 1418.62503 J. Econom. 141, No. 2, 1131-1158 (2007). MSC: 62P20 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{S. Lee}, J. Econom. 141, No. 2, 1131--1158 (2007; Zbl 1418.62503) Full Text: DOI Link
Phillips, Peter C. B.; Jin, Sainan; Hu, Ling Nonstationary discrete choice: a corrigendum and addendum. (English) Zbl 1418.62347 J. Econom. 141, No. 2, 1115-1130 (2007). MSC: 62M10 62F12 60J55 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips} et al., J. Econom. 141, No. 2, 1115--1130 (2007; Zbl 1418.62347) Full Text: DOI Link
Chen, Songnian; Zhou, Yahong Estimating a generalized correlation coefficient for a generalized bivariate probit model. (English) Zbl 1418.62423 J. Econom. 141, No. 2, 1100-1114 (2007). MSC: 62P20 62G05 62F12 62E20 PDFBibTeX XMLCite \textit{S. Chen} and \textit{Y. Zhou}, J. Econom. 141, No. 2, 1100--1114 (2007; Zbl 1418.62423) Full Text: DOI
Harris, Mark N.; Zhao, Xueyan A zero-inflated ordered probit model, with an application to modelling tobacco consumption. (English) Zbl 1418.62462 J. Econom. 141, No. 2, 1073-1099 (2007). MSC: 62P20 62J05 PDFBibTeX XMLCite \textit{M. N. Harris} and \textit{X. Zhao}, J. Econom. 141, No. 2, 1073--1099 (2007; Zbl 1418.62462) Full Text: DOI
Cowell, Frank A.; Flachaire, Emmanuel Income distribution and inequality measurement: the problem of extreme values. (English) Zbl 1418.62439 J. Econom. 141, No. 2, 1044-1072 (2007). MSC: 62P20 62G32 91B82 PDFBibTeX XMLCite \textit{F. A. Cowell} and \textit{E. Flachaire}, J. Econom. 141, No. 2, 1044--1072 (2007; Zbl 1418.62439) Full Text: DOI Link
Frederiksen, Anders; Honoré, Bo E.; Hu, Luojia Discrete time duration models with group-level heterogeneity. (English) Zbl 1418.62452 J. Econom. 141, No. 2, 1014-1043 (2007). MSC: 62P20 62J05 62N05 62F10 PDFBibTeX XMLCite \textit{A. Frederiksen} et al., J. Econom. 141, No. 2, 1014--1043 (2007; Zbl 1418.62452) Full Text: DOI Link
Hidalgo, Javier; Zaffaroni, Paolo A goodness-of-fit test for ARCH(\(\infty\)) models. (English) Zbl 1420.62385 J. Econom. 141, No. 2, 973-1013 (2007). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{J. Hidalgo} and \textit{P. Zaffaroni}, J. Econom. 141, No. 2, 973--1013 (2007; Zbl 1420.62385) Full Text: DOI
Chen, Song Xi; Gao, Jiti An adaptive empirical likelihood test for parametric time series regression models. (English) Zbl 1418.62191 J. Econom. 141, No. 2, 950-972 (2007). MSC: 62G10 62M10 62G07 62G20 62P20 PDFBibTeX XMLCite \textit{S. X. Chen} and \textit{J. Gao}, J. Econom. 141, No. 2, 950--972 (2007; Zbl 1418.62191) Full Text: DOI Link
Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe Asymptotics for duration-driven long range dependent processes. (English) Zbl 1418.62332 J. Econom. 141, No. 2, 913-949 (2007). MSC: 62M10 62M15 62E20 62P05 PDFBibTeX XMLCite \textit{M.-C. Hsieh} et al., J. Econom. 141, No. 2, 913--949 (2007; Zbl 1418.62332) Full Text: DOI arXiv
Bowsher, Clive G. Modelling security market events in continuous time: intensity based, multivariate point process models. (English) Zbl 1418.62375 J. Econom. 141, No. 2, 876-912 (2007). MSC: 62P05 60G55 62M09 62M10 PDFBibTeX XMLCite \textit{C. G. Bowsher}, J. Econom. 141, No. 2, 876--912 (2007; Zbl 1418.62375) Full Text: DOI
Hidalgo, Javier; Zaffaroni, Paolo A goodness-of-fit test for ARCH(\(\infty\)) models. (English) Zbl 1420.62384 J. Econom. 141, No. 2, 835-875 (2007); reprint ibid. 141, No. 2, 973-1013 (2007). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{J. Hidalgo} and \textit{P. Zaffaroni}, J. Econom. 141, No. 2, 835--875 (2007; Zbl 1420.62384) Full Text: DOI
Su, Liangjun; White, Halbert A consistent characteristic function-based test for conditional independence. (English) Zbl 1418.62201 J. Econom. 141, No. 2, 807-834 (2007). MSC: 62G10 62M10 62G07 62G08 62G20 62P05 PDFBibTeX XMLCite \textit{L. Su} and \textit{H. White}, J. Econom. 141, No. 2, 807--834 (2007; Zbl 1418.62201) Full Text: DOI Link
Lewbel, Arthur Endogenous selection or treatment model estimation. (English) Zbl 1418.62507 J. Econom. 141, No. 2, 777-806 (2007). MSC: 62P20 62G05 PDFBibTeX XMLCite \textit{A. Lewbel}, J. Econom. 141, No. 2, 777--806 (2007; Zbl 1418.62507) Full Text: DOI Link
Hong, Yongmiao; Li, Haitao; Zhao, Feng Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. (English) Zbl 1418.62469 J. Econom. 141, No. 2, 736-776 (2007). MSC: 62P20 62M10 62M20 60G50 91B84 PDFBibTeX XMLCite \textit{Y. Hong} et al., J. Econom. 141, No. 2, 736--776 (2007; Zbl 1418.62469) Full Text: DOI
Seo, Myung Hwan; Linton, Oliver A smoothed least squares estimator for threshold regression models. (English) Zbl 1418.62355 J. Econom. 141, No. 2, 704-735 (2007). MSC: 62M10 62G05 62G09 62P20 PDFBibTeX XMLCite \textit{M. H. Seo} and \textit{O. Linton}, J. Econom. 141, No. 2, 704--735 (2007; Zbl 1418.62355) Full Text: DOI Link
Chiou, Lesley; Walker, Joan L. Masking identification of discrete choice models under simulation methods. (English) Zbl 1418.62430 J. Econom. 141, No. 2, 683-703 (2007). MSC: 62P20 PDFBibTeX XMLCite \textit{L. Chiou} and \textit{J. L. Walker}, J. Econom. 141, No. 2, 683--703 (2007; Zbl 1418.62430) Full Text: DOI
Delgado, Miguel A.; Escanciano, J. Carlos Nonparametric tests for conditional symmetry in dynamic models. (English) Zbl 1418.62192 J. Econom. 141, No. 2, 652-682 (2007). MSC: 62G10 60F05 62E20 62G20 62P20 PDFBibTeX XMLCite \textit{M. A. Delgado} and \textit{J. C. Escanciano}, J. Econom. 141, No. 2, 652--682 (2007; Zbl 1418.62192) Full Text: DOI Link
Sancetta, Alessio Online forecast combinations of distributions: worst case bounds. (English) Zbl 1418.62364 J. Econom. 141, No. 2, 621-651 (2007). MSC: 62M20 62P20 68T05 PDFBibTeX XMLCite \textit{A. Sancetta}, J. Econom. 141, No. 2, 621--651 (2007; Zbl 1418.62364) Full Text: DOI
Hansen, Christian B. Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large. (English) Zbl 1418.62461 J. Econom. 141, No. 2, 597-620 (2007). MSC: 62P20 62F12 62H12 62M10 PDFBibTeX XMLCite \textit{C. B. Hansen}, J. Econom. 141, No. 2, 597--620 (2007; Zbl 1418.62461) Full Text: DOI
Nielsen, Morten Ørregaard; Shimotsu, Katsumi Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach. (English) Zbl 1418.62344 J. Econom. 141, No. 2, 574-596 (2007). MSC: 62M10 62M15 62P20 91B84 PDFBibTeX XMLCite \textit{M. Ø. Nielsen} and \textit{K. Shimotsu}, J. Econom. 141, No. 2, 574--596 (2007; Zbl 1418.62344) Full Text: DOI Link
Rodrigues, Paulo M. M.; Taylor, A. M. Robert Efficient tests of the seasonal unit root hypothesis. (English) Zbl 1418.62351 J. Econom. 141, No. 2, 548-573 (2007). MSC: 62M10 62M07 62F05 62P20 PDFBibTeX XMLCite \textit{P. M. M. Rodrigues} and \textit{A. M. R. Taylor}, J. Econom. 141, No. 2, 548--573 (2007; Zbl 1418.62351) Full Text: DOI Link
Dueker, Michael J.; Sola, Martin; Spagnolo, Fabio Contemporaneous threshold autoregressive models: estimation, testing and forecasting. (English) Zbl 1418.62315 J. Econom. 141, No. 2, 517-547 (2007). MSC: 62M10 62F03 62M20 62P20 91B84 PDFBibTeX XMLCite \textit{M. J. Dueker} et al., J. Econom. 141, No. 2, 517--547 (2007; Zbl 1418.62315) Full Text: DOI Link
Chen, Song Xi; Cui, Hengjian On the second-order properties of empirical likelihood with moment restrictions. (English) Zbl 1407.62157 J. Econom. 141, No. 2, 492-516 (2007). MSC: 62G15 PDFBibTeX XMLCite \textit{S. X. Chen} and \textit{H. Cui}, J. Econom. 141, No. 2, 492--516 (2007; Zbl 1407.62157) Full Text: DOI Link
van den Berg, Gerard J. On the uniqueness of optimal prices set by monopolistic sellers. (English) Zbl 1418.62538 J. Econom. 141, No. 2, 482-491 (2007). MSC: 62P20 91B24 PDFBibTeX XMLCite \textit{G. J. van den Berg}, J. Econom. 141, No. 2, 482--491 (2007; Zbl 1418.62538) Full Text: DOI
Brendstrup, Bjarne Non-parametric estimation of sequential English auctions. (English) Zbl 1420.91109 J. Econom. 141, No. 2, 460-481 (2007). MSC: 91B26 62G05 62P20 PDFBibTeX XMLCite \textit{B. Brendstrup}, J. Econom. 141, No. 2, 460--481 (2007; Zbl 1420.91109) Full Text: DOI
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. Incidental trends and the power of panel unit root tests. (English) Zbl 1418.62293 J. Econom. 141, No. 2, 416-459 (2007). MSC: 62M07 62F05 62M10 62P20 PDFBibTeX XMLCite \textit{H. R. Moon} et al., J. Econom. 141, No. 2, 416--459 (2007; Zbl 1418.62293) Full Text: DOI Link
Mukherjee, Kanchan Generalized R-estimators under conditional heteroscedasticity. (English) Zbl 1418.62341 J. Econom. 141, No. 2, 383-415 (2007). MSC: 62M10 62G05 62P20 PDFBibTeX XMLCite \textit{K. Mukherjee}, J. Econom. 141, No. 2, 383--415 (2007; Zbl 1418.62341) Full Text: DOI Link
Sakata, Shinichi Instrumental variable estimation based on conditional median restriction. (English) Zbl 1418.62068 J. Econom. 141, No. 2, 350-382 (2007). MSC: 62F10 62J05 62F35 62F12 62P20 PDFBibTeX XMLCite \textit{S. Sakata}, J. Econom. 141, No. 2, 350--382 (2007; Zbl 1418.62068) Full Text: DOI
Christensen, Kim; Podolskij, Mark Realized range-based estimation of integrated variance. (English) Zbl 1418.62294 J. Econom. 141, No. 2, 323-349 (2007). MSC: 62M09 60G48 60F05 62P05 PDFBibTeX XMLCite \textit{K. Christensen} and \textit{M. Podolskij}, J. Econom. 141, No. 2, 323--349 (2007; Zbl 1418.62294) Full Text: DOI