Econometric Reviews, Volume 33, Issue 5-6 (2014)

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Econometric Reviews, Volume 33, Issue 5-6 (2014)

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Special Issue in Honor of Les Godfrey

Editorials

Editorial
Overview
Karim M. Abadir & Esfandiar Maasoumi
Pages: 429-430
Published online: 27 Nov 2013
CitationforOverview | Full Text | References | PDF (46.2 KB)
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Original Articles

Article
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects
Chris D. Orme & Takashi Yamagata
Pages: 431-471
Published online: 27 Nov 2013
AbstractforA Heteroskedasticity-Robust F-Test Statistic for Individual Effects | Full Text | References | PDF (273.3 KB)
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Open Access
Article
Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
Jerry Hausman & Tiemen Woutersen
Pages: 472-496
Published online: 27 Nov 2013
AbstractforEstimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity | Full Text | References | PDF (307.6 KB)
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Article
Using Copulas to Model Time Dependence in Stochastic Frontier Models
Christine Amsler, Artem Prokhorov & Peter Schmidt
Pages: 497-522
Published online: 27 Nov 2013
AbstractforUsing Copulas to Model Time Dependence in Stochastic Frontier Models | Full Text | References | PDF (173.5 KB)
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Article
Testing Conditional Independence Restrictions
Oliver Linton & Pedro Gozalo
Pages: 523-552
Published online: 27 Nov 2013
AbstractforTesting Conditional Independence Restrictions | Full Text | References | PDF (208.8 KB)
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Article
Misspecification Testing: Non-Invariance of Expectations Models of Inflation
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry & Ragnar Nymoen
Pages: 553-574
Published online: 27 Nov 2013
AbstractforMisspecification Testing: Non-Invariance of Expectations Models of Inflation | Full Text | References | PDF (255.5 KB)
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Article
Robustify Financial Time Series Forecasting with Bagging
Sainan Jin, Liangjun Su & Aman Ullah
Pages: 575-605
Published online: 27 Nov 2013
AbstractforRobustify Financial Time Series Forecasting with Bagging | Full Text | References | PDF (199.2 KB)
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Article
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Giuseppe Cavaliere, Anders Rahbek & A. M. Robert Taylor
Pages: 606-650
Published online: 27 Nov 2013
AbstractforBootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models | Full Text | References | PDF (254.5 KB)
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Article
Bootstrap Confidence Sets with Weak Instruments
Russell Davidson & James G. MacKinnon
Pages: 651-675
Published online: 27 Nov 2013
AbstractforBootstrap Confidence Sets with Weak Instruments | Full Text | References | PDF (1.1 MB)
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Article
Nonlinearity Induced Weak Instrumentation
Ioannis Kasparis, Peter C. B. Phillips & Tassos Magdalinos
Pages: 676-712
Published online: 27 Nov 2013
AbstractforNonlinearity Induced Weak Instrumentation | Full Text | References | PDF (1.6 MB)
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