Current Index to Statistics
The Econometrics Journal
Non-parametric inference on the number of equilibria
Specification testing in nonstationary time series models
On bootstrap validity for specification tests with weak instruments
Tchatoka, Firmin Doko
Maximization by parts in extremum estimation
Non-standard rates of convergence of criterion-function-based set estimators for binary response models
Blevins, Jason R.
A class of indirect inference estimators: higher-order asymptotics and approximate bias correction
Identification and estimation of partially linear censored regression models with unknown heteroscedasticity
Testing for structural change under non-stationary variances
Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements
Identification and estimation of single-index models with measurement error and endogeneity
Novel panel cointegration tests emending for cross-section dependence with N fixed
More reliable inference for the dissimilarity index of segregation
Confidence sets for the break date based on optimal tests
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Edmond Malinvaud: a tribute to his contributions in econometrics
Phillips, Peter C. B.
Index to The Econometrics Journal Volume 18
Royal Economic Society Annual Conference 2012 Special Issue on Econometrics of Forecasting
Smith, Richard J.
Economic theory and forecasting: lessons from the literature
Likelihood-based dynamic factor analysis for measurement and forecasting
Koopman, Siem Jan