Volume 10; Issue 2

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The Econometrics Journal
Volume 10; Issue 2

The Econometrics Journal

Volume 10; Issue 2

1

Semiparametric competing risks analysis

José Canals-Cerdá, Shiferaw Gurmu

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 190 KB

english, 2007

2

Estimating option implied risk-neutral densities using spline and hypergeometric functions

Ruijun Bu, Kaddour Hadri

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 768 KB

english, 2007

3

On the inconsistency of the unrestricted estimator of the information matrix near a unit root

Tassos Magdalinos

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 541 KB

english, 2007

4

Selection correction in panel data models: An application to the estimation of females' wage equations

Christian Dustmann, María Engracia Rochina-Barrachina

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 585 KB

english, 2007

5

A model selection method for S-estimation

Arie Preminger, Shinichi Sakata

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 588 KB

english, 2007

6

Method of moment estimation in the COGARCH(1,1) model

S. Haug, C. Klüppelberg, A. Lindner, M. Zapp

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.40 MB

english, 2007

7

Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models

Hiroyuki Kawakatsu

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 509 KB

english, 2007

8

Propensity score matching without conditional independence assumption—with an application to the gender wage gap in the United Kingdom

Markus Frölich

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 734 KB

english, 2007

9

Bayesian inference for the mixed conditional heteroskedasticity model

L. Bauwens, J.V.K. Rombouts

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 744 KB

english, 2007

10

Two-stage estimation of limited dependent variable models with errors-in-variables

Liqun Wang, Cheng Hsiao

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 479 KB

english, 2007

11

Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet-multinomial regression

Paulo Guimarães, Richard C. Lindrooth

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 496 KB

english, 2007

12

Estimation of impulse response functions using long autoregression

Pao-Li Chang, Shinichi Sakata

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 548 KB

english, 2007

13

On the inconsistency of the unrestricted estimator of the information matrix near a unit root

Tassos Magdalinos

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.23 MB

english, 2007

14

A model selection method for S-estimation

Arie Preminger and Shinichi Sakata

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 2.13 MB

english, 2007

15

Selection correction in panel data models: An application to the estimation of females' wage equations

Christian Dustmann and María Engracia Rochina-Barrachina

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 2.60 MB

english, 2007

16

Two-stage estimation of limited dependent variable models with errors-in-variables

Liqun Wang and Cheng Hsiao

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.03 MB

english, 2007

17

Front Matter

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 628 KB

english, 2007

18

Propensity score matching without conditional independence assumption—with an application to the gender wage gap in the United Kingdom

Markus Frölich

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 3.60 MB

english, 2007

19

Bayesian inference for the mixed conditional heteroskedasticity model

L. Bauwens and J.V.K. Rombouts

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.65 MB

english, 2007

20

Semiparametric competing risks analysis

José Canals-Cerdá and Shiferaw Gurmu

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 2.14 MB

english, 2007

21

Estimation of impulse response functions using long autoregression

Pao-Li Chang and Shinichi Sakata

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.22 MB

english, 2007

22

Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models

Hiroyuki Kawakatsu

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.31 MB

english, 2007

23

Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet-multinomial regression

Paulo Guimarães and Richard C. Lindrooth

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.24 MB

english, 2007

24

Back Matter

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.72 MB

english, 2007

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