Econometric Reviews
Latest Publications

TOTAL DOCUMENTS

1277

(FIVE YEARS 131)

H-INDEX

71

(FIVE YEARS 3)

Published By Informa Uk (Taylor & Francis)

1532-4168, 0747-4938

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*

Econometric Reviews ◽

10.1080/07474938.2021.2009705 ◽

2021 ◽

pp. 1-19

Author(s):

Natalia Bailey ◽

Dandan Jiang ◽

Jianfeng Yao

Keyword(s):

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Lm Test ◽

Heterogeneous Panel

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GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors

Econometric Reviews ◽

10.1080/07474938.2021.2002521 ◽

2021 ◽

pp. 1-23

Author(s):

Fei Jin ◽

Yuqin Wang

Keyword(s):

Autoregressive Model ◽

Spatial Autoregressive Model ◽

Gmm Estimation ◽

Endogenous Regressors ◽

Spatial Autoregressive

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Specification tests for univariate diffusions

Econometric Reviews ◽

10.1080/07474938.2021.1995683 ◽

2021 ◽

pp. 1-26

Author(s):

Stan Hurn ◽

Vance L. Martin ◽

Lina Xu

Keyword(s):

Specification Tests

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A James-Stein-type adjustment to bias correction in fixed effects panel models

Econometric Reviews ◽

10.1080/07474938.2021.1996994 ◽

2021 ◽

pp. 1-19

Author(s):

Dalia Ghanem

Keyword(s):

Bias Correction ◽

Fixed Effects ◽

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Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data

Econometric Reviews ◽

10.1080/07474938.2021.1991140 ◽

2021 ◽

pp. 1-24

Author(s):

Francesco Bravo

Keyword(s):

Second Order ◽

Dependent Data ◽

Moment Conditions ◽

Weakly Dependent Data ◽

Weakly Dependent

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A control function approach to estimate panel data binary response model

Econometric Reviews ◽

10.1080/07474938.2021.1983328 ◽

2021 ◽

pp. 1-34

Author(s):

Amaresh K. Tiwari

Keyword(s):

Control Function ◽

Function Approach ◽

Binary Response ◽

Response Model ◽

Binary Response Model ◽

Control Function Approach

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Event count estimation

Econometric Reviews ◽

10.1080/07474938.2020.1862505 ◽

2021 ◽

pp. 1-29

Author(s):

Laszlo Balazsi ◽

Felix Chan ◽

Laszlo Matyas

Keyword(s):

Count Estimation

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Nonparametric multidimensional fixed effects panel data models

Econometric Reviews ◽

10.1080/07474938.2021.1957283 ◽

2021 ◽

pp. 1-38

Author(s):

Daniel J. Henderson ◽

Alexandra Soberon ◽

Juan M. Rodriguez-Poo

Keyword(s):

Fixed Effects ◽

Data Models ◽

Panel Data Models

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An augmented Anderson–Hsiao estimator for dynamic short-T panels†

Econometric Reviews ◽

10.1080/07474938.2021.1971388 ◽

2021 ◽

pp. 1-32

Author(s):

Alexander Chudik ◽

M. Hashem Pesaran

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Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data

Econometric Reviews ◽

10.1080/07474938.2021.1960752 ◽

2021 ◽

pp. 1-36

Author(s):

Kyoo il Kim ◽

Suyong Song

Keyword(s):

Semiparametric Models ◽

Twin Data ◽

Control Variables ◽

Endogenous Regressors

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