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October, 2007

Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
–Lung-fei Lee [] []

Nonparametric efficiency analysis: A multivariate conditional quantile approach?
–Abdelaati Daouia and Léopold Simar [] []

Analysis of treatment response data without the joint distribution of potential outcomes
–Siddhartha Chib [] []

Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
–Jir(í Reif [] []

Stochastic volatility with leverage: Fast and efficient likelihood inference
–Yasuhiro Omori, Siddhartha Chib, Neil Shephard and Jouchi Nakajima [] []

Root-nn-consistent estimation of weak fractional cointegration
–J. Hualde and P.M. Robinson [] []

Infrastructure and productivity: An extension to private infrastructure and it productivity
–Vijaya G. Duggal, Cynthia Saltzman and Lawrence R. Klein [] []

Estimating dynamic panel data discrete choice models with fixed effects
–Jesus M. Carro [] []

Efficient estimation of general dynamic models with a continuum of moment conditions
–Marine Carrasco, Mikhail Chernov, Jean-Pierre Florens and Eric Ghysels [] []

Long difference instrumental variables estimation for dynamic panel models with fixed effects
–Jinyong Hahn, Jerry Hausman and Guido Kuersteiner [] []

Trends and cycles in economic time series: A Bayesian approach
–Andrew C. Harvey, Thomas M. Trimbur and Herman K. Van Dijk [] []

The second-order bias and mean squared error of estimators in time-series models
–Yong Bao and Aman Ullah [] []

Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
–Christian B. Hansen [] []

Testing joint hypotheses when one of the alternatives is one-sided
–Karim M. Abadir and Walter Distaso [] []

Asymptotics for out of sample tests of Granger causality
–Michael W. McCracken [] []

Testing constancy of the error covariance matrix in vector models
–Bruno Eklund and Timo Teräsvirta [] []

Modeling and calculating the effect of treatment at baseline from panel outcomes
–Siddhartha Chib and Liana Jacobi [] []

A consistent model specification test with mixed discrete and continuous data
–Cheng Hsiao, Qi Li and Jeffrey S. Racine [] []

A structural analysis of the correlated random coefficient wage regression model
–Christian Belzil and Jörgen Hansen [] []

Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
–Shiqing Ling [] []

Why elementary price index number formulas differ: Evidence on price dispersion
–Mick Silver and Saeed Heravi [] []

Properties of optimal forecasts under asymmetric loss and nonlinearity
–Andrew J. Patton and Allan Timmermann [] []

Testing for unit roots in time series models with non-stationary volatility
–Giuseppe Cavaliere and A.M. Robert Taylor [] []

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