The Econometrics Journal

© Royal Economic Society

Cover image for Vol. 14 Issue 1

February 2011

Volume 14, Issue 1

Pages Ai–Ciii, C1–C90, 1–129

  1. EDITORIAL ANNOUNCEMENT

    1. Top of page
    2. EDITORIAL ANNOUNCEMENT
    3. EDITORIAL
    4. ARTICLES
    5. CORRIGENDA
    1. The Denis Sargan Econometrics Prize (page Ai)

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00342.x

  2. EDITORIAL

    1. Top of page
    2. EDITORIAL ANNOUNCEMENT
    3. EDITORIAL
    4. ARTICLES
    5. CORRIGENDA
    1. Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives (pages Ci–Ciii)

      Pierre Perron and Richard J. Smith

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00339.x

  3. ARTICLES

    1. Top of page
    2. EDITORIAL ANNOUNCEMENT
    3. EDITORIAL
    4. ARTICLES
    5. CORRIGENDA
    1. A hierarchical factor analysis of U.S. housing market dynamics (pages C1–C24)

      Emanuel Moench and Serena Ng

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00319.x

    2. Short-term forecasts of euro area GDP growth (pages C25–C44)

      Elena Angelini, Gonzalo Camba-Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00328.x

    3. Weak and strong cross-section dependence and estimation of large panels (pages C45–C90)

      Alexander Chudik, M. Hashem Pesaran and Elisa Tosetti

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00330.x

    4. Quantile regression models with factor-augmented predictors and information criterion (pages 1–24)

      Tomohiro Ando and Ruey S. Tsay

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00320.x

    5. Testing for sphericity in a fixed effects panel data model (pages 25–47)

      Badi H. Baltagi, Qu Feng and Chihwa Kao

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00331.x

    6. The Hausman test in a Cliff and Ord panel model (pages 48–76)

      Jan Mutl and Michael Pfaffermayr

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00325.x

    7. Fully modified narrow-band least squares estimation of weak fractional cointegration (pages 77–120)

      Morten Ørregaard Nielsen and Per Frederiksen

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00323.x

  4. CORRIGENDA

    1. Top of page
    2. EDITORIAL ANNOUNCEMENT
    3. EDITORIAL
    4. ARTICLES
    5. CORRIGENDA
    1. You have free access to this content
      Corrigendum to ‘Likelihood-based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren, Econometrics Journal, 4, 2001, 109–142) (pages 121–125)

      Deniz Dilan Karaman Örsal and Bernd Droge

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00327.x

      This article corrects:

      Likelihood-based cointegration tests in heterogeneous panels

      Vol. 4, Issue 1, 109–142, Article first published online: 9 OCT 2008

    2. You have free access to this content
      Corrigendum to ‘A Gaussian approach for continuous time models of short-term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24) (pages 126–129)

      Peter C. B. Phillips and Jun Yu

      Article first published online: 18 FEB 2011 | DOI: 10.1111/j.1368-423X.2010.00326.x

      This article corrects:

      A Gaussian approach for continuous time models of the short-term interest rate

      Vol. 4, Issue 2, 210–224, Article first published online: 28 JUN 2002

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