The Econometrics Journal

Cover image for Vol. 15 Issue 3

October 2012

Volume 15, Issue 3

Pages 395–538, B5–B15

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    3. ERRATUM
    4. BOOK REVIEWS
    5. INDEX TO THE ECONOMETRICS JOURNAL VOLUME 15
    1. Weak instrument inference in the presence of parameter instability (pages 395–419)

      Hong Li and Zhijie Xiao

      Version of Record online: 28 NOV 2012 | DOI: 10.1111/j.1368-423X.2012.00384.x

    2. Estimation of dynamic latent variable models using simulated non-parametric moments (pages 490–515)

      Michael Creel and Dennis Kristensen

      Version of Record online: 28 NOV 2012 | DOI: 10.1111/j.1368-423X.2012.00387.x

    3. Testing for uncorrelated errors in ARMA models: non-standard Andrews-Ploberger tests (pages 516–534)

      John C. Nankervis and Nathan E. Savin

      Version of Record online: 28 NOV 2012 | DOI: 10.1111/j.1368-423X.2012.00379.x

  2. ERRATUM

    1. Top of page
    2. ARTICLES
    3. ERRATUM
    4. BOOK REVIEWS
    5. INDEX TO THE ECONOMETRICS JOURNAL VOLUME 15
    1. You have free access to this content
      Erratum (page 535)

      Version of Record online: 28 NOV 2012 | DOI: 10.1111/j.1368-423X.2012.00381.x

      This article corrects:

      Estimating the effect of a variable in a high-dimensional linear model

      Vol. 15, Issue 2, 325–357, Version of Record online: 17 JUL 2012

  3. BOOK REVIEWS

    1. Top of page
    2. ARTICLES
    3. ERRATUM
    4. BOOK REVIEWS
    5. INDEX TO THE ECONOMETRICS JOURNAL VOLUME 15
  4. INDEX TO THE ECONOMETRICS JOURNAL VOLUME 15

    1. Top of page
    2. ARTICLES
    3. ERRATUM
    4. BOOK REVIEWS
    5. INDEX TO THE ECONOMETRICS JOURNAL VOLUME 15
    1. Index to The Econometrics Journal Volume 15 (pages 537–538)

      Version of Record online: 28 NOV 2012 | DOI: 10.1111/j.1368-423X.2012.00391.x

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