September
- On Spatial Processes and Asymptotic Inference under Near-Epoch Dependence, Nazgul Jenish and Ingmar Prucha, Journal of Econometrics 170(1), 178-190, September . Link to Journal
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August
- Combining Two Consistent Estimators, J.C. Chao, J.A. Hausman, W.K. Newey, N.R. Swanson, and T. Woutersen, Essays in Honor of Jerry Hausman: Advances in Econometrics, ed. by Badi H. Baltagi, R. Carter Hill, Whitney K. Newey, Halbert L. White 29, 33-53, August . Link to JournalDownload
July
- An Expository Note on the Existence of Moments of Fuller and HFUL Estimators, John Chao, Jerry A. Hausman, Whitney K. Newey, Norman R. Swanson and Tiemen Woutersen, Essays in Honor of Jerry Hausman: Advances in Econometrics 29, 87-106, July . Link to Journal
- Instrumental Variable Estimation with Heteroskedasticity and Many Instruments, J.A. Hausman, W.K. Newey, T. Woutersen, J.C. Chao, and N.R. Swanson, Quantitative Economics 3(2), 211-255, July . Link to Journal
February
- Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments, J.C. Chao, N.R.Swanson, J.A.Hausman, W.K. Newey, and T.Woutersen, Econometric Theory 28(1), 42-86, February . Link to Journal
January
- In the Neighborhood: The Trade Effects of the Euro in a Spatial Framework, Harry H. Kelejian, George S. Tavlas, and Pavlos Petroulas, Regional Science and Urban Economics 42(1-2), 314-322, January . Link to Journal
December
- Bias Reduction for Dynamic Nonlinear Panel Models with Fixed Effects, Jinyong Hahn and Guido Kuersteiner, Econometric Theory 27(6), 1152-1191, December . Link to JournalDownload
November
- Important Dynamic Indices in Spatial Models, Harry H. Kelejian and Purba Mukerji, Papers in Regional Science 90(4), 693-702, November . Link to Journal
October
- Kernel Weighted GMM Estimators for Linear Time Series Models, Guido Kuersteiner, Journal of Econometrics 170(2), 399-421, October . Link to JournalDownload
August
- Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score, Joshua Angrist and Guido Kuersteiner, The Review of Economics and Statistics 93(3), 725-747, August . Link to JournalDownload
May
- An Extension of Kelejian's J-Test for Non-Nested Spatial Models, Harry H. Kelejian and Gianfranco Piras, Regional Science and Urban Economics 41(3), 281-292, May . Link to Journal
September
- Spatial Models with Spatially Lagged Dependent Variables and Incomplete Data, Harry H. Kelejian and Ingmar Prucha, Journal of Geographical Systems 12(3), 241-257, September . Link to JournalDownload
July
- Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances, Harry H. Kelejian and Ingmar Prucha, Journal of Econometrics 157(1), 53-67, July . Link to JournalDownload
May
- A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results, Irani Arraiz, David M. Drukker, Harry H. Kelejian, and Ingmar Prucha, Journal of Regional Science 50(2), 592-614, May . Link to JournalDownload
- Stationarity and Mixing Properties of the Dynamic Tobit Model, Jinyong Hahn and Guido Kuersteiner, Economics Letters 107(2), 105-111, May . Link to Journal
March
- Constructing Optimal Instruments by First Stage Prediction Averaging, Guido Kuersteiner and Ryo Okui, Econometrica 78(2), 697-718, March . Link to JournalDownload
June
- Spatial Aspects of Contagion Among Emerging Economies, Harry H. Kelejian, George S. Tavlas, and George Hondroyiannis, Spatial Economic Analysis 4(2), 191-211, June . Link to Journal
May
- Central Limit Theorems and Uniform Laws of Large Numbers for Arrays of Random Fields, Nazgul Jenish and Ingmar Prucha, Journal of Econometrics 150(1), 86-98, May . Link to JournalDownload
January
- Comments on "Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve", J.C. Chao and N.R. Swanson, Journal of Business and Economic Statistics 27(3), 316-318, January . Link to Journal
July
- A Spatial J-Test for Model Specification Against a Single or a Set of Non-nested Alternatives, Harry H. Kelejian, Letters in Spatial and Resource Sciences 1(1), 3-11, July . Link to Journal
June
- Difference in Difference meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests, Jerry Hausman and Guido Kuersteiner, Journal of Econometrics 144(2), 371-391, June . Link to JournalDownload
October
- Long difference instrumental variables estimation for dynamic panel models with fixed effect, Jinyong Hahn, Jerry Hausman, and Guido Kuersteiner, Journal of Econometrics 140(2), 574-617, October . Link to Journal
September
- Analysis of Spatially Dependent Data, Badi H. Baltagi, Harry H. Kelejian, and Ingmar R. Prucha, Journal of Econometrics 140(1), 1-4, September . Link to Journal
- HAC Estimation in a Spatial Framework, Harry H. Kelejian and Ingmar Prucha, Journal of Econometrics 140(1), 131-154, September . Link to JournalDownload
- Panel Data Models with Spatially Correlated Error Components, Mudit Kapoor, Harry H. Kelejian, and Ingmar Prucha, Journal of Econometrics 140(1), 97-130, September . Link to JournalDownload
