May
- The Relative Efficiencies of Various Predictors in Spatial Econometric Models Containing Spatial Lags, Harry H. Kelejian and Ingmar Prucha, Regional Science and Urban Economics 37(3), 363-374, May . Link to Journal
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April
- Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with Application in Bias Correction, J.C. Chao and N.R. Swanson, Journal of Econometrics 137(2), 515-555, April . Link to Journal
December
- A Spatial Modeling Approach to Contagion Among Emerging Economies, Harry H. Kelejian, George S. Tavlas, and George Hondroyiannis, Open Economies Review 17(4), 423-441, December . Link to Journal
August
- Estimation Problems in Models With Spatial Weighting Matrices Which Have Blocks of Equal Elements, Harry H. Kelejian, Ingmar Prucha, and Yevgeny Yuzefovich, Journal of Regional Science 46(3), 507-515, August . Link to JournalDownload
January
- An Exact Bayes Test of Asset Pricing Models with Application to International Markets, Doron Avramov and John Chao, Journal of Business 79(1), 293-324, January . Link to Journal
- Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments, J.C. Chao and N.R. Swanson, Econometric Theory and Practice: Frontiers of Analysis and Applied Research, ed. by D. Corbae, S. Durlauf, and B. Hansen, 82-124, January . Link to Journal
September
- Consistent Estimation with a Large Number of Weak Instruments, J.C. Chao and N.R. Swanson, Econometrica 73(5), 1673-1692, September . Link to Journal
February
- Automatic Inference for Infinite Order Vector Autoregressions, Guido Kuersteiner, Econometric Theory 21(1), 85-115, February . Link to JournalDownload
July
- Asymptotic Distribution of Misspecified Random Effects Estimator for a Dynamic Panel Model with Fixed Effects When Both n and T are Large, Jinyong Hahn, Guido Kuersteiner, and Myeong Hyeon Cho, Economics Letters 84(1), 117-125, July . Link to JournalDownload
June
- Estimation with Weak Instruments: Accuracy of Higher Order Bias and MSE Approximations, Jinyong Hahn, Jerry Hausman, and Guido Kuersteiner, Econometrics Journal 7(1), 272-306, June . Link to JournalDownload
February
- Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations, Harry H. Kelejian and Ingmar Prucha, Journal of Econometrics 118(2), 27-50, February . Link to JournalDownload
January
- Hedging Against Liquidity Risk and Short Sale Constraints, D. Avramov, J. C. Chao, and T. Chordia, The ICFAI Journal of Financial Risk Management 1, 19-39, January .
- Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small Sample Results, Harry H. Kelejian, Ingmar Prucha, and Yevgeny Yuzefovich, Spatial and Spatiotemporal Econometrics: Advances in Econometrics, ed. by James P. Lesage, R. Kelley Pace, Emerald Group Publishing Limited 18, 163-198, January . Link to JournalDownload
January
- Finite Sample Properties of Estimators of Spatial Autoregressive Models with Autoregressive Disturbances, Debabrata Das, Harry H. Kelejian, and Ingmar Prucha, Papers in Regional Science 82(1), 1-26, January . Link to JournalDownload
December
- Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n + 1 Endogenous Variables, J.C. Chao and P. C. B. Phillips, Journal of Econometrics 111(2), 251-283, December . Link to Journal
November
- 2SLS and OLS in a Spatial Autoregressive Model with Equal Spatial Weights, Harry H. Kelejian and Ingmar Prucha, Regional Science and Urban Economics 32(6), 691-707, November . Link to JournalDownload
July
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when both n and T are large, Jinyong Hahn and Guido Kuersteiner, Econometrica 70(4), 1639-1657, July . Link to JournalDownload
June
- Efficient Instrumental Variables Estimation for Autoregressive Models with Conditional Heteroskedasticity, Guido Kuersteiner, Econometric Theory 18(3), 547-583, June . Link to JournalDownload
May
- Discontinuities of Weak Instrument Limiting Distributions, Jinyong Hahn and Guido Kuersteiner, Economics Letters 75(3), 325-331, May . Link to JournalDownload
September
- On the Asymptotic Distribution of the Moran I Test Statistic with Applications, Harry H. Kelejian and Ingmar Prucha, Journal of Econometrics 104(2), 219-257, September . Link to JournalDownload
- Optimal Instrumental Variables Estimation for ARMA Models, Guido Kuersteiner, Journal of Econometrics 104(2), 359-405, September . Link to JournalDownload
- Out-of-Sample Tests for Granger Causality, J.C. Chao, V. Corradi, and N. R. Swanson, Macroeconomic Dynamics 5(4), 598-620, September . Link to Journal
May
- Data Transformation and Forecasting in Models with Unit Roots and Cointegration, J.C. Chao, V. Corradi, and N. R. Swanson, Annals of Economics and Finance 2(1), 59-76, May . Link to Journal
March
- Returns to Investment in Navigation Infrastructure: An Equilibrium Approach, Harry H. Kelejian and Dennis P. Robinson, The Annals of Regional Science 34(1), 83-108, March . Link to Journal
January
- Moment Selection and Bias Reduction for GMM in Conditionally Heteroskedastic Models, Guido Kuersteiner, Econometric Theory and Practice: Frontiers of Analysis and Applied Research, Essays in Honor of Peter C.B. Phillips, January . Link to JournalDownload
