Publisher: Cambridge University Press   (Total: 387 journals)

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Showing 1 - 200 of 387 Journals sorted alphabetically
Acta Neuropsychiatrica     Hybrid Journal   (Followers: 6, SJR: 0.733, CiteScore: 2)
Acta Numerica     Hybrid Journal   (Followers: 5, SJR: 6.709, CiteScore: 10)
Advances in Animal Biosciences     Full-text available via subscription   (Followers: 14)
Advances in Applied Mathematics and Mechanics     Full-text available via subscription   (Followers: 2, SJR: 0.441, CiteScore: 1)
Aeronautical J., The     Hybrid Journal   (Followers: 8)
Africa     Hybrid Journal   (Followers: 24, SJR: 0.582, CiteScore: 1)
African Studies Review     Full-text available via subscription   (Followers: 21, SJR: 0.437, CiteScore: 1)
Ageing & Society     Hybrid Journal   (Followers: 44, SJR: 0.756, CiteScore: 2)
Agricultural and Resource Economics Review     Open Access   (Followers: 7, SJR: 0.414, CiteScore: 1)
AI EDAM     Hybrid Journal   (Followers: 2, SJR: 0.375, CiteScore: 1)
AJIL Unbound     Open Access  
AJS Review     Full-text available via subscription   (Followers: 4, SJR: 0.128, CiteScore: 0)
American Political Science Review     Hybrid Journal   (Followers: 347, SJR: 5.587, CiteScore: 4)
Anatolian Studies     Full-text available via subscription   (Followers: 5, SJR: 0.528, CiteScore: 1)
Ancient Mesoamerica     Hybrid Journal   (Followers: 12, SJR: 0.478, CiteScore: 1)
Anglo-Saxon England     Hybrid Journal   (Followers: 36, SJR: 0.1, CiteScore: 0)
animal     Hybrid Journal   (Followers: 4, SJR: 0.842, CiteScore: 2)
Animal Health Research Reviews     Hybrid Journal   (Followers: 3, SJR: 0.69, CiteScore: 2)
Animal Science     Full-text available via subscription   (Followers: 10)
Annals of Actuarial Science     Full-text available via subscription   (Followers: 2)
Annual of the British School at Athens     Full-text available via subscription   (Followers: 16, SJR: 0.177, CiteScore: 0)
Annual Review of Applied Linguistics     Hybrid Journal   (Followers: 47, SJR: 3.223, CiteScore: 4)
Antarctic Science     Hybrid Journal   (Followers: 1, SJR: 0.643, CiteScore: 1)
Antichthon     Full-text available via subscription   (Followers: 3, SJR: 0.101, CiteScore: 0)
Antiquaries J., The     Full-text available via subscription   (Followers: 11, SJR: 0.106, CiteScore: 0)
Antiquity     Hybrid Journal   (Followers: 34)
ANZIAM J.     Open Access   (Followers: 1, SJR: 0.216, CiteScore: 0)
Applied Psycholinguistics     Hybrid Journal   (Followers: 28, SJR: 0.945, CiteScore: 2)
APSIPA Transactions on Signal and Information Processing     Open Access   (Followers: 9, SJR: 0.404, CiteScore: 2)
Arabic Sciences and Philosophy     Hybrid Journal   (Followers: 9, SJR: 0.101, CiteScore: 0)
Arbor Clinical Nutrition Updates     Full-text available via subscription   (Followers: 5)
Archaeological Dialogues     Hybrid Journal   (Followers: 35, SJR: 0.898, CiteScore: 1)
Archaeological Reports     Full-text available via subscription   (Followers: 5, SJR: 0.128, CiteScore: 0)
Architectural History     Full-text available via subscription  
arq: Architectural Research Quarterly     Hybrid Journal   (Followers: 7, SJR: 0.123, CiteScore: 0)
Art Libraries J.     Full-text available via subscription   (Followers: 2)
Asian J. of Comparative Law     Hybrid Journal   (Followers: 11, SJR: 0.129, CiteScore: 0)
Asian J. of Intl. Law     Hybrid Journal   (Followers: 17, SJR: 0.135, CiteScore: 0)
Asian J. of Law and Society     Hybrid Journal   (Followers: 7, SJR: 0.195, CiteScore: 0)
Astin Bulletin     Full-text available via subscription   (Followers: 1, SJR: 0.878, CiteScore: 1)
Australasian J. of Organisational Psychology     Hybrid Journal   (Followers: 9, SJR: 0.154, CiteScore: 1)
Australian J. of Environmental Education     Full-text available via subscription   (Followers: 9, SJR: 0.403, CiteScore: 1)
Australian J. of Indigenous Education, The     Full-text available via subscription   (Followers: 11, SJR: 0.26, CiteScore: 1)
Australian J. of Rehabilitation Counseling     Full-text available via subscription   (Followers: 6, SJR: 0.144, CiteScore: 0)
Austrian History Yearbook     Full-text available via subscription   (Followers: 11, SJR: 0.161, CiteScore: 0)
Behavioral and Brain Sciences     Hybrid Journal   (Followers: 38, SJR: 0.595, CiteScore: 1)
Behaviour Change     Full-text available via subscription   (Followers: 13, SJR: 0.508, CiteScore: 1)
Behavioural and Cognitive Psychotherapy     Hybrid Journal   (Followers: 190, SJR: 0.976, CiteScore: 2)
Bilingualism: Language and Cognition     Hybrid Journal   (Followers: 45, SJR: 1.446, CiteScore: 2)
Biofilms     Full-text available via subscription   (Followers: 2)
Bird Conservation Intl.     Hybrid Journal   (Followers: 25, SJR: 0.581, CiteScore: 1)
BJPsych Advances     Full-text available via subscription   (Followers: 57, SJR: 0.275, CiteScore: 0)
BJPsych Intl.     Open Access   (Followers: 2)
BJPsych Open     Open Access   (Followers: 3)
Brain Impairment     Full-text available via subscription   (Followers: 2, SJR: 0.321, CiteScore: 1)
Breast Cancer Online     Full-text available via subscription   (Followers: 6)
Britannia     Full-text available via subscription   (Followers: 12, SJR: 0.111, CiteScore: 0)
British Actuarial J.     Full-text available via subscription   (Followers: 1)
British Catholic History     Hybrid Journal   (Followers: 2, SJR: 0.133, CiteScore: 1)
British J. for the History of Science     Hybrid Journal   (Followers: 27, SJR: 0.235, CiteScore: 0)
British J. of Anaesthetic and Recovery Nursing     Full-text available via subscription   (Followers: 8)
British J. of Music Education     Hybrid Journal   (Followers: 24, SJR: 0.564, CiteScore: 1)
British J. Of Nutrition     Hybrid Journal   (Followers: 100, SJR: 1.612, CiteScore: 4)
British J. of Political Science     Hybrid Journal   (Followers: 235, SJR: 4.661, CiteScore: 4)
British J. of Psychiatry     Hybrid Journal   (Followers: 245, SJR: 2.844, CiteScore: 3)
Bulletin of Entomological Research     Hybrid Journal   (Followers: 13, SJR: 0.805, CiteScore: 2)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2, SJR: 0.555, CiteScore: 1)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 2, SJR: 0.44, CiteScore: 0)
Bulletin of the School of Oriental and African Studies     Hybrid Journal   (Followers: 21, SJR: 0.146, CiteScore: 0)
Business and Human Rights J.     Full-text available via subscription   (Followers: 4, SJR: 0.536, CiteScore: 1)
Business Ethics Quarterly     Full-text available via subscription   (Followers: 19, SJR: 1.098, CiteScore: 2)
Business History Review     Hybrid Journal   (Followers: 17, SJR: 0.347, CiteScore: 1)
Cambridge Archaeological J.     Hybrid Journal   (Followers: 170, SJR: 1.121, CiteScore: 1)
Cambridge Classical J.     Full-text available via subscription   (Followers: 24, SJR: 0.101, CiteScore: 0)
Cambridge J. of Postcolonial Literary Inquiry     Hybrid Journal   (Followers: 7)
Cambridge Law J.     Hybrid Journal   (Followers: 224, SJR: 0.213, CiteScore: 0)
Cambridge Opera J.     Hybrid Journal   (Followers: 4, SJR: 0.14, CiteScore: 0)
Cambridge Quarterly of Healthcare Ethics     Hybrid Journal   (Followers: 12, SJR: 0.299, CiteScore: 1)
Cambridge Yearbook of European Legal Studies     Full-text available via subscription   (Followers: 4)
Camden Fifth Series     Full-text available via subscription   (Followers: 3)
Canadian Entomologist     Hybrid Journal   (Followers: 5, SJR: 0.482, CiteScore: 1)
Canadian J. of Emergency Medicine     Hybrid Journal   (Followers: 13, SJR: 0.624, CiteScore: 1)
Canadian J. of Law & Jurisprudence     Full-text available via subscription   (Followers: 9, SJR: 0.237, CiteScore: 0)
Canadian J. of Law and Society     Hybrid Journal   (Followers: 22, SJR: 0.259, CiteScore: 1)
Canadian J. of Mathematics / J. canadien de mathématiques     Hybrid Journal  
Canadian J. of Neurological Sciences     Full-text available via subscription   (SJR: 0.549, CiteScore: 1)
Canadian J. of Political Science/Revue canadienne de science politique     Full-text available via subscription   (Followers: 25, SJR: 0.385, CiteScore: 1)
Canadian J. on Aging     Hybrid Journal   (Followers: 14, SJR: 0.426, CiteScore: 1)
Canadian Mathematical Bulletin     Hybrid Journal  
Canadian Yearbook of Intl. Law / Annuaire canadien de droit international     Full-text available via subscription   (Followers: 3)
Cardiology in the Young     Hybrid Journal   (Followers: 35, SJR: 0.372, CiteScore: 1)
Central European History     Full-text available via subscription   (Followers: 33, SJR: 0.159, CiteScore: 0)
Children Australia     Partially Free   (Followers: 2, SJR: 0.255, CiteScore: 0)
China Quarterly     Hybrid Journal   (Followers: 56, SJR: 2.289, CiteScore: 3)
Chinese J. of Agricultural Biotechnology     Full-text available via subscription   (Followers: 4)
Church History : Studies in Christianity and Culture     Full-text available via subscription   (Followers: 79, SJR: 0.106, CiteScore: 0)
Classical Quarterly     Full-text available via subscription   (Followers: 36, SJR: 0.204, CiteScore: 0)
Classical Review     Full-text available via subscription   (Followers: 29)
CNS Spectrums     Hybrid Journal   (Followers: 3, SJR: 1.391, CiteScore: 3)
Cognitive Behaviour Therapist     Hybrid Journal   (Followers: 14)
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4, SJR: 0.839, CiteScore: 1)
Communications in Computational Physics     Full-text available via subscription   (Followers: 3, SJR: 1.048, CiteScore: 2)
Comparative Studies in Society and History     Full-text available via subscription   (Followers: 51, SJR: 0.585, CiteScore: 1)
Compositio Mathematica     Full-text available via subscription   (SJR: 3.139, CiteScore: 1)
Contemporary European History     Hybrid Journal   (Followers: 36, SJR: 0.263, CiteScore: 1)
Continuity and Change     Hybrid Journal   (Followers: 12, SJR: 0.107, CiteScore: 0)
Dance Research J.     Full-text available via subscription   (Followers: 17, SJR: 0.211, CiteScore: 0)
Development and Psychopathology     Hybrid Journal   (Followers: 11, SJR: 2.068, CiteScore: 4)
Dialogue Canadian Philosophical Review/Revue canadienne de philosophie     Full-text available via subscription   (Followers: 5, SJR: 0.156, CiteScore: 0)
Diamond Light Source Proceedings     Full-text available via subscription   (Followers: 1)
Disaster Medicine and Public Health Preparedness     Hybrid Journal   (Followers: 15, SJR: 0.471, CiteScore: 1)
Du Bois Review: Social Science Research on Race     Full-text available via subscription   (Followers: 11, SJR: 0.561, CiteScore: 1)
Early China     Hybrid Journal   (Followers: 3)
Early Music History     Hybrid Journal   (Followers: 9, SJR: 0.101, CiteScore: 0)
Earth and Environmental Science Transactions of the Royal Society of Edinburgh     Hybrid Journal   (Followers: 5)
East Asian J. on Applied Mathematics     Full-text available via subscription   (SJR: 0.418, CiteScore: 1)
Ecclesiastical Law J.     Full-text available via subscription   (Followers: 6, SJR: 0.114, CiteScore: 0)
Econometric Theory     Hybrid Journal   (Followers: 21, SJR: 2.915, CiteScore: 1)
Economics and Philosophy     Hybrid Journal   (Followers: 21, SJR: 0.622, CiteScore: 1)
Edinburgh J. of Botany     Hybrid Journal   (SJR: 0.283, CiteScore: 1)
Educational and Developmental Psychologist     Full-text available via subscription   (Followers: 10, SJR: 0.146, CiteScore: 0)
Eighteenth-Century Music     Hybrid Journal   (Followers: 15, SJR: 0.113, CiteScore: 0)
English Language and Linguistics     Hybrid Journal   (Followers: 24, SJR: 0.52, CiteScore: 1)
English Profile J.     Hybrid Journal   (Followers: 2)
English Today     Hybrid Journal   (Followers: 13, SJR: 0.279, CiteScore: 0)
Enterprise & Society : The Intl. J. of Business History     Hybrid Journal   (Followers: 18, SJR: 0.245, CiteScore: 1)
Environment and Development Economics     Hybrid Journal   (Followers: 39, SJR: 0.617, CiteScore: 1)
Environmental Conservation     Hybrid Journal   (Followers: 61, SJR: 1.028, CiteScore: 2)
Environmental Practice     Full-text available via subscription   (Followers: 3, SJR: 0.145, CiteScore: 0)
Epidemiology & Infection     Open Access   (Followers: 22, SJR: 1.128, CiteScore: 2)
Epidemiology and Psychiatric Sciences     Open Access   (Followers: 4, SJR: 1.494, CiteScore: 2)
Episteme     Hybrid Journal   (Followers: 13, SJR: 0.756, CiteScore: 1)
Ergodic Theory and Dynamical Systems     Hybrid Journal   (Followers: 2, SJR: 1.193, CiteScore: 1)
Ethics & Intl. Affairs     Full-text available via subscription   (Followers: 18, SJR: 0.557, CiteScore: 1)
European Constitutional Law Review (EuConst)     Full-text available via subscription   (Followers: 40, SJR: 1.009, CiteScore: 1)
European J. of Applied Mathematics     Hybrid Journal   (SJR: 0.52, CiteScore: 1)
European J. of Intl. Security     Hybrid Journal   (Followers: 1)
European J. of Sociology     Hybrid Journal   (Followers: 38, SJR: 0.643, CiteScore: 1)
European Political Science Review     Hybrid Journal   (Followers: 28, SJR: 1.816, CiteScore: 2)
European Psychiatry     Open Access   (Followers: 14, SJR: 1.819, CiteScore: 3)
European Review     Hybrid Journal   (Followers: 19, SJR: 0.131, CiteScore: 0)
Evolutionary Human Sciences     Open Access   (Followers: 1)
Experimental Agriculture     Hybrid Journal   (Followers: 14, SJR: 0.542, CiteScore: 1)
Expert Reviews in Molecular Medicine     Hybrid Journal   (Followers: 1, SJR: 1.647, CiteScore: 4)
Fetal and Maternal Medicine Review     Hybrid Journal   (Followers: 6)
Financial History Review     Full-text available via subscription   (Followers: 15, SJR: 0.238, CiteScore: 1)
Foreign Policy Bulletin     Hybrid Journal   (Followers: 6)
Forum of Mathematics, Pi     Open Access   (Followers: 1)
Forum of Mathematics, Sigma     Open Access   (Followers: 1)
Genetics Research     Hybrid Journal   (Followers: 4, SJR: 0.483, CiteScore: 1)
Geological Magazine     Hybrid Journal   (Followers: 16, SJR: 0.966, CiteScore: 2)
Glasgow Mathematical J.     Full-text available via subscription   (SJR: 0.604, CiteScore: 0)
Global Constitutionalism     Hybrid Journal   (Followers: 17)
Global Mental Health     Open Access   (Followers: 9)
Global Sustainability     Open Access   (Followers: 1)
Government and Opposition     Full-text available via subscription   (Followers: 25, SJR: 0.965, CiteScore: 2)
Greece & Rome     Partially Free   (Followers: 30, SJR: 0.113, CiteScore: 0)
Hague J. on the Rule of Law     Full-text available via subscription   (Followers: 14, SJR: 0.271, CiteScore: 1)
Harvard Theological Review     Full-text available via subscription   (Followers: 79, SJR: 0.165, CiteScore: 0)
Health Economics, Policy and Law     Hybrid Journal   (Followers: 28, SJR: 0.745, CiteScore: 1)
Hegel Bulletin     Full-text available via subscription   (Followers: 2)
High Power Laser Science and Engineering     Open Access   (Followers: 4, SJR: 0.901, CiteScore: 3)
Historical J.     Hybrid Journal   (Followers: 42, SJR: 0.247, CiteScore: 1)
History in Africa     Full-text available via subscription   (Followers: 9)
Horizons     Partially Free   (Followers: 1, SJR: 0.129, CiteScore: 0)
Industrial and Organizational Psychology     Hybrid Journal   (Followers: 27, SJR: 0.916, CiteScore: 1)
Infection Control and Hospital Epidemiology     Full-text available via subscription   (Followers: 48, SJR: 1.97, CiteScore: 3)
Intl. & Comparative Law Quarterly     Full-text available via subscription   (Followers: 265, SJR: 0.369, CiteScore: 1)
Intl. Annals of Criminology     Full-text available via subscription  
Intl. J. of Asian Studies     Hybrid Journal   (Followers: 14, SJR: 0.143, CiteScore: 0)
Intl. J. of Astrobiology     Hybrid Journal   (Followers: 4, SJR: 0.548, CiteScore: 1)
Intl. J. of Cultural Property     Full-text available via subscription   (Followers: 14, SJR: 0.253, CiteScore: 1)
Intl. J. of Disability Management Research     Full-text available via subscription   (Followers: 10, SJR: 0.105, CiteScore: 0)
Intl. J. of Law in Context     Hybrid Journal   (Followers: 17, SJR: 0.275, CiteScore: 1)
Intl. J. of Legal Information     Full-text available via subscription   (Followers: 349)
Intl. J. of Microwave and Wireless Technologies     Hybrid Journal   (Followers: 10, SJR: 0.184, CiteScore: 1)
Intl. J. of Middle East Studies     Hybrid Journal   (Followers: 72, SJR: 0.434, CiteScore: 0)
Intl. J. of Technology Assessment in Health Care     Hybrid Journal   (Followers: 14, SJR: 0.714, CiteScore: 1)
Intl. Labor and Working-Class History     Full-text available via subscription   (Followers: 14, SJR: 0.182, CiteScore: 0)
Intl. Organization     Full-text available via subscription   (Followers: 110, SJR: 8.527, CiteScore: 5)
Intl. Psychogeriatrics     Hybrid Journal   (Followers: 12, SJR: 1.048, CiteScore: 2)
Intl. Review of Social History     Full-text available via subscription   (Followers: 29, SJR: 0.315, CiteScore: 1)
Intl. Review of the Red Cross     Full-text available via subscription   (Followers: 12, SJR: 0.214, CiteScore: 0)
Intl. Theory: A J. of Intl. Politics, Law and Philosophy     Hybrid Journal   (Followers: 19, SJR: 2.293, CiteScore: 2)
Iraq     Full-text available via subscription   (Followers: 5)
Irish Historical Studies     Hybrid Journal   (Followers: 7, SJR: 0.103, CiteScore: 0)
Irish J. of Psychological Medicine     Hybrid Journal   (Followers: 2, SJR: 0.221, CiteScore: 0)
Israel Law Review     Hybrid Journal   (Followers: 2, SJR: 0.165, CiteScore: 0)
Italian Political Science Review / Rivista Italiana di Scienza Politica     Hybrid Journal   (Followers: 1)
Itinerario     Full-text available via subscription   (Followers: 11, SJR: 0.158, CiteScore: 0)
J. of African History     Hybrid Journal   (Followers: 23, SJR: 0.348, CiteScore: 1)
J. of African Law     Full-text available via subscription   (Followers: 2, SJR: 0.113, CiteScore: 0)
J. of Agricultural and Applied Economics     Open Access   (Followers: 4, SJR: 0.263, CiteScore: 1)
J. of Agricultural Science     Full-text available via subscription   (Followers: 9, SJR: 0.563, CiteScore: 1)
J. of American Studies     Hybrid Journal   (Followers: 21, SJR: 0.164, CiteScore: 0)
J. of Anglican Studies     Hybrid Journal   (Followers: 8, SJR: 0.101, CiteScore: 0)
J. of Applied Animal Nutrition     Hybrid Journal   (Followers: 4)
J. of Asian Studies     Full-text available via subscription   (Followers: 43, SJR: 0.591, CiteScore: 1)
J. of Benefit-Cost Analysis     Hybrid Journal   (Followers: 4)
J. of Biosocial Science     Hybrid Journal   (Followers: 5, SJR: 0.48, CiteScore: 1)

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Similar Journals
Journal Cover
Econometric Theory
Journal Prestige (SJR): 2.915
Citation Impact (citeScore): 1
Number of Followers: 21  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0266-4666 - ISSN (Online) 1469-4360
Published by Cambridge University Press Homepage  [387 journals]
  • ECT volume 36 issue 3 Cover and Front matter
    • PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S0266466620000109
      Issue No: Vol. 36, No. 3 (2020)
       
  • ECT volume 36 issue 3 Cover and Back matter
    • PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S0266466620000110
      Issue No: Vol. 36, No. 3 (2020)
       
  • ET INTERVIEW: JEAN-PIERRE FLORENS
    • Authors: Andrii Babii; Eric Ghysels
      Pages: 369 - 385
      PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S0266466619000100
      Issue No: Vol. 36, No. 3 (2020)
       
  • IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL
    • Authors: Andreea Enache; Jean-Pierre Florens
      Pages: 386 - 409
      Abstract: The first novelty of this paper is that we show global identification of the private values distribution in a sealed-bid third-price auction model using a fully nonparametric methodology. The second novelty of the paper comes from the study of the identification and estimation of the model using a quantile approach. We consider an i.i.d. private values environment with risk-averse bidders. In the first place, we consider the case where the risk-aversion parameter is known. We show that the speed of convergence in process of our nonparametric estimator produces at the root-n parametric rate, and we explain the intuition behind this apparently surprising result. Next, we consider that the risk-aversion parameter is unknown, and we locally identify it using exogenous variation in the number of participants. We extend our procedure to the case where we observe only the bids corresponding to the transaction prices, and we generalize the model so as to account for the presence of exogenous variables. The methodological toolbox used to analyse identification of the third-price auction model can be employed in the study of other games of incomplete information. Our results are interesting, also from a policy perspective, as some authors recommend the use of the third-price auction format for certain Internet auctions. Moreover, we contribute to the econometric literature on auctions using a quantile approach.
      PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S0266466618000440
      Issue No: Vol. 36, No. 3 (2020)
       
  • IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS
    • Authors: Wenxin Huang; Sainan Jin, Liangjun Su
      Pages: 410 - 456
      Abstract: We consider a panel cointegration model with latent group structures that allows for heterogeneous long-run relationships across groups. We extend Su, Shi, and Phillips (2016, Econometrica 84(6), 2215–2264) classifier-Lasso (C-Lasso) method to the nonstationary panels and allow for the presence of endogeneity in both the stationary and nonstationary regressors in the model. In addition, we allow the dimension of the stationary regressors to diverge with the sample size. We show that we can identify the individuals’ group membership and estimate the group-specific long-run cointegrated relationships simultaneously. We demonstrate the desirable property of uniform classification consistency and the oracle properties of both the C-Lasso estimators and their post-Lasso versions. The special case of dynamic penalized least squares is also studied. Simulations show superb finite sample performance in both classification and estimation. In an empirical application, we study the potential heterogeneous behavior in testing the validity of long-run purchasing power parity (PPP) hypothesis in the post–Bretton Woods period from 1975–2014 covering 99 countries. We identify two groups in the period 1975–1998 and three groups in the period 1999–2014. The results confirm that at least some countries favor the long-run PPP hypothesis in the post–Bretton Woods period.
      PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S0266466619000197
      Issue No: Vol. 36, No. 3 (2020)
       
  • QUANTILOGRAMS UNDER STRONG DEPENDENCE
    • Authors: Ji Hyung Lee; Oliver Linton, Yoon-Jae Whang
      Pages: 457 - 487
      Abstract: We develop the limit theory of the quantilogram and cross-quantilogram under long memory. We establish the sub-root-n central limit theorems for quantilograms that depend on nuisance parameters. We propose a moving block bootstrap (MBB) procedure for inference and establish its consistency, thereby enabling a consistent confidence interval construction for the quantilograms. The newly developed reduction principles for the quantilograms serve as the main technical devices used to derive the asymptotics and establish the validity of MBB. We report some simulation evidence that our methods work satisfactorily. We apply our method to quantile predictive relations between financial returns and long-memory predictors.
      PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S0266466619000227
      Issue No: Vol. 36, No. 3 (2020)
       
  • ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES
    • Authors: Saraswata Chaudhuri
      Pages: 488 - 525
      Abstract: Cost-effective survey methods such as multi(R)-phase sampling typically generate samples that are collections of monotonic subsamples, i.e., the variables observed for the units in subsample r are also observed for the units in subsample r + 1 for r = 1,…,R – 1. These subsamples represent subpopulations that can be systematically different if the selection of a unit in each phase of sampling depends on the observed variables for that unit from past phases. Our article is about optimally combining all the subsamples for the efficient estimation of a finite dimensional parameter defined by moment restrictions on a generic target population that is an arbitrary union of these subpopulations. Only the R-th subsample is assumed to contain all the variables that are arguments of the moment function. Semiparametric efficiency bounds for estimation are obtained under a unified framework, allowing for full generality of the selection on observables in the sampling design. Contribution of each subsample toward efficient estimation is analyzed; and this turns out to differ fundamentally from that in setups where the same collection of subsamples is instead generated unplanned by unknown sampling. Uniquely, our setup enables all the subsamples to contribute to the efficient estimation for all the target populations, which we show is not possible in other setups. Efficient estimation is standard. Simulation evidence of substantive efficiency gains from using all the subsamples is provided for all the targets.
      PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S0266466619000239
      Issue No: Vol. 36, No. 3 (2020)
       
  • LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM
           LIKELIHOOD ESTIMATION PERSPECTIVE
    • Authors: Qingliang Fan; Xiao Han, Guangming Pan, Bibo Jiang
      Pages: 526 - 558
      Abstract: In this article, using a shrinkage estimator, we propose a penalized quasi-maximum likelihood estimator (PQMLE) to estimate a large system of equations in seemingly unrelated regression models, where the number of equations is large relative to the sample size. We develop the asymptotic properties of the PQMLE for both the error covariance matrix and model coefficients. In particular, we derive the asymptotic distribution of the coefficient estimator and the convergence rate of the estimated covariance matrix in terms of the Frobenius norm. The model selection consistency of the covariance matrix estimator is also established. Simulation results show that when the number of equations is large relative to the sample size and the error covariance matrix is sparse, the PQMLE outperforms other contemporary estimators.
      PubDate: 2020-06-01T00:00:00.000Z
      DOI: 10.1017/S026646661900015X
      Issue No: Vol. 36, No. 3 (2020)
       
 
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