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Tenth Anniversary Special Issue

New Year 2008 marked the Tenth Anniversary of the founding of The Econometrics Journal by The Royal Economic Society. To mark this event a number of leading scholars in areas across the full range of econometrics were approached to contribute to a Special Issue. The accepted papers for the Tenth Anniversary Special Issue of The Econometrics Journal follow.

Copula-Based Nonlinear Quantile Autoregression (size, 230kb)
Xiaohong Chen, Roger Koenker, and Zhijie Xiao

Invalidity of the Bootstrap and the m Out of n Bootstrap for Confidence Interval Endpoints Defined by Moment Inequalities (size, 320kb)
Donald W. K. Andrews and Sukjin Han

Goodness-of-fit tests for functional data (size, 224kb)
Federico A. Bugni, Peter Hall, Joel L. Horowitz and George R. Neumann

Semiparametric Cointegrating Rank Selection (size, 202kb)
Xu Cheng and Peter C. B. Phillips

A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples (size, 111kb)
James J. Heckman and Petra E. Todd

More on monotone instrumental variables (size, 153kb)
Charles F. Manski and John V. Pepper

Two step series estimation of sample selection models (size, 162kb)
Whitney K. Newey

Large-Sample Inference on Spatial Dependence (size, 156kb)
P.M. Robinson



The Econometrics JournalThe Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal open without bias to all areas of econometric research, whether applied, computational, methodological or theoretical contributions.

The editorial structure of The Econometrics Journal has been radically overhauled as a reaffirmation by the Royal Economic Society of its commitment to establishing The Econometrics Journal as a top international general field journal for econometric research. The Royal Economic Society has appointed an Editorial Board consisting of leading international researchers in econometrics as Managing Editor and Co-Editors. The new editorial structure of The Econometrics Journal has been completed by the addition of a number of first-class, mainly younger, econometricians as Associate Editors. A complete listing can be found at Editorial Information.

The Econometrics Journal has now migrated to a fully electronic editorial system using Editorial Express®. This web-based editorial tracking software enables a paper-free operation of the key editorial functions of the journal. Papers are now submitted on-line at Submit your Article.

The Econometrics Journal provides immediate electronic access to papers accepted for publication circumventing the often long publication delays associated with other paper-based journals.


The Econometrics Journal ISSN code: 1368-4221

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