Advances in Econometrics Literati Awards

Beginning with Volume 25, one paper from each volume or sub-volume of Advances in Econometrics is selected by the editors to receive the Emerald Literati Outstanding Author Contribution Award. Past recipients are

• Volume 46: Improving Predictions of Technical Inefficiency, Christine Amsler, Robert James, Artem Prokhorov, and Peter Schmidt.
• Volume 45A: Discrete Fourier Transforms of Fractional Processes With Econometric Applications, Peter C. B. Phillips
• Volume 45B: Aggregate Output Measurements: A Common Trend Approach Martín Almuzara, Gabriele Fiorentini and Enrique Sentana
• Volume 43A: Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity Xuguang Sheng, Kajal Lahiri, Huaming Peng.
• Volume 43B: Women's Potential Earnings Distributions, Esfandiar Maasoumi, Le Wang.
• Volume 42: Implementing Faustmann-Marshall-Pressler at Scale: Stochastic Dynamic Programming in Space, Harry J. Paarsch and John Rust
• Volume 41: Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR, Alexander Chudik, M. Hashem Pesaran, and Kamiar Mohaddes.
• Volume 40: Macroeconomic Nowcasting Using Google Probabilities, Gary Koop and Liuca Onorante.
• Volume 39: Model-Selection Tests for Complex Survey Samples, Iraj Rahmani and Jeffrey M. Wooldridge.
• Volume 33: Fixed-Smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation, Yixiao Sun.
• Volume 32: Panel Vector Autoregressive Models: A Survey, Fabio Canova and Matteo Ciccarelli.
• Volume 31: A Test for Monotone Comparative Statics, Federico Echenique and Ivana Komunjer.
• Volume 30: A Risk Superior Semiparametric Estimator for Overidentified Linear Models, George Judge and Ron Mittelhammer.
• Volume 29: Quantile Regression Estimation of Panel Duration Models with Censored Data, Matthew Harding and Carlos Lamarche.
• Volume 28: Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters, Denis Tkachenko and Zhongjun Qu.
• Volume 27A: The Elephant in the Corner: A Cautionary Tale About Measurement Error in Treatment Effects Models, Daniel L. Millimet.
• Volume 27B: Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey, Massimo Guidolin.
• Volume 26: The Panel Probit Model: Adaptive Integration on Sparse Grids, Florian Heiss.
• Volume 25: Partial Identification of the Distribution of Treatment Effects and Its Confidence Sets, Yanqin Fan and Sang Soo Park.