Econometrics Journal

2011 - 2018

Continuation of Econometrics Journal. Continued by The Econometrics Journal.

Current editor(s): Jaap Abbring, Victor Chernozhukov, Michael Jansson and Dennis Kristensen

From Royal Economic Society
Contact information at EDIRC.
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Volume 21, month 10, 2018

Estimation of graphical models using the L1,2 norm pp. 247-263

Khai Xiang Chiong and Hyungsik Moon

CCE in panels with general unknown factors pp. 264-276

Joakim Westerlund

Robust tests for deterministic seasonality and seasonal mean shifts pp. 277-297

S. Astill and Robert Taylor

Non‐parametric Bayesian inference of strategies in repeated games pp. 298-315

Max Kleiman‐Weiner, Joshua B. Tenenbaum and Penghui Zhou

Beyond plausibly exogenous pp. 316-331

Hans van Kippersluis and Cornelius A. Rietveld

Identification of treatment effects with selective participation in a randomized trial pp. 332-353

Brendan Kline and Elie Tamer

Volume 21, month 06, 2018

Adaptive wild bootstrap tests for a unit root with non‐stationary volatility pp. 87-113

H. Peter Boswijk and Yang Zu

The wild bootstrap for few (treated) clusters pp. 114-135

James MacKinnon and Matthew Webb

Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics pp. 136-169

Matt Goldman and David Kaplan

Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production pp. 170-191

Cinzia Daraio, Leopold Simar and Paul Wilson

Testing for changing volatility pp. 192-217

Jilin Wu and Zhijie Xiao

Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors pp. 218-246

Beili Mu and Zhengyu Zhang

Volume 21, month 02, 2018

Royal Economic Society Annual Conference 2016 Special Issue on Model Selection and Inference pp. Ci-Cii

Richard J. Smith

Double/debiased machine learning for treatment and structural parameters pp. C1-C68

Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey and James Robins

Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators pp. 1-10

Bo E. Honoré and Luojia Hu

Oracle and adaptive false discovery rate controlling methods for one‐sided testing: theory and application in treatment effect evaluation pp. 11-35

Jiaying Gu and Shu Shen

A simple and robust estimator for linear regression models with strictly exogenous instruments pp. 36-54

Juan Carlos Escanciano

Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods pp. 55-85

Yingyao Hu and Ji‐Liang Shiu

Volume 20, month 10, 2017

Multiple fixed effects in binary response panel data models pp. S1-S13

Karyne B. Charbonneau

My friend far, far away: a random field approach to exponential random graph models pp. S14-S46

Vincent Boucher and Ismael Mourifié

Identification of peer effects through social networks using variance restrictions pp. S47-S60

Christiern Rose

Sparse estimation of huge networks with a block‐wise structure pp. S61-S85

Francesco Moscone, Elisa Tosetti and Veronica Vinciotti

Estimation of social‐influence‐dependent peer pressure in a large network game pp. S86-S102

Zhongjian Lin and Haiqing Xu

Peer effects in bedtime decisions among adolescents: a social network model with sampled data pp. S103-S125

Xiaodong Liu, Eleonora Patacchini and Edoardo Rainone

Trading networks pp. S126-S149

Lada Adamic, Celso Brunetti, Jeffrey Harris and Andrei Kirilenko

Special Issue on Econometrics of Networks: Editorial pp. Si-Sii

Jaap H. Abbring and Aureo de Paula

Volume 20, month 06, 2017

Royal Economic Society Annual Conference 2015 Special Issue on Econometrics of Matching pp. Ci-Cii

Richard J. Smith

A survey of some recent applications of optimal transport methods to econometrics pp. C1-C11

Alfred Galichon

Semi‐linear mode regression pp. 149-167

Jerome M. Krief

Indirect inference in spatial autoregression pp. 168-189

Maria Kyriacou, Peter Phillips and Francesca Rossi

A sequential test for the specification of predictive densities pp. 190-220

Juan Lin and Ximing Wu

Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors pp. 221-258

Arie Preminger and Giuseppe Storti

A note on sufficiency in binary panel models pp. 259-269

Koen Jochmans and Thierry Magnac

Volume 20, month 02, 2017

Consistent tests for conditional treatment effects pp. 1-22

Yu-Chin Hsu

Testing for changes in (extreme) VaR pp. 23-51

Yannick Hoga

Model‐selection tests for conditional moment restriction models pp. 52-85

Yu-Chin Hsu and Xiaoxia Shi

Change point tests in functional factor models with application to yield curves pp. 86-117

Patrick Bardsley, Lajos Horvath, Piotr Kokoszka and Gabriel Young

Nonparametric regression with nearly integrated regressors under long‐run dependence pp. 118-138

Zongwu Cai, Bingyi Jing, Xinbing Kong and Zhi Liu

Second‐order refinement of empirical likelihood ratio tests of nonlinear restrictions pp. 139-148

Jun Ma

Volume 19, month 10, 2016

Royal Economic Society Annual Conference 2013Special Issue on Econometrics of Heterogeneity pp. Ciii-Civ

Richard J. Smith

A Review of Economic Forecasting pp. B1-B3

Barbara Rossi

Nonlinear panel data estimation via quantile regressions pp. C61-C94

Manuel Arellano and Stéphane Bonhomme

Using mixtures in econometric models: a brief review and some new results pp. C95-C127

Giovanni Compiani and Yuichi Kitamura

Testing for error cross‐sectional independence using pairwise augmented regressions pp. 237-260

Guangyu Mao

Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small pp. 261-290

Xi Qu, Xiaoliang Wang and Lung-Fei Lee

Volume 19, month 06, 2016

Estimating a nonparametric triangular model with binary endogenous regressors pp. 113-149

Sung Jae Jun, Joris Pinkse and Haiqing Xu

Finite mixture models with one exclusion restriction pp. 150-165

Christopher P. Adams

Lagrange multiplier type tests for slope homogeneity in panel data models pp. 166-202

Jörg Breitung, Christoph Roling and Nazarii Salish

Model averaging in predictive regressions pp. 203-231

Chu-An Liu and Biing‐Shen Kuo

On ill‐posedness of nonparametric instrumental variable regression with convexity constraints pp. 232-236

Olivier Scaillet

Volume 19, month 02, 2016

Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models pp. Ci-Cii

Andrew Patton and Richard J. Smith

Validity of Edgeworth expansions for realized volatility estimators pp. 1-32

Ulrich Hounyo and Bezirgen Veliyev

An overview of the estimation of large covariance and precision matrices pp. C1-C32

Jianqing Fan, Yuan Liao and Han Liu

Generalized dynamic factor models and volatilities: recovering the market volatility shocks pp. C33-C60

Matteo Barigozzi and Marc Hallin

Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators pp. 33-54

Lorenzo Camponovo

Nonparametric bootstrap tests for independence of generalized errors pp. 55-83

Zaichao Du

Residuals‐based tests for cointegration with generalized least‐squares detrended data pp. 84-111

Pierre Perron and Gabriel Rodríguez