Journal of Econometric Methods

2012 - 2024

Current editor(s): Tong Li and Zhongjun Qu

From De Gruyter
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Estimating Social Effects with Randomized and Observational Network Data pp. 205-224: Chan TszKin Julian, Estrada Juan, Kim Huynh, David Jacho-Chávez, Lam Chungsang Tom and Sánchez-Aragón Leonardo
Dynamic Bunching Estimation with Panel Data pp. 225-249: Benjamin Marx
Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability pp. 251-279: Mehrabani Ali, Parsaeian Shahnaz and Ullah Aman
An Application of the Dagum Type III Model to Measure Household Net Wealth Inequality in Indonesia pp. 281-298: Soseco Thomas, Susan Olivia and Oxley Les
Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors pp. 299-317: Brown Nicholas L.

Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices pp. 1-27: Horie Tetsushi and Yohei Yamamoto
Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach pp. 29-48: González-Coya Emilio and Pierre Perron
Nonparametric Instrumental Regression with Two-Way Fixed Effects pp. 49-66: Enrico De Monte
Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator pp. 67-95: Joseph Cummins, Douglas Miller, Smith Brock and Simon David
Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity pp. 97-116: Huang Xiao and Zhaoguo Zhan
Introduction to Latent Variable Estimation for Undergraduate Econometrics: An Application with Disney Theme Park Ride Wait Times pp. 117-130: James Jonathan
Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares pp. 131-144: Winkelmann Rainer
Estimation of Causal Effects with a Binary Treatment Variable: A Unified M-Estimation Framework pp. 145-204: Selver Uysal

Empirical Framework for Two-Player Repeated Games with Random States pp. 1-31: Szydłowski Arkadiusz
The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation pp. 33-56: Do Won Kwak, Robert Martin and Jeffrey Wooldridge
Density Forecast of Financial Returns Using Decomposition and Maximum Entropy pp. 57-83: Tae Hwy Lee, Wang He, Xi Zhou and Zhang Ru
On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters pp. 85-103: Cai Yong, Ivan Canay, Kim Deborah and Azeem Shaikh
Quantile Difference in Differences with Time-Varying Qualification in Panel Data pp. 105-116: Nchare Karim and Ryo Makioka
A Random Forest-based Approach to Combining and Ranking Seasonality Tests pp. 117-130: Ollech Daniel and Webel Karsten
On the Use of the Helmert Transformation, and its Applications in Panel Data Econometrics pp. 131-138: Kolev Gueorgui I. and Helmuts Azacis
Linear Rescaling to Accurately Interpret Logarithms pp. 139-147: Nick Huntington-Klein

Time on the Market and Probability of Sale Using a Generalized Geometric Hazard Model pp. 1-16: Steven B Caudill, Bogosavljevic Ksenija, Johnson Ken H. and Franklin Mixon
Subgraph Network Random Effects Error Components Models: Specification and Testing pp. 17-34: Gabriel Montes-Rojas
Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A New and More Versatile Approach pp. 35-53: Brian Erard
Biases in Maximum Simulated Likelihood Estimation of Bivariate Models pp. 55-70: Jumamyradov Maksat and Murat Munkin
Entropy Balancing for Continuous Treatments pp. 71-89: Stefan Tübbicke
A Generalized Non-Parametric Instrumental Variable-Control Function Approach to Estimation in Nonlinear Settings pp. 91-125: Kim Kyoo Il and Petrin Amil
Accounting for Endogeneity in Regression Models Using Copulas: A Step-by-Step Guide for Empirical Studies pp. 127-154: Alecos Papadopoulos

Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility pp. 1-19: Tae Hwy Lee, Mao Millie Yi and Aman Ullah
Time–Frequency Regression pp. 21-32: Funashima Yoshito
Identification of Non-Equilibrium Beliefs in Games of Incomplete Information Using Experimental Data pp. 26: Victor Aguirregabiria and Erhao Xie
Simple Multivariate Conditional Covariance Dynamics Using Hyperbolically Weighted Moving Averages pp. 33-52: Kawakatsu Hiroyuki
Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models pp. 53-66: Szabolcs Blazsek, Alvaro Escribano and Licht Adrian
Identifying Causal Channels of Policy Reforms with Multiple Treatments and Different Types of Selection pp. 67-88: Annabelle Doerr and Anthony Strittmatter
Econometrics Pedagogy and Cloud Computing: Training the Next Generation of Economists and Data Scientists pp. 89-102: Handel Danielle V., Anson Ho, Kim Huynh, David Jacho-Chávez and Rea Carson H.

An Empirical Undergraduate Introduction to Estimating Consumer Preferences Using Ride Choices at Disneyland pp. 10: James Jonathan
Monte Carlo Evidence on the Estimation Method for Industry Dynamics pp. 12: Kazufumi Yamana
Measuring Benchmark Damages in Antitrust Litigation: Extensions and Practical Implications pp. 12: Ai Deng
Regression-Based Causal Analysis from the Potential Outcomes Perspective pp. 15: Joseph Terza
How Accurately Do Structural Asymmetric First-Price Auction Estimates Represent True Valuations? pp. 19: Chernomaz Kirill and Yoshimoto Hisayuki
Instrumental Variables Estimation in Large Heterogeneous Panels with Multifactor Structure pp. 22: Giovanni Forchini, Jiang Bin and Peng Bin
Level-Based Estimation of Dynamic Panel Models pp. 23: Gabriel Montes-Rojas, Sosa-Escudero Walter and Federico Zincenko
Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications pp. 29: Bera Anil K., Bilias Yannis, Yoon Mann J., Taşpınar Süleyman and Doğan Osman

On the Size Distortion of a Test for Equality between the ATE and FE Estimands pp. 4: Pacini David
Dif-in-Dif Estimators of Multiplicative Treatment Effects pp. 10: Emanuele Ciani and Paul Fisher
Broken or Fixed Effects? pp. 12: Gibbons Charles E., Juan Carlos Suárez Serrato and Urbancic Michael B.
Misspecified Discrete Choice Models and Huber-White Standard Errors pp. 17: Guggisberg Michael
Uniformity and the Delta Method pp. 19: Maximilian Kasy
Testing for a Functional Form of Mean Regression in a Fully Parametric Environment pp. 20: Stanislav Anatolyev
Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting pp. 20: Yu-Chin Hsu, Martin Huber and Lai Tsung-Chih
Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation pp. 26: Otavio Bartalotti
Local Average and Quantile Treatment Effects Under Endogeneity: A Review pp. 27: Martin Huber and Kaspar Wüthrich
Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices pp. 33: Bera Anil K., Doğan Osman and Taşpınar Süleyman