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Journal of Econometric Methods

2012 - 2019

From De Gruyter
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Volume 8, issue 1, 2019

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

Volume 7, issue 1, 2018

Further Results on Interpreting Coefficients in Regressions with a Logarithmic Dependent Variable pp. 5 Downloads
Megerdichian Aren
Local Semi-Parametric Efficiency of the Poisson Fixed Effects Estimator pp. 10 Downloads
Verdier Valentin
Working with Data: Two Empiricists’ Experience pp. 12 Downloads
Christopher Knittel and Metaxoglou Konstantinos
Linearly Transforming Variables in the VAR Model, How Does it Change the Impulse Response? pp. 16 Downloads
Reusens Peter and Croux Christophe
Inference with Difference-in-Differences Revisited pp. 16 Downloads
Mike Brewer, Thomas Crossley and Joyce Robert
Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure pp. 18 Downloads
Ramalho Esmeralda A., Joaquim Ramalho and Coelho Luís M.S.
Testing Exogeneity of Multinomial Regressors in Count Data Models: Does Two-stage Residual Inclusion Work? pp. 19 Downloads
Andrea Geraci, Daniele Fabbri and Monfardini Chiara
Foreign Direct Investment and Growth Symbiosis: A Semiparametric System of Simultaneous Equations Analysis pp. 31 Downloads
Nadine McCloud, Delgado Michael S. and Subal Kumbhakar
On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators pp. 38 Downloads
Arvanitis Stelios and Antonis Demos

Volume 6, issue 1, 2017

Regression Discontinuity with Errors in the Running Variable: Effect on Truthful Margin pp. 8 Downloads
Myoung-jae Lee
Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions pp. 9 Downloads
Jan Kiviet
Root-n Consistent Kernel Density Estimation in Practice pp. 10 Downloads
Daniel Henderson and Christopher Parmeter
Teaching Size and Power Properties of Hypothesis Tests Through Simulations pp. 15 Downloads
Suleyman Taspinar and Doğan Osman
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables pp. 16 Downloads
Hu Yingyao, Matthew Shum, Tan Wei and Xiao Ruli
Competing Risks Copula Models for Unemployment Duration: An Application to a German Hartz Reform pp. 20 Downloads
Lo Simon M.S., Gesine Stephan and Ralf Wilke
Linear Model IV Estimation When Instruments Are Many or Weak pp. 22 Downloads
Michael Murray
Intercept Homogeneity Test for Fixed Effect Models under Cross-sectional Dependence: Some Insights pp. 22 Downloads
Basak Gopal K. and Das Samarjit
Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks pp. 22 Downloads
Jari Hännikäinen
Additive Nonparametric Instrumental Regressions: A Guide to Implementation pp. 25 Downloads
Samuele Centorrino, Feve Frederique and Florens Jean-Pierre

Volume 5, issue 1, 2016

Quantile Regression with Clustered Data pp. 1-15 Downloads
Paulo Parente and João Santos Silva
Estimation and Inference in an Ecological Inference Model pp. 17-48 Downloads
Fan Yanqin, Sherman Robert and Matthew Shum
Spatial Errors in Count Data Regressions pp. 49-69 Downloads
Marinho Bertanha and Moser Petra
Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term pp. 71-77 Downloads
Olena Nizalova and Irina Murtazashvili
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression pp. 79-101 Downloads
Bera Anil K., Galvao Antonio F., Gabriel Montes-Rojas and Sung Y. Park
Model Uncertainty and Model Averaging in Regression Discontinuity Designs pp. 103-116 Downloads
Patrick Button
Bounding a Linear Causal Effect Using Relative Correlation Restrictions pp. 117-141 Downloads
Brian Krauth
An Algorithm to Estimate the Two-Way Fixed Effects Model pp. 143-152 Downloads
Somaini Paulo and Wolak Frank A.
Nonparametric Instrumental Variable Estimation in Practice pp. 153-177 Downloads
Philip Shaw, Cohen Michael Andrew and Tao Chen
Teaching Nonparametric Econometrics to Undergraduates pp. 179-193 Downloads
Daniel Henderson and Christopher Parmeter

Volume 4, issue 1, 2015

On the Implications of Essential Heterogeneity for Estimating Causal Impacts Using Social Experiments pp. 7 Downloads
Martin Ravallion
Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison pp. 9 Downloads
Christopher Elias
Testing Competing Models for Non-negative Data with Many Zeros pp. 18 Downloads
João Santos Silva, Silvana Tenreyro and Frank Windmeijer
On the Robustness of Coefficient Estimates to the Inclusion of Proxy Variables pp. 22 Downloads
Christopher Bollinger and Jenny Minier
Bivariate Non-Normality in the Sample Selection Model pp. 22 Downloads
Claudia Pigini
Tests for Price Endogeneity in Differentiated Product Models pp. 23 Downloads
Kyoo il Kim and Petrin Amil
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters pp. 28 Downloads
Jinyong Hahn and Ridder Geert
Multivariate Fractional Regression Estimation of Econometric Share Models pp. 30 Downloads
Mullahy John

Volume 3, issue 1, 2014

Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation pp. 1-20 Downloads
Sule Alan, Honoré Bo E., Luojia Hu and Søren Leth-Petersen
A Regression Model for the Copula-Graphic Estimator pp. 21-46 Downloads
Lo Simon M.S. and Ralf Wilke
On Testing the Equality of Mean and Quantile Effects pp. 47-62 Downloads
Bera Anil K., Galvao Antonio F. and Wang Liang
Measuring Benchmark Damages in Antitrust Litigation pp. 63-74 Downloads
McCrary Justin and Rubinfeld Daniel L.
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