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Journal of Econometric Methods

2012 - 2021

From De Gruyter
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Volume 10, issue 1, 2021

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

Volume 9, issue 1, 2020

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

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 Chiara Monfardini
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
Paulo Somaini 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
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