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Journal of Econometric Methods

2012 - 2024

From De Gruyter
Bibliographic data for series maintained by Peter Golla ().

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Volume 13, issue 1, 2024

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 Downloads
Horie Tetsushi and Yamamoto Yohei
Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach pp. 29-48 Downloads
González-Coya Emilio and Pierre Perron
Nonparametric Instrumental Regression with Two-Way Fixed Effects pp. 49-66 Downloads
Enrico De Monte
Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator pp. 67-95 Downloads
Cummins Joseph, Miller Douglas L., Smith Brock and Simon David
Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity pp. 97-116 Downloads
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 Downloads
James Jonathan
Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares pp. 131-144 Downloads
Winkelmann Rainer
Estimation of Causal Effects with a Binary Treatment Variable: A Unified M-Estimation Framework pp. 145-204 Downloads
Selver Uysal

Volume 12, issue 1, 2023

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

Volume 11, issue 1, 2022

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

Volume 10, issue 1, 2021

Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility pp. 1-19 Downloads
Tae Hwy Lee, Aman Ullah 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 Erhao Xie
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 Alvaro Escribano
Identifying Causal Channels of Policy Reforms with Multiple Treatments and Different Types of Selection pp. 67-88 Downloads
Annabelle Doerr and Anthony Strittmatter
Econometrics Pedagogy and Cloud Computing: Training the Next Generation of Economists and Data Scientists pp. 89-102 Downloads
Handel Danielle V., David Jacho-Chávez, Rea Carson H., Anson Ho 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
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