Journal of Econometric Methods

2012 - 2024

Current editor(s): Tong Li and Zhongjun Qu

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

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

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

Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters pp. 1-28: Jinyong Hahn and Ridder Geert
Testing Competing Models for Non-negative Data with Many Zeros pp. 29-46: João Santos Silva, Silvana Tenreyro and Frank Windmeijer
Tests for Price Endogeneity in Differentiated Product Models pp. 47-69: Kyoo il Kim and Petrin Amil
Multivariate Fractional Regression Estimation of Econometric Share Models pp. 71-100: Mullahy John
On the Robustness of Coefficient Estimates to the Inclusion of Proxy Variables pp. 101-122: Christopher Bollinger and Jenny Minier
Bivariate Non-Normality in the Sample Selection Model pp. 123-144: Claudia Pigini
On the Implications of Essential Heterogeneity for Estimating Causal Impacts Using Social Experiments pp. 145-151: Martin Ravallion
Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison pp. 153-161: Christopher Elias

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

A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model pp. 1-23: Govert Bijwaard, Ridder Geert and Tiemen Woutersen
Markov Regime-Switching Tests: Asymptotic Critical Values pp. 25-34: Carter Andrew V. and Douglas Steigerwald
Finite Mixture for Panels with Fixed Effects pp. 35-51: Partha Deb and Pravin Trivedi
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks pp. 53-67: Alastair Hall and Sakkas Nikolaos
A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressorsa pp. 69-87: John Giles and Irina Murtazashvili
Reproducible Econometric Simulations pp. 89-99: Christian Kleiber and Achim Zeileis
Understanding and teaching unequal probability of selection1) pp. 101-112: Humberto Barreto and Manu Raghav

Editorial pp. 1-1: Jason Abrevaya
Quantile Uncorrelation and Instrumental Regressions pp. 2-14: Komarova Tatiana, Severini Thomas A. and Tamer Elie T.
What Do Kernel Density Estimators Optimize? pp. 15-22: Koenker Roger, Mizera Ivan and Yoon Jungmo
A Score Based Approach to Wild Bootstrap Inference pp. 23-41: Patrick Kline and Andres Santos
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown pp. 42-55: Lin Chang-Ching and Serena Ng
A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors pp. 56-66: Amsler Christine and Schmidt Peter
Structural Econometric Methods in Auctions: A Guide to the Literature pp. 67-106: Hickman Brent R., Timothy Hubbard and Yigit Saglam
An Alternative Proof That OLS is BLUE pp. 107-107: Halbert White and Jin Seo Cho