Journal of Econometric Methods

2012 - 2026

Current editor(s): Tong Li and Zhongjun Qu

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

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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., Osman Dogan and Taşpınar Süleyman

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 Osman Dogan
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.