The Econometrics Journal

2019 - 2026

Current editor(s): Jaap Abbring

From Royal Economic Society
Contact information at EDIRC.
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Royal Economic Society Annual Conference 2024 Special Issue on Macroeconomic Policy Analysis pp. 1-1: Jaap H Abbring
Inference for local projections pp. 2-26: Atsushi Inoue, Òscar Jordà and Guido M Kuersteiner
Policy evaluation with sufficient macro statistics: a primer* pp. 27-68: Régis Barnichon and Geert Mesters
Double machine learning for static panel models with fixed effects pp. 69-86: Paul S Clarke and Annalivia Polselli
Using post-regularization distribution regression to measure the effects of a minimum wage on hourly wages, hours worked, and monthly earnings pp. 87-105: Martin Biewen and Pascal Erhardt
Marginal effects for probit and tobit with endogeneity pp. 106-124: Kirill S Evdokimov, Ilze Kalnina and Andrei Zeleneev
Robust IV inference with clustering dependence pp. 125-142: Jianfei Cao
Comparing predictive ability in the presence of instability over a very short time pp. 143-166: Fabrizio Iacone, Luca Rossini and Andrea Viselli

Royal Economic Society Annual Conference 2023 Sargan Lecture pp. 129-130: Jaap H Abbring
On robust inference in time-series regression pp. 131-173: Richard T Baillie, Francis Diebold, George Kapetanios, Kun Ho Kim and Aaron Mora
The 2024 Denis Sargan Econometrics Prize pp. 174-175: Jaap H Abbring
One-step smoothing splines instrumental regression pp. 176-197: Jad Beyhum, Elia Lapenta and Pascal Lavergne
Simple closed-form estimation of a binary latent variable model pp. 198-218: Yingyao Hu, Jingrong Li, Ji-Liang Shiu and Matthew Shum
Identification and estimation of entry games under symmetry of unobservables pp. 219-260: Yu Zhou
A general diagnostic of the normal approximation in GMM models pp. 261-275: Andrew Wang
CCE under nonrandom heterogeneity pp. 276-294: Yousef Kaddoura and Joakim Westerlund
Common correlated effects estimation of nonlinear panel data models pp. 295-317: Liang Chen and Minyuan Zhang
The partially-matched-sample correction in pseudo panel minimum distance estimation pp. 318-337: Fei Jia

Philip G. Wright, directed acyclic graphs, and instrumental variables pp. 1-20: Jaap H Abbring, Victor Chernozhukov and Ivan Fernandez-Val
Effects of a duty on price and output with special reference to butter and flaxseed pp. 21-40: Philip G Wright
Causal inference and data fusion in econometrics pp. 41-82: Paul Hünermund and Elias Bareinboim
Design-based identification with formula instruments: a review pp. 83-108: Kirill Borusyak, Peter Hull and Xavier Jaravel
Extending the scope of instrumental variable methods pp. 109-127: Andrew Chesher and Adam Rosen

Royal Economic Society Annual Conference 2021 Sargan Lecture pp. Ci-Cii: Jaap H Abbring
Causal models for longitudinal and panel data: a survey pp. C1-C61: Dmitry Arkhangelsky and Guido Imbens
Local projection inference in high dimensions pp. 323-342: Robert Adamek, Stephan Smeekes and Ines Wilms
Tractable Bayesian estimation of smooth transition vector autoregressive models pp. 343-361: Martin Bruns and Michele Piffer
Asymptotic properties of endogeneity corrections using nonlinear transformations pp. 362-383: Jörg Breitung, Alexander Mayer and Dominik Wied
The maximally selected likelihood ratio test in random coefficient models pp. 384-411: Lajos Horvath, Lorenzo Trapani and Jeremy Vander
Threshold nonlinearities and the democracy-growth nexus pp. 412-441: Chaoyi Chen and Thanasis Stengos

The 2023 Denis Sargan Econometrics Prize pp. i-ii: Jaap H Abbring
Royal Economic Society Annual Conference 2023Special Session on Weak Identification pp. Ci-Cii: Jaap H Abbring
Weak identification with many instruments pp. Ci-C28: Anna Mikusheva and Liyang Sun
Ignoring measurement errors in social networks pp. 171-187: Arthur Lewbel, Xi Qu and Xun Tang
A new method for generating random correlation matrices pp. 188-212: Ilya Archakov, Peter Hansen and Yiyao Luo
The value added of machine learning to causal inference: evidence from revisited studies pp. 213-234: Anna Baiardi and Andrea A Naghi
Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects pp. 235-257: Alexander Klein and Guy Tchuente
A new test for unit roots with a partial quadratic trend pp. 258-277: Yanglin Li, Shaoping Wang, Sainan Jin and Zhijie Xiao
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise pp. 278-298: Qiang Liu and Zhi Liu
Vaccination policy and mortality from COVID-19 in the European Union pp. 299-322: Eleonora Agostini, Francesco Bloise and Massimiliano Tancioni

Royal Economic Society Annual Conference 2022 Sargan Lecture pp. Ci-Cii: Jaap H Abbring
Double robustness for complier parameters and a semi-parametric test for complier characteristics pp. 1-20: Rahul Singh and Liyang Sun
Constructing high frequency economic indicators by imputation pp. C1-C30: Serena Ng and Susannah Scanlan
Instrumental variable quantile regression under random right censoring pp. 21-36: Jad Beyhum, Lorenzo Tedesco and Ingrid Van Keilegom
Augmented two-step estimating equations with nuisance functionals and complex survey data pp. 37-61: Puying ZhaoYunnan and Changbao Wu
Estimation of large covariance matrices with mixed factor structures pp. 62-83: Runyu Dai, Yoshimasa Uematsu and Yasumasa Matsuda
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator pp. 84-106: Thomas von Brasch, Arvid Raknerud and Trond C Vigtel
Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space pp. 107-125: Heino Bohn Nielsen and Anders Rahbek
The vector error correction index model: representation, estimation and identification pp. 126-150: Gianluca Cubadda and Marco Mazzali
Revealing priors from posteriors with an application to inflation forecasting in the UK pp. 151-170: Masako Ikefuji, Jan R Magnus and Takashi Yamagata