The Econometrics Journal

2019 - 2025

Continuation of Econometrics Journal.

Current editor(s): Jaap Abbring

From Royal Economic Society
Contact information at EDIRC.
Bibliographic data for series maintained by Oxford University Press ().

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Volume 28, issue 1, 2025

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 M Rosen

Volume 27, issue 3, 2024

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

Volume 27, issue 2, 2024

The 2023 Denis Sargan Econometrics Prize pp. i-ii

Jaap H Abbring

Weak identification with many instruments pp. Ci-C28

Anna Mikusheva and Liyang Sun

Royal Economic Society Annual Conference 2023Special Session on Weak Identification pp. Ci-Cii

Jaap H Abbring

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

Volume 27, issue 1, 2024

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

Volume 26, issue 3, 2023

Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences pp. Ci-Cii

Jaap H Abbring

Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey pp. C1-C30

Clément de Chaisemartin and Xavier D’Haultfœuille

Simple approaches to nonlinear difference-in-differences with panel data pp. C31-C66

Jeffrey Wooldridge

Choosing exogeneity assumptions in potential outcome models pp. 327-349

Matthew Masten and Alexandre Poirier

A first-stage representation for instrumental variables quantile regression pp. 350-377

Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas

It is never too LATE: a new look at local average treatment effects with or without defiers pp. 378-404

Christian M Dahl, Martin Huber and Giovanni Mellace

Using information criteria to select averages in CCE pp. 405-421

Luca Margaritella and Joakim Westerlund

Three-way gravity models with multiplicative unobserved effects pp. 422-443

Yimin Yang and Huili Zhang

Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model pp. 444-466

Otilia Boldea, Adriana Cornea-Madeira and Joao Madeira

Testing for parameter change epochs in GARCH time series pp. 467-491

Stefan Richter, Weining Wang and Wei Biao Wu

Model selection for varying coefficient nonparametric transformation model pp. 492-512

Xiao Zhang, Xu Liu and Xingjie Shi

Volume 26, issue 2, 2023

The 2022 Denis Sargan Econometrics Prize pp. i-i

Jaap H Abbring

Inference in regression discontinuity designs with high-dimensional covariates pp. 105-123

Alexander Kreiss and Christoph Rothe

IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk pp. 124-146

Guowei Cui, Vasilis Sarafidis and Takashi Yamagata

Testing for quantile sample selection pp. 147-173

Valentina Corradi and Daniel Gutknecht

Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models pp. 174-188

Meng Yuan, Pengfei Li and Changbao Wu

Comparing latent inequality with ordinal data pp. 189-214

David Kaplan and Wei Zhao

Feasible weighted projected principal component analysis for semi-parametric factor models pp. 215-234

Sung Hoon Choi

Feasible IV regression without excluded instruments pp. 235-256

Emmanuel Tsyawo

A nonparametric test for cooperation in discrete games pp. 257-278

Andres Aradillas-Lopez and Lidia Kosenkova

Nonparametric identification of random coefficients in aggregate demand models for differentiated products pp. 279-306

Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido

Estimation of high-dimensional vector autoregression via sparse precision matrix pp. 307-326

Benjamin Poignard and Manabu Asai

Volume 26, issue 1, 2023

Royal Economic Society Annual Conference 2021 Special Issue on Econometrics of Dynamic Discrete Choice pp. Ci-Cii

Jaap H Abbring

Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity pp. C1-C25

Victor Aguirregabiria

Combining counterfactual outcomes and ARIMA models for policy evaluation pp. 1-24

Fiammetta Menchetti, Fabrizio Cipollini and Fabrizia Mealli

Bubble testing under polynomial trends pp. 25-44

Xiaohu Wang and Jun Yu

Equilibrium multiplicity in dynamic games: Testing and estimation pp. C26-C42

Taisuke Otsu and Martin Pesendorfer

Matching with semi-bandits pp. 45-66

Maximilian Kasy and Alexander Teytelboym

Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities pp. 67-87

Chaojun Li and Yan Liu

Explicit minimal representation of variance matrices, and its implication for dynamic volatility models pp. 88-104

Karim M Abadir