The Econometrics Journal

2019 - 2025

Current editor(s): Jaap Abbring

From Royal Economic Society
Contact information at EDIRC.
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Artificial intelligence as structural estimation: Deep Blue, Bonanza, and AlphaGo pp. S1-S24: Mitsuru Igami
Higher-order income dynamics with linked regression trees pp. S25-S58: Jeppe Druedahl and Anders Munk-Nielsen
Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield pp. S59-S80: Michael Keane and Timothy Neal
Machine learning and structural econometrics: contrasts and synergies pp. S81-S124: Fedor Iskhakov, John Rust and Bertel Schjerning
Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden pp. 323-344: Sang-Wook Cho
Two-way exclusion restrictions in models with heterogeneous treatment effects pp. 345-362: Shenglong Liu, Ismael Mourifié and Yuanyuan Wan
Identifying present bias and time preferences with an application to land-lease-contract data1 pp. 363-385: Pieter Gautier and Aico van Vuuren
Semiparametric estimation of generalized transformation panel data models with nonstationary error pp. 386-402: Xi Wang and Songnian Chen
Editorial pp. Si-Siii: Fedor Iskhakov, John Rust and Bertel Schjerning

Double/debiased machine learning for difference-in-differences models pp. 177-191: Neng-Chieh Chang
Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs pp. 192-210: Sebastian Calonico, Matias Cattaneo and Max Farrell
Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals pp. 211-231: Yang He and Otavio Bartalotti
Partial identification in nonseparable count data instrumental variable models pp. 232-250: Dongwoo Kim
Accelerated failure time models with log-concave errors pp. 251-268: Ruixuan Liu and Zhengfei Yu
Multilayer network analysis of oil linkages pp. 269-296: Roberto Casarin, Matteo Iacopini, German Molina, Enrique ter Horst, Ramon Espinasa, Carlos Sucre and Roberto Rigobon
Probabilistic forecasting of bubbles and flash crashes pp. 297-315: Anurag Banerjee, Guillaume Chevillon and Marie Kratz
The ignorant monopolist redux pp. 316-322: Roger Koenker

Optimal data collection for randomized control trials pp. 1-31: Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm
Inference on finite-population treatment effects under limited overlap pp. 32-47: Han Hong, Michael Leung and Jessie Li
Semi-parametric analysis of efficiency and productivity using Gaussian processes pp. 48-67: Grigorios Emvalomatis
Roy-model bounds on the wage effects of the Great Migration pp. 68-87: John R Gardner
Information technology outsourcing and firm productivity: eliminating bias from selective missingness in the dependent variable pp. 88-114: Christoph Breunig, Michael Kummer, Joerg Ohnemus and Steffen Viete
Initial conditions of dynamic panel data models: on within and between equations pp. 115-136: Lung-fei Lee and Jihai Yu
A new structural break test for panels with common factors pp. 137-155: Huanjun Zhu, Vasilis Sarafidis and Mervyn J Silvapulle
Kernel estimation for panel data with heterogeneous dynamics pp. 156-175: Ryo Okui and Takahide Yanagi
Erratum to: Semi-parametric analysis of efficiency and productivity using Gaussian processes pp. 176-176: Grigorios Emvalomatis

A guided nonparametric goodness-of-fit test with application to income distributions pp. 207-222: Kuangyu Wen and Ximing Wu
Estimating latent group structure in time-varying coefficient panel data models pp. 223-240: Jia Chen
Quantile-based smooth transition value at risk estimation pp. 241-261: Stefan Hubner and Pavel ÄŒÃÅ¾ek
BLP-2LASSO for aggregate discrete choice models with rich covariates pp. 262-281: Benjamin J Gillen, Sergio Montero, Hyungsik Moon and Matthew Shum
Fragility of identification in panel binary response models pp. 282-291: Giovanni Forchini and Bin Jiang
Reconsideration of a simple approach to quantile regression for panel data pp. 292-308: Galina Besstremyannaya and Sergei Golovan

Testing collinearity of vector time series pp. 97-116: Tucker McElroy and Agnieszka Jach
On the role of covariates in the synthetic control method pp. 117-130: Irene Botosaru and Bruno Ferman
Quantile coherency: A general measure for dependence between cyclical economic variables pp. 131-152: Jozef BarunÃk and Tobias Kley
Inferential results for a new measure of inequality pp. 153-172: Youri Davydov and Francesca Greselin
Separating different individual effects in a panel data model pp. 173-187: Christine Amsler and Peter Schmidt
A simple, graphical approach to comparing multiple treatments pp. 188-205: Brennan Thompson and Matthew Webb

Royal Economic Society Annual Conference 2017 Special Issue on Econometrics of Games pp. Ci-Ciii: Jaap H Abbring
Unobserved heterogeneity in auctions pp. C1-C19: Philip Haile and Yuichi Kitamura
Two-stage least squares as minimum distance pp. 1-9: Frank Windmeijer
Testing for constant correlation of filtered series under structural change pp. 10-33: Matei Demetrescu and Dominik Wied
Highâ€ dimensional macroeconomic forecasting and variable selection via penalized regression pp. 34-56: Yoshimasa Uematsu and Shinya Tanaka
Optimal panel unit root testing with covariates pp. 57-72: ArtÅ«ras Juodis and Joakim Westerlund
Testing for moderate explosiveness pp. 73-95: Gangzheng Guo, Yixiao Sun and Shaoping Wang