The Econometrics Journal

2019 - 2026

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 24, issue 3, 2021

The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany pp. 353-376

Richard Bluhm and Maxim Pinkovskiy

Sparse covariance estimation in logit mixture models pp. 377-398

Youssef M Aboutaleb, Mazen Danaf, Yifei Xie and Moshe E Ben-Akiva

Computing moment inequality models using constrained optimization pp. 399-416

Baiyu Dong, Yu-Wei Hsieh and Matthew Shum Caltech

Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors pp. 417-441

Hugo Kruiniger

Large mixed-frequency VARs with a parsimonious time-varying parameter structure pp. 442-461

Thomas B Götz and Klemens Hauzenberger

Panel kink threshold regression model with a covariate-dependent threshold pp. 462-481

Lixiong Yang, Chunli Zhang, Chingnun Lee and I-Po Chen

Unifying inference for semiparametric regression pp. 482-501

Shaoxin Hong, Jiancheng Jiang, Xuejun Jiang and Zhijie Xiao

On unit free assessment of the extent of multilateral distributional variation pp. 502-518

Gordon Anderson, Oliver Linton, Maria Grazia Pittau, Yoon-Jae Whang and Roberto Zelli

Partial effects in non-linear panel data models with correlated random effects pp. 519-535

Jason Abrevaya and Yu-Chin Hsu

Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction pp. 536-558

Martin Andresen and Martin Huber

Double/debiased machine learning for logistic partially linear model pp. 559-588

Molei Liu, Yi Zhang and Doudou Zhou

Exact computation of maximum rank correlation estimator pp. 589-607

Youngki Shin and Zvezdomir Todorov

Volume 24, issue 2, 2021

Editorial pp. Ci-Civ

Jaap H Abbring

Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments pp. C1-C39

James Heckman and Ganesh Karapakula

Low-rank approximations of nonseparable panel models pp. C40-C77

Hugo Freeman and Martin Weidner

Identification in simple binary outcome panel data models pp. C78-C93

Bo E Honoré and Aureo de Paula

Estimation of dynamic models of recurrent events with censored data pp. 199-224

Sanghyeok Lee and Tue Gørgens

Panel VAR models with interactive fixed effects pp. 225-246

Mustafa Tuğan

A simple estimator for quantile panel data models using smoothed quantile regressions pp. 247-263

Liang Chen and Yulong Huo

Debiased machine learning of conditional average treatment effects and other causal functions pp. 264-289

Vira Semenova and Victor Chernozhukov

Complete subset averaging with many instruments pp. 290-314

Seojeong Lee and Youngki Shin

Forecasting using cross-section average–augmented time series regressions pp. 315-333

Hande Karabiyik and Joakim Westerlund

Units of measurement and the inverse hyperbolic sine transformation pp. 334-351

Ghislain B D Aihounton and Arne Henningsen

Volume 24, issue 1, 2021

Royal Economic Society Annual Conference 2018 Special Issue on Structural Macroeconometrics pp. Ci-Ciii

Jaap H Abbring and Jeffrey Campbell

Testing identification via heteroskedasticity in structural vector autoregressive models pp. 1-22

Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev and Pentti Saikkonen

Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? pp. C1-C32

Barbara Rossi

Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions pp. 23-40

Jia-Young Michael Fu, Joel L Horowitz and Matthias Parey

Online estimation of DSGE models pp. C33-C58

Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati and Frank Schorfheide

Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses pp. 41-57

Anil Bera, Gabriel Montes-Rojas, Walter Sosa-Escudero and Javier Alejo

LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices pp. 58-82

Tim Ginker and Offer Lieberman

Generalized Forecast Averaging in Autoregressions with a Near Unit Root pp. 83-102

Mohitosh Kejriwal and Xuewen Yu

Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation pp. 103-120

Le-Yu Chen and Sokbae (Simon) Lee

Identification of a class of index models: A topological approach pp. 121-133

Mogens Fosgerau and Dennis Kristensen

Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence pp. 134-161

Michael Knaus, Michael Lechner and Anthony Strittmatter

Potential outcomes and finite-population inference for M-estimators pp. 162-176

Ruonan Xu

Model averaging estimation for high-dimensional covariance matrices with a network structure pp. 177-197

Rong Zhu, Xinyu Zhang, Yanyuan Ma and Guohua Zou

Volume 23, issue 3, 2020

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

Volume 23, issue 2, 2020

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

Volume 23, issue 1, 2020

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