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 22, issue 3, 2019

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 Čížek

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

Volume 22, issue 2, 2019

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 Baruník 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

Volume 22, issue 1, 2019

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

High†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

Artūras Juodis and Joakim Westerlund

Testing for moderate explosiveness pp. 73-95

Gangzheng Guo, Yixiao Sun and Shaoping Wang