Econometric Reviews

1997 - 2025

Current editor(s): Dr. Essie Maasoumi

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Volume 44, issue 9, 2025

Short panel data quantile regression model with flexible correlated effects pp. 1257-1274

Doosoo Kim

Time series quantile regression kink with an unknown threshold pp. 1275-1320

Feipeng Zhang, Rui Xie and Zhijie Xiao

Identification of network effects with spatially endogenous covariates: theory, simulations, and an empirical application pp. 1321-1360

Santiago Pereda-Fernández and Paolo Zacchia

Nonlinear cointegrating regressions with nonstationary nonlinear heteroskedasticity pp. 1361-1390

Zheng Li and Yundong Tu

Nonparametric bootstrap confidence sets for the quantile ratio pp. 1391-1410

Abdallah Zalghout

Estimation bias in the Ornstein-Uhlenbeck process with flow data pp. 1411-1435

Milena Hoyos

Identification of continuous-time linear filters when only discrete-time data is available pp. 1436-1461

Giuseppe Buccheri

Volume 44, issue 8, 2025

High-dimensional mixed data sampling models with a covariate-dependent threshold pp. 1079-1119

Lixiong Yang, Luyao Ren and Yihang Ye

Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models pp. 1120-1143

Shiyuan Chen, Xiaojun Song and Jihai Yu

Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach pp. 1144-1165

Xiaohui Liu, Yuzi Liu, Wei Long and Peiwen Xiao

Quantile means and quantile share standard errors and a toolbox of distributional statistics pp. 1166-1185

Charles M. Beach and Russell Davidson

Towards a raw-data dynamic structural model with its descriptive applications pp. 1186-1208

Lukáš Malec

Estimating heterogeneous effects in static binary response panel data models pp. 1209-1233

Anastasia Semykina

Goodness of fit tests in spatial autoregressive stochastic frontier models pp. 1234-1256

Ming-Yu Deng, Yue Fu, Levent Kutlu and Mingxi Wang

Volume 44, issue 7, 2025

An efficient residual-adjusted two-step estimator for a SARAR model pp. 886-914

Lung-Fei Lee, Yanli Lin and Yang Yang

Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects pp. 915-938

Lina Zhang, David T. Frazier, Donald Poskitt and Xueyan Zhao

Spectral estimation for mixed causal-noncausal autoregressive models pp. 939-962

Alain Hecq and Daniel Velásquez-Gaviria

A note on kernel density estimation for undirected dyadic data pp. 963-966

Arkadiusz Szydłowski

Formalizing multiresolution statistical causality tests: A comprehensive review and empirical analysis pp. 967-991

Foued Saâdaoui

Test for serial correlation in panel data models with interactive fixed effects pp. 992-1036

Yiqiu Cao and Liangjun Su

Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon pp. 1037-1078

Yifan He, Abootaleb Shirvani, Barret Shao, Svetlozar Rachev and Frank Fabozzi

Volume 44, issue 6, 2025

Minimum wage and employment in the U.S.: an application of Bayesian quantile kink regression pp. 673-695

Marc Chan and Akbar Zamanzadeh

The application of multiple-output quantile regression to the US financial cycle pp. 696-714

Michal Franta

Bootstrap unit root inference for linear processes of possibly heavy-tailed GARCH-type noises pp. 715-744

Rongmao Zhang, Chor-yiu Sin and Shiqing Ling

State-dependent local projections– the dynamic effects of regime transitions pp. 745-769

Hsin-Yi Lin, Yu-Hsiang Hsiao and Yu-Min Yen

Non-parametric identification and estimation of partial effects with endogeneity and selection pp. 770-801

Zequn Jin, Min Xu and Yahong Zhou

Testing for stationary or persistent coefficient randomness in predictive regressions pp. 802-842

Mikihito Nishi

Semiparametric single-index estimation for average treatment effects pp. 843-885

Difang Huang, Jiti Gao and Tatsushi Oka

Volume 44, issue 5, 2025

Heavy tail robust estimation and inference for average treatment effects pp. 544-586

Saraswata Chaudhuri and Jonathan B. Hill

Inference in the presence of unknown rates pp. 587-597

Hao Dong, Taisuke Otsu and Luke Taylor

Directional predictability tests pp. 598-629

Weifeng Jin and Carlos Velasco

Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation pp. 630-648

Ruofan Xu, Jiti Gao, Tatsushi Oka and Yoon–Jae Whang

Generalized spatial matrix specifications pp. 649-672

Samantha Leorato and Andrea Martinelli

Volume 44, issue 4, 2025

Robust inference on income inequality: t-statistic based approach pp. 384-415

Rustam Ibragimov, Paul Kattuman and Anton Skrobotov

Ordered correlation forest pp. 416-432

Riccardo Di Francesco

Estimating production functions using costs when outputs are restricted pp. 433-461

Emir Malikov, Shunan Zhao, Subal C. Kumbhakar and David Bernstein

Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model pp. 462-511

Jieun Lee

Testing for nonlinear cointegration under heteroskedasticity pp. 512-543

Christoph Hanck and Till Massing

Volume 44, issue 3, 2025

Nonseparable panel models with index structure and correlated random effects pp. 246-274

Pavel Čížek and Serhan Sadikoğlu

Assessing volatility persistence in fractional Heston models with self-exciting jumps pp. 275-311

Gilles de Truchis, Bernard Desgraupes and Elena-Ivona Dumitrescu

Asymptotic inference for a sign-double autoregressive (SDAR) model of order one pp. 312-334

Emma Iglesias

Uniform inference in linear error-in-variables models: Divide-and-conquer pp. 335-355

Tom Boot and Artūras Juodis

The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg pp. 356-383

Michela Bia, German Blanco and Marie Valentova

Volume 44, issue 2, 2025

Bounded tilting estimation pp. 127-140

Susanne Schennach and Oscar Wahlstrom

Indian Buffet process factor model for counterfactual analysis pp. 141-162

Stanley Iat-Meng Ko

Frequency domain local bootstrap in short and long memory time series pp. 163-191

Josu Arteche

Regularized maximum likelihood estimation for the random coefficients model pp. 192-213

Fabian Dunker, Emil Mendoza and Marco Reale

Using generalized estimating equations to estimate nonlinear models with spatial data pp. 214-242

Weining Wang, Jeffrey Wooldridge, Mengshan Xu, Cuicui Lu and Chaowen Zheng

List of reviewers for Econometric Reviews, volume 43 pp. 243-244

The Editors

Fellows and scholars of Econometric Reviews, 2024 pp. 245-245

Yuya Sasaki

Volume 44, issue 1, 2024

Best Paper Award: Econometric Reviews, 2024 pp. 1-1

Yuya Sasaki

Using machine learning for efficient flexible regression adjustment in economic experiments pp. 2-40

John List, Ian Muir and Gregory Sun

Boosting the HP filter for trending time series with long-range dependence pp. 41-79

Eva Biswas, Farzad Sabzikar and Peter Phillips

Bootstrap inference on a factor model based average treatment effects estimator pp. 80-89

Luya Wang, Jeffrey Racine and Qiaoyu Wang

Empirical Monte Carlo evidence on estimation of timing-of-events models pp. 90-118

Stefano Lombardi, Gerard J. van den Berg and Johan Vikström

ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024) pp. 119-126

Badi Baltagi