Econometric Reviews

1997 - 2026

Current editor(s): Dr. Essie Maasoumi

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Volume 45, issue 9, 2026

A multiway cluster-robust test for stochastic dominance pp. 1249-1269

Yaqian Wu, Qingliang Fan and Yu-Chin Hsu

Verifying the existence of maximum likelihood estimates for generalized linear models pp. 1270-1305

Sergio Correia, Paulo Guimaraes and Tom Zylkin

Inference in unbalanced panel data models with interactive fixed effects pp. 1306-1337

Daniel Czarnowske and Amrei Stammann

Latent factor models with functional single-index loadings pp. 1338-1363

Jean-David Fermanian and Léonard Thélot

Threshold factor-augmented vector autoregressive models pp. 1364-1387

Gao Chen and Wen Xu

Addressing attrition in nonlinear dynamic panel data models with an application to health pp. 1388-1398

Alyssa Carlson and Anastasia Semykina

Volume 45, issue 8, 2026

Predictive extremile regression with persistent covariates: IVX-ER approach pp. 1046-1082

Daiqing Xi and Tianxiao Pang

Consistent nonparametric test for structural change in time series models via Cusum and Fourier transform pp. 1083-1114

Weiqiang Liu and Junfeng Li

Testing identifying assumptions in Tobit models pp. 1115-1142

Santiago Acerenza, Otavio Bartalotti and Federico Veneri

Dimension reduction and testing of functional inequalities conditional on estimated functions pp. 1143-1175

Andres Aradillas-Lopez

Difference-in-differences with as few as two cross-sectional units – A new perspective to the democracy – growth debate pp. 1176-1197

Gilles Boevi Koumou and Emmanuel Selorm Tsyawo

Factor multivariate stochastic volatility models of high dimension pp. 1198-1229

Benjamin Poignard and Manabu Asai

Identification by non-Gaussianity in structural smooth transition vector autoregressive models pp. 1230-1248

Savi Virolainen

Volume 45, issue 7, 2026

A practitioner’s guide to AI+ML in portfolio investing pp. 876-911

Mehmet Caner and Qingliang Fan

Detecting weak identification by bootstrap pp. 912-928

Zhaoguo Zhan

K-means panel data clustering in the presence of small groups pp. 929-975

Mikihito Nishi

Simulation-based multiple testing for many non-nested multivariate models pp. 976-995

Lynda Khalaf and Florian Richard

GCov-based portmanteau test pp. 996-1024

Joann Jasiak and Aryan Manafi Neyazi

Structural estimation of firm productivity with endogenous determinants pp. 1025-1045

Minjie Huang, Shunan Zhao and Man Jin

Volume 45, issue 6, 2026

Preface to the Practitioner’s Guide Series pp. 773-773

Yuya Sasaki

A practitioner’s guide to panel data quantile regression pp. 774-799

Antonio Galvao and Carlos Lamarche

Testing collusion and cooperation in binary choice games pp. 800-825

Erhao Xie

A regularization approach to optimizing large portfolios under asymmetries in returns and risk attitudes pp. 826-855

Mohamed Doukali, N’Golo Kone and Abderrahim Taamouti

Inference on nonparametric panel data models with fixed effects and censored dependent variables pp. 856-875

Jangsu Yoon

Volume 45, issue 5, 2026

Aggregation trees pp. 634-659

Riccardo Di Francesco

High-dimensional time-varying coefficient estimation in diffusion models pp. 660-680

Donggyu Kim, Minseog Oh and Minseok Shin

Partial identification of individual-level parameters using aggregate data in a nonparametric model pp. 681-702

Sarah Moon

Many covariate and cluster robust estimation and inference pp. 703-732

Stanislav Anatolyev and Cheuk Fai Ng

High-dimensional banded vector autoregressions subject to structural breaks pp. 733-759

Bo Ling and Yundong Tu

A simple reformulation of the common correlated effects model pp. 760-772

Nicholas Brown, Peter Schmidt and Jeffrey Wooldridge

Volume 45, issue 4, 2026

Nonparametric estimation of conditional densities by generalized random forests pp. 459-481

Federico Zincenko

Conical FDH estimators for testing returns to scale and making inference about changes in productivity pp. 482-517

Alois Kneip, Leopold Simar and Paul Wilson

A quantile-based nonadditive fixed effects model pp. 518-536

Xin Liu

Genuinely unbalanced spatial panel data models with fixed effects: M-estimation and inference with an application to FDI inflows pp. 537-563

Xiaoyu Meng and Zhenlin Yang

A simple method to account for measurement errors in revealed preference tests pp. 564-587

Per Hjertstrand

A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models pp. 588-610

Andrea Bucci

Shrinkage and noniterative estimation for moving average models with structural breaks pp. 611-633

Bo Ling and Yundong Tu

Volume 45, issue 3, 2026

Double/debiased machine learning for semiparametric synthetic difference-in-differences models pp. 303-319

Zihan Zhang, Lianyan Fu and Dehui Wang

Semiparametric estimation of sample selection model with Box-Cox transformation pp. 320-330

Xinglei Deng and Junjian Zhang

Modeling asymmetric tail dependence in a non-Gaussian framework pp. 331-359

Sulkhan Chavleishvili

Multivariate distribution regression pp. 360-380

Jonas Meier

Attenuation bias vs selection bias: a multi-outcome three-stage model pp. 381-405

Andrés Ramírez–Hassan and Tatiana Caly-Amador

Copula-based expectile regression: estimation and inference pp. 406-427

Mohamed Doukali, Taoufik Bouezmarni and Karim Oualkacha

Nuisance parameters, modified profile likelihood and Jacobian prior pp. 428-458

Guangjie Li and Roberto Leon-Gonzalez

Volume 45, issue 2, 2026

Correction pp. i-i

The Editors

Dynamic spatial panel data models with interactive fixed effects: M-estimation and inference under fixed or relatively small T pp. 112-147

Liyao Li, Ke Miao and Zhenlin Yang

Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models pp. 148-178

Xin Miao, Fang Fang, Xuening Zhu and Hansheng Wang

Testing the impacts on inefficiency in a semiparametric stochastic frontier model pp. 179-205

Jen-Che Liao, Xiaojun Song and Hung-Jen Wang

A panel quantile model via correlated random effects approach for testing pecking order theory pp. 206-232

Zongwu Cai, Meng Shi, Wuqing Wu and Yue Zhao

Modeling and backtesting systemic risk measures: the case of CoES pp. 233-258

Liheng Lei, Xuhui Wang, Zaichao Du and Xin Zhou

Testing for average treatment effects in choice-based samples pp. 259-282

Kentaro Akashi and Tetsushi Horie

Almost dominance: inference and application pp. 283-302

Xiaojun Song and Zhenting Sun

Volume 45, issue 1, 2026

Fellows and scholars of Econometric Reviews, 2025 pp. i-i

Yuya Sasaki

Awards, 2025 pp. 1-1

The Editors

Regression adjustment for estimating distributional treatment effects in randomized controlled trials pp. 2-17

Tatsushi Oka, Shota Yasui, Yuta Hayakawa and Undral Byambadalai

On structurally grouped approximate factor models pp. 18-49

Yundong Tu and Baiqing Wang

Copula joint estimation for spatial dynamic panel data models with endogeneity issues pp. 50-77

Yanli Lin and Yichun Song

Robust determination for the number of factors in constrained approximate factor models pp. 78-92

Rubing Liang, Yitian Liu, Pengyue Sun and Qiang Xia

A projection-based approach for interactive fixed effects panel data models pp. 93-110

Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberón and Weining Wang

Correction pp. 111-111

The Editors