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Econometrics Journal

2011 - 2018

Continuation of Econometrics Journal. Continued by Econometrics Journal.

Current editor(s): Jaap Abbring, Victor Chernozhukov, Michael Jansson and Dennis Kristensen

From Royal Economic Society
Contact information at EDIRC.

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Volume 21, issue 10, 2018

Estimation of graphical models using the L1,2 norm pp. 247-263 Downloads
Khai Xiang Chiong and Hyungsik Roger Moon
CCE in panels with general unknown factors pp. 264-276 Downloads
Joakim Westerlund
Robust tests for deterministic seasonality and seasonal mean shifts pp. 277-297 Downloads
S. Astill and Robert Taylor
Non‐parametric Bayesian inference of strategies in repeated games pp. 298-315 Downloads
Max Kleiman‐Weiner, Joshua B. Tenenbaum and Penghui Zhou
Beyond plausibly exogenous pp. 316-331 Downloads
Hans van Kippersluis and Cornelius A. Rietveld
Identification of treatment effects with selective participation in a randomized trial pp. 332-353 Downloads
Brendan Kline and Elie Tamer

Volume 21, issue 06, 2018

Adaptive wild bootstrap tests for a unit root with non‐stationary volatility pp. 87-113 Downloads
H. Peter Boswijk and Yang Zu
The wild bootstrap for few (treated) clusters pp. 114-135 Downloads
James MacKinnon and Matthew Webb
Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics pp. 136-169 Downloads
Matt Goldman and David Kaplan
Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production pp. 170-191 Downloads
Cinzia Daraio, Leopold Simar and Paul Wilson
Testing for changing volatility pp. 192-217 Downloads
Jilin Wu and Zhijie Xiao
Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors pp. 218-246 Downloads
Beili Mu and Zhengyu Zhang

Volume 21, issue 02, 2018

Royal Economic Society Annual Conference 2016 Special Issue on Model Selection and Inference pp. Ci-Cii Downloads
Richard J. Smith
Double/debiased machine learning for treatment and structural parameters pp. C1-C68 Downloads
Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey and James Robins
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators pp. 1-10 Downloads
Bo E. Honoré and Luojia Hu
Oracle and adaptive false discovery rate controlling methods for one‐sided testing: theory and application in treatment effect evaluation pp. 11-35 Downloads
Jiaying Gu and Shu Shen
A simple and robust estimator for linear regression models with strictly exogenous instruments pp. 36-54 Downloads
Juan Carlos Escanciano
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods pp. 55-85 Downloads
Yingyao Hu and Ji‐Liang Shiu

Volume 20, issue 10, 2017

Multiple fixed effects in binary response panel data models pp. S1-S13 Downloads
Karyne B. Charbonneau
My friend far, far away: a random field approach to exponential random graph models pp. S14-S46 Downloads
Vincent Boucher and Ismael Mourifié
Identification of peer effects through social networks using variance restrictions pp. S47-S60 Downloads
Christiern Rose
Sparse estimation of huge networks with a block‐wise structure pp. S61-S85 Downloads
Francesco Moscone, Elisa Tosetti and Veronica Vinciotti
Estimation of social‐influence‐dependent peer pressure in a large network game pp. S86-S102 Downloads
Zhongjian Lin and Haiqing Xu
Peer effects in bedtime decisions among adolescents: a social network model with sampled data pp. S103-S125 Downloads
Xiaodong Liu, Eleonora Patacchini and Edoardo Rainone
Trading networks pp. S126-S149 Downloads
Lada Adamic, Celso Brunetti, Jeffrey Harris and Andrei Kirilenko
Special Issue on Econometrics of Networks: Editorial pp. Si-Sii Downloads
Jaap H. Abbring and Aureo de Paula

Volume 20, issue 06, 2017

Royal Economic Society Annual Conference 2015 Special Issue on Econometrics of Matching pp. Ci-Cii Downloads
Richard J. Smith
A survey of some recent applications of optimal transport methods to econometrics pp. C1-C11 Downloads
Alfred Galichon
Semi‐linear mode regression pp. 149-167 Downloads
Jerome M. Krief
Indirect inference in spatial autoregression pp. 168-189 Downloads
Maria Kyriacou, Peter Phillips and Francesca Rossi
A sequential test for the specification of predictive densities pp. 190-220 Downloads
Juan Lin and Ximing Wu
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors pp. 221-258 Downloads
Arie Preminger and Giuseppe Storti
A note on sufficiency in binary panel models pp. 259-269 Downloads
Koen Jochmans and Thierry Magnac

Volume 20, issue 02, 2017

Consistent tests for conditional treatment effects pp. 1-22 Downloads
Yu-Chin Hsu
Testing for changes in (extreme) VaR pp. 23-51 Downloads
Yannick Hoga
Model‐selection tests for conditional moment restriction models pp. 52-85 Downloads
Yu-Chin Hsu and Xiaoxia Shi
Change point tests in functional factor models with application to yield curves pp. 86-117 Downloads
Patrick Bardsley, Lajos Horvath, Piotr Kokoszka and Gabriel Young
Nonparametric regression with nearly integrated regressors under long‐run dependence pp. 118-138 Downloads
Zongwu Cai, Bingyi Jing, Xinbing Kong and Zhi Liu
Second‐order refinement of empirical likelihood ratio tests of nonlinear restrictions pp. 139-148 Downloads
Jun Ma

Volume 19, issue 10, 2016

Royal Economic Society Annual Conference 2013Special Issue on Econometrics of Heterogeneity pp. Ciii-Civ Downloads
Richard J. Smith
A Review of Economic Forecasting pp. B1-B3 Downloads
Barbara Rossi
Nonlinear panel data estimation via quantile regressions pp. C61-C94 Downloads
Manuel Arellano and Stéphane Bonhomme
Using mixtures in econometric models: a brief review and some new results pp. C95-C127 Downloads
Giovanni Compiani and Yuichi Kitamura
Testing for error cross‐sectional independence using pairwise augmented regressions pp. 237-260 Downloads
Guangyu Mao
Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small pp. 261-290 Downloads
Xi Qu, Xiaoliang Wang and Lung-Fei Lee

Volume 19, issue 06, 2016

Estimating a nonparametric triangular model with binary endogenous regressors pp. 113-149 Downloads
Sung Jae Jun, Joris Pinkse and Haiqing Xu
Finite mixture models with one exclusion restriction pp. 150-165 Downloads
Christopher P. Adams
Lagrange multiplier type tests for slope homogeneity in panel data models pp. 166-202 Downloads
Jörg Breitung, Christoph Roling and Nazarii Salish
Model averaging in predictive regressions pp. 203-231 Downloads
Chu-An Liu and Biing‐Shen Kuo
On ill‐posedness of nonparametric instrumental variable regression with convexity constraints pp. 232-236 Downloads
Olivier Scaillet

Volume 19, issue 02, 2016

Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models pp. Ci-Cii Downloads
Andrew Patton and Richard J. Smith
An overview of the estimation of large covariance and precision matrices pp. C1-C32 Downloads
Jianqing Fan, Yuan Liao and Han Liu
Validity of Edgeworth expansions for realized volatility estimators pp. 1-32 Downloads
Ulrich Hounyo and Bezirgen Veliyev
Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators pp. 33-54 Downloads
Lorenzo Camponovo
Generalized dynamic factor models and volatilities: recovering the market volatility shocks pp. C33-C60 Downloads
Matteo Barigozzi and Marc Hallin
Nonparametric bootstrap tests for independence of generalized errors pp. 55-83 Downloads
Zaichao Du
Residuals‐based tests for cointegration with generalized least‐squares detrended data pp. 84-111 Downloads
Pierre Perron and Gabriel Rodríguez
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