EconPapers    
Economics at your fingertips  
 

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.

Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


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
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators pp. 1-10 Downloads
Bo E. Honoré and Luojia Hu
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
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
Page updated 2019-09-21