Advances in Econometrics

Current editor(s): Juan Carlos Escanciano, Thomas B. Fomby, R. Carter Hill, Eric Hillebrand, David Jacho-Chavez, Ivan Jeliazkov, Daniel Millimet, Alicia Rambaldi and Rodney Strachan

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Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete , pp 281-315

Brigham R. Frandsen

Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach , pp 283-316

Maximo Camacho, Danilo Leiva-Leon and Gabriel Perez-Quiros

Survey Evidence on Black Market Liquor in Colombia , pp 287-314

Gustavo Canavire-Bacarreza, Alexander L. Lundberg and Alejandra Montoya-Agudelo

Econometrics of Scoring Auctions , pp 287-322

Jean-Jacques Laffont, Isabelle Perrigne, Michel Simioni and Quang Vuong

Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect , pp 289-311

Jingping Gu, Juan Lin and Dandan Liu

Matching estimation of dynamic treatment models: Some practical issues , pp 289-333

Michael Lechner

The Student's t , pp 289-319

Maria S. Heracleous and Aris Spanos

The Collective Marriage Matching Model: Identification, Estimation, and Testing , pp 291-336

Eugene Choo and Shannon Seitz

An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies , pp 291-322

Alessandro Rebucci, Jonathan S. Hartley and Daniel Jiménez

Approximation Properties of Laplace-Type Estimators , pp 291-318

Anna Kormilitsina and Denis Nekipelov

Nonparametric estimation of multivariate CDF with categorical and continuous data , pp 291-318

Gaosheng Ju, Rui Li and Zhongwen Liang

A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data , pp 291-317

Namhyun Kim, Patrick Wongsa-art and Ian Bateman

New Evidence on the Effect of Compulsory Schooling Laws☆ , pp 293-318

Theodore Figinski, Alicia Lloro and Phillip Li

Estimating Spillover Effects with Bilateral Outcomes , pp 293-314

Edoardo Rainone

A LEARNING RULE FOR INFERRING LOCAL DISTRIBUTIONS OVER SPACE AND TIME , pp 295-331

Stephen M. Stohs and Jeffrey T. LaFrance

Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* , pp 295-318

Nikolay Gospodinov, Alex Maynard and Elena Pesavento

A MODERN TIME SERIES ASSESSMENT OF “A STATISTICAL MODEL FOR SUNSPOT ACTIVITY” BY C. W. J. GRANGER (1957) , pp 297-314

Gawon Yoon

Local Marginal Analysis of Spatial Data: A Gaussian Process Regression Approach with Bayesian Model and Kernel Averaging , pp 297-342

Jacob Dearmon and Tony E. Smith

Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error , pp 299-322

Saleem Shaik and Ashok K. Mishra

Sectoral Effects of Aggregate Shocks , pp 299-357

Nathan Balke

Demand Estimation with High-Dimensional Product Characteristics , pp 301-323

Benjamin J. Gillen, Matthew Shum and Hyungsik Moon

A CUSUM Test for Common Trends in Large Heterogeneous Panels , pp 303-345

Javier Hidalgo and Jungyoon Lee

FORECASTING THE PRODUCTION BENEFITS AND INCIDENCE OF A PUBLIC PROGRAM , pp 303-317

Daniel Osgood, Daniel Cohen, Doug Parker and David Zilberman

Using Panel Data to Examine Racial and Gender Differences in Debt Burdens , pp 305-325

Michael D.S. Morris

Robust Dynamic Panel Data Models Usingε-Contamination , pp 307-336

Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix

Improving Predictions of Technical Inefficiency , pp 309-328

Christine Amsler, Robert James, Artem Prokhorov and Peter Schmidt

Bayesian two-stage regression with parametric heteroscedasticity , pp 309-328

Arto Luoma and Jani Luoto

A Missing Variable Imputation Methodology with an Empirical Application , pp 313-337

Gayaneh Kyureghian, Oral Capps and Rodolfo Nayga

The Wage Premium of Naturalized Citizenship , pp 315-348

Esfandiar Maasoumi and Yifeng Zhu

Personal Comments on Yoon's Discussion of My 1957 Paper , pp 315-316

Clive Granger

Interconnectedness through the Lens of Consumer Credit Markets , pp 315-333

Anson Ho

Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach , pp 317-360

Martin Belvisi, Riccardo Pianeti and Giovanni Urga

A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series , pp 317-352

Zhengjun Zhang

Testing Stability of Regression Discontinuity Models , pp 317-339

Giovanni Cerulli, Yingying Dong, Arthur Lewbel and Alexander Poulsen

Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007) , pp 319-385

Denis Tkachenko and Zhongjun Qu

Some Extensions of AsymptoticFandtTheory in Nonstationary Regressions , pp 319-347

Yixiao Sun

Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change? , pp 319-350

J. Miller

Higher order bias reduction of kernel density and density derivative estimation at boundary points , pp 319-331

Peter Bearse and Paul Rilstone

ANOTHER PERSPECTIVE ON RECENT CHANGES IN THE U.S. INCOME DISTRIBUTION , pp 319-340

Hang K. Ryu and Daniel Slottje

ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts , pp 321-363

Kajal Lahiri and Fushang Liu

Bayesian Estimation of Linear Sum Assignment Problems , pp 323-339

Yu-Wei Hsieh and Matthew Shum

Modeling and forecasting volatility in a bayesian approach , pp 323-356

Esmail Amiri

Government Debt, Deficits and Interest Rates 1870–2016 , pp 323-340

Ronald Smith

Copula Analysis of Correlated Counts , pp 325-348

Esther Hee Lee

Sovereign Bond Spread Drivers in the EU Market in the Aftermath of the Global Financial Crisis , pp 327-352

Iuliana Matei and Angela Cheptea

Nonparametric Vector Autoregressions: Specification, Estimation, and Inference , pp 327-359

Ivan Jeliazkov

A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data , pp 329-370

Taining Wang and Daniel Henderson

Bayesian near-boundary analysis in basic macroeconomic time-series models , pp 331-402

Michiel De Pooter, Francesco Ravazzolo, Rene Segers and Herman van Dijk

FRM Financial Risk Meter , pp 335-368

Andrija Mihoci, Michael Althof, Cathy Yi-Hsuan Chen and Wolfgang Karl Härdle

Nonparametric and semiparametric methods in R , pp 335-375

Jeffrey Racine