Advanced Studies in Theoretical and Applied Econometrics

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Motivations: Chaohua Dong and Jiti Gao
An Introduction to the Econometrics of Program Evaluation: Giovanni Cerulli
Introduction: Subal C. Kumbhakar, Robin Sickles and Hung-Jen Wang
Analysis of Business Surveys: The Mannheim Years: Klaus Zimmermann
Correction to: Dynamic Heterogeneous Linear Models for Three-level Panel Data with Short Time Dimension and Stratification: Monika Avila Márquez and Jaya Krishnakumar
Introduction: Eric Hillebrand and William Griffiths
Linear Econometric Models with Machine Learning: Felix Chan and Laszlo Matyas
Fixed Effects Models: László Balázsi, Laszlo Matyas and Tom Wansbeek
Teaching Applied Econometrics: William Greene
Robust dynamic space–time panel data models using ε $$ \varepsilon $$ -contamination: an application to crop yields and climate change: Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix
Conditional Expectations: Chaohua Dong and Jiti Gao
Still the ‘Dismal Science’ Two Centuries after and the Environment Malthus? Marc Nerlove’s Research on Population and the Environment: John Rust
Reflections on the Teaching of Bayesian Econometrics: Gary Koop
When and How Much Do Fixed Effects Matter?: Felix Chan, Laszlo Matyas and Agoston Reguly
Nonlinear Econometric Models with Machine Learning: Felix Chan, Mark Harris, Ranjodh B. Singh and Wei (Ben) Ern Yeo
Regressions and Series Estimation: Chaohua Dong and Jiti Gao
Unbiased estimation of the OLS covariance matrix when the errors are clustered: Tom Boot, Gianmaria Niccodemi and Tom Wansbeek
Methods Based on Selection on Observables: Giovanni Cerulli
Teaching Financial Econometrics to Students Converting to Finance: Stan Hurn, Vance Martin, Peter Phillips and Jun Yu
Random Effects Models: László Balázsi, Badi Baltagi, Laszlo Matyas and Daria Pus
Refined GMM estimators for simultaneous equations models with network interactions: Peter Egger and Ingmar R. Prucha
Density Estimation and Its Applications: Chaohua Dong and Jiti Gao
Re-estimating Supply Elasticities of Selected Agricultural Commodities: Felix Chan, Elizabeth L. Jackson, Richard Dwumfour and Laszlo Matyas
Identification and estimation of categorical random coefficient models: Zhan Gao and Mohammad Pesaran
The Use of Machine Learning in Treatment Effect Estimation: Robert Lieli, Yu-Chin Hsu and Agoston Reguly
Teaching Panel Data Econometrics: Badi Baltagi
Estimation of Sparse Variance-Covariance Matrix: Felix Chan and Ramzi Chariag
Partially Linear Single-Index Regression Models: Chaohua Dong and Jiti Gao
The Harm That Good Teachers Do and Other Stories: Jan R. Magnus
Discrete Games: A Historical Perspective: Paul A. Bjorn, Isabelle Perrigne and Quang Vuong
Forecasting with Machine Learning Methods: Marcelo Medeiros
Teaching Reproducibility and Replicability While Teaching Econometrics in the Classroom: Anson Ho, Kim Huynh, David T. Jacho-Chávez, Katie Leinenbach and Carson H. Rea
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction: Chirok Han and Hyoungjong Kim
Learning Basic Bayesian Econometrics Using EViews: William Griffiths
Models with Endogenous Regressors: László Balázsi, Maurice J. G. Bun, Felix Chan and Mark Harris
Measuring ‘Income’ Inequality and Distribution of Outcomes: Esfandiar Maasoumi and Yisroel Cahn
Additive Nonparametric Models: Chaohua Dong and Jiti Gao
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects: George Kapetanios, Laura Serlenga and Yongcheol Shin
Causal Estimation of Treatment Effects From Observational Health Care Data Using Machine Learning Methods: William Crown
Methods Based on Selection on Unobservables: Giovanni Cerulli
A Software for Teaching Multivariate Time Series Analysis: Helmut Lütkepohl
Dynamic Models and Reciprocity: Maurice J. G. Bun, Felix Chan, Mark Harris and Wei Ern Ben Yeo
Semiparametric Moment Restriction Models: Chaohua Dong and Jiti Gao
Econometrics of Networks with Machine Learning: Oliver Kiss and Gyorgy Ruzicska
Explaining Ridge Regression and LASSO: Katherine Hauck and Tiemen Woutersen
The Wizard of OZ (Opportunity Zones): Spatial Spillovers in Place-Based Programs: Dibya Deepta Mishra, Robin Sickles and Yanfei Sun
Random Coefficients Models: Monika Avila Marquez, Jaya Krishnakumar and László Balázsi
Nonparametric Identification: Katherine Hauck and Tiemen Woutersen
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices: Hongjun Li, Zheng Li and Cheng Hsiao
Teaching Econometrics Students How to Model Bivariate Time Series Using Monte Carlo Data for the Purpose of Validating Leading Indicators: Thomas B. Fomby