Journal of Econometrics
1973 - 2024
Current editor(s): T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson From Elsevier
Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 245, issue 1, 2024
- Why are replication rates so low?
- Patrick Vu
- On the spectral density of fractional Ornstein–Uhlenbeck processes
- Shuping Shi, Jun Yu and Chen Zhang
- Inference in cluster randomized trials with matched pairs
- Yuehao Bai, Jizhou Liu, Azeem M. Shaikh and Max Tabord-Meehan
- Inference in predictive quantile regressions
- Alex Maynard, Katsumi Shimotsu and Nina Kuriyama
- Testing for strong exogeneity in Proxy-VARs
- Martin Bruns and Sascha A. Keweloh
- Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application
- Han Hong, Gaosheng Ju, Qi Li and Karen X. Yan
- Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing
- William A. Brock and J. Isaac Miller
Volume 244, issue 2, 2024
- Target PCA: Transfer learning large dimensional panel data
- Junting Duan, Markus Pelger and Ruoxuan Xiong
- State-dependent local projections
- Sílvia Gonçalves, Ana María Herrera, Lutz Kilian and Elena Pesavento
- Local projections vs. VARs: Lessons from thousands of DGPs
- Dake Li, Mikkel Plagborg-Møller and Christian K. Wolf
- Local projections in unstable environments
- Atsushi Inoue, Barbara Rossi and Yiru Wang
- Reprint of: Robust inference on correlation under general heterogeneity
- Liudas Giraitis, Yufei Li and Peter C.B. Phillips
- Reprint of: The likelihood ratio test for structural changes in factor models
- Jushan Bai, Jiangtao Duan and Xu Han
- Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk
- Valentina Corradi, Jack Fosten and Daniel Gutknecht
- Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
- Paolo Gorgi, Siem Jan Koopman and Julia Schaumburg
- Functional quantile autoregression
- Chaohua Dong, Rong Chen, Zhijie Xiao and Weiyi Liu
- Some fixed-b results for regressions with high frequency data over long spans
- Taeyoon Hwang and Timothy J. Vogelsang
- Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
- Tomohiro Ando, Jushan Bai, Lina Lu and Cindy M. Vojtech
- Specification tests for non-Gaussian structural vector autoregressions
- Dante Amengual, Gabriele Fiorentini and Enrique Sentana
- Introduction to the Themed Issue: Macroeconometrics
- Zhongjun Qu
- Estimation of continuous-time linear DSGE models from discrete-time measurements
- Bent Jesper Christensen, Luca Neri and Juan Carlos Parra-Alvarez
Volume 244, issue 1, 2024
- Tuning-parameter-free propensity score matching approach for causal inference under shape restriction
- Yukun Liu and Jing Qin
- Fixed-b asymptotics for panel models with two-way clustering
- Kaicheng Chen and Timothy J. Vogelsang
- An unbounded intensity model for point processes
- Kim Christensen and Aleksey Kolokolov
- Threshold spatial autoregressive model
- Kunpeng Li and Wei Lin
- Measuring diagnostic test performance using imperfect reference tests: A partial identification approach
- Filip Obradović
- Latent utility and permutation invariance: A revealed preference approach
- Roy Allen and John Rehbeck
- Testing for sparse idiosyncratic components in factor-augmented regression models
- Jad Beyhum and Jonas Striaukas
- A method of moments approach to asymptotically unbiased Synthetic Controls
- Joseph Fry
- Empirical risk minimization for time series: Nonparametric performance bounds for prediction
- Christian Brownlees and Jordi Llorens-Terrazas
- Large Bayesian SVARs with linear restrictions
- Chenghan Hou
- High-dimensional model-assisted inference for treatment effects with multi-valued treatments
- Wenfu Xu and Zhiqiang Tan
- GMM estimation for high-dimensional panel data models
- Tingting Cheng, Chaohua Dong, Jiti Gao and Oliver Linton
- Identification in discrete choice models with imperfect information
- Cristina Gualdani and Shruti Sinha
- Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization
- Phillip Heiler
- Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach
- Julian Martinez-Iriarte and Yixiao Sun
- A gentle introduction to matrix calculus
- Jan R. Magnus
- Estimating option pricing models using a characteristic function-based linear state space representation
- H. Peter Boswijk, Roger Laeven and Evgenii Vladimirov
- On uniform confidence intervals for the tail index and the extreme quantile
- Yuya Sasaki and Yulong Wang
Volume 243, issue 1, 2024
- Earnings dynamics and intergenerational transmission of skill
- Lance Lochner and Youngmin Park
- Some children left behind: Variation in the effects of an educational intervention
- Julie Buhl-Wiggers, Jason Kerwin, Juan Munoz-Morales, Jeffrey Smith and Rebecca Thornton
- You are what your parents expect: Height and local reference points
- Fan Wang, Esteban Puentes, Jere R. Behrman and Flávio Cunha
- Gender pension gaps in a private retirement accounts system: A dynamic model of household labor supply and savings
- Clement Joubert and Petra Todd
- Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification
- Bo E. Honoré and Luojia Hu
- Eliciting willingness-to-pay to decompose beliefs and preferences that determine selection into competition in lab experiments
- Yvonne Jie Chen, Deniz Dutz, Li Li, Sarah Moon, Edward Vytlacil and Songfa Zhong
- Robust inference for moment condition models without rational expectations
- Xiaohong Chen, Lars Hansen and Peter G. Hansen
- Dealing with imperfect randomization: Inference for the highscope perry preschool program
- James Heckman, Rodrigo Pinto and Azeem Shaikh
- Policy evaluation with multiple instrumental variables
- Magne Mogstad, Alexander Torgovitsky and Christopher Walters
- Econometric causality: The central role of thought experiments
- James Heckman and Rodrigo Pinto
- Human capital and migration: A cautionary tale
- Salvador Navarro and Jin Zhou
- Introduction to the annals issue in honor of James J Heckman
- Xiaohong Chen and Edward Vytlacil
- Reprint of: Profiling the plight of disconnected youth in America
- Thomas MaCurdy, David Glick, Sonam Sherpa and Sriniketh Nagavarapu
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