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Content
2024, Volume 238, Issue 1
- S0304407623002671 Binary choice with misclassification and social interactions, with an application to peer effects in attitude
by Lin, Zhongjian & Hu, Yingyao
- S0304407623002683 Detecting identification failure in moment condition models
by Forneron, Jean-Jacques
- S0304407623002695 Inference in models with partially identified control functions
by Aradillas-Lopez, Andres
- S0304407623002713 Causal inference of general treatment effects using neural networks with a diverging number of confounders
by Chen, Xiaohong & Liu, Ying & Ma, Shujie & Zhang, Zheng
- S0304407623002725 Bounding program benefits when participation is misreported
by Tommasi, Denni & Zhang, Lina
- S0304407623002750 Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
by Feng, Xingdong & Li, Wenyu & Zhu, Qianqian
- S0304407623002762 Nonparametric Gini-Frisch bounds
by Chalak, Karim
- S0304407623002798 Identification of multi-valued treatment effects with unobserved heterogeneity
by Fusejima, Koki
- S0304407623002816 Population interference in panel experiments
by Han, Kevin & Basse, Guillaume & Bojinov, Iavor
- S0304407623002841 Tuning parameter-free nonparametric density estimation from tabulated summary data
by Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong
- S0304407623002907 Asset pricing with neural networks: Significance tests
by Fallahgoul, Hasan & Franstianto, Vincentius & Lin, Xin
- S0304407623002919 Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
by Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan
- S0304407623002932 Semi-parametric single-index predictive regression models with cointegrated regressors
by Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein
- S0304407623002944 Rank-based max-sum tests for mutual independence of high-dimensional random vectors
by Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan
- S0304407623002956 Matching points: Supplementing instruments with covariates in triangular models
by Feng, Junlong
- S0304407623002968 Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions
by Janys, Lena & Siflinger, Bettina
- S030440762300283X Endogeneity in weakly separable models without monotonicity
by Chen, Songnian & Khan, Shakeeb & Tang, Xun
2023, Volume 237, Issue 2
- S0304407620303924 Volatility measurement with pockets of extreme return persistence
by Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo
- S0304407621002141 Dynamic conditional eigenvalue GARCH
by Hetland, Simon & Pedersen, Rasmus Søndergaard & Rahbek, Anders
- S0304407621002153 A dynamic conditional score model for the log correlation matrix
by Hafner, Christian M. & Wang, Linqi
- S0304407621002165 Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects
by Gorgi, P. & Koopman, S.J.
- S0304407621002256 Comparing forecasting performance in cross-sections
by Qu, Ritong & Timmermann, Allan & Zhu, Yinchu
- S0304407621002657 Evaluating forecast performance with state dependence
by Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik
- S0304407621002724 CRPS learning
by Berrisch, Jonathan & Ziel, Florian
- S0304407622000586 Extensions to IVX methods of inference for return predictability
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407622000689 Dynamic clustering of multivariate panel data
by Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd
- S0304407622001282 Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
by Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas
- S0304407622001294 Transformed regression-based long-horizon predictability tests
by Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407622001464 On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates
by Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan
- S0304407622002044 Semiparametric modeling of multiple quantiles
by Catania, Leopoldo & Luati, Alessandra
- S0304407622002093 A flexible predictive density combination for large financial data sets in regular and crisis periods
by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K.
- S0304407622002111 Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
by Fan, Rui & Lee, Ji Hyung & Shin, Youngki
- S0304407622002123 Uniform predictive inference for factor models with instrumental and idiosyncratic betas
by Cheng, Mingmian & Liao, Yuan & Yang, Xiye
- S0304407622002135 Dynamic factor copula models with estimated cluster assignments
by Oh, Dong Hwan & Patton, Andrew J.
- S0304407622002147 A penalized two-pass regression to predict stock returns with time-varying risk premia
by Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier
- S0304407623000052 Taking stock of long-horizon predictability tests: Are factor returns predictable?
by Kostakis, Alexandros & Magdalinos, Tassos & Stamatogiannis, Michalis P.
- S0304407623000556 Time-varying forecast combination for high-dimensional data
by Chen, Bin & Maung, Kenwin
- S0304407623001161 Are bond returns predictable with real-time macro data?
by Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu
- S0304407623001173 Time-Varying Parameters in Econometrics: The editor’s foreword
by Blasques, F. & Harvey, A.C. & Koopman, S.J. & Lucas, A.
- S0304407623001410 Business-cycle consumption risk and asset prices
by Bandi, Federico M. & Tamoni, Andrea
- S0304407623001422 Score-driven models for realized volatility
by Harvey, Andrew & Palumbo, Dario
- S0304407623001641 Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
by Umlandt, Dennis
- S0304407623002282 Better bunching, nicer notching
by Bertanha, Marinho & McCallum, Andrew H. & Seegert, Nathan
- S0304407623002336 What is a standard error? (And how should we compute it?)
by Wooldridge, Jeffrey M.
- S0304407623002397 Instrument validity for heterogeneous causal effects
by Sun, Zhenting
- S0304407623002403 Some impossibility results for inference with cluster dependence with large clusters
by Kojevnikov, Denis & Song, Kyungchul
- S0304407623002610 Semiparametric estimation of long-term treatment effects
by Chen, Jiafeng & Ritzwoller, David M.
- S030440762100213X Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
by Aknouche, Abdelhakim & Francq, Christian
- S030440762200094X Optimal model averaging based on forward-validation
by Zhang, Xiaomeng & Zhang, Xinyu
2023, Volume 237, Issue 1
- S0304407621003067 Identification and estimation of spillover effects in randomized experiments
by Vazquez-Bare, Gonzalo
- S0304407623001562 Identification of mixtures of dynamic discrete choices
by Higgins, Ayden & Jochmans, Koen
- S0304407623001574 Under-identification of structural models based on timing and information set assumptions
by Ackerberg, Daniel A. & Frazer, Garth & Kim, Kyoo il & Luo, Yao & Su, Yingjun
- S0304407623002130 Inference under covariate-adaptive randomization with imperfect compliance
by Bugni, Federico A. & Gao, Mengsi
- S0304407623002142 Linear panel regressions with two-way unobserved heterogeneity
by Freeman, Hugo & Weidner, Martin
- S0304407623002154 Stable outcomes and information in games: An empirical framework
by Koh, Paul S.
- S0304407623002257 Penetrating sporadic return predictability
by Tu, Yundong & Xie, Xinling
- S0304407623002269 A new generalized exponentially weighted moving average quantile model and its statistical inference
by Zhu, Ke
- S0304407623002294 Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
by Fan, Yanqin & Han, Fang & Park, Hyeonseok
- S0304407623002300 Adaptive robust large volatility matrix estimation based on high-frequency financial data
by Shin, Minseok & Kim, Donggyu & Fan, Jianqing
- S0304407623002312 Identification of dynamic binary response models
by Khan, S. & Ponomareva, M. & Tamer, E.
- S0304407623002324 What is a standard error?
by Gelman, Andrew
- S030440762300218X Econometric inference on a large Bayesian game with heterogeneous beliefs
by Kojevnikov, Denis & Song, Kyungchul
- S030440762300235X What is uncertainty in today’s practice of data science?
by Yu, Bin
2023, Volume 236, Issue 2
- S0304407623001501 A structural analysis of simple contracts
by An, Yonghong & Hong, Shengjie & Zhang, Daiqiang
- S0304407623001902 Moments, shocks and spillovers in Markov-switching VAR models
by Kole, Erik & van Dijk, Dick
- S0304407623001926 Inference and forecasting for continuous-time integer-valued trawl processes
by Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D.
- S0304407623001938 A solution to the global identification problem in DSGE models
by Kocięcki, Andrzej & Kolasa, Marcin
- S0304407623001951 When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
by Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan
- S0304407623001963 Two-way fixed effects and differences-in-differences estimators with several treatments
by de Chaisemartin, Clément & D’Haultfœuille, Xavier
- S0304407623002063 Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
by Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel
- S0304407623002075 Bayesian Artificial Neural Networks for frontier efficiency analysis
by Tsionas, Mike & Parmeter, Christopher F. & Zelenyuk, Valentin
- S0304407623002117 Treatment effect models with strategic interaction in treatment decisions
by Hoshino, Tadao & Yanagi, Takahide
- S030440762300194X Generalized linear models with structured sparsity estimators
by Caner, Mehmet
2023, Volume 236, Issue 1
- S0304407623001483 Policy evaluation during a pandemic
by Callaway, Brantly & Li, Tong
- S0304407623001513 Identification of auction models using order statistics
by Luo, Yao & Xiao, Ruli
- S0304407623001550 Dynamic discrete choice models with incomplete data: Sharp identification
by Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao
- S0304407623001586 Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda & Melin, Olena
- S0304407623001598 Semiparametric estimation of latent variable asset pricing models
by Dalderop, Jeroen
- S0304407623001604 Structural VAR models in the Frequency Domain
by Guay, Alain & Pelgrin, Florian
- S0304407623001616 We modeled long memory with just one lag!
by Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien
- S0304407623001628 High-dimensional conditionally Gaussian state space models with missing data
by Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan
- S0304407623001653 Maximum likelihood estimation for α-stable double autoregressive models
by Li, Dong & Tao, Yuxin & Yang, Yaxing & Zhang, Rongmao
- S0304407623001677 Testing many restrictions under heteroskedasticity
by Anatolyev, Stanislav & Sølvsten, Mikkel
- S0304407623001914 Post-processed posteriors for sparse covariances
by Lee, Kwangmin & Lee, Jaeyong
- S030440762300163X Large stochastic volatility in mean VARs
by Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey
2023, Volume 235, Issue 2
- 325-351 Sieve BLP: A semi-nonparametric model of demand for differentiated products
by Wang, Ao
- 352-371 Testing for time stochastic dominance
by Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae
- 372-392 Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
by Casini, Alessandro
- 393-417 Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
by Caner, Mehmet & Medeiros, Marcelo & Vasconcelos, Gabriel F.R.
- 418-443 Partial identification and inference in moment models with incomplete data
by Fan, Yanqin & Shi, Xuetao & Tao, Jing
- 444-453 Distribution-invariant differential privacy
by Bi, Xuan & Shen, Xiaotong
- 454-469 Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
by Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing
- 470-483 GARCH density and functional forecasts
by Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo
- 484-506 Robust inference in first-price auctions: Overbidding as an identifying restriction
by Grundl, Serafin & Zhu, Yu
- 507-527 Testing stochastic dominance with many conditioning variables
by Linton, Oliver & Seo, Myung Hwan & Whang, Yoon-Jae
- 528-562 Partial identification in nonseparable binary response models with endogenous regressors
by Gu, Jiaying & Russell, Thomas M.
- 563-591 Robust inference with stochastic local unit root regressors in predictive regressions
by Liu, Yanbo & Phillips, Peter C.B.
- 592-607 Model averaging for asymptotically optimal combined forecasts
by Chen, Yi-Ting & Liu, Chu-An
- 608-642 Global robust Bayesian analysis in large models
by Ho, Paul
- 643-665 Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
by Fiorentini, Gabriele & Sentana, Enrique
- 666-693 Prices, profits, proxies, and production
by Aguiar, Victor H. & Kashaev, Nail & Allen, Roy
- 694-719 Uniform inference in linear panel data models with two-dimensional heterogeneity
by Lu, Xun & Su, Liangjun
- 720-744 Specification tests for time-varying coefficient models
by Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia
- 745-778 A GMM approach to estimate the roughness of stochastic volatility
by Bolko, Anine E. & Christensen, Kim & Pakkanen, Mikko S. & Veliyev, Bezirgen
- 779-815 News-implied linkages and local dependency in the equity market
by Ge, Shuyi & Li, Shaoran & Linton, Oliver
- 816-842 Threshold regression with nonparametric sample splitting
by Lee, Yoonseok & Wang, Yulong
- 843-861 Variance–covariance from a metropolis chain on a curved, singular manifold
by Gallant, A. Ronald
- 862-891 Identification and inference of network formation games with misclassified links
by Candelaria, Luis E. & Ura, Takuya
- 892-921 Using monotonicity restrictions to identify models with partially latent covariates
by Bang, Minji & Gao, Wayne Yuan & Postlewaite, Andrew & Sieg, Holger
- 922-926 Using large samples in econometrics
by MacKinnon, James G.
- 927-948 Profile GMM estimation of panel data models with interactive fixed effects
by Hong, Shengjie & Su, Liangjun & Jiang, Tao
- 949-971 Bootstrap specification tests for dynamic conditional distribution models
by Perera, Indeewara & Silvapulle, Mervyn J.
- 972-1000 Testing the martingale difference hypothesis in high dimension
by Chang, Jinyuan & Jiang, Qing & Shao, Xiaofeng
- 1001-1026 Semiparametric partially linear varying coefficient modal regression
by Ullah, Aman & Wang, Tao & Yao, Weixin
- 1027-1053 Indirect inference estimation of dynamic panel data models
by Bao, Yong & Yu, Xuewen
- 1054-1086 Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul
- 1087-1113 Nonparametric identification and estimation of the extended Roy model
by Lee, Ji Hyung & Park, Byoung G.
- 1114-1143 Lasso inference for high-dimensional time series
by Adamek, Robert & Smeekes, Stephan & Wilms, Ines
- 1144-1171 ETF Basket-Adjusted Covariance estimation
by Boudt, Kris & Dragun, Kirill & Sauri, Orimar & Vanduffel, Steven
- 1172-1202 Distinguishing incentive from selection effects in auction-determined contracts
by Lamy, Laurent & Patnam, Manasa & Visser, Michael
- 1203-1214 Peer effects and endogenous social interactions
by Jochmans, Koen
- 1215-1238 The role of score and information bias in panel data likelihoods
by Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam
- 1239-1256 Community network auto-regression for high-dimensional time series
by Chen, Elynn Y. & Fan, Jianqing & Zhu, Xuening
- 1257-1279 Nonparametric identification and estimation with discrete instruments and regressors
by Loh, Isaac
- 1281-1309 Asymptotic F test in regressions with observations collected at high frequency over long span
by Pellatt, Daniel F. & Sun, Yixiao
- 1310-1336 Two-step estimation of censored quantile regression for duration models with time-varying regressors
by Chen, Songnian
- 1337-1354 Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
by Chen, Song Xi & Guo, Bin & Qiu, Yumou
- 1355-1377 Penalized time-varying model averaging
by Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu
- 1378-1393 Time-varying unobserved heterogeneity in earnings shocks
by Botosaru, Irene
- 1394-1418 Intraday cross-sectional distributions of systematic risk
by Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor
- 1419-1446 Comparing stochastic volatility specifications for large Bayesian VARs
by Chan, Joshua C.C.
- 1447-1463 The distribution of rolling regression estimators
by Cai, Zongwu & Juhl, Ted
- 1464-1482 Estimation and identification of latent group structures in panel data
by Mehrabani, Ali
- 1483-1499 Parametric estimation of long memory in factor models
by Ergemen, Yunus Emre
- 1500-1521 Estimation and inference in factor copula models with exogenous covariates
by Mayer, Alexander & Wied, Dominik
- 1522-1541 Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model
by Pettenuzzo, Davide & Sabbatucci, Riccardo & Timmermann, Allan
- 1542-1563 Joint inference based on Stein-type averaging estimators in the linear regression model
by Boot, Tom
- 1564-1588 A functional estimation approach to the first-price auction models
by Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann
- 1589-1624 Identifying causal effects in experiments with spillovers and non-compliance
by DiTraglia, Francis J. & García-Jimeno, Camilo & O’Keeffe-O’Donovan, Rossa & Sánchez-Becerra, Alejandro
- 1625-1653 Instrument strength in IV estimation and inference: A guide to theory and practice
by Keane, Michael & Neal, Timothy
- 1654-1679 Binary response models for heterogeneous panel data with interactive fixed effects
by Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi
- 1680-1699 Uniform inference for value functions
by Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas
- 1700-1724 IV methods for Tobit models
by Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M.
- 1725-1746 Debiased machine learning of set-identified linear models
by Semenova, Vira
- 1747-1769 Jackknife estimation of a cluster-sample IV regression model with many weak instruments
by Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen
- 1770-1798 Spatial autoregressions with an extended parameter space and similarity-based weights
by Rossi, Francesca & Lieberman, Offer
- 1799-1826 Wild bootstrap inference for penalized quantile regression for longitudinal data
by Lamarche, Carlos & Parker, Thomas
- 1827-1847 Refining set-identification in VARs through independence
by Drautzburg, Thorsten & Wright, Jonathan H.
- 1848-1875 Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators
by Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie
- 1876-1892 Shrinkage estimation of multiple threshold factor models
by Ma, Chenchen & Tu, Yundong
- 1893-1916 Approximate factor models with weaker loadings
by Bai, Jushan & Ng, Serena
- 1917-1933 Large volatility matrix analysis using global and national factor models
by Choi, Sung Hoon & Kim, Donggyu
- 1934-1954 Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
by Bu, Ruijun & Kim, Jihyun & Wang, Bin
- 1955-1980 Identifying latent group structures in spatial dynamic panels
by Su, Liangjun & Wang, Wuyi & Xu, Xingbai
- 1981-2004 One-way or two-way factor model for matrix sequences?
by He, Yong & Kong, Xinbing & Trapani, Lorenzo & Yu, Long
- 2005-2026 Wald, QLR, and score tests when parameters are subject to linear inequality constraints
by Fan, Yanqin & Shi, Xuetao
- 2027-2056 Testing for the appropriate level of clustering in linear regression models
by MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D.
- 2057-2081 Social threshold regression
by Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo
- 2082-2095 Stochastic properties of nonlinear locally-nonstationary filters
by Blasques, Francisco & Nientker, Marc
- 2096-2124 Inference on individual treatment effects in nonseparable triangular models
by Ma, Jun & Marmer, Vadim & Yu, Zhengfei
- 2125-2154 The spread of COVID-19 in London: Network effects and optimal lockdowns
by Julliard, Christian & Shi, Ran & Yuan, Kathy
- 2155-2194 Efficient peer effects estimators with group effects
by Kuersteiner, Guido M. & Prucha, Ingmar R. & Zeng, Ying
- 2195-2217 Sparse quantile regression
by Chen, Le-Yu & Lee, Sokbae
- 2218-2244 What’s trending in difference-in-differences? A synthesis of the recent econometrics literature
by Roth, Jonathan & Sant’Anna, Pedro H.C. & Bilinski, Alyssa & Poe, John
- 2245-2265 Semi-nonparametric estimation of random coefficients logit model for aggregate demand
by Lu, Zhentong & Shi, Xiaoxia & Tao, Jing
- 2266-2284 Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics
by Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z.
- 2285-2294 Reproducibility and transparency versus privacy and confidentiality: Reflections from a data editor
by Vilhuber, Lars
2023, Volume 235, Issue 1
- 1-24 Identification-robust nonparametric inference in a linear IV model
by Antoine, Bertille & Lavergne, Pascal
- 25-42 Over-identified Doubly Robust identification and estimation
by Lewbel, Arthur & Choi, Jin Young & Zhou, Zhuzhu
- 43-64 Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model
by Gribisch, Bastian & Hartkopf, Jan Patrick
- 65-81 A higher-order correct fast moving-average bootstrap for dependent data
by La Vecchia, Davide & Moor, Alban & Scaillet, Olivier
- 82-104 On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
by Van de Sijpe, Nicolas & Windmeijer, Frank
- 105-132 A corrected Clarke test for model selection and beyond
by Brück, Florian & Fermanian, Jean-David & Min, Aleksey
- 133-165 Bootstrap inference for Hawkes and general point processes
by Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob
- 166-179 Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
by Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong
- 180-201 Time series estimation of the dynamic effects of disaster-type shocks
by Davis, Richard & Ng, Serena
- 202-219 Asymptotic properties of Bayesian inference in linear regression with a structural break
by Shimizu, Kenichi
- 220-238 A condition for the identification of multivariate models with binary instruments
by Gunsilius, Florian F.
- 239-255 Bootstrap analysis of mutual fund performance
by Huang, Haitao & Jiang, Lei & Leng, Xuan & Peng, Liang
- 256-279 The effects of training incidence and planned training duration on labor market transitions
by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie
- 280-301 Model averaging prediction by K-fold cross-validation
by Zhang, Xinyu & Liu, Chu-An
- 302-324 Logical differencing in dyadic network formation models with nontransferable utilities
by Gao, Wayne Yuan & Li, Ming & Xu, Sheng
2023, Volume 234, Issue S
- 15-24 Reprint of: Formulation and estimation of stochastic frontier production function models
by Aigner, Dennis & Lovell, C.A. Knox & Schmidt, Peter
- 25-37 Reprint of: Generalized Autoregressive Conditional Heteroskedasticity
by Bollerslev, Tim
- 38-55 Reprint of: Initial conditions and moment restrictions in dynamic panel data models
by Blundell, Richard & Bond, Stephen
- 56-69 Reprint of: Testing for unit roots in heterogeneous panels
by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol
- 70-90 Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms
by Diebold, Francis X. & Yılmaz, Kamil
2023, Volume 234, Issue 2
- 371-393 Isotonic regression discontinuity designs
by Babii, Andrii & Kumar, Rohit
- 394-450 Estimation and inference for policy relevant treatment effects
by Sasaki, Yuya & Ura, Takuya
- 451-478 Estimation of treatment effects under endogenous heteroskedasticity
by Abrevaya, Jason & Xu, Haiqing
- 479-511 Identifying treatment effects in the presence of confounded types
by Kédagni, Désiré
- 512-535 Forward-selected panel data approach for program evaluation
by Shi, Zhentao & Huang, Jingyi
- 536-564 Partially identifying competing risks models: An application to the war on cancer
by Kim, Dongwoo
- 565-584 Identifying marginal treatment effects in the presence of sample selection
by Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vitor
- 585-623 Identification and estimation of triangular models with a binary treatment
by Pereda-Fernández, Santiago
- 624-646 Treatment recommendation with distributional targets
by Kock, Anders Bredahl & Preinerstorfer, David & Veliyev, Bezirgen
- 647-663 Probabilistic prediction for binary treatment choice: With focus on personalized medicine
by Manski, Charles F.
- 664-690 Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
by D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya