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Content
2024
- 29/24 Inference after discretizing unobserved heterogeneity
by Jad Beyhum & Martin Mugnier - 28/24 Robust estimation and inference in panels with interactive fixed effects
by Timothy B. Armstrong & Martin Weidner & Andrei Zeleneev - 27/24 Policy choice in time series by empirical welfare maximization
by Toru Kitagawa & Weining Wang & Mengshan Xu - 26/24 Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
by Xiaohong Chen & Sokbae (Simon) Lee & Myung Hwan Seo & Myunghyun Song - 25/24 Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds
by Junlong Feng & Sokbae (Simon) Lee - 24/24 Learning the effect of persuasion via difference-in-differences
by Sung Jae Jun & Sokbae (Simon) Lee - 23/24 Treatment effects with targeting instruments
by Sokbae (Simon) Lee & Bernard Salanie - 22/24 A practical guide to shift-share instruments
by Kirill Borusyak & Peter Hull & Xavier Jaravel - 21/24 Perceived shocks and impulse responses
by Raffaella Giacomini & Jason Lu & Katja Smetanina - 20/24 Beta-sorted portfolios
by Matias Cattaneo & Richard K. Crump & Weining Wang - 19/24 Empirical welfare maximization with constraints
by Liyang Sun - 18/24 Adapting to misspecification
by Timothy B. Armstrong & Patrick Kline & Liyang Sun - 17/24 Conditional nonparametric variable screening by neural factor regression
by Jianqing Fan & Weining Wang & Yue Zhao - 16/24 Nonparametric estimation of sponsored search auctions and impact of Ad quality on search revenue
by Dongwoo Kim & Pallavi Pal - 15/24 Production function estimation using subjective expectations data
by Agnes Norris Keiller & Áureo de Paula & John Van Reenen - 14/24 Testing sign congruence between two parameters
by Douglas L. Miller & Francesca Molinari & Jorg Stoye - 13/24 Latent heterogeneity in the marginal propensity to consume
by Daniel Lewis & Davide Melcangi & Laura Pilossoph - 12/24 Semi-nonparametric models of multidimensional matching: an optimal transport approach
by Dongwoo Kim & Young Jun Lee - 10/24 Inference for regression with variables generated from unstructured data
by Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher - 09/24 Arellano-bond lasso estimator for dynamic linear panel models
by Victor Chernozhukov & Ivan Fernandez-Val & Chen Huang & Weining Wang - 08/24 Implied probability kernel block bootstrap for time series moment condition models
by Paulo Parente & Richard J. Smith - 05/24 Simple estimation of semiparametric models with measurement errors
by Kirill Evdokimov & Andrei Zeleneev - 04/24 Marginal effects for probit and tobit with endogeneity
by Kirill Evdokimov & Ilze Kalnina & Andrei Zeleneev - 03/24 Identification based on higher moments
by Daniel Lewis - 02/24 Information based inference in models with set-valued predictions and misspecification
by Hiroaki Kaido & Francesca Molinari - 01/24 Robust analysis of short panels
by Andrew Chesher & Adam Rosen & Yuanqi Zhang
2023
- 24/23 Using multiple outcomes to improve the synthetic control method
by Eli Ben-Michael & Avi Feller & Liyang Sun - 23/23 Inference for rank-rank regressions
by Denis Chetverikov & Daniel Wilhelm - 22/23 Powerful t-tests in the presence of nonclassical measurement error
by Dongwoo Kim & Daniel Wilhelm - 21/23 Identifying network ties from panel data: Theory and an application to tax competition
by Áureo de Paula & Imran Rasul & Pedro CL Souza - 20/23 Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions
by Andrew Chesher & Adam Rosen & Yuanqi Zhang - 19/23 The effect of classroom rank on learning throughout elementary school: experimental evidence from Ecuador
by Pedro Carneiro & Yyannú Cruz-Aguayo & Norbert Schady & Francesca Salvati - 17/23 Identification in a binary choice panel data model with a predetermined covariate
by Stéphane Bonhomme & Kevin Dano & Bryan S. Graham - 16/23 Identification in dynamic binary choice models
by Gary Chamberlain - 15/23 Scenario sampling for large supermodular games
by Bryan S. Graham & Andrin Pelican - 13/23 How to weight in moments matchings: A new approach and applications to earnings dynamics
by Andrew Shephard & Xu Cheng & Alejándro Sanchez-Becerra - 12/23 Design-based identification with formula instruments: A review
by Kirill Borusyak & Peter Hull & Xavier Jaravel - 11/23 Marginal effects for probit and tobit with endogeneity
by Kirill Evdokimov & Ilze Kalnina & Andrei Zeleneev - 10/23 Simple estimation of semiparametric models with measurement errors
by Andrei Zeleneev & Kirill Evdokimov - 09/23 Distribution regression with sample selection and UK wage decomposition
by Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo - 08/23 Hedonic prices and quality adjusted price indices powered by AI
by Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Suhas Vijaykunar & Shan Wan - 07/23 Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light - 06/23 Bootstrap based asymptotic refinements for high-dimensional nonlinear models
by Joel L. Horowitz & Ahnaf Rafi - 05/23 Nonparametric estimation of sponsored search auctions and impacts of ad quality on search revenue
by Dongwoo Kim & Pallavi Pal - 04/23 Taking the biscuit: how Safari privacy policies affect online advertising
by Mateusz Mysliwski & Lars Nesheim & Simeon Duckworth - 03/23 Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
by Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm - 02/23 Identifying network ties from panel data: theory and an application to tax competition
by Áureo de Paula & Imran Rasul & Pedro CL Souza
2022
- 24/22 Identifying the effect of persuasion
by Sung Jae Jun & Sokbae (Simon) Lee - 20/22 Graphical model inference with external network data
by Jack Jewson & Li Li & Laura Battaglia & Stephen Hansen & David Rossell & Piotr Zwiernik
2019
- 09/19 Best linear approximations to set identified functions: with an application to the gender wage gap
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf
2018
- 23/18 GEL-based inference with unconditional moment inequality restrictions
by Nicky L. Grant & Richard J. Smith
2017
- 65/17 Extremal quantile regression: an overview
by Victor Chernozhukov & Ivan Fernandez-Val & Tetsuya Kaji - 64/17 Counterfactual analysis in R: a vignette
by Mingli Chen & Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly - 63/17 Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Whitney K. Newey - 62/17 An exact and robust conformal inference method for counterfactual and synthetic controls
by Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu - 61/17 Generic machine learning inference on heterogenous treatment effects in randomized experiments
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val - 60/17 Individual counterfactuals with multidimensional unobserved heterogeneity
by Richard Blundell & Dennis Kristensen & Rosa Matzkin - 59/17 Additive nonparametric models with time variable and both stationary and nonstationary regressions
by Chaohua Dong & Oliver Linton - 58/17 Specification test on mixed logit models
by Jinyong Hahn & Jerry Hausman & Josh Lustig - 57/17 Powerful t-Tests in the presence of nonclassical measurement error
by Dongwoo Kim & Daniel Wilhelm - 56/17 Nonparametric analysis of random utility models
by Jorg Stoye & Yuichi Kitamura - 55/17 Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015
by Hyuk-Soo Kwon & Jihong Lee & Sokbae (Simon) Lee & Ryungha Oh - 54/17 Quantile graphical models: prediction and conditional independence with applications to systemic risk
by Alexandre Belloni & Mingli Chen & Victor Chernozhukov - 53/17 Estimating dynamic panel models: backing out the Nickell Bias
by Jerry Hausman & Maxim L. Pinkovskiy - 52/17 Exact computation of GMM estimators for instrumental variable quantile regression models
by Le-Yu Chen & Sokbae (Simon) Lee - 51/17 Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
by Le-Yu Chen & Sokbae (Simon) Lee - 50/17 Best subset binary prediction
by Le-Yu Chen & Sokbae (Simon) Lee - 49/17 Confidence intervals for projections of partially identified parameters
by Hiroaki Kaido & Francesca Molinari & Jorg Stoye - 48/17 Semiparametric estimation of structural functions in nonseparable triangular models
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella - 47/17 Nonparametric instrumental variable estimation
by Daniel Wilhelm & Denis Chetverikov & Dongwoo Kim - 46/17 Non-asymptotic inference in instrumental variables estimation
by Joel L. Horowitz - 45/17 Optimal data collection for randomized control trials
by Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm - 44/17 Posterior distribution of nondifferentiable functions
by Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne - 43/17 Monte Carlo confidence sets for identified sets
by Xiaohong Chen & Timothy M. Christensen & Elie Tamer - 42/17 Fixed effect estimation of large T panel data models
by Ivan Fernandez-Val & Martin Weidner - 41/17 Cross-fitting and fast remainder rates for semiparametric estimation
by Whitney K. Newey & James M. Robins - 40/17 The bunching estimator cannot identify the taxable income elasticity
by Soren Blomquist & Whitney K. Newey - 39/17 Testing for homogeneity in mixture models
by Jiaying Gu & Roger Koenker & Stanislav Volgushev - 38/17 Bayesian deconvolution: an R vinaigrette
by Roger Koenker - 37/17 Rebayes: an R package for empirical bayes mixture methods
by Jiaying Gu & Roger Koenker - 36/17 Quantile regression 40 years on
by Roger Koenker - 35/17 Identifying preferences in networks with bounded degree
by Áureo de Paula & Seth Richards-Shubik & Elie Tamer - 34/17 Inference under covariate-adaptive randomization with multiple treatments
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - 33/17 Nonseparable multinomial choice models in cross-section and panel data
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey - 32/17 Information redundancy neglect versus overconfidence: a social learning experiment
by Marco Angrisani & Antonio Guarino & Philippe Jehiel & Toru Kitagawa - 31/17 Binarization for panel models with fixed effects
by Irene Botosaru & Chris Muris - 30/17 Semiparametric efficient empirical higher order influence function estimators
by Rajarshi Mukherjee & Whitney K. Newey & James Robins - 29/17 Quantreg.nonpar: an R package for performing nonparametric series quantile regression
by Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val - 28/17 Double/debiased machine learning for treatment and structural parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins - 27/17 Incomplete English auction models with heterogeneity
by Andrew Chesher & Adam Rosen - 26/17 Fixed-effect regressions on network data
by Koen Jochmans & Martin Weidner - 25/17 Inference under covariate-adaptive randomization
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - 24/17 Who should be treated? Empirical welfare maximization methods for treatment choice
by Toru Kitagawa & Aleksey Tetenov - 23/17 Generic inference on quantile and quantile effect functions for discrete outcomes
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich - 22/17 Confidence bands for coefficients in high dimensional linear models with error-in-variables
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul - 21/17 Approximate permutation tests and induced order statistics in the regression discontinuity design
by Ivan A. Canay & Vishal Kamat - 20/17 Inference on breakdown frontiers
by Matthew Masten & Alexandre Poirier - 19/17 Understanding the effect of measurement error on quantile regressions
by Andrew Chesher - 18/17 Uncertain identification
by Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella - 16/17 A nonlinear principal component decomposition
by Florian Gunsilius & Susanne M. Schennach - 15/17 Optimal data collection for randomized control trials
by Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm - 14/17 Nonparametric instrumental variable estimation under monotonicity
by Denis Chetverikov & Daniel Wilhelm - 13/17 Updating ambiguous beliefs in a social learning experiment
by Roberta De Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa - 12/17 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Moon & Matthew Shum & Martin Weidner - 11/17 Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - 10/17 Equality-minded treatment choice
by Toru Kitagawa & Aleksey Tetenov - 09/17 Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
by Xiaohong Chen & Timothy M. Christensen - 08/17 An econometric model of network formation with degree heterogeneity
by Bryan S. Graham - 07/17 Instrumental variables estimation for nonparametric models
by Whitney K. Newey & James L. Powell - 06/17 The influence function of semiparametric estimators
by Hidehiko Ichimura & Whitney K. Newey - 04/17 Likelihood inference and the role of initial conditions for the dynamic panel data model
by Jose Diogo Barbosa & Marcelo Moreira - 03/17 Inference in linear regression models with many covariates and heteroskedasticity
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - 02/17 A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
by Lena Boneva (Körber) & Oliver Linton - 01/17 A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions
by Joel L. Horowitz & Anand Krishnamurthy
2016
- 53/16 Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in finite order
by Seok Young Hong & Oliver Linton - 52/16 Estimation of a multiplicative covariance structure in the large dimensional case
by Christian M. Hafner & Oliver Linton & Haihan Tang - 51/16 Nonlinear panel data methods for dynamic heterogeneous agent models
by Manuel Arellano & Stéphane Bonhomme - 50/16 An economic theory of statistical testing
by Aleksey Tetenov - 49/16 Double machine learning for treatment and causal parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey - 48/16 Nonparametric instrumental variable estimation under monotonicity
by Denis Chetverikov & Daniel Wilhelm - 47/16 On cross-validated Lasso
by Denis Chetverikov & . . - 46/16 Conditional quantile processes based on series or many regressors
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val - 45/16 Partial identification in applied research: benefits and challenges
by Kate Ho & Adam Rosen - 44/16 Characterizations of identified sets delivered by structural econometric models
by Andrew Chesher & Adam Rosen - 43/16 Anti-concentration and honest, adaptive confidence bands
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 42/16 Testing many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 41/16 Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 40/16 Comparison and anti-concentration bounds for maxima of Gaussian random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 39/16 Central limit theorems and bootstrap in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 38/16 Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - 37/16 hdm: High-Dimensional Metrics
by Victor Chernozhukov & Christian Hansen & Martin Spindler - 36/16 Valid post-selection and post-regularization inference: An elementary, general approach
by Victor Chernozhukov & Christian Hansen & Martin Spindler - 35/16 Generic inference on quantile and quantile effect functions for discrete outcomes
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich - 34/16 A quantile correlated random coefficients panel data model
by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell - 33/16 Approximate permutation tests and induced order statistics in the regression discontinuity design
by Ivan A. Canay & Vishal Kamat - 32/16 Fixed-effect regressions on network data
by Koen Jochmans & Martin Weidner - 31/16 Locally robust semiparametric estimation
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey - 30/16 A simple parametric model selection test
by Susanne M. Schennach & Daniel Wilhelm - 29/16 Nonparametric estimation and inference under shape restrictions
by Joel L. Horowitz & Sokbae (Simon) Lee - 28/16 MCMC confidence sets for identified sets
by Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer - 27/16 Nonparametric analysis of random utility models
by Yuichi Kitamura & Jörg Stoye - 26/16 Partial independence in nonseparable models
by Matthew Masten & Alexandre Poirier - 25/16 Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
by Humberto Moreira & Marcelo Moreira - 23/16 Estimation of a Multiplicative Covariance Structure
by Christian M. Hafner & Oliver Linton & Haihan Tang - 22/16 The value of private schools: evidence from Pakistan
by Pedro Carneiro & Jishnu Das & Hugo Reis - 21/16 Inference under Covariate-Adaptive Randomization
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - 20/16 Posterior distribution of nondifferentiable functions
by Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne - 19/16 Bias-corrected confidence intervals in a class of linear inverse problems
by Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom - 18/16 Updating ambiguous beliefs in a social learning experiment
by Roberta De Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa - 17/16 Bounds On Treatment Effects On Transitions
by Johan Vikström & Geert Ridder & Martin Weidner - 16/16 Homophily and transitivity in dynamic network formation
by Bryan S. Graham - 15/16 Optimal data collection for randomized control trials
by Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm - 14/16 Estimating Matching Games with Transfers
by Jeremy Fox - 13/16 Program evaluation and causal inference with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - 12/16 Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
by Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi - 11/16 Possibly Nonstationary Cross-Validation
by Federico M Bandi & Valentina Corradi & Daniel Wilhelm - 10/16 Identification and efficiency bounds for the average match function under conditionally exogenous matching
by Bryan S. Graham & Guido Imbens & Geert Ridder - 09/16 Teacher Quality and Learning Outcomes in Kindergarten
by M. Caridad Araujo & Pedro Carneiro & Yyannú Cruz-Aguayo & Norbert Schady - 08/16 Measuring and Changing Control: Women's Empowerment and Targeted Transfers
by Ingvild Almås & Alex Armand & Orazio Attanasio & Pedro Carneiro - 07/16 A new model for interdependent durations with an application to joint retirement
by Bo E. Honoré & Áureo de Paula - 06/16 Econometrics of network models
by Áureo de Paula - 05/16 Practical and theoretical advances in inference for partially identified models
by Ivan A. Canay & Azeem M. Shaikh - 04/16 Dual regression
by Richard Spady & Sami Stouli - 03/16 Doubly robust uniform confidence band for the conditional average treatment effect function
by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang - 02/16 Confidence intervals for projections of partially identified parameters
by Hiroaki Kaido & Francesca Molinari & Jörg Stoye - 01/16 Compactness of infinite dimensional parameter spaces
by Joachim Freyberger & Matthew Masten
2015
- 75/15 Quantile selection models: with an application to understanding changes in wage inequality
by Manuel Arellano & Stéphane Bonhomme - 74/15 The sorted effects method: discovering heterogeneous effects beyond their averages
by Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo - 73/15 The housing stock, housing prices, and user costs: the roles of location, structure and unobserved quality
by Jonathan Halket & Lars Nesheim & Florian Oswald - 72/15 Identifying effects of multivalued treatments
by Sokbae (Simon) Lee & Bernard Salanie - 71/15 A bias bound approach to nonparametric inference
by Susanne M. Schennach - 70/15 Bounding average treatment effects using linear programming
by Lukáš Lafférs - 69/15 Fuzzy differences-in-differences
by Clément de Chaisemartin & Xavier d'Haultfoeuille - 68/15 Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions
by Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey - 67/15 Nonparametric estimation and inference under shape restrictions
by Joel L. Horowitz & Sokbae (Simon) Lee - 66/15 Intergenerational mobility and the timing of parental income
by Pedro Carneiro & Italo Lopez Garcia & Kjell G. Salvanes & Emma Tominey - 65/15 Robust confidence regions for incomplete models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - 64/15 Partial identification in applied research: benefits and challenges
by Kate Ho & Adam Rosen - 63/15 Characterizations of identified sets delivered by structural econometric models
by Andrew Chesher & Adam Rosen - 62/15 Semiparametric model averaging of ultra-high dimensional time series
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - 61/15 Nonparametric Euler equation identification and estimation
by Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma - 60/15 Clinical trial design enabling ε-optimal treatment rules
by Charles F. Manski & Aleksey Tetenov - 59/15 Constrained conditional moment restriction models
by Victor Chernozhukov & Whitney K. Newey & Andres Santos - 58/15 Vector quantile regression: an optimal transport approach
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon - 57/15 Monge-Kantorovich depth, quantiles, ranks and signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - 56/15 A lava attack on the recovery of sums of dense and sparse signals
by Victor Chernozhukov & Christian Hansen & Yuan Liao - 55/15 Program evaluation with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - 54/15 Inference for functions of partially identified parameters in moment inequality models
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi - 53/15 Earnings and consumption dynamics: a nonlinear panel data framework
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - 52/15 Econometrics of network models
by Áureo de Paula - 51/15 Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - 50/15 Identification and estimation of preference distributions when voters are ideological
by Antonio Merlo & Áureo de Paula - 49/15 Optimal bandwidth selection for the fuzzy regression discontinuity estimator
by Yoichi Arai & Hidehiko Ichimura - 48/15 Identification of nonparametric simultaneous equations models with a residual index structure
by Steven Berry & Phil Haile - 47/15 Identification in differentiated product markets
by Steven Berry & Phil Haile - 46/15 Model averaging in semiparametric estimation of treatment effects
by Toru Kitagawa & Chris Muris - 45/15 Inference under covariate-adaptive randomization
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - 44/15 The influence function of semiparametric estimators
by Hidehiko Ichimura & Whitney K. Newey - 43/15 An econometric model of link formation with degree heterogeneity
by Bryan S. Graham