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Content
January 2024, Volume 13, Issue 1
- 1-27 Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices
by Horie Tetsushi & Yamamoto Yohei - 29-48 Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-based Approach
by González-Coya Emilio & Perron Pierre - 49-66 Nonparametric Instrumental Regression with Two-Way Fixed Effects
by De Monte Enrico - 67-95 Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator
by Cummins Joseph & Miller Douglas L. & Smith Brock & Simon David - 97-116 Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity
by Huang Xiao & Zhan Zhaoguo - 117-130 Introduction to Latent Variable Estimation for Undergraduate Econometrics: An Application with Disney Theme Park Ride Wait Times
by James Jonathan - 131-144 Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares
by Winkelmann Rainer - 145-204 Estimation of Causal Effects with a Binary Treatment Variable: A Unified M-Estimation Framework
by Uysal Derya
January 2023, Volume 12, Issue 1
- 1-31 Empirical Framework for Two-Player Repeated Games with Random States
by Szydłowski Arkadiusz - 33-56 The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation
by Kwak Do Won & Martin Robert S. & Wooldridge Jeffrey M. - 57-83 Density Forecast of Financial Returns Using Decomposition and Maximum Entropy
by Lee Tae-Hwy & Wang He & Xi Zhou & Zhang Ru - 85-103 On the Implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters
by Cai Yong & Canay Ivan A. & Kim Deborah & Shaikh Azeem M. - 105-116 Quantile Difference in Differences with Time-Varying Qualification in Panel Data
by Nchare Karim & Makioka Ryo - 117-130 A Random Forest-based Approach to Combining and Ranking Seasonality Tests
by Ollech Daniel & Webel Karsten - 131-138 On the Use of the Helmert Transformation, and its Applications in Panel Data Econometrics
by Kolev Gueorgui I. & Āzacis Helmuts - 139-147 Linear Rescaling to Accurately Interpret Logarithms
by Huntington-Klein Nick
January 2022, Volume 11, Issue 1
- 1-16 Time on the Market and Probability of Sale Using a Generalized Geometric Hazard Model
by Caudill Steven B. & Bogosavljevic Ksenija & Johnson Ken H. & Mixon Franklin G. - 17-34 Subgraph Network Random Effects Error Components Models: Specification and Testing
by Montes-Rojas Gabriel - 35-53 Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A New and More Versatile Approach
by Erard Brian - 55-70 Biases in Maximum Simulated Likelihood Estimation of Bivariate Models
by Jumamyradov Maksat & Munkin Murat K. - 71-89 Entropy Balancing for Continuous Treatments
by Tübbicke Stefan - 91-125 A Generalized Non-Parametric Instrumental Variable-Control Function Approach to Estimation in Nonlinear Settings
by Kim Kyoo il & Petrin Amil - 127-154 Accounting for Endogeneity in Regression Models Using Copulas: A Step-by-Step Guide for Empirical Studies
by Papadopoulos Alecos
January 2021, Volume 10, Issue 1
- 1-19 Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility
by Lee Tae-Hwy & Mao Millie Yi & Ullah Aman - 1-26 Identification of Non-Equilibrium Beliefs in Games of Incomplete Information Using Experimental Data
by Aguirregabiria Victor & Xie Erhao - 21-32 Time–Frequency Regression
by Funashima Yoshito - 33-52 Simple Multivariate Conditional Covariance Dynamics Using Hyperbolically Weighted Moving Averages
by Kawakatsu Hiroyuki - 53-66 Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models
by Blazsek Szabolcs & Escribano Alvaro & Licht Adrian - 67-88 Identifying Causal Channels of Policy Reforms with Multiple Treatments and Different Types of Selection
by Doerr Annabelle & Strittmatter Anthony - 89-102 Econometrics Pedagogy and Cloud Computing: Training the Next Generation of Economists and Data Scientists
by Handel Danielle V. & Ho Anson T. Y. & Huynh Kim P. & Jacho-Chávez David T. & Rea Carson H.
January 2020, Volume 9, Issue 1
- 1-10 An Empirical Undergraduate Introduction to Estimating Consumer Preferences Using Ride Choices at Disneyland
by James Jonathan - 1-12 Monte Carlo Evidence on the Estimation Method for Industry Dynamics
by Yamana Kazufumi - 1-12 Measuring Benchmark Damages in Antitrust Litigation: Extensions and Practical Implications
by Deng Ai - 1-15 Regression-Based Causal Analysis from the Potential Outcomes Perspective
by Terza Joseph V. - 1-19 How Accurately Do Structural Asymmetric First-Price Auction Estimates Represent True Valuations?
by Chernomaz Kirill & Yoshimoto Hisayuki - 1-22 Instrumental Variables Estimation in Large Heterogeneous Panels with Multifactor Structure
by Forchini Giovanni & Jiang Bin & Peng Bin - 1-23 Level-Based Estimation of Dynamic Panel Models
by Montes-Rojas Gabriel & Sosa-Escudero Walter & Zincenko Federico - 1-29 Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications
by Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman
January 2019, Volume 8, Issue 1
- 1-4 On the Size Distortion of a Test for Equality between the ATE and FE Estimands
by Pacini David - 1-10 Dif-in-Dif Estimators of Multiplicative Treatment Effects
by Ciani Emanuele & Fisher Paul - 1-12 Broken or Fixed Effects?
by Gibbons Charles E. & Suárez Serrato Juan Carlos & Urbancic Michael B. - 1-17 Misspecified Discrete Choice Models and Huber-White Standard Errors
by Guggisberg Michael - 1-19 Uniformity and the Delta Method
by Kasy Maximilian - 1-20 Testing for a Functional Form of Mean Regression in a Fully Parametric Environment
by Anatolyev Stanislav - 1-20 Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
by Hsu Yu-Chin & Huber Martin & Lai Tsung-Chih - 1-26 Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation
by Bartalotti Otávio - 1-27 Local Average and Quantile Treatment Effects Under Endogeneity: A Review
by Huber Martin & Wüthrich Kaspar - 1-33 Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices
by Bera Anil K. & Doğan Osman & Taşpınar Süleyman
January 2018, Volume 7, Issue 1
- 1-5 Further Results on Interpreting Coefficients in Regressions with a Logarithmic Dependent Variable
by Megerdichian Aren - 1-10 Local Semi-Parametric Efficiency of the Poisson Fixed Effects Estimator
by Verdier Valentin - 1-12 Working with Data: Two Empiricists’ Experience
by Knittel Christopher R. & Metaxoglou Konstantinos - 1-16 Linearly Transforming Variables in the VAR Model, How Does it Change the Impulse Response?
by Reusens Peter & Croux Christophe - 1-16 Inference with Difference-in-Differences Revisited
by Brewer Mike & Crossley Thomas F. & Joyce Robert - 1-18 Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure
by Ramalho Esmeralda A. & Ramalho Joaquim J.S. & Coelho Luís M.S. - 1-19 Testing Exogeneity of Multinomial Regressors in Count Data Models: Does Two-stage Residual Inclusion Work?
by Geraci Andrea & Fabbri Daniele & Monfardini Chiara - 1-31 Foreign Direct Investment and Growth Symbiosis: A Semiparametric System of Simultaneous Equations Analysis
by McCloud Nadine & Delgado Michael S. & Kumbhakar Subal C. - 1-38 On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators
by Arvanitis Stelios & Demos Antonis
January 2017, Volume 6, Issue 1
- 1-8 Regression Discontinuity with Errors in the Running Variable: Effect on Truthful Margin
by Lee Myoung-Jae - 1-9 Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions
by Kiviet Jan F. - 1-10 Root-n Consistent Kernel Density Estimation in Practice
by Henderson Daniel J. & Parmeter Christopher F. - 1-15 Teaching Size and Power Properties of Hypothesis Tests Through Simulations
by Taşpınar Süleyman & Doğan Osman - 1-16 A Simple Estimator for Dynamic Models with Serially Correlated Unobservables
by Hu Yingyao & Shum Matthew & Tan Wei & Xiao Ruli - 1-20 Competing Risks Copula Models for Unemployment Duration: An Application to a German Hartz Reform
by Lo Simon M.S. & Stephan Gesine & Wilke Ralf A. - 1-22 Linear Model IV Estimation When Instruments Are Many or Weak
by Murray Michael P. - 1-22 Intercept Homogeneity Test for Fixed Effect Models under Cross-sectional Dependence: Some Insights
by Basak Gopal K. & Das Samarjit - 1-22 Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks
by Hännikäinen Jari - 1-25 Additive Nonparametric Instrumental Regressions: A Guide to Implementation
by Centorrino Samuele & Feve Frederique & Florens Jean-Pierre
January 2016, Volume 5, Issue 1
- 1-15 Quantile Regression with Clustered Data
by Parente Paulo M.D.C. & Santos Silva João M.C. - 17-48 Estimation and Inference in an Ecological Inference Model
by Fan Yanqin & Sherman Robert & Shum Matthew - 49-69 Spatial Errors in Count Data Regressions
by Bertanha Marinho & Moser Petra - 71-77 Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term
by Nizalova Olena Y. & Murtazashvili Irina - 79-101 Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
by Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y. - 103-116 Model Uncertainty and Model Averaging in Regression Discontinuity Designs
by Button Patrick - 117-141 Bounding a Linear Causal Effect Using Relative Correlation Restrictions
by Krauth Brian - 143-152 An Algorithm to Estimate the Two-Way Fixed Effects Model
by Somaini Paulo & Wolak Frank A. - 153-177 Nonparametric Instrumental Variable Estimation in Practice
by Shaw Philip & Cohen Michael Andrew & Chen Tao - 179-193 Teaching Nonparametric Econometrics to Undergraduates
by Henderson Daniel J. & Parmeter Christopher F.
January 2015, Volume 4, Issue 1
- 1-28 Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters
by Hahn Jinyong & Ridder Geert - 29-46 Testing Competing Models for Non-negative Data with Many Zeros
by Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank - 47-69 Tests for Price Endogeneity in Differentiated Product Models
by Kim Kyoo il & Petrin Amil - 71-100 Multivariate Fractional Regression Estimation of Econometric Share Models
by Mullahy John - 101-122 On the Robustness of Coefficient Estimates to the Inclusion of Proxy Variables
by Bollinger Christopher R. & Minier Jenny - 123-144 Bivariate Non-Normality in the Sample Selection Model
by Pigini Claudia - 145-151 On the Implications of Essential Heterogeneity for Estimating Causal Impacts Using Social Experiments
by Ravallion Martin - 153-161 Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison
by Elias Christopher J.
January 2014, Volume 3, Issue 1
- 1-20 Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation
by Alan Sule & Honoré Bo E. & Hu Luojia & Leth-Petersen Søren - 21-46 A Regression Model for the Copula-Graphic Estimator
by Lo Simon M.S. & Wilke Ralf A. - 47-62 On Testing the Equality of Mean and Quantile Effects
by Bera Anil K. & Galvao Antonio F. & Wang Liang - 63-74 Measuring Benchmark Damages in Antitrust Litigation
by McCrary Justin & Rubinfeld Daniel L.
July 2013, Volume 2, Issue 1
- 1-23 A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model
by Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen - 25-34 Markov Regime-Switching Tests: Asymptotic Critical Values
by Carter Andrew V. & Steigerwald Douglas G. - 35-51 Finite Mixture for Panels with Fixed Effects
by Deb Partha & Trivedi Pravin K. - 53-67 Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks
by Hall Alastair & Sakkas Nikolaos - 69-87 A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressorsa
by Giles John & Murtazashvili Irina - 89-99 Reproducible Econometric Simulations
by Kleiber Christian & Zeileis Achim - 101-112 Understanding and teaching unequal probability of selection1)
by Barreto Humberto & Raghav Manu
August 2012, Volume 1, Issue 1
- 1-1 Editorial
by Abrevaya Jason - 2-14 Quantile Uncorrelation and Instrumental Regressions
by Komarova Tatiana & Severini Thomas A. & Tamer Elie T. - 15-22 What Do Kernel Density Estimators Optimize?
by Koenker Roger & Mizera Ivan & Yoon Jungmo - 23-41 A Score Based Approach to Wild Bootstrap Inference
by Kline Patrick & Santos Andres - 42-55 Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
by Lin Chang-Ching & Ng Serena - 56-66 A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors
by Amsler Christine & Schmidt Peter - 67-106 Structural Econometric Methods in Auctions: A Guide to the Literature
by Hickman Brent R. & Hubbard Timothy P. & Sağlam Yiğit - 107-107 An Alternative Proof That OLS is BLUE
by White Halbert & Cho Jin Seo