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Content
2022, Volume 226, Issue 2
2022, Volume 226, Issue 1
- 4-20 Feedback in panel data models
by Chamberlain, Gary
- 21-61 Robust likelihood estimation of dynamic panel data models
by Alvarez, Javier & Arellano, Manuel
- 62-79 Design-based analysis in Difference-In-Differences settings with staggered adoption
by Athey, Susan & Imbens, Guido W.
- 80-103 Estimation and inference of semiparametric models using data from several sources
by Buchinsky, Moshe & Li, Fanghua & Liao, Zhipeng
- 104-114 Minimax-regret sample design in anticipation of missing data, with application to panel data
by Dominitz, Jeff & Manski, Charles F.
- 115-138 Semiparametrically efficient estimation of the average linear regression function
by Graham, Bryan S. & Pinto, Cristine Campos de Xavier
- 139-154 Analyzing cross-validation for forecasting with structural instability
by Hirano, Keisuke & Wright, Jonathan H.
- 155-170 Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages
by Kasy, Maximilian
- 171-191 Approximation of sign-regular kernels
by Knox, Thomas A.
- 192-203 Censored quantile regression survival models with a cure proportion
by Narisetty, Naveen & Koenker, Roger
2021, Volume 225, Issue 2
- 132-147 Identification in nonparametric models for dynamic treatment effects
by Han, Sukjin
- 148-174 Permutation test for heterogeneous treatment effects with a nuisance parameter
by Chung, EunYi & Olivares, Mauricio
- 175-199 Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
by Sun, Liyang & Abraham, Sarah
- 200-230 Difference-in-Differences with multiple time periods
by Callaway, Brantly & Sant’Anna, Pedro H.C.
- 231-253 The identification region of the potential outcome distributions under instrument independence
by Kitagawa, Toru
- 254-277 Difference-in-differences with variation in treatment timing
by Goodman-Bacon, Andrew
- 278-294 Covariate-adjusted Fisher randomization tests for the average treatment effect
by Zhao, Anqi & Ding, Peng
- 295-307 Matching estimators with few treated and many control observations
by Ferman, Bruno
2021, Volume 225, Issue 1
- 2-26 Detecting groups in large vector autoregressions
by Guðmundsson, Guðmundur Stefán & Brownlees, Christian
- 27-46 Identification of structural vector autoregressions through higher unconditional moments
by Guay, Alain
- 47-73 Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano
- 74-87 Inference in Structural Vector Autoregressions identified with an external instrument
by Montiel Olea, José L. & Stock, James H. & Watson, Mark W.
- 88-106 Inference in Bayesian Proxy-SVARs
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F.
- 107-130 Impulse response analysis for structural dynamic models with nonlinear regressors
by Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena
2021, Volume 224, Issue 2
- 245-270 Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
by Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin
- 271-285 The medium-run efficiency consequences of unfair school matching: Evidence from Chinese college admissions
by Zhong, Xiaohan & Zhu, Lin
- 286-305 An empirical total survey error decomposition using data combination
by Meyer, Bruce D. & Mittag, Nikolas
- 306-329 Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
by Jiang, Feiyu & Li, Dong & Zhu, Ke
- 330-344 Robust estimation with exponentially tilted Hellinger distance
by Antoine, Bertille & Dovonon, Prosper
- 345-370 An econometric model of network formation with an application to board interlocks between firms
by Gualdani, Cristina
- 371-393 An improved bootstrap test for restricted stochastic dominance
by Lok, Thomas M. & Tabri, Rami V.
- 394-415 Time-varying instrumental variable estimation
by Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano
- 416-438 Robust nonlinear regression estimation in null recurrent time series
by Bravo, Francesco & Li, Degui & Tjøstheim, Dag
- 439-465 Recursive estimation in large panel data models: Theory and practice
by Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng
2021, Volume 224, Issue 1
- 3-21 Continuous record Laplace-based inference about the break date in structural change models
by Casini, Alessandro & Perron, Pierre
- 22-38 Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
by Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa
- 39-59 Inference after estimation of breaks
by Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam
- 60-87 Boosting high dimensional predictive regressions with time varying parameters
by Yousuf, Kashif & Ng, Serena
- 88-112 Sieve estimation of option-implied state price density
by Lu, Junwen & Qu, Zhongjun
- 113-133 Inference in time series models using smoothed-clustered standard errors
by Rho, Seunghwa & Vogelsang, Timothy J.
- 134-160 Dynamic spatial panel data models with common shocks
by Bai, Jushan & Li, Kunpeng
- 161-180 Bootstrapping non-stationary stochastic volatility
by Boswijk, H. Peter & Cavaliere, Giuseppe & Georgiev, Iliyan & Rahbek, Anders
- 181-197 Simple estimators and inference for higher-order stochastic volatility models
by Ahsan, Md. Nazmul & Dufour, Jean-Marie
- 198-214 Simple tests for stock return predictability with good size and power properties
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 215-244 Consistent inference for predictive regressions in persistent economic systems
by Andersen, Torben G. & Varneskov, Rasmus T.
2021, Volume 223, Issue 2
- 280-311 Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
by Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao
- 312-327 Semiparametric estimation of dynamic discrete choice models
by Buchholz, Nicholas & Shum, Matthew & Xu, Haiqing
- 328-360 Solving dynamic discrete choice models using smoothing and sieve methods
by Kristensen, Dennis & Mogensen, Patrick K. & Moon, Jong Myun & Schjerning, Bertel
- 361-375 The likelihood of mixed hitting times
by Abbring, Jaap H. & Salimans, Tim
- 376-400 Bidding frictions in ascending auctions
by Barkley, Aaron & Groeger, Joachim R. & Miller, Robert A.
- 401-432 Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital: The case of Australia
by Iskhakov, Fedor & Keane, Michael
- 433-453 Labor market search, informality, and on-the-job human capital accumulation
by Bobba, Matteo & Flabbi, Luca & Levy, Santiago & Tejada, Mauricio
- 454-484 Illegal drugs, education, and labor market outcomes
by Mezza, Alvaro & Buchinsky, Moshe
2021, Volume 223, Issue 1
- 1-27 Indirect inference for locally stationary models
by Frazier, David T. & Koo, Bonsoo
- 28-52 Nonparametric regression with selectively missing covariates
by Breunig, Christoph & Haan, Peter
- 53-72 Nonparametric estimation of large covariance matrices with conditional sparsity
by Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei
- 73-95 Integrated likelihood based inference for nonlinear panel data models with unobserved effects
by Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam
- 96-124 Model selection in utility-maximizing binary prediction
by Su, Jiun-Hua
- 125-160 Inference without smoothing for large panels with cross-sectional and temporal dependence
by Hidalgo, Javier & Schafgans, Marcia
- 161-189 Shrinkage for categorical regressors
by Heiler, Phillip & Mareckova, Jana
- 190-221 Model averaging prediction for time series models with a diverging number of parameters
by Liao, Jun & Zou, Guohua & Gao, Yan & Zhang, Xinyu
- 222-250 Macroeconomic uncertainty prices when beliefs are tenuous
by Hansen, Lars Peter & Sargent, Thomas J.
- 251-275 Efficient estimation and filtering for multivariate jump–diffusions
by Guay, François & Schwenkler, Gustavo
2021, Volume 222, Issue 2
- 861-881 Bounds on distributional treatment effect parameters using panel data with an application on job displacement
by Callaway, Brantly
- 882-908 Limit theorems for network dependent random variables
by Kojevnikov, Denis & Marmer, Vadim & Song, Kyungchul
- 909-932 A weighted sieve estimator for nonparametric time series models with nonstationary variables
by Dong, Chaohua & Linton, Oliver & Peng, Bin
- 933-958 A Bayesian robust chi-squared test for testing simple hypotheses
by Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K.
- 959-973 Uncovering heterogeneous social effects in binary choices
by Lin, Zhongjian & Tang, Xun & Yu, Ning Neil
- 974-992 Time-varying model averaging
by Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu
- 993-1023 Simple and trustworthy cluster-robust GMM inference
by Hwang, Jungbin
- 1024-1056 Solving Euler equations via two-stage nonparametric penalized splines
by Cui, Liyuan & Hong, Yongmiao & Li, Yingxing
- 1057-1082 Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
by Horowitz, Joel L.
- 1083-1108 Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
by Heiler, Phillip & Kazak, Ekaterina
2021, Volume 222, Issue 1
- 4-43 A survey of preference estimation with unobserved choice set heterogeneity
by Crawford, Gregory S. & Griffith, Rachel & Iaria, Alessandro
- 44-55 Using penalized likelihood to select parameters in a random coefficients multinomial logit model
by Horowitz, Joel L. & Nesheim, Lars
- 56-72 BLP estimation using Laplace transformation and overlapping simulation draws
by Hong, Han & Li, Huiyu & Li, Jessie
- 73-88 Control variables, discrete instruments, and identification of structural functions
by Newey, Whitney & Stouli, Sami
- 89-106 Assessing consumer demand with noisy neural measurements
by Webb, Ryan & Mehta, Nitin & Levy, Ifat
- 107-140 Evaluating consumers’ choices of Medicare Part D plans: A study in behavioral welfare economics
by Keane, Michael & Ketcham, Jonathan & Kuminoff, Nicolai & Neal, Timothy
- 141-160 Disentangling moral hazard and adverse selection in private health insurance
by Powell, David & Goldman, Dana
- 161-195 How well do structural demand models work? Counterfactual predictions in school choice
by Pathak, Parag A. & Shi, Peng
- 196-218 Vehicle size choice and automobile externalities: A dynamic analysis
by Winston, Clifford & Yan, Jia
- 219-243 Estimation of endogenously sampled time series: The case of commodity price speculation in the steel market
by Hall, George & Rust, John
- 244-260 The browser war — Analysis of Markov Perfect Equilibrium in markets with dynamic demand effects
by Jenkins, Mark & Liu, Paul & Matzkin, Rosa L. & McFadden, Daniel L.
- 269-294 Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
by Fan, Jianqing & Ke, Yuan & Liao, Yuan
- 295-323 Estimation and inference in semiparametric quantile factor models
by Ma, Shujie & Linton, Oliver & Gao, Jiti
- 324-343 Time-varying general dynamic factor models and the measurement of financial connectedness
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer
- 344-363 Tail risk and return predictability for the Japanese equity market
by Andersen, Torben G. & Todorov, Viktor & Ubukata, Masato
- 364-392 Closed-form implied volatility surfaces for stochastic volatility models with jumps
by Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu
- 393-410 Volatility analysis with realized GARCH-Itô models
by Song, Xinyu & Kim, Donggyu & Yuan, Huiling & Cui, Xiangyu & Lu, Zhiping & Zhou, Yong & Wang, Yazhen
- 411-428 The Observed Asymptotic Variance: Hard edges, and a regression approach
by Mykland, Per A. & Zhang, Lan
- 429-450 Autoencoder asset pricing models
by Gu, Shihao & Kelly, Bryan & Xiu, Dacheng
- 451-467 Generalized aggregation of misspecified models: With an application to asset pricing
by Gospodinov, Nikolay & Maasoumi, Esfandiar
- 468-483 The implied arbitrage mechanism in financial markets
by Chen, Shiyi & Chng, Michael T. & Liu, Qingfu
- 484-501 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
by Chen, Xiaohong & Huang, Zhuo & Yi, Yanping
- 502-515 High dimensional minimum variance portfolio estimation under statistical factor models
by Ding, Yi & Li, Yingying & Zheng, Xinghua
- 516-538 New testing approaches for mean–variance predictability
by Fiorentini, Gabriele & Sentana, Enrique
- 539-560 Autoregressive models for matrix-valued time series
by Chen, Rong & Xiao, Han & Yang, Dan
- 561-578 The wisdom of the crowd and prediction markets
by Dai, Min & Jia, Yanwei & Kou, Steven
- 579-600 Max-linear regression models with regularization
by Cui, Qiurong & Xu, Yuqing & Zhang, Zhengjun & Chan, Vincent
- 601-624 Testing for observation-dependent regime switching in mixture autoregressive models
by Meitz, Mika & Saikkonen, Pentti
- 625-644 Testing constancy in varying coefficient models
by Delgado, Miguel A. & Arteaga-Molina, Luis A.
- 645-675 Dynamic decisions under subjective expectations: A structural analysis
by An, Yonghong & Hu, Yingyao & Xiao, Ruli
- 676-687 On the validity of Akaike’s identity for random fields
by Jentsch, Carsten & Meyer, Marco
- 688-715 Nonparametric estimation of jump diffusion models
by Park, Joon Y. & Wang, Bin
- 716-744 (Machine) learning parameter regions
by Montiel Olea, José Luis & Nesbit, James
- 745-777 On factor models with random missing: EM estimation, inference, and cross validation
by Jin, Sainan & Miao, Ke & Su, Liangjun
- 778-804 Linear IV regression estimators for structural dynamic discrete choice models
by Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo
- 805-832 Empirical asset pricing with multi-period disaster risk: A simulation-based approach
by Sönksen, Jantje & Grammig, Joachim
- 833-860 Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
by Mogliani, Matteo & Simoni, Anna
2021, Volume 221, Issue 2
- 337-367 Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration
by Yang, Kai & Lee, Lung-fei
- 368-380 Robust and optimal estimation for partially linear instrumental variables models with partial identification
by Chen, Qihui
- 381-408 Varying random coefficient models
by Breunig, Christoph
- 409-423 Testing high-dimensional covariance matrices under the elliptical distribution and beyond
by Yang, Xinxin & Zheng, Xinghua & Chen, Jiaqi
- 424-454 Spatial dynamic panel data models with correlated random effects
by Li, Liyao & Yang, Zhenlin
- 455-482 Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors
by Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo
- 483-509 Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks
by Hou, Lei & Li, Kunpeng & Li, Qi & Ouyang, Min
- 510-541 Detection of units with pervasive effects in large panel data models
by Kapetanios, G. & Pesaran, M.H. & Reese, S.
- 542-568 Missing observations in observation-driven time series models
by Blasques, F. & Gorgi, P. & Koopman, S.J.
- 569-590 The factor analytical approach in near unit root interactive effects panels
by Norkutė, Milda & Westerlund, Joakim
- 591-615 Estimation and inference in spatial models with dominant units
by Pesaran, M. Hashem & Yang, Cynthia Fan
- 616-643 Diffusion copulas: Identification and estimation
by Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis
- 644-654 Overlap in observational studies with high-dimensional covariates
by D’Amour, Alexander & Ding, Peng & Feller, Avi & Lei, Lihua & Sekhon, Jasjeet
- 655-675 The continuous-time limit of score-driven volatility models
by Buccheri, Giuseppe & Corsi, Fulvio & Flandoli, Franco & Livieri, Giulia
2021, Volume 221, Issue 1
- 1-24 Bootstrap based probability forecasting in multiplicative error models
by Perera, Indeewara & Silvapulle, Mervyn J.
- 25-42 Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
by Aradillas-López, Andrés
- 43-67 A general semiparametric approach to inference with marker-dependent hazard rate models
by van den Berg, Gerard. J. & Janys, Lena & Mammen, Enno & Nielsen, Jens Perch
- 68-77 Jackknife empirical likelihood for inequality constraints on regular functionals
by Chen, Ruxin & Tabri, Rami V.
- 78-96 Efficient size correct subset inference in homoskedastic linear instrumental variables regression
by Kleibergen, Frank
- 97-117 ExpectHill estimation, extreme risk and heavy tails
by Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles
- 118-137 Hierarchical Markov-switching models for multivariate integer-valued time-series
by Catania, Leopoldo & Di Mari, Roberto
- 138-159 Testing continuity of a density via g-order statistics in the regression discontinuity design
by Bugni, Federico A. & Canay, Ivan A.
- 160-179 Likelihood inference and the role of initial conditions for the dynamic panel data model
by Barbosa, José Diogo & Moreira, Marcelo J.
- 180-197 Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
by Qu, Xi & Lee, Lung-fei & Yang, Chao
- 198-222 Nonstationary panel models with latent group structures and cross-section dependence
by Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun
- 223-246 Optimal Linear Instrumental Variables Approximations
by Escanciano, Juan Carlos & Li, Wei
- 247-276 An automated approach towards sparse single-equation cointegration modelling
by Smeekes, Stephan & Wijler, Etienne
- 277-311 Estimating multiple breaks in nonstationary autoregressive models
by Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung
- 312-336 Frequentist properties of Bayesian inequality tests
by Kaplan, David M. & Zhuo, Longhao
2021, Volume 220, Issue 2
- 227-252 Second-order corrected likelihood for nonlinear panel models with fixed effects
by Dhaene, Geert & Sun, Yutao
- 253-271 Semiparametric identification in panel data discrete response models
by Aristodemou, Eleni
- 272-295 Identifying latent group structures in nonlinear panels
by Wang, Wuyi & Su, Liangjun
- 296-324 Nonlinear factor models for network and panel data
by Chen, Mingli & Fernández-Val, Iván & Weidner, Martin
- 325-348 On the robustness of the pooled CCE estimator
by Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim
- 349-365 Estimating and testing high dimensional factor models with multiple structural changes
by Baltagi, Badi H. & Kao, Chihwa & Wang, Fa
- 366-398 Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
by Andreou, Elena & Ghysels, Eric
- 399-415 Estimation of heterogeneous panels with systematic slope variations
by Breitung, Jörg & Salish, Nazarii
- 416-446 Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
by Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei
- 447-473 Heterogeneous structural breaks in panel data models
by Okui, Ryo & Wang, Wendun
- 474-503 Inferential theory for heterogeneity and cointegration in large panels
by Trapani, Lorenzo
- 504-531 Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
by Kapetanios, George & Serlenga, Laura & Shin, Yongcheol
- 532-543 An econometric approach to the estimation of multi-level models
by Yang, Yimin & Schmidt, Peter
- 544-561 Detecting granular time series in large panels
by Brownlees, Christian & Mesters, Geert
- 562-588 Estimation of a nonparametric model for bond prices from cross-section and time series information
by Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver
- 589-605 Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
by Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel
2021, Volume 220, Issue 1
- 2-22 Panel forecasts of country-level Covid-19 infections
by Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank
- 23-62 Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S
by Chernozhukov, Victor & Kasahara, Hiroyuki & Schrimpf, Paul
- 63-85 Identification and estimation of the SEIRD epidemic model for COVID-19
by Korolev, Ivan
- 86-105 Consumer panic in the COVID-19 pandemic
by Keane, Michael & Neal, Timothy
- 106-129 Estimating the fraction of unreported infections in epidemics with a known epicenter: An application to COVID-19
by Hortaçsu, Ali & Liu, Jiarui & Schwieg, Timothy
- 130-157 When will the Covid-19 pandemic peak?
by Li, Shaoran & Linton, Oliver
- 158-180 Sparse HP filter: Finding kinks in the COVID-19 contact rate
by Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki
- 181-192 Estimating the COVID-19 infection rate: Anatomy of an inference problem
by Manski, Charles F. & Molinari, Francesca
- 193-213 Estimation of Covid-19 prevalence from serology tests: A partial identification approach
by Toulis, Panos
2020, Volume 219, Issue 2
- 204-230 The term structure of equity and variance risk premia
by Aït-Sahalia, Yacine & Karaman, Mustafa & Mancini, Loriano
- 231-259 Point optimal testing with roots that are functionally local to unity
by Bykhovskaya, Anna & Phillips, Peter C.B.
- 260-280 Score tests in GMM: Why use implied probabilities?
by Chaudhuri, Saraswata & Renault, Eric
- 281-313 Asymptotic theory for time series with changing mean and variance
by Dalla, Violetta & Giraitis, Liudas & Robinson, Peter M.
- 314-328 Testing for a trend with persistent errors
by Elliott, Graham
- 329-353 Heterogeneous panel data models with cross-sectional dependence
by Gao, Jiti & Xia, Kai & Zhu, Huanjun
- 354-388 Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
by Harris, David & Kew, Hsein & Taylor, A.M. Robert
- 389-424 Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
by Hong, Seok Young & Linton, Oliver
- 425-455 Hypothesis testing based on a vector of statistics
by King, Maxwell L. & Zhang, Xibin & Akram, Muhammad
- 456-477 High-dimensional predictive regression in the presence of cointegration
by Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying
- 478-487 High-frequency jump tests: Which test should we use?
by Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S.
- 488-506 Adjusted QMLE for the spatial autoregressive parameter
by Martellosio, Federico & Hillier, Grant
- 507-541 Econometric analysis of production networks with dominant units
by Pesaran, M. Hashem & Yang, Cynthia Fan
2020, Volume 219, Issue 1
- 1-18 Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
by Gimenes, Nathalie & Guerre, Emmanuel
- 19-37 Specification test on mixed logit models
by Hahn, Jinyong & Hausman, Jerry & Lustig, Josh
- 38-51 Uniform nonparametric inference for time series
by Li, Jia & Liao, Zhipeng
- 52-65 Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
by Lin, Yingqian & Tu, Yundong
- 66-100 Estimation and inference of change points in high-dimensional factor models
by Bai, Jushan & Han, Xu & Shi, Yutang
- 101-122 Doubly robust difference-in-differences estimators
by Sant’Anna, Pedro H.C. & Zhao, Jun
- 123-136 Testing-optimal kernel choice in HAR inference
by Sun, Yixiao & Yang, Jingjing
- 137-170 Panel threshold models with interactive fixed effects
by Miao, Ke & Li, Kunpeng & Su, Liangjun
- 171-200 Ill-posed estimation in high-dimensional models with instrumental variables
by Breunig, Christoph & Mammen, Enno & Simoni, Anna
2020, Volume 218, Issue 2
- 247-270 Impossible inference in econometrics: Theory and applications
by Bertanha, Marinho & Moreira, Marcelo J.
- 271-293 Testing identification strength
by Antoine, Bertille & Renault, Eric
- 294-316 Testing the impossible: Identifying exclusion restrictions
by Kiviet, Jan F.
- 317-345 Inference in partially identified heteroskedastic simultaneous equations models
by Lütkepohl, Helmut & Milunovich, George & Yang, Minxian
- 346-372 Inference in second-order identified models
by Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank
- 373-389 A geometric approach to inference in set-identified entry games
by Bontemps, Christian & Kumar, Rohit
- 390-418 Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory
by Doko Tchatoka, Firmin & Dufour, Jean-Marie
- 419-434 Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
by Khalaf, Lynda & Saunders, Charles J.
- 435-450 Randomization inference for difference-in-differences with few treated clusters
by MacKinnon, James G. & Webb, Matthew D.
- 451-475 The fast iterated bootstrap
by Davidson, Russell & Trokić, Mirza
- 476-495 Bootstrapping factor models with cross sectional dependence
by Gonçalves, Sílvia & Perron, Benoit
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