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2025, Volume 249, Issue PC
- S0304407624000769 Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach
by Korobilis, Dimitris & Schröder, Maximilian
- S0304407624001647 Inequality and the zero lower bound
by Fernández-Villaverde, Jesús & Marbet, Joël & Nuño, Galo & Rachedi, Omar
- S0304407624001921 Refining public policies with machine learning: The case of tax auditing
by Battaglini, Marco & Guiso, Luigi & Lacava, Chiara & Miller, Douglas L. & Patacchini, Eleonora
- S0304407624002148 Central bank communication on social media: What, to whom, and how?
by Gorodnichenko, Yuriy & Pham, Tho & Talavera, Oleksandr
- S0304407624002318 How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
by Paranhos, Livia
- S0304407624002549 Paying over the odds at the end of the fiscal year. Evidence from Ukraine
by Klymak, Margaryta & Baumann, Stuart
- S0304407624002720 Mind your language: Market responses to central bank speeches
by Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye
- S0304407624002744 Satellites turn “concrete”: Tracking cement with satellite data and neural networks
by d'Aspremont, Alexandre & Ben Arous, Simon & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste
- S0304407624002926 Estimating time-varying networks for high-dimensional time series
by Chen, Jia & Li, Degui & Li, Yu-Ning & Linton, Oliver
- S0304407624002963 Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal
by Athey, Susan & Keleher, Niall & Spiess, Jann
- S0304407625000028 Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches
by Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin
- S0304407625000247 Machine Learning for Economic Policy
by Haghighi, Maryam & Joseph, Andreas & Kapetanios, George & Kurz, Christopher & Lenza, Michele & Marcucci, Juri
- S030440762400188X Bayesian neural networks for macroeconomic analysis
by Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano
2025, Volume 249, Issue PB
- S0304407625000065 Simple subvector inference on sharp identified set in affine models
by Gafarov, Bulat
- S0304407625000107 Identification and estimation of a search model with heterogeneous consumers and firms
by Myśliwski, Mateusz & Rostom, May & Sanches, Fabio & Silva, Daniel & Srisuma, Sorawoot
- S0304407625000119 Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects
by Jin, Sainan & Lu, Xun & Su, Liangjun
- S0304407625000120 Penalized estimation of finite mixture models
by Budanova, Sofya
- S0304407625000132 Multiplicative factor model for volatility
by Ding, Yi & Engle, Robert & Li, Yingying & Zheng, Xinghua
- S0304407625000144 On time-varying panel data models with time-varying interactive fixed effects
by Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun
- S0304407625000259 A large confirmatory dynamic factor model for stock market returns in different time zones
by Linton, Oliver B. & Tang, Haihan & Wu, Jianbin
- S0304407625000260 When structural break meets threshold effect: Factor analysis under structural instabilities
by Ma, Chenchen & Tu, Yundong
- S0304407625000272 Estimation and uniform inference in sparse high-dimensional additive models
by Bach, Philipp & Klaassen, Sven & Kueck, Jannis & Spindler, Martin
- S0304407625000284 Tensor time series imputation through tensor factor modelling
by Cen, Zetai & Lam, Clifford
- S0304407625000314 Bootstrap based asymptotic refinements for high-dimensional nonlinear models
by Horowitz, Joel L. & Rafi, Ahnaf
- S0304407625000454 Adjustments with many regressors under covariate-adaptive randomizations
by Jiang, Liang & Li, Liyao & Miao, Ke & Zhang, Yichong
- S0304407625000466 Quantile Granger causality in the presence of instability
by Mayer, Alexander & Wied, Dominik & Troster, Victor
- S0304407625000478 Huber Principal Component Analysis for large-dimensional factor models
by He, Yong & Li, Lingxiao & Liu, Dong & Zhou, Wen-Xin
- S0304407625000491 Supervised factor modeling for high-dimensional linear time series
by Huang, Feiqing & Lu, Kexin & Zheng, Yao & Li, Guodong
- S0304407625000508 Limit theory and inference in non-cointegrated functional coefficient regression
by Wang, Ying & Phillips, Peter C.B. & Tu, Yundong
- S0304407625000521 Regret analysis in threshold policy design
by Crippa, Federico
- S0304407625000533 Quantile prediction with factor-augmented regression: Structural instability and model uncertainty
by Tu, Yundong & Wang, Siwei
- S0304407625000545 Inference for deprivation profiles in a binary setting
by Pittau, Maria Grazia & Conti, Pier Luigi & Zelli, Roberto
- S0304407625000557 Asymptotic theory for two-way clustering
by Yap, Luther
- S0304407625000569 Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach
by Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407625000570 Cross-sectional dependence in idiosyncratic volatility
by Kalnina, Ilze & Tewou, Kokouvi
- S0304407625000594 Estimating coefficient-by-coefficient breaks in panel data models
by Kaddoura, Yousef
- S0304407625000612 Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors
by Wang, Ying & Phillips, Peter C.B.
- S030440762500048X Model averaging prediction for possibly nonstationary autoregressions
by Lin, Tzu-Chi & Liu, Chu-An
- S030440762500051X Subjective expectations and demand for contraception
by Miller, Grant & de Paula, Áureo & Valente, Christine
2025, Volume 249, Issue PA
- S0304407623000714 Feature-splitting algorithms for ultrahigh dimensional quantile regression
by Wen, Jiawei & Yang, Songshan & Wang, Christina Dan & Jiang, Yifan & Li, Runze
- S0304407623001495 Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
by Lee, Seong-ho & Ma, Yanyuan & Ronchetti, Elvezio
- S0304407623002804 Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
by Zhu, Xuening & Xu, Ganggang & Fan, Jianqing
- S0304407624000186 Inference on quantile processes with a finite number of clusters
by Hagemann, Andreas
- S0304407624000198 Fast inference for quantile regression with tens of millions of observations
by Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki
- S0304407624000216 Distributional counterfactual analysis in high-dimensional setup
by Masini, Ricardo
- S0304407624000241 Unconditional quantile partial effects via conditional quantile regression
by Alejo, Javier & Galvao, Antonio F. & Martinez-Iriarte, Julian & Montes-Rojas, Gabriel
- S0304407624001350 Quantile control via random forest
by Chen, Qiang & Xiao, Zhijie & Yao, Qingsong
- S0304407624001374 Sequential quantile regression for stream data by least squares
by Fan, Ye & Lin, Nan
- S0304407624001532 On superlevel sets of conditional densities and multivariate quantile regression
by Camehl, Annika & Fok, Dennis & Gruber, Kathrin
- S0304407624001544 Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization
by Liu, Yang & Xia, Lucy & Hu, Feifang
- S0304407624002021 Efficient quantile covariate adjusted response adaptive experiments
by Li, Zhonghua & Luo, Lan & Wang, Jingshen & Feng, Long
- S0304407624002069 Multiway empirical likelihood
by Chiang, Harold D. & Matsushita, Yukitoshi & Otsu, Taisuke
- S0304407624002719 Inference on time series nonparametric conditional moment restrictions using nonlinear sieves
by Chen, Xiaohong & Liao, Yuan & Wang, Weichen
- S0304407624002732 Interval quantile correlations with applications to testing high-dimensional quantile effects
by Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping
- S0304407624002756 Statistical inference for smoothed quantile regression with streaming data
by Xie, Jinhan & Yan, Xiaodong & Jiang, Bei & Kong, Linglong
- S0304407624002975 Themed issue: Quantile regression and data heterogeneity
by Chen, Xiaohong & He, Xuming
2025, Volume 248, Issue C
- S0304407623000143 The term structure of macroeconomic risks at the effective lower bound
by Roussellet, Guillaume
- S0304407623003706 When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
by Aït-Sahalia, Yacine & Matthys, Felix & Osambela, Emilio & Sircar, Ronnie
- S0304407624000630 Score-type tests for normal mixtures
by Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique
- S0304407624000691 Efficiency bounds for moment condition models with mixed identification strength
by Dovonon, Prosper & Atchadé, Yves F. & Doko Tchatoka, Firmin
- S0304407624000745 Identification robust inference for the risk premium in term structure models
by Kleibergen, Frank & Kong, Lingwei
- S0304407624000897 Spanning latent and observable factors
by Andreou, E. & Gagliardini, P. & Ghysels, E. & Rubin, M.
- S0304407624001295 The chained difference-in-differences
by Bellégo, Christophe & Benatia, David & Dortet-Bernadet, Vincent
- S0304407624001660 Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation
by Doko Tchatoka, Firmin & Dufour, Jean-Marie
- S0304407624002082 Conditional spectral methods
by Bandi, Federico M. & Su, Yinan
- S0304407624002112 Weak identification in discrete choice models
by Frazier, David T. & Renault, Eric & Zhang, Lina & Zhao, Xueyan
- S0304407624002124 Uncovering asset market participation from household consumption and income
by Czellar, Veronika & Garcia, René & Le Grand, François
- S0304407624002562 Long-run risk in stationary vector autoregressive models
by Gourieroux, Christian & Jasiak, Joann
- S0304407624002665 Identification-robust and simultaneous inference in multifactor asset pricing models
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda
- S0304407624002690 Functional ecological inference
by Bontemps, Christian & Florens, Jean-Pierre & Meddahi, Nour
- S0304407624002896 Identification, inference and risk
by Antoine, Bertille & Gagliardini, Patrick & Garcia, René & Sentana, Enrique
- S0304407625000016 Reprint of: Finite underidentification
by Sentana, Enrique
- S030440762400099X Regularizing stock return covariance matrices via multiple testing of correlations
by Luger, Richard
- S030440762400160X Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis
by Antoine, Bertille & Sun, Wenqian
- S030440762400294X Identifying the volatility risk price through the leverage effect
by Cheng, Xu & Renault, Eric & Sangrey, Paul
2025, Volume 247, Issue C
- S0304407624002653 Natural disasters as macroeconomic tail risks
by Chavleishvili, Sulkhan & Moench, Emanuel
- S0304407624002677 Bootstrapping out-of-sample predictability tests with real-time data
by Gonçalves, Sílvia & McCracken, Michael W. & Yao, Yongxu
- S0304407624002707 Modelling large dimensional datasets with Markov switching factor models
by Barigozzi, Matteo & Massacci, Daniele
- S0304407624002768 On testing for spatial or social network dependence in panel data allowing for network variability
by Liu, Xiaodong & Prucha, Ingmar R.
- S0304407624002781 Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds
by Feng, Junlong & Lee, Sokbae
- S0304407624002872 Inference on dynamic systemic risk measures
by Francq, Christian & Zakoïan, Jean-Michel
- S0304407624002884 Shrinkage estimators for periodic autoregressions
by Paap, Richard & Franses, Philip Hans
- S0304407624002902 Bond risk premiums at the zero lower bound
by Andreasen, Martin M. & Jørgensen, Kasper & Meldrum, Andrew
- S0304407624002951 Uniform inference for cointegrated vector autoregressive processes
by Holberg, Christian & Ditlevsen, Susanne
- S0304407625000041 Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments
by Centorrino, Samuele & Fève, Frédérique & Florens, Jean-Pierre
- S0304407625000053 The robust F-statistic as a test for weak instruments
by Windmeijer, Frank
- S0304407625000077 Simulation error and numerical instability in estimating random coefficient logit demand models
by Brunner, Daniel & Heiss, Florian & Romahn, André & Weiser, Constantin
2024, Volume 246, Issue 1
- S0304407624002458 Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
by Armillotta, Mirko & Gorgi, Paolo
- S0304407624002471 Estimating and testing for smooth structural changes in moment condition models
by Li, Haiqi & Zhou, Jin & Hong, Yongmiao
- S0304407624002483 Multivariate spatiotemporal models with low rank coefficient matrix
by Pu, Dan & Fang, Kuangnan & Lan, Wei & Yu, Jihai & Zhang, Qingzhao
- S0304407624002495 Validating approximate slope homogeneity in large panels
by Kutta, Tim & Dette, Holger
- S0304407624002501 GLS under monotone heteroskedasticity
by Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan
- S0304407624002513 Variable selection in high dimensional linear regressions with parameter instability
by Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad
- S0304407624002537 Consistent causal inference for high-dimensional time series
by Cordoni, Francesco & Sancetta, Alessio
- S030440762400246X From LATE to ATE: A Bayesian approach
by Opper, Isaac M.
2024, Volume 245, Issue 1
- S0304407624002136 Why are replication rates so low?
by Vu, Patrick
- S0304407624002173 On the spectral density of fractional Ornstein–Uhlenbeck processes
by Shi, Shuping & Yu, Jun & Zhang, Chen
- S0304407624002185 Inference in cluster randomized trials with matched pairs
by Bai, Yuehao & Liu, Jizhou & Shaikh, Azeem M. & Tabord-Meehan, Max
- S0304407624002203 Inference in predictive quantile regressions
by Maynard, Alex & Shimotsu, Katsumi & Kuriyama, Nina
- S0304407624002215 Testing for strong exogeneity in Proxy-VARs
by Bruns, Martin & Keweloh, Sascha A.
- S0304407624002288 Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application
by Hong, Han & Ju, Gaosheng & Li, Qi & Yan, Karen X.
- S0304407624002306 Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing
by Brock, William A. & Miller, J. Isaac
2024, Volume 244, Issue 2
- S0304407623002373 Target PCA: Transfer learning large dimensional panel data
by Duan, Junting & Pelger, Markus & Xiong, Ruoxuan
- S0304407624000484 State-dependent local projections
by Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena
- S0304407624000721 Local projections in unstable environments
by Inoue, Atsushi & Rossi, Barbara & Wang, Yiru
- S0304407624000903 Reprint of: Robust inference on correlation under general heterogeneity
by Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B.
- S0304407624000915 Reprint of: The likelihood ratio test for structural changes in factor models
by Bai, Jushan & Duan, Jiangtao & Han, Xu
- S0304407624000927 Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk
by Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel
- S0304407624000964 Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
by Gorgi, Paolo & Koopman, Siem Jan & Schaumburg, Julia
- S0304407624001118 Functional quantile autoregression
by Dong, Chaohua & Chen, Rong & Xiao, Zhijie & Liu, Weiyi
- S0304407624001192 Some fixed-b results for regressions with high frequency data over long spans
by Hwang, Taeyoon & Vogelsang, Timothy J.
- S0304407624001325 Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
by Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M.
- S0304407624001490 Specification tests for non-Gaussian structural vector autoregressions
by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique
- S0304407624002161 Estimation of continuous-time linear DSGE models from discrete-time measurements
by Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos
- S030440762400068X Local projections vs. VARs: Lessons from thousands of DGPs
by Li, Dake & Plagborg-Møller, Mikkel & Wolf, Christian K.
- S030440762400215X Introduction to the Themed Issue: Macroeconometrics
by Qu, Zhongjun
2024, Volume 244, Issue 1
- S0304407624001763 Fixed-b asymptotics for panel models with two-way clustering
by Chen, Kaicheng & Vogelsang, Timothy J.
- S0304407624001854 An unbounded intensity model for point processes
by Christensen, Kim & Kolokolov, Aleksey
- S0304407624001866 Threshold spatial autoregressive model
by Li, Kunpeng & Lin, Wei
- S0304407624001878 Measuring diagnostic test performance using imperfect reference tests: A partial identification approach
by Obradović, Filip
- S0304407624001891 Latent utility and permutation invariance: A revealed preference approach
by Allen, Roy & Rehbeck, John
- S0304407624001908 Testing for sparse idiosyncratic components in factor-augmented regression models
by Beyhum, Jad & Striaukas, Jonas
- S0304407624001945 Empirical risk minimization for time series: Nonparametric performance bounds for prediction
by Brownlees, Christian & Llorens-Terrazas, Jordi
- S0304407624001957 Large Bayesian SVARs with linear restrictions
by Hou, Chenghan
- S0304407624001970 High-dimensional model-assisted inference for treatment effects with multi-valued treatments
by Xu, Wenfu & Tan, Zhiqiang
- S0304407624001982 GMM estimation for high-dimensional panel data models
by Cheng, Tingting & Dong, Chaohua & Gao, Jiti & Linton, Oliver
- S0304407624001994 Identification in discrete choice models with imperfect information
by Gualdani, Cristina & Sinha, Shruti
- S0304407624002033 Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach
by Martinez-Iriarte, Julian & Sun, Yixiao
- S0304407624002070 A gentle introduction to matrix calculus
by Magnus, Jan R.
- S0304407624002094 Estimating option pricing models using a characteristic function-based linear state space representation
by Boswijk, H. Peter & Laeven, Roger J.A. & Vladimirov, Evgenii
- S0304407624002100 On uniform confidence intervals for the tail index and the extreme quantile
by Sasaki, Yuya & Wang, Yulong
- S030440762400174X Tuning-parameter-free propensity score matching approach for causal inference under shape restriction
by Liu, Yukun & Qin, Jing
- S030440762400191X A method of moments approach to asymptotically unbiased Synthetic Controls
by Fry, Joseph
- S030440762400201X Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization
by Heiler, Phillip
2024, Volume 243, Issue 1
- S0304407622000343 Earnings dynamics and intergenerational transmission of skill
by Lochner, Lance & Park, Youngmin
- S0304407622000355 Some children left behind: Variation in the effects of an educational intervention
by Buhl-Wiggers, Julie & Kerwin, Jason T. & Muñoz-Morales, Juan & Smith, Jeffrey & Thornton, Rebecca
- S0304407622000562 You are what your parents expect: Height and local reference points
by Wang, Fan & Puentes, Esteban & Behrman, Jere R. & Cunha, Flávio
- S0304407622001622 Gender pension gaps in a private retirement accounts system: A dynamic model of household labor supply and savings
by Joubert, Clement & Todd, Petra E.
- S0304407622001932 Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification
by Honoré, Bo E. & Hu, Luojia
- S0304407623003688 Eliciting willingness-to-pay to decompose beliefs and preferences that determine selection into competition in lab experiments
by Chen, Yvonne Jie & Dutz, Deniz & Li, Li & Moon, Sarah & Vytlacil, Edward & Zhong, Songfa
- S0304407624000290 Dealing with imperfect randomization: Inference for the highscope perry preschool program
by Heckman, James & Pinto, Rodrigo & Shaikh, Azeem M.
- S0304407624000642 Policy evaluation with multiple instrumental variables
by Mogstad, Magne & Torgovitsky, Alexander & Walters, Christopher R.
- S0304407624000654 Econometric causality: The central role of thought experiments
by Heckman, James & Pinto, Rodrigo
- S0304407624000666 Human capital and migration: A cautionary tale
by Navarro, Salvador & Zhou, Jin
- S0304407624001635 Introduction to the annals issue in honor of James J Heckman
by Chen, Xiaohong & Vytlacil, Edward
- S0304407624001659 Reprint of: Profiling the plight of disconnected youth in America
by MaCurdy, Thomas & Glick, David & Sherpa, Sonam & Nagavarapu, Sriniketh
- S030440762300369X Robust inference for moment condition models without rational expectations
by Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G.
2024, Volume 242, Issue 2
2024, Volume 242, Issue 1
- S0304407624000976 Modeling long cycles
by Natasha Kang, Da & Marmer, Vadim
- S0304407624001131 Better the devil you know: Improved forecasts from imperfect models
by Oh, Dong Hwan & Patton, Andrew J.
- S0304407624001301 Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
by Xie, Haitian
- S0304407624001313 2SLS with multiple treatments
by Bhuller, Manudeep & Sigstad, Henrik
- S0304407624001349 A simple specification test for models with many conditional moment inequalities
by Marcoux, Mathieu & Russell, Thomas M. & Wan, Yuanyuan
- S0304407624001362 Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables
by Jeong, Hanbat & Lee, Lung-fei
- S0304407624001398 On the performance of the Neyman Allocation with small pilots
by Cai, Yong & Rafi, Ahnaf
- S0304407624001404 Prewhitened long-run variance estimation robust to nonstationarity
by Casini, Alessandro & Perron, Pierre
2024, Volume 241, Issue 2
- S0304407624000836 Correcting attrition bias using changes-in-changes
by Ghanem, Dalia & Hirshleifer, Sarojini & Kédagni, Désiré & Ortiz-Becerra, Karen
- S0304407624000873 Hybrid unadjusted Langevin methods for high-dimensional latent variable models
by Loaiza-Maya, Rubén & Nibbering, Didier & Zhu, Dan
- S0304407624000939 Dynamic partial correlation models
by D’Innocenzo, Enzo & Lucas, Andre
- S0304407624000940 Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
by Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong
- S0304407624000988 Estimation and inference for high dimensional factor model with regime switching
by Urga, Giovanni & Wang, Fa
- S0304407624001076 Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach
by Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun
- S0304407624001106 The local to unity dynamic Tobit model
by Bykhovskaya, Anna & Duffy, James A.
- S0304407624001155 Measuring tail risk
by Dierkes, Maik & Hollstein, Fabian & Prokopczuk, Marcel & Würsig, Christoph Matthias
- S0304407624001167 Extreme expectile estimation for short-tailed data
by Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles
- S030440762400112X Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation
by Funovits, Bernd
2024, Volume 241, Issue 1
- S0304407624000551 Spectral clustering with variance information for group structure estimation in panel data
by Yu, Lu & Gu, Jiaying & Volgushev, Stanislav
- S0304407624000629 Predictive ability tests with possibly overlapping models
by Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel
- S0304407624000708 No star is good news: A unified look at rerandomization based on p-values from covariate balance tests
by Zhao, Anqi & Ding, Peng
- S0304407624000733 Wild bootstrap inference for instrumental variables regressions with weak and few clusters
by Wang, Wenjie & Zhang, Yichong
- S0304407624000800 Estimation and inference of seller’s expected revenue in first-price auctions
by Zincenko, Federico
- S0304407624000812 A vector monotonicity assumption for multiple instruments
by Goff, Leonard
- S0304407624000848 Testing identification conditions of LATE in fuzzy regression discontinuity designs
by Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan
- S0304407624000861 Covariate adjustment in experiments with matched pairs
by Bai, Yuehao & Jiang, Liang & Romano, Joseph P. & Shaikh, Azeem M. & Zhang, Yichong
- S0304407624000885 The law of large numbers for large stable matchings
by Schwartz, Jacob & Song, Kyungchul
- S030440762400071X Bayesian estimation of cluster covariance matrices of unknown form
by Creal, Drew & Kim, Jaeho
2024, Volume 240, Issue 2
- S0304407620303341 Standard errors for panel data models with unknown clusters
by Bai, Jushan & Choi, Sung Hoon & Liao, Yuan
- S0304407620303389 Maximum likelihood estimation of latent Markov models using closed-form approximations
by Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu
- S0304407620303390 Network and panel quantile effects via distribution regression
by Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin
- S0304407621000154 A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
by Higbee, Joshua D. & McDonald, James B.
- S0304407621000427 Local regression distribution estimators
by Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei
- S0304407621000439 Testing and relaxing the exclusion restriction in the control function approach
by D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya
- S0304407621000440 Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations
by Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan
- S0304407621000567 Nonseparable sample selection models with censored selection rules
by Fernández-Val, Ivan & van Vuuren, Aico & Vella, Francis
- S0304407622000409 On uniform inference in nonlinear models with endogeneity
by Khan, Shakeeb & Nekipelov, Denis
- S0304407622001609 Testing unconditional and conditional independence via mutual information
by Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping
- S0304407622001610 Kernel density estimation for undirected dyadic data
by Graham, Bryan S. & Niu, Fengshi & Powell, James L.
- S0304407623000295 One instrument to rule them all: The bias and coverage of just-ID IV
by Angrist, Joshua & Kolesár, Michal
- S0304407623000301 Is Newey–West optimal among first-order kernels?
by Kolokotrones, Thomas & Stock, James H. & Walker, Christopher D.
- S0304407623000702 Instrumental variable estimation with first-stage heterogeneity
by Abadie, Alberto & Gu, Jiaying & Shen, Shu
- S0304407623001434 Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
by Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack
- S0304407623002166 Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
by Liu, Lin & Mukherjee, Rajarshi & Robins, James M.
- S030440762030364X Financially adaptive clinical trials via option pricing analysis
by Chaudhuri, Shomesh E. & Lo, Andrew W.
- S030440762100097X Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
by Windmeijer, Frank
2024, Volume 240, Issue 1
Printed from https://ideas.repec.org/s/eee/econom.html
