Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: T. Amemiya
Editor: A. R. Gallant
Editor: J. F. Geweke
Editor: C. Hsiao
Editor: P. M. Robinson
The email address of this editor does not seem to be valid any more. Please ask P. M. Robinson to have the entry updated or send us the correct address.
Additional information is available for the following registered editor(s):
Takeshi Amemiya , A. Ronald Gallant , John Geweke , Cheng Hsiao .
Series handle: RePEc:eee:econom
ISSN: 0304-4076
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Content
2022, Volume 231, Issue 2
- 329-347 Conditional rotation between forecasting models
by Zhu, Yinchu & Timmermann, Allan
- 348-360 From zero to hero: Realized partial (co)variances
by Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier
- 361-386 Testing for parameter instability and structural change in persistent predictive regressions
by Andersen, Torben G. & Varneskov, Rasmus T.
- 387-409 Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements
by Gardner, Ben & Scotti, Chiara & Vega, Clara
- 410-431 Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds
by Christensen, Jens H.E. & Spiegel, Mark M.
- 432-456 Approximate maximum likelihood for complex structural models
by Czellar, Veronika & Frazier, David T. & Renault, Eric
- 457-476 Joint Bayesian inference about impulse responses in VAR models
by Inoue, Atsushi & Kilian, Lutz
- 477-499 SVARs with occasionally-binding constraints
by Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio
- 500-519 Nowcasting with large Bayesian vector autoregressions
by Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej
- 520-534 Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections
by Diebold, Francis X. & Rudebusch, Glenn D.
2022, Volume 231, Issue 1
- 3-32 Maternal subjective expectations about the technology of skill formation predict investments in children one year later
by Cunha, Flávio & Elo, Irma & Culhane, Jennifer
- 33-57 Parental beliefs about returns to child health investments
by Biroli, Pietro & Boneva, Teodora & Raja, Akash & Rauh, Christopher
- 58-73 Self-perceptions about academic achievement: Evidence from Mexico City
by Bobba, Matteo & Frisancho, Veronica
- 74-97 Academic and non-academic investments at university: The role of expectations, preferences and constraints
by Delavande, Adeline & Del Bono, Emilia & Holford, Angus
- 98-122 The role of heterogeneous risk preferences, discount rates, and earnings expectations in college major choice
by Patnaik, Arpita & Venator, Joanna & Wiswall, Matthew & Zafar, Basit
- 123-147 Understanding migration aversion using elicited counterfactual choice probabilities
by Koşar, Gizem & Ransom, Tyler & van der Klaauw, Wilbert
- 148-164 Marriage, children, and labor supply: Beliefs and outcomes
by Gong, Yifan & Stinebrickner, Ralph & Stinebrickner, Todd
- 165-187 Beliefs about public debt and the demand for government spending
by Roth, Christopher & Settele, Sonja & Wohlfart, Johannes
- 188-212 Incentive-driven inattention
by Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki
- 213-231 Dynamics and heterogeneity of subjective stock market expectations
by Heiss, Florian & Hurd, Michael & van Rooij, Maarten & Rossmann, Tobias & Winter, Joachim
- 232-247 Heterogeneity in households’ stock market beliefs
by von Gaudecker, Hans-Martin & Wogrolly, Axel
- 248-264 Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
by Bellemare, Charles & Kröger, Sabine & Sossou, Kouamé Marius
- 265-281 Tail and center rounding of probabilistic expectations in the Health and Retirement Study
by Giustinelli, Pamela & Manski, Charles F. & Molinari, Francesca
- 282-303 Surveying business uncertainty
by Altig, David & Barrero, Jose Maria & Bloom, Nicholas & Davis, Steven J. & Meyer, Brent & Parker, Nicholas
- 304-326 Incentives, search engines, and the elicitation of subjective beliefs: Evidence from representative online survey experiments
by Grewenig, Elisabeth & Lergetporer, Philipp & Werner, Katharina & Woessmann, Ludger
2022, Volume 230, Issue 2
- 221-239 Predictive functional linear models with diverging number of semiparametric single-index interactions
by Liu, Yanghui & Li, Yehua & Carroll, Raymond J. & Wang, Naisyin
- 240-254 Global temperatures and greenhouse gases: A common features approach
by Chen, Li & Gao, Jiti & Vahid, Farshid
- 255-280 Nonparametric jump variation measures from options
by Todorov, Viktor
- 281-298 Markov switching panel with endogenous synchronization effects
by Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco
- 299-317 Sampling properties of the Bayesian posterior mean with an application to WALS estimation
by De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco
- 318-338 Inference on covariance-mean regression
by Zou, Tao & Lan, Wei & Li, Runze & Tsai, Chih-Ling
- 339-362 Fast and accurate variational inference for models with many latent variables
by Loaiza-Maya, Rubén & Smith, Michael Stanley & Nott, David J. & Danaher, Peter J.
- 363-387 Estimation and inference about tail features with tail censored data
by Wang, Yulong & Xiao, Zhijie
- 388-415 Estimation of varying coefficient models with measurement error
by Dong, Hao & Otsu, Taisuke & Taylor, Luke
- 416-431 Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
by Han, Dongxiao & Huang, Jian & Lin, Yuanyuan & Shen, Guohao
- 432-452 GMM quantile regression
by Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela
- 453-482 Nonparametric inference for quantile cointegrations with stationary covariates
by Tu, Yundong & Liang, Han-Ying & Wang, Qiying
- 483-509 Testing for the presence of jump components in jump diffusion models
by Wang, Bin & Zheng, Xu
- 510-534 Local mispricing and microstructural noise: A parametric perspective
by Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus
- 535-558 How should parameter estimation be tailored to the objective?
by Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona
2022, Volume 230, Issue 1
- 3-19 Bayesian factor-adjusted sparse regression
by Fan, Jianqing & Jiang, Bai & Sun, Qiang
- 20-38 Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
by Ando, Tomohiro & Bai, Jushan & Li, Kunpeng
- 39-61 Parsimony inducing priors for large scale state–space models
by Lopes, Hedibert F. & McCulloch, Robert E. & Tsay, Ruey S.
- 62-82 Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
by Norets, Andriy & Pelenis, Justinas
- 83-113 Posterior-based Wald-type statistics for hypothesis testing
by Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao
- 114-130 Real-time Bayesian learning and bond return predictability
by Wan, Runqing & Fulop, Andras & Li, Junye
- 131-153 Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
by Fisher, Mark & Jensen, Mark J.
- 154-182 Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
by Petrova, Katerina
- 183-200 Factor investing: A Bayesian hierarchical approach
by Feng, Guanhao & He, Jingyu
- 201-220 Affine arbitrage-free yield net models with application to the euro debt crisis
by Hong, Zhiwu & Niu, Linlin & Zhang, Chen
2022, Volume 229, Issue 2
- 219-245 Semiparametric model averaging prediction for dichotomous response
by Fang, Fang & Li, Jialiang & Xia, Xiaochao
- 246-262 On improvability of model selection by model averaging
by Peng, Jingfu & Yang, Yuhong
- 263-275 Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
by Hoshino, Tadao
- 276-298 A doubly corrected robust variance estimator for linear GMM
by Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong
- 299-321 Nonparametric estimation of the random coefficients model: An elastic net approach
by Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian
- 322-349 On LASSO for predictive regression
by Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan
- 350-362 Transformations and moment conditions for dynamic fixed effects logit models
by Kitazawa, Yoshitsugu
- 363-395 Testing the eigenvalue structure of spot and integrated covariance
by Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian
- 396-421 Spurious functional-coefficient regression models and robust inference with marginal integration
by Tu, Yundong & Wang, Ying
- 422-451 Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps
by Li, Yingying & Liu, Guangying & Zhang, Zhiyuan
2022, Volume 229, Issue 1
- 1-18 Asymptotic properties of correlation-based principal component analysis
by Choi, Jungjun & Yang, Xiye
- 19-54 An incidental parameters free inference approach for panels with common shocks
by Juodis, Artūras & Sarafidis, Vasilis
- 55-79 Estimation and inference in heterogeneous spatial panels with a multifactor error structure
by Chen, Jia & Shin, Yongcheol & Zheng, Chaowen
- 80-102 Factor models with local factors — Determining the number of relevant factors
by Freyaldenhoven, Simon
- 103-126 Factor models with many assets: Strong factors, weak factors, and the two-pass procedure
by Anatolyev, Stanislav & Mikusheva, Anna
- 127-151 Functional time series approach to analyzing asset returns co-movements
by Saart, Patrick W. & Xia, Yingcun
- 152-175 High-dimensional test for alpha in linear factor pricing models with sparse alternatives
by Feng, Long & Lan, Wei & Liu, Binghui & Ma, Yanyuan
- 176-179 Kotlarski with a factor loading
by Lewbel, Arthur
- 180-200 Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
by Wang, Fa
- 201-217 Projected estimation for large-dimensional matrix factor models
by Yu, Long & He, Yong & Kong, Xinbing & Zhang, Xinsheng
2022, Volume 228, Issue 2
- 177-220 SONIC: SOcial Network analysis with Influencers and Communities
by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor
- 221-243 Measuring news sentiment
by Shapiro, Adam Hale & Sudhof, Moritz & Wilson, Daniel J.
- 244-258 An explainable attention network for fraud detection in claims management
by Farbmacher, Helmut & Löw, Leander & Spindler, Martin
- 259-277 Can we measure inflation expectations using Twitter?
by Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo
- 278-301 Instrument-free identification and estimation of differentiated products models using cost data
by Byrne, David P. & Imai, Susumu & Jain, Neelam & Sarafidis, Vasilis
- 302-321 Infinite Markov pooling of predictive distributions
by Jin, Xin & Maheu, John M. & Yang, Qiao
- 322-341 Latent complementarity in bundles models
by Allen, Roy & Rehbeck, John
- 342-358 A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions
by Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra
- 359-378 Illuminating economic growth
by Hu, Yingyao & Yao, Jiaxiong
- 379-397 An integrated panel data approach to modelling economic growth
by Feng, Guohua & Gao, Jiti & Peng, Bin
2022, Volume 228, Issue 1
- 4-26 High-dimensional linear models with many endogenous variables
by Belloni, Alexandre & Hansen, Christian & Newey, Whitney
- 27-38 Nonparametric Bayes subject to overidentified moment conditions
by Gallant, A. Ronald
- 39-61 Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
by Ai, Chunrong & Linton, Oliver & Zhang, Zheng
- 62-84 Bayesian estimation of long-run risk models using sequential Monte Carlo
by Fulop, Andras & Heng, Jeremy & Li, Junye & Liu, Hening
- 85-106 Constrained estimation using penalization and MCMC
by Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie
- 107-126 Robust Bayesian inference in proxy SVARs
by Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew
- 127-155 Copula-based time series with filtered nonstationarity
by Chen, Xiaohong & Xiao, Zhijie & Wang, Bo
- 156-175 Variation and efficiency of high-frequency betas
by Zhang, Congshan & Li, Jia & Todorov, Viktor & Tauchen, George
2022, Volume 227, Issue 2
- 305-324 Stationary vine copula models for multivariate time series
by Nagler, Thomas & Krüger, Daniel & Min, Aleksey
- 325-346 Maximum likelihood estimation for score-driven models
by Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André
- 347-370 Semiparametric testing with highly persistent predictors
by Werker, Bas J.M. & Zhou, Bo
- 371-407 Functional coefficient panel modeling with communal smoothing covariates
by Phillips, Peter C.B. & Wang, Ying
- 408-428 Simultaneous inference for time-varying models
by Karmakar, Sayar & Richter, Stefan & Wu, Wei Biao
- 429-460 Residual-augmented IVX predictive regression
by Demetrescu, Matei & Rodrigues, Paulo M.M.
- 461-497 The drift burst hypothesis
by Christensen, Kim & Oomen, Roel & Renò, Roberto
- 498-505 Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”
by Bognanni, Mark
2022, Volume 227, Issue 1
- 4-24 Goodness-of-fit testing for time series models via distance covariance
by Wan, Phyllis & Davis, Richard A.
- 25-46 Understanding temporal aggregation effects on kurtosis in financial indices
by Lieberman, Offer & Phillips, Peter C.B.
- 47-64 Testing the existence of moments for GARCH processes
by Francq, Christian & Zakoïan, Jean-Michel
- 65-84 A time-varying parameter model for local explosions
by Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc
- 85-113 Testing for episodic predictability in stock returns
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- 114-133 Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
by Cai, Zongwu & Fang, Ying & Xu, Qiuhua
- 134-150 β in the tails
by Bandi, Federico M. & Renò, Roberto
- 151-167 Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management
by So, Mike K.P. & Chan, Thomas W.C. & Chu, Amanda M.Y.
- 168-188 Asset selection based on high frequency Sharpe ratio
by Wang, Christina Dan & Chen, Zhao & Lian, Yimin & Chen, Min
- 189-211 Occupation density estimation for noisy high-frequency data
by Zhang, Congshan & Li, Jia & Bollerslev, Tim
- 212-227 Identification of structural multivariate GARCH models
by Hafner, Christian M. & Herwartz, Helmut & Maxand, Simone
- 228-240 LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
by Zhang, Xingfa & Zhang, Rongmao & Li, Yuan & Ling, Shiqing
- 241-263 Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
by Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders
- 264-284 Hybrid quantile estimation for asymmetric power GARCH models
by Wang, Guochang & Zhu, Ke & Li, Guodong & Li, Wai Keung
- 285-304 Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael
2022, Volume 226, Issue 2
- 205-223 Identification of semiparametric model coefficients, with an application to collective households
by Lewbel, Arthur & Lin, Xirong
- 224-247 Quantile regression methods for first-price auctions
by Gimenes, Nathalie & Guerre, Emmanuel
- 248-268 Inference on estimators defined by mathematical programming
by Hsieh, Yu-Wei & Shi, Xiaoxia & Shum, Matthew
- 269-294 Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
by Hu, Yingyao & Schennach, Susanne & Shiu, Ji-Liang
- 295-320 Testing for risk aversion in first-price sealed-bid auctions
by Jun, Sung Jae & Zincenko, Federico
- 321-342 Sample selection models with monotone control functions
by Liu, Ruixuan & Yu, Zhengfei
- 343-367 Identification of dynamic games with unobserved heterogeneity and multiple equilibria
by Luo, Yao & Xiao, Ping & Xiao, Ruli
- 368-398 Estimating multinomial choice models with unobserved choice sets
by Lu, Zhentong
- 399-422 A wavelet method for panel models with jump discontinuities in the parameters
by Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C.
- 423-450 A test of the selection on observables assumption using a discontinuously distributed covariate
by Khalil, Umair & Yıldız, Neşe
- 451-476 Inference in ordered response games with complete information
by Aradillas-López, Andrés & Rosen, Adam M.
- 477-497 Estimating unobserved individual heterogeneity using pairwise comparisons
by Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun
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
Printed from https://ideas.repec.org/s/eee/econom5.html