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Content
2025, Volume 28, Issue 1
- 1-20 Philip G. Wright, directed acyclic graphs, and instrumental variables
by Jaap H Abbring & Victor Chernozhukov & Iván Fernández-Val - 21-40 Effects of a duty on price and output with special reference to butter and flaxseed
by Philip G Wright - 41-82 Causal inference and data fusion in econometrics
by Paul Hünermund & Elias Bareinboim - 83-108 Design-based identification with formula instruments: a review
by Kirill Borusyak & Peter Hull & Xavier Jaravel - 109-127 Extending the scope of instrumental variable methods
by Andrew Chesher & Adam M Rosen
2024, Volume 27, Issue 3
- 1-1 Royal Economic Society Annual Conference 2021 Sargan Lecture
by Jaap H Abbring - 1-61 Causal models for longitudinal and panel data: a survey
by Dmitry Arkhangelsky & Guido Imbens - 323-342 Local projection inference in high dimensions
by Robert Adamek & Stephan Smeekes & Ines Wilms - 343-361 Tractable Bayesian estimation of smooth transition vector autoregressive models
by Martin Bruns & Michele Piffer - 362-383 Asymptotic properties of endogeneity corrections using nonlinear transformations
by Jörg Breitung & Alexander Mayer & Dominik Wied - 384-411 The maximally selected likelihood ratio test in random coefficient models
by Lajos Horváth & Lorenzo Trapani & Jeremy Vander - 412-441 Threshold nonlinearities and the democracy-growth nexus
by Chaoyi Chen & Thanasis Stengos
2024, Volume 27, Issue 2
- -28 Weak identification with many instruments
by Anna Mikusheva & Liyang Sun - 1-1 Royal Economic Society Annual Conference 2023Special Session on Weak Identification
by Jaap H Abbring - 1-1 The 2023 Denis Sargan Econometrics Prize
by Jaap H Abbring - 171-187 Ignoring measurement errors in social networks
by Arthur Lewbel & Xi Qu & Xun Tang - 188-212 A new method for generating random correlation matrices
by Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo - 213-234 The value added of machine learning to causal inference: evidence from revisited studies
by Anna Baiardi & Andrea A Naghi - 235-257 Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects
by Alexander Klein & Guy Tchuente - 258-277 A new test for unit roots with a partial quadratic trend
by Yanglin Li & Shaoping Wang & Sainan Jin & Zhijie Xiao - 278-298 Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
by Qiang Liu & Zhi Liu - 299-322 Vaccination policy and mortality from COVID-19 in the European Union
by Eleonora Agostini & Francesco Bloise & Massimiliano Tancioni
2024, Volume 27, Issue 1
- 1-1 Royal Economic Society Annual Conference 2022 Sargan Lecture
by Jaap H Abbring - 1-20 Double robustness for complier parameters and a semi-parametric test for complier characteristics
by Rahul Singh & Liyang Sun - 1-30 Constructing high frequency economic indicators by imputation
by Serena Ng & Susannah Scanlan - 21-36 Instrumental variable quantile regression under random right censoring
by Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom - 37-61 Augmented two-step estimating equations with nuisance functionals and complex survey data
by Puying ZhaoYunnan & Changbao Wu - 62-83 Estimation of large covariance matrices with mixed factor structures
by Runyu Dai & Yoshimasa Uematsu & Yasumasa Matsuda - 84-106 Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator
by Thomas von Brasch & Arvid Raknerud & Trond C Vigtel - 107-125 Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
by Heino Bohn Nielsen & Anders Rahbek - 126-150 The vector error correction index model: representation, estimation and identification
by Gianluca Cubadda & Marco Mazzali - 151-170 Revealing priors from posteriors with an application to inflation forecasting in the UK
by Masako Ikefuji & Jan R Magnus & Takashi Yamagata
2023, Volume 26, Issue 3
- 1-1 Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences
by Jaap H Abbring - 1-30 Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey
by Clément de Chaisemartin & Xavier D’Haultfœuille - 31-66 Simple approaches to nonlinear difference-in-differences with panel data
by Jeffrey M Wooldridge - 327-349 Choosing exogeneity assumptions in potential outcome models
by Matthew A Masten & Alexandre Poirier - 350-377 A first-stage representation for instrumental variables quantile regression
by Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas - 378-404 It is never too LATE: a new look at local average treatment effects with or without defiers
by Christian M Dahl & Martin Huber & Giovanni Mellace - 405-421 Using information criteria to select averages in CCE
by Luca Margaritella & Joakim Westerlund - 422-443 Three-way gravity models with multiplicative unobserved effects
by Yimin Yang & Huili Zhang - 444-466 Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model
by Otilia Boldea & Adriana Cornea-Madeira & João Madeira - 467-491 Testing for parameter change epochs in GARCH time series
by Stefan Richter & Weining Wang & Wei Biao Wu - 492-512 Model selection for varying coefficient nonparametric transformation model
by Xiao Zhang & Xu Liu & Xingjie Shi
2023, Volume 26, Issue 2
- 1-1 The 2022 Denis Sargan Econometrics Prize
by Jaap H Abbring - 105-123 Inference in regression discontinuity designs with high-dimensional covariates
by Alexander Kreiss & Christoph Rothe - 124-146 IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk
by Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - 147-173 Testing for quantile sample selection
by Valentina Corradi & Daniel Gutknecht - 174-188 Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
by Meng Yuan & Pengfei Li & Changbao Wu - 189-214 Comparing latent inequality with ordinal data
by David M Kaplan & Wei Zhao - 215-234 Feasible weighted projected principal component analysis for semi-parametric factor models
by Sung Hoon Choi - 235-256 Feasible IV regression without excluded instruments
by Emmanuel Selorm Tsyawo - 257-278 A nonparametric test for cooperation in discrete games
by Andrés Aradillas-López & Lidia Kosenkova - 279-306 Nonparametric identification of random coefficients in aggregate demand models for differentiated products
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - 307-326 Estimation of high-dimensional vector autoregression via sparse precision matrix
by Benjamin Poignard & Manabu Asai
2023, Volume 26, Issue 1
- 1-1 Royal Economic Society Annual Conference 2021 Special Issue on Econometrics of Dynamic Discrete Choice
by Jaap H Abbring - 1-24 Combining counterfactual outcomes and ARIMA models for policy evaluation
by Fiammetta Menchetti & Fabrizio Cipollini & Fabrizia Mealli - 1-25 Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity
by Victor Aguirregabiria - 25-44 Bubble testing under polynomial trends
by Xiaohu Wang & Jun Yu - 26-42 Equilibrium multiplicity in dynamic games: Testing and estimation
by Taisuke Otsu & Martin Pesendorfer - 45-66 Matching with semi-bandits
by Maximilian Kasy & Alexander Teytelboym - 67-87 Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
by Chaojun Li & Yan Liu - 88-104 Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
by Karim M Abadir
2022, Volume 25, Issue 3
- 531-553 The triple difference estimator
[Semiparametric difference-in-differences estimators]
by Andreas Olden & Jarle Møen - 554-575 Estimation and inference on treatment effects under treatment-based sampling designs
[Instrumental variables estimates of the effect of subsidized training on the quantiles of trainee earnings]
by Kyungchul Song & Zhengfei Yu - 576-601 Debiased machine learning of global and local parameters using regularized Riesz representers
[Semiparametric instrumental variable estimation of treatment response models]
by Victor Chernozhukov & Whitney K Newey & Rahul Singh - 602-627 Double machine learning-based programme evaluation under unconfoundedness
[Econometric methods for program evaluation]
by Michael C Knaus - 628-648 Evaluating (weighted) dynamic treatment effects by double machine learning
[Identification of causal effects using instrumental variables]
by Hugo Bodory & Martin Huber & Lukáš Lafférs - 649-674 Doubly robust identification for causal panel data models
[Sufficient statistics for unobserved heterogeneity in structural dynamic logit models]
by Dmitry Arkhangelsky & Guido W Imbens - 675-698 Distribution regression in duration analysis: an application to unemployment spells
[Lecture notes in statistics: Proceedings]
by Miguel A Delgado & Andrés GarcÃa-Suaza & Pedro H C Sant’Anna - 699-718 Algorithms for inference in SVARs identified with sign and zero restrictions
[Identification and inference with ranking restrictions]
by Matthew Read - 719-738 CCE in heterogenous fixed-T panels
[To pool or not to pool: Homogeneous versus heterogenous estimators applied to cigarette demand]
by Joakim Westerlund & Yousef Kaddoura - 739-761 Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants
[Increased risk of hospitalisation associated with infection with SARS-CoV-2 lineage B.1.1.7 in Denmark]
by Peter Reinhard Hansen - 762-780 On reduced form estimation of the effect of policy interventions on the COVID-19 pandemic
[What explains temporal and geographic variation in the early us coronavirus pandemic?]
by Ivan Korolev - 781-805 Effects of Covid-19 lockdowns on social distancing in Turkey
[Synthetic control methods for comparative case studies: Estimating the effect of California’s tobacco control program]
by Fırat Bilgel
2022, Volume 25, Issue 2
- 1-1 Ten years of Denis Sargan Econometrics Prizes
by Jaap H Abbring - 277-300 Causal mediation analysis with double machine learning
[Mediation analysis via potential outcomes models]
by Helmut Farbmacher & Martin Huber & Lukáš Lafférs & Henrika Langen & Martin Spindler - 301-321 Designed quadrature to approximate integrals in maximum simulated likelihood estimation
[Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models]
by Prateek Bansal & Vahid Keshavarzzadeh & Angelo Guevara & Shanjun Li & Ricardo A Daziano - 322-339 Optimal minimax rates against nonsmooth alternatives
[Optimal testing for additivity in multiple nonparametric regression]
by Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama - 340-361 Two-stage instrumental variable estimation of linear panel data models with interactive effects
[Eigenvalue ratio test for the number of factors]
by Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata - 362-383 Detecting common breaks in the means of high dimensional cross-dependent panels
[Structural breaks in panel data: large number of panels and short length time series]
by Lajos Horváth & Zhenya Liu & Gregory Rice & Yuqian Zhao - 384-403 Testing conditional moment restriction models using empirical likelihood
[Efficient estimation of models with conditional moment restrictions containing unknown functions]
by Yves G Berger - 404-432 Distributional robustness of K-class estimators and the PULSE
[The colonial origins of comparative development: An empirical investigation]
by Martin Emil Jakobsen & Jonas Peters - 433-454 Misclassification-robust semiparametric estimation of single-index binary-choice models
[Local NLLS estimation of semi-parametric binary choice models]
by P ČÞek & S SadıkoÄŸlu - 455-476 Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
[Non-fundamentalness in structural econometric models: A review]
by Ignacio N Lobato & Carlos Velasco - 477-493 Nonparametric bounds on treatment effects with imperfect instruments
[Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction]
by Kyunghoon Ban & Désiré Kédagni - 494-514 Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
[Commodity-price comovement and global economic activity]
by Chiara Casoli & Riccardo (Jack) Lucchetti - 515-530 Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave
[Vergleich europäischer Gesundheitssysteme in der COVID-19-Pandemie]
by Thomas Dimpfl & Jantje Sönksen & Ingo Bechmann & Joachim Grammig
2022, Volume 25, Issue 1
- 1-14 Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-19
by Jörg Stoye - 15-45 Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’
by Philipp Breidenbach & Timo Mitze - 46-70 The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy
by Roy Cerqueti & Raffaella Coppier & Alessandro Girardi & Marco Ventura - 71-97 Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
by Marine Carrasco & Mohamed Doukali - 98-113 R-estimators in GARCH models: asymptotics and applications
by Hang Liu & Kanchan Mukherjee - 114-133 Nonparametric panel data regression with parametric cross-sectional dependence
by Alexandra Soberon & Juan M Rodriguez-Poo & Peter M Robinson - 134-154 Factor-augmented forecasting regressions with threshold effects
[What drives oil prices? Emerging versus developed economies]
by Yayi Yan & Tingting Cheng - 155-175 Rank-invariance conditions for the comparison of volatility forecasts
[A tale of two time scales: determining integrated volatility with noisy high-frequency data]
by Alessandro Palandri - 176-214 Estimation of nonstationary nonparametric regression model with multiplicative structure
[Income and wealth distribution in macroeconomics: A continuous-time approach]
by Likai Chen & Ekaterina Smetanina & Wei Biao Wu - 215-232 Synthetic control method with convex hull restrictions: a Bayesian maximum a posteriori approach
[Using synthetic controls: Feasibility, data requirements, and methodological aspects]
by Gyuhyeong Goh & Jisang Yu - 233-255 Regularised orthogonal machine learning for nonlinear semiparametric models
[Efficient estimation of models with conditional moment restrictions containing unknown functions]
by Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis - 256-275 Partially linear models with endogeneity: a conditional moment-based approach
[Efficient estimation of models with conditional moment restrictions containing unknown functions]
by Bertille Antoine & Xiaolin Sun
2021, Volume 24, Issue 3
- 353-376 The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany
by Richard Bluhm & Maxim Pinkovskiy - 377-398 Sparse covariance estimation in logit mixture models
by Youssef M Aboutaleb & Mazen Danaf & Yifei Xie & Moshe E Ben-Akiva - 399-416 Computing moment inequality models using constrained optimization
by Baiyu Dong & Yu-Wei Hsieh & Matthew Shum Caltech - 417-441 Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors
by Hugo Kruiniger - 442-461 Large mixed-frequency VARs with a parsimonious time-varying parameter structure
by Thomas B Götz & Klemens Hauzenberger - 462-481 Panel kink threshold regression model with a covariate-dependent threshold
by Lixiong Yang & Chunli Zhang & Chingnun Lee & I-Po Chen - 482-501 Unifying inference for semiparametric regression
by Shaoxin Hong & Jiancheng Jiang & Xuejun Jiang & Zhijie Xiao - 502-518 On unit free assessment of the extent of multilateral distributional variation
by Gordon Anderson & Oliver Linton & Maria Grazia Pittau & Yoon-Jae Whang & Roberto Zelli - 519-535 Partial effects in non-linear panel data models with correlated random effects
by Jason Abrevaya & Yu-Chin Hsu - 536-558 Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction
by Martin E Andresen & Martin Huber - 559-588 Double/debiased machine learning for logistic partially linear model
by Molei Liu & Yi Zhang & Doudou Zhou - 589-607 Exact computation of maximum rank correlation estimator
by Youngki Shin & Zvezdomir Todorov
2021, Volume 24, Issue 2
- 1-1 Editorial
by Jaap H Abbring - 1-39 Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments
by James J Heckman & Ganesh Karapakula - 40-77 Low-rank approximations of nonseparable panel models
by Hugo Freeman & Martin Weidner - 78-93 Identification in simple binary outcome panel data models
by Bo E Honoré & Áureo de Paula - 199-224 Estimation of dynamic models of recurrent events with censored data
by Sanghyeok Lee & Tue Gørgens - 225-246 Panel VAR models with interactive fixed effects
by Mustafa Tuğan - 247-263 A simple estimator for quantile panel data models using smoothed quantile regressions
by Liang Chen & Yulong Huo - 264-289 Debiased machine learning of conditional average treatment effects and other causal functions
by Vira Semenova & Victor Chernozhukov - 290-314 Complete subset averaging with many instruments
by Seojeong Lee & Youngki Shin - 315-333 Forecasting using cross-section average–augmented time series regressions
by Hande Karabiyik & Joakim Westerlund - 334-351 Units of measurement and the inverse hyperbolic sine transformation
by Ghislain B D Aihounton & Arne Henningsen
2021, Volume 24, Issue 1
- 1-1 Royal Economic Society Annual Conference 2018 Special Issue on Structural Macroeconometrics
by Jaap H Abbring & Jeffrey R Campbell - 1-22 Testing identification via heteroskedasticity in structural vector autoregressive models
by Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen - 1-32 Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?
by Barbara Rossi - 23-40 Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions
by Jia-Young Michael Fu & Joel L Horowitz & Matthias Parey - 33-58 Online estimation of DSGE models
by Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide - 41-57 Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
by Anil Bera & Gabriel Montes-Rojas & Walter Sosa-Escudero & Javier Alejo - 58-82 LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
by Tim Ginker & Offer Lieberman - 83-102 Generalized Forecast Averaging in Autoregressions with a Near Unit Root
by Mohitosh Kejriwal & Xuewen Yu - 103-120 Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation
by Le-Yu Chen & Sokbae Lee - 121-133 Identification of a class of index models: A topological approach
by Mogens Fosgerau & Dennis Kristensen - 134-161 Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence
by Michael C Knaus & Michael Lechner & Anthony Strittmatter - 162-176 Potential outcomes and finite-population inference for M-estimators
by Ruonan Xu - 177-197 Model averaging estimation for high-dimensional covariance matrices with a network structure
by Rong Zhu & Xinyu Zhang & Yanyuan Ma & Guohua Zou
2020, Volume 23, Issue 3
- 1-1 Editorial
by Fedor Iskhakov & John Rust & Bertel Schjerning - 1-24 Artificial intelligence as structural estimation: Deep Blue, Bonanza, and AlphaGo
by Mitsuru Igami - 25-58 Higher-order income dynamics with linked regression trees
by Jeppe Druedahl & Anders Munk-Nielsen - 59-80 Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield
by Michael Keane & Timothy Neal - 81-124 Machine learning and structural econometrics: contrasts and synergies
by Fedor Iskhakov & John Rust & Bertel Schjerning - 323-344 Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden
by Sang-Wook (Stanley) Cho - 345-362 Two-way exclusion restrictions in models with heterogeneous treatment effects
by Shenglong Liu & Ismael Mourifié & Yuanyuan Wan - 363-385 Identifying present bias and time preferences with an application to land-lease-contract data1
by Pieter A Gautier & Aico van Vuuren - 386-402 Semiparametric estimation of generalized transformation panel data models with nonstationary error
by Xi Wang & Songnian Chen
2020, Volume 23, Issue 2
- 177-191 Double/debiased machine learning for difference-in-differences models
by Neng-Chieh Chang - 192-210 Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
by Sebastian Calonico & Matias D Cattaneo & Max H Farrell - 211-231 Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals
by Yang He & Otávio Bartalotti - 232-250 Partial identification in nonseparable count data instrumental variable models
by Dongwoo Kim - 251-268 Accelerated failure time models with log-concave errors
by Ruixuan Liu & Zhengfei Yu - 269-296 Multilayer network analysis of oil linkages
by Roberto Casarin & Matteo Iacopini & German Molina & Enrique ter Horst & Ramon Espinasa & Carlos Sucre & Roberto Rigobon - 297-315 Probabilistic forecasting of bubbles and flash crashes
by Anurag Banerjee & Guillaume Chevillon & Marie Kratz - 316-322 The ignorant monopolist redux
by Roger Koenker
2020, Volume 23, Issue 1
- 1-31 Optimal data collection for randomized control trials
by Pedro Carneiro & Sokbae Lee & Daniel Wilhelm - 32-47 Inference on finite-population treatment effects under limited overlap
by Han Hong & Michael P Leung & Jessie Li - 48-67 Semi-parametric analysis of efficiency and productivity using Gaussian processes
by Grigorios Emvalomatis - 68-87 Roy-model bounds on the wage effects of the Great Migration
by John R Gardner - 88-114 Information technology outsourcing and firm productivity: eliminating bias from selective missingness in the dependent variable
by Christoph Breunig & Michael Kummer & Joerg Ohnemus & Steffen Viete - 115-136 Initial conditions of dynamic panel data models: on within and between equations
by Lung-fei Lee & Jihai Yu - 137-155 A new structural break test for panels with common factors
by Huanjun Zhu & Vasilis Sarafidis & Mervyn J Silvapulle - 156-175 Kernel estimation for panel data with heterogeneous dynamics
by Ryo Okui & Takahide Yanagi - 176-176 Erratum to: Semi-parametric analysis of efficiency and productivity using Gaussian processes
by Grigorios Emvalomatis
2019, Volume 22, Issue 3
- 207-222 A guided nonparametric goodness-of-fit test with application to income distributions
by Kuangyu Wen & Ximing Wu - 223-240 Estimating latent group structure in time-varying coefficient panel data models
by Jia Chen - 241-261 Quantile-based smooth transition value at risk estimation
by Stefan Hubner & Pavel ČÞek - 262-281 BLP-2LASSO for aggregate discrete choice models with rich covariates
by Benjamin J Gillen & Sergio Montero & Hyungsik Roger Moon & Matthew Shum - 282-291 Fragility of identification in panel binary response models
by Giovanni Forchini & Bin Jiang - 292-308 Reconsideration of a simple approach to quantile regression for panel data
by Galina Besstremyannaya & Sergei Golovan
2019, Volume 22, Issue 2
- 97-116 Testing collinearity of vector time series
by Tucker S McElroy & Agnieszka Jach - 117-130 On the role of covariates in the synthetic control method
by Irene Botosaru & Bruno Ferman - 131-152 Quantile coherency: A general measure for dependence between cyclical economic variables
by Jozef BarunÃk & Tobias Kley - 153-172 Inferential results for a new measure of inequality
by Youri Davydov & Francesca Greselin - 173-187 Separating different individual effects in a panel data model
by Christine Amsler & Peter Schmidt - 188-205 A simple, graphical approach to comparing multiple treatments
by Brennan S Thompson & Matthew D Webb
2019, Volume 22, Issue 1
- 1-1 Royal Economic Society Annual Conference 2017 Special Issue on Econometrics of Games
by Jaap H Abbring - 1-9 Two-stage least squares as minimum distance
by Frank Windmeijer - 1-19 Unobserved heterogeneity in auctions
by Philip A Haile & Yuichi Kitamura - 10-33 Testing for constant correlation of filtered series under structural change
by Matei Demetrescu & Dominik Wied - 34-56 High†dimensional macroeconomic forecasting and variable selection via penalized regression
by Yoshimasa Uematsu & Shinya Tanaka - 57-72 Optimal panel unit root testing with covariates
by Artūras Juodis & Joakim Westerlund - 73-95 Testing for moderate explosiveness
by Gangzheng Guo & Yixiao Sun & Shaoping Wang