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Content
2025
- 1-11 Motivations
by Chaohua Dong & Jiti Gao - 15-41 Conditional Expectations
by Chaohua Dong & Jiti Gao - 43-70 Regressions and Series Estimation
by Chaohua Dong & Jiti Gao - 73-102 Density Estimation and Its Applications
by Chaohua Dong & Jiti Gao - 103-140 Partially Linear Single-Index Regression Models
by Chaohua Dong & Jiti Gao - 141-173 Additive Nonparametric Models
by Chaohua Dong & Jiti Gao - 175-229 Semiparametric Moment Restriction Models
by Chaohua Dong & Jiti Gao
2024
- 1-10 Introduction
In: Advances in Applied Econometrics
by Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang - 1-37 Fixed Effects Models
In: The Econometrics of Multi-dimensional Panels
by László Balázsi & László Mátyás & Tom Wansbeek - 11-45 Robust dynamic space–time panel data models using ε $$ \varepsilon $$ -contamination: an application to crop yields and climate change
In: Advances in Applied Econometrics
by Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix - 39-60 When and How Much Do Fixed Effects Matter?
In: The Econometrics of Multi-dimensional Panels
by Felix Chan & László Mátyás & Ágoston Reguly - 47-69 Unbiased estimation of the OLS covariance matrix when the errors are clustered
In: Advances in Applied Econometrics
by Tom Boot & Gianmaria Niccodemi & Tom Wansbeek - 61-98 Random Effects Models
In: The Econometrics of Multi-dimensional Panels
by László Balázsi & Badi H. Baltagi & László Mátyás & Daria Pus - 71-78 Refined GMM estimators for simultaneous equations models with network interactions
In: Advances in Applied Econometrics
by Peter H. Egger & Ingmar R. Prucha - 79-124 Identification and estimation of categorical random coefficient models
In: Advances in Applied Econometrics
by Zhan Gao & M. Hashem Pesaran - 99-131 Estimation of Sparse Variance-Covariance Matrix
In: The Econometrics of Multi-dimensional Panels
by Felix Chan & Ramzi Chariag - 125-146 Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
In: Advances in Applied Econometrics
by Chirok Han & Hyoungjong Kim - 133-169 Models with Endogenous Regressors
In: The Econometrics of Multi-dimensional Panels
by László Balázsi & Maurice J. G. Bun & Felix Chan & Mark N. Harris - 147-195 Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
In: Advances in Applied Econometrics
by George Kapetanios & Laura Serlenga & Yongcheol Shin - 171-195 Dynamic Models and Reciprocity
In: The Econometrics of Multi-dimensional Panels
by Maurice J. G. Bun & Felix Chan & Mark N. Harris & Wei Ern (Ben) Yeo - 197-218 Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices
In: Advances in Applied Econometrics
by Hongjun Li & Zheng Li & Cheng Hsiao - 197-237 Random Coefficients Models
In: The Econometrics of Multi-dimensional Panels
by Monika Avila Marquez & Jaya Krishnakumar & László Balázsi - 219-237 A simple, robust test for choosing the level of fixed effects in linear panel data models
In: Advances in Applied Econometrics
by Leslie E. Papke & Jeffrey M. Wooldridge - 239-258 Internal adjustment costs of firm-specific factors and the neoclassical theory of the firm
In: Advances in Applied Econometrics
by V. K. Chetty & James J. Heckman - 239-284 Nonparametric Models with Random Effects
In: The Econometrics of Multi-dimensional Panels
by Yiguo Sun & Wei Lin & Qi Li - 259-294 Proportional incremental cost probability functions and their frontiers
In: Advances in Applied Econometrics
by Frédérique Fève & Jean-Pierre Florens & Léopold Simar - 285-323 Nonparametric Models with Fixed Effects
In: The Econometrics of Multi-dimensional Panels
by Daniel J. Henderson & Alexandra Soberon - 295-307 Hotelling tubes, confidence bands and conformal inference
In: Advances in Applied Econometrics
by Roger Koenker - 309-331 Indirect inference estimation of stochastic production frontier models with skew-normal noise
In: Advances in Applied Econometrics
by Hung-pin Lai & Subal C. Kumbhakar - 325-351 Multi-dimensional Panels in Quantile Regression Models
In: The Econometrics of Multi-dimensional Panels
by Antonio F. Galvao & Gabriel V. Montes-Rojas - 333-367 The noise error component in stochastic frontier analysis
In: Advances in Applied Econometrics
by Alecos Papadopoulos - 353-379 Multi-Dimensional Models for Spatial Panels
In: The Econometrics of Multi-dimensional Panels
by Julie Le Gallo & Alain Pirotte - 369-395 An alternative corrected ordinary least squares estimator for the stochastic frontier model
In: Advances in Applied Econometrics
by Christopher F. Parmeter & Shirong Zhao - 381-412 The Econometrics of Gravity Models in International Trade
In: The Econometrics of Multi-dimensional Panels
by Badi H. Baltagi & Peter H. Egger & Katharina Erhardt - 397-454 Likelihood-based inference for dynamic panel data models
In: Advances in Applied Econometrics
by Seung C. Ahn & Gareth M. Thomas - 413-453 Modelling Housing Using Multi-dimensional Panel Data
In: The Econometrics of Multi-dimensional Panels
by Badi H. Baltagi & Georges Bresson - 455-478 Modelling Migration
In: The Econometrics of Multi-dimensional Panels
by Raul Ramos - 455-481 Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility
In: Advances in Applied Econometrics
by Richard T. Baillie & Dooyeon Cho & Seunghwa Rho - 479-509 Multi-dimensional Panels in Health Economics with an Application on Antibiotic Consumption
In: The Econometrics of Multi-dimensional Panels
by Anikó Bíró & Péter Elek & Nóra Kungl - 483-500 Does climate change affect economic data?
In: Advances in Applied Econometrics
by In Choi - 501-543 Information loss in volatility measurement with flat price trading
In: Advances in Applied Econometrics
by Peter C. B. Phillips & Jun Yu - 511-545 Can Machine Learning Beat Gravity in Flow Prediction?
In: The Econometrics of Multi-dimensional Panels
by György Ruzicska & Ramzi Chariag & Olivér Kiss & Miklós Koren - 545-579 Forecasting in the presence of in-sample and out-of-sample breaks
In: Advances in Applied Econometrics
by Jiawen Xu & Pierre Perron - 581-601 Multivariate models of commodity futures markets: a dynamic copula approach
In: Advances in Applied Econometrics
by Sihong Chen & Qi Li & Qiaoyu Wang & Yu Yvette Zhang - 603-632 Generalized kernel regularized least squares estimator with parametric error covariance
In: Advances in Applied Econometrics
by Justin Dang & Aman Ullah - 633-663 Predicting binary outcomes based on the pair-copula construction
In: Advances in Applied Econometrics
by Kajal Lahiri & Liu Yang - 665-709 Public subsidies and innovation: a doubly robust machine learning approach leveraging deep neural networks
In: Advances in Applied Econometrics
by Kerda Varaku & Robin C. Sickles - 711-739 DS-HECK: double-lasso estimation of Heckman selection model
In: Advances in Applied Econometrics
by Masayuki Hirukawa & Di Liu & Irina Murtazashvili & Artem Prokhorov - 741-777 Simultaneity in binary outcome models with an application to employment for couples
In: Advances in Applied Econometrics
by Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner
2022
- 1-39 Linear Econometric Models with Machine Learning
In: Econometrics with Machine Learning
by Felix Chan & László Mátyás - 1-46 An Introduction to the Econometrics of Program Evaluation
In: Econometric Evaluation of Socio-Economic Programs
by Giovanni Cerulli - 41-78 Nonlinear Econometric Models with Machine Learning
In: Econometrics with Machine Learning
by Felix Chan & Mark N. Harris & Ranjodh B. Singh & Wei (Ben) Ern Yeo - 47-152 Methods Based on Selection on Observables
In: Econometric Evaluation of Socio-Economic Programs
by Giovanni Cerulli - 79-109 The Use of Machine Learning in Treatment Effect Estimation
In: Econometrics with Machine Learning
by Robert P. Lieli & Yu-Chin Hsu & Ágoston Reguly - 111-149 Forecasting with Machine Learning Methods
In: Econometrics with Machine Learning
by Marcelo C. Medeiros - 151-175 Causal Estimation of Treatment Effects From Observational Health Care Data Using Machine Learning Methods
In: Econometrics with Machine Learning
by William Crown - 153-216 Methods Based on Selection on Unobservables
In: Econometric Evaluation of Socio-Economic Programs
by Giovanni Cerulli - 177-215 Econometrics of Networks with Machine Learning
In: Econometrics with Machine Learning
by Oliver Kiss & Gyorgy Ruzicska - 217-250 Fairness in Machine Learning and Econometrics
In: Econometrics with Machine Learning
by Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes - 217-299 Local Average Treatment Effect and Regression-Discontinuity-Design
In: Econometric Evaluation of Socio-Economic Programs
by Giovanni Cerulli - 251-290 Graphical Models and their Interactions with Machine Learning in the Context of Economics and Finance
In: Econometrics with Machine Learning
by Ekaterina Seregina - 291-335 Poverty, Inequality and Development Studies with Machine Learning
In: Econometrics with Machine Learning
by Walter Sosa-Escudero & Maria Victoria Anauati & Wendy Brau - 301-322 Difference-in-Differences with Many Pre- and Post-Treatment Times
In: Econometric Evaluation of Socio-Economic Programs
by Giovanni Cerulli - 323-340 Synthetic Control Method
In: Econometric Evaluation of Socio-Economic Programs
by Giovanni Cerulli - 337-366 Machine Learning for Asset Pricing
In: Econometrics with Machine Learning
by Jantje Sönksen