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November 2025, Volume 44, Issue 10
- 1462-1493 Nonparametric predictive regression for stock return prediction
by Tingting Cheng & Jiti Gao & Oliver Linton & Yayi Yan - 1494-1517 Nonlinear GMM estimation in dynamic panels with serially correlated unobservables
by Zhongda Li & Lu Liu - 1518-1540 Inference on matrix-valued factor models under a fixed time horizon
by Ying Lun Cheung - 1541-1563 Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
by Xingyi Chen & Haiqi Li & Zhijie Xiao - 1564-1588 Inference on outcome distribution and quantile functions with missing data, by quantile imputation, probability weighting, and doubly robust estimators
by Ji-Yeon Yang & Jungmo Yoon - 1589-1616 Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
by Takamitsu Kurita & Mototsugu Shintani - 1617-1646 On the use of synthetic difference-in-differences approach with (-out) covariates: The case study of Brexit referendum
by Esther de Brabander & Artūras Juodis & Gabriela Miyazato Szini
October 2025, Volume 44, Issue 9
- 1257-1274 Short panel data quantile regression model with flexible correlated effects
by Doosoo Kim - 1275-1320 Time series quantile regression kink with an unknown threshold
by Feipeng Zhang & Rui Xie & Zhijie Xiao - 1321-1360 Identification of network effects with spatially endogenous covariates: theory, simulations, and an empirical application
by Santiago Pereda-Fernández & Paolo Zacchia - 1361-1390 Nonlinear cointegrating regressions with nonstationary nonlinear heteroskedasticity
by Zheng Li & Yundong Tu - 1391-1410 Nonparametric bootstrap confidence sets for the quantile ratio
by Abdallah Zalghout - 1411-1435 Estimation bias in the Ornstein-Uhlenbeck process with flow data
by Milena Hoyos - 1436-1461 Identification of continuous-time linear filters when only discrete-time data is available
by Giuseppe Buccheri
September 2025, Volume 44, Issue 8
- 1079-1119 High-dimensional mixed data sampling models with a covariate-dependent threshold
by Lixiong Yang & Luyao Ren & Yihang Ye - 1120-1143 Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models
by Shiyuan Chen & Xiaojun Song & Jihai Yu - 1144-1165 Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach
by Xiaohui Liu & Yuzi Liu & Wei Long & Peiwen Xiao - 1166-1185 Quantile means and quantile share standard errors and a toolbox of distributional statistics
by Charles M. Beach & Russell Davidson - 1186-1208 Towards a raw-data dynamic structural model with its descriptive applications
by Lukáš Malec - 1209-1233 Estimating heterogeneous effects in static binary response panel data models
by Anastasia Semykina - 1234-1256 Goodness of fit tests in spatial autoregressive stochastic frontier models
by Ming-Yu Deng & Yue Fu & Levent Kutlu & Mingxi Wang
August 2025, Volume 44, Issue 7
- 886-914 An efficient residual-adjusted two-step estimator for a SARAR model
by Lung-Fei Lee & Yanli Lin & Yang Yang - 915-938 Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
by Lina Zhang & David T. Frazier & D.S. Poskitt & Xueyan Zhao - 939-962 Spectral estimation for mixed causal-noncausal autoregressive models
by Alain Hecq & Daniel Velásquez-Gaviria - 963-966 A note on kernel density estimation for undirected dyadic data
by Arkadiusz Szydłowski - 967-991 Formalizing multiresolution statistical causality tests: A comprehensive review and empirical analysis
by Foued Saâdaoui - 992-1036 Test for serial correlation in panel data models with interactive fixed effects
by Yiqiu Cao & Liangjun Su - 1037-1078 Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon
by Yifan He & Abootaleb Shirvani & Barret Shao & Svetlozar Rachev & Frank Fabozzi
July 2025, Volume 44, Issue 6
- 673-695 Minimum wage and employment in the U.S.: an application of Bayesian quantile kink regression
by Marc K. Chan & Akbar Zamanzadeh - 696-714 The application of multiple-output quantile regression to the US financial cycle
by Michal Franta - 715-744 Bootstrap unit root inference for linear processes of possibly heavy-tailed GARCH-type noises
by Rongmao Zhang & Chor-yiu Sin & Shiqing Ling - 745-769 State-dependent local projections– the dynamic effects of regime transitions
by Hsin-Yi Lin & Yu-Hsiang Hsiao & Yu-Min Yen - 770-801 Non-parametric identification and estimation of partial effects with endogeneity and selection
by Zequn Jin & Min Xu & Yahong Zhou - 802-842 Testing for stationary or persistent coefficient randomness in predictive regressions
by Mikihito Nishi - 843-885 Semiparametric single-index estimation for average treatment effects
by Difang Huang & Jiti Gao & Tatsushi Oka
May 2025, Volume 44, Issue 5
- 544-586 Heavy tail robust estimation and inference for average treatment effects
by Saraswata Chaudhuri & Jonathan B. Hill - 587-597 Inference in the presence of unknown rates
by Hao Dong & Taisuke Otsu & Luke Taylor - 598-629 Directional predictability tests
by Weifeng Jin & Carlos Velasco - 630-648 Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation
by Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon–Jae Whang - 649-672 Generalized spatial matrix specifications
by Samantha Leorato & Andrea Martinelli
April 2025, Volume 44, Issue 4
- 384-415 Robust inference on income inequality: t-statistic based approach
by Rustam Ibragimov & Paul Kattuman & Anton Skrobotov - 416-432 Ordered correlation forest
by Riccardo Di Francesco - 433-461 Estimating production functions using costs when outputs are restricted
by Emir Malikov & Shunan Zhao & Subal C. Kumbhakar & David H. Bernstein - 462-511 Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model
by Jieun Lee - 512-543 Testing for nonlinear cointegration under heteroskedasticity
by Christoph Hanck & Till Massing
March 2025, Volume 44, Issue 3
- 246-274 Nonseparable panel models with index structure and correlated random effects
by Pavel Čížek & Serhan Sadikoğlu - 275-311 Assessing volatility persistence in fractional Heston models with self-exciting jumps
by Gilles de Truchis & Bernard Desgraupes & Elena-Ivona Dumitrescu - 312-334 Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
by Emma M. Iglesias - 335-355 Uniform inference in linear error-in-variables models: Divide-and-conquer
by Tom Boot & Artūras Juodis - 356-383 The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg
by Michela Bia & German Blanco & Marie Valentova
February 2025, Volume 44, Issue 2
- 127-140 Bounded tilting estimation
by Susanne M. Schennach & Oscar Wahlstrom - 141-162 Indian Buffet process factor model for counterfactual analysis
by Stanley Iat-Meng Ko - 163-191 Frequency domain local bootstrap in short and long memory time series
by Josu Arteche - 192-213 Regularized maximum likelihood estimation for the random coefficients model
by Fabian Dunker & Emil Mendoza & Marco Reale - 214-242 Using generalized estimating equations to estimate nonlinear models with spatial data
by Weining Wang & Jeffrey M. Wooldridge & Mengshan Xu & Cuicui Lu & Chaowen Zheng - 243-244 List of reviewers for Econometric Reviews, volume 43
by The Editors - 245-245 Fellows and scholars of Econometric Reviews, 2024
by Yuya Sasaki
January 2025, Volume 44, Issue 1
- 1-1 Best Paper Award: Econometric Reviews, 2024
by Yuya Sasaki - 80-89 Bootstrap inference on a factor model based average treatment effects estimator
by Luya Wang & Jeffrey S. Racine & Qiaoyu Wang
July 2024, Volume 44, Issue 1
- 2-40 Using machine learning for efficient flexible regression adjustment in economic experiments
by John A. List & Ian Muir & Gregory Sun
September 2024, Volume 44, Issue 1
- 90-118 Empirical Monte Carlo evidence on estimation of timing-of-events models
by Stefano Lombardi & Gerard J. van den Berg & Johan Vikström
November 2024, Volume 44, Issue 1
- 119-126 ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)
by Badi H. Baltagi
August 2024, Volume 44, Issue 1
- 41-79 Boosting the HP filter for trending time series with long-range dependence
by Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips
November 2024, Volume 43, Issue 10
- 774-795 Lag order selection for long-run variance estimation in econometrics
by Marco Morales - 796-823 Selecting the number of factors in approximate factor models using group variable regularization
by Maurizio Daniele - 824-847 Estimation of random functions proxying for unobservables
by Jerome M. Krief & Christopher F. Parmeter - 848-849 Editorial
by Yuya Sasaki - 850-850 Best Paper Award
by Yuya Sasaki
October 2024, Volume 43, Issue 9
- 671-712 A one-covariate-at-a-time multiple testing approach to variable selection in additive models
by Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou - 713-732 Non linear correlated random effects models with endogeneity and unbalanced panels
by Michael D. Bates & Leslie E. Papke & Jeffrey M. Wooldridge - 733-751 Lassoed boosting and linear prediction in the equities market
by Huang Xiao - 752-773 On the estimation of quantile treatment effects using a semiparametric propensity score
by Mingfeng Zhan & Karen X. Yan
September 2024, Volume 43, Issue 8
- 559-580 Optimal smoothing parameter selection in single-index model derivative estimation
by Shuang Yao & Guannan Liu - 581-594 Tricks with metrics: combining statistics for improved inference in regression analysis
by Pierre Nguimkeu - 595-637 Estimation of counterfactual distributions with a continuous endogenous treatment
by Santiago Pereda-Fernández - 638-670 Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices
by Francisco Blasques & Enzo D’Innocenzo & Siem Jan Koopman
August 2024, Volume 43, Issue 7
- 452-489 Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
by Lixiong Yang & I-Po Chen & Chingnun Lee & Mingjian Ren - 490-517 Smoothed gradient least squares estimator for linear threshold models
by Yiguo Sun - 518-539 Inference in the nonparametric stochastic frontier model
by Christopher F. Parmeter & Léopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk - 540-557 Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
by Jad Beyhum & Jean-Pierre Florens & Elia Lapenta & Ingrid Van Keilegom
July 2024, Volume 43, Issue 6
- 319-344 Estimation of average treatment effects for massively unbalanced binary outcomes
by Jinyong Hahn & Xueyuan Liu & Geert Ridder - 345-378 Powerful t-tests in the presence of nonclassical measurement error
by Dongwoo Kim & Daniel Wilhelm - 379-404 MCMC conditional maximum likelihood for the two-way fixed-effects logit
by Francesco Bartolucci & Claudia Pigini & Francesco Valentini - 405-433 An approximated exponentially tilted empirical likelihood estimator of moment condition models
by Fei Jin & Yuqin Wang - 434-451 Semiparametric spatial autoregressive models with nonlinear endogeneity
by Yiguo Sun
May 2024, Volume 43, Issue 5
- 238-268 Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
by Jun Cai & William C. Horrace & Yoonseok Lee - 269-300 Locally time-varying parameter regression
by Zhongfang He - 301-318 A hybrid nonparametric multivariate density estimator with applications to risk management
by Juan Lin & Ximing Wu
April 2024, Volume 43, Issue 2-4
- 97-97 Announcement
by The Editors - 98-122 Post-averaging inference for optimal model averaging estimator in generalized linear models
by Dalei Yu & Heng Lian & Yuying Sun & Xinyu Zhang & Yongmiao Hong - 123-155 A method to evaluate the rank condition for CCE estimators
by Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis - 156-174 Inferring inequality: Testing for median-preserving spreads in ordinal data
by Ramses H. Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky - 175-196 Doubly robust estimation of multivariate fractional outcome means with multivalued treatments
by Akanksha Negi & Wooldridge Jeffrey M. - 197-214 Confidence intervals for intentionally biased estimators
by David M. Kaplan & Xin Liu - 215-237 Nonparametric estimation of mediation effects with a general treatment
by Lukang Huang & Wei Huang & Oliver Linton & Zheng Zhang
January 2024, Volume 43, Issue 1
- 1-29 Time-dependent shrinkage of time-varying parameter regression models
by Zhongfang He - 30-51 Testing Granger non-causality in expectiles
by Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti - 52-70 A unifying switching regime regression framework with applications in health economics
by Giampiero Marra & Rosalba Radice & David Zimmer - 71-96 Model averaging for generalized linear models in diverging model spaces with effective model size
by Chaoxia Yuan & Fang Fang & Jialiang Li
November 2023, Volume 42, Issue 9-10
- 700-702 In memory of Michael McAleer: special issue of Econometric Reviews
by Esfandiar Maasoumi & Robert Taylor - 703-724 Extremal quantiles and stock price crashes
by Panayiotis C. Andreou & Sofia Anyfantaki & Esfandiar Maasoumi & Carlo Sala - 725-757 Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor - 758-779 Endogeneity in semiparametric threshold regression models with two threshold variables
by Chaoyi Chen & Thanasis Stengos & Yiguo Sun - 780-805 Forecasting Levels in Loglinear Unit Root Models
by Kees Jan van Garderen - 806-833 Inference for the VEC(1) model with a heavy-tailed linear process errors
by Feifei Guo & Shiqing Ling - 834-861 Improved tests for stock return predictability
by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
September 2023, Volume 42, Issue 8
- 635-654 Linear fixed-effects estimation with nonrepeated outcomes
by Helmut Farbmacher & Harald Tauchmann - 655-675 Automatic variable selection for semiparametric spatial autoregressive model
by Fang Lu & Sisheng Liu & Jing Yang & Xuewen Lu - 676-699 An application of copulas to OPEC’s changing influence on fossil fuel prices
by C. Grazian & A. McInnes
August 2023, Volume 42, Issue 7
- 556-585 Forecasting vector autoregressions with mixed roots in the vicinity of unity
by Yundong Tu & Xinling Xie - 586-611 Latent local-to-unity models
by Xiaohu Wang & Jun Yu - 612-634 Robust nonparametric frontier estimation in two steps
by Yining Chen & Hudson S. Torrent & Flavio A. Ziegelmann
June 2023, Volume 42, Issue 6
- 487-512 Optimal minimax rates of specification testing with data-driven bandwidth
by Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama - 513-539 Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
by Yuta Yamauchi & Yasuhiro Omori - 540-555 A unified unit root test regardless of intercept
by Bingduo Yang & Xiaohui Liu & Wei Long & Liang Peng
May 2023, Volume 42, Issue 5
- 421-440 Monitoring the direction of the short-term trend of economic indicators
by Estela Bee Dagum & Silvia Bianconcini - 441-470 A robust score-driven filter for multivariate time series
by Enzo D’Innocenzo & Alessandra Luati & Mario Mazzocchi - 471-486 Inference in a similarity-based spatial autoregressive model
by Offer Lieberman & Francesca Rossi
April 2023, Volume 42, Issue 4
- 343-357 Inference and extrapolation in finite populations with special attention to clustering
by Richard Startz & Douglas G. Steigerwald - 358-392 Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference
by Martin Wagner & Karsten Reichold - 393-419 Bandwidth selection for nonparametric regression with errors-in-variables
by Hao Dong & Taisuke Otsu & Luke Taylor
February 2023, Volume 42, Issue 3
- 247-280 Indirect inference estimation of higher-order spatial autoregressive models
by Yong Bao - 281-306 Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
by Federico Belotti & Alessandro Casini & Leopoldo Catania & Stefano Grassi & Pierre Perron - 307-341 Nonparametric identification and estimation of heterogeneous causal effects under conditional independence
by Sungho Noh
February 2023, Volume 42, Issue 2
- 123-156 Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics
by Andres Aradillas-Lopez - 157-194 Estimating flow data models of international trade: dual gravity and spatial interactions
by Fei Jin & Lung-fei Lee & Jihai Yu - 195-219 GLS estimation and confidence sets for the date of a single break in models with trends
by Eric Beutner & Yicong Lin & Stephan Smeekes - 220-239 Efficient estimation with missing data and endogeneity
by Bhavna Rai - 240-246 The two-way Mundlak estimator
by Badi H. Baltagi
January 2023, Volume 42, Issue 1
- 1-27 Yet another look at the omitted variable bias
by Masayuki Hirukawa & Irina Murtazashvili & Artem Prokhorov - 28-53 Forward detrending for heteroskedasticity-robust panel unit root testing
by Helmut Herwartz & Simone Maxand & Yabibal M. Walle - 54-77 Hamiltonian sequential Monte Carlo with application to consumer choice behavior
by Martin Burda & Remi Daviet - 78-97 Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†
by Saban Nazlioglu & Junsoo Lee & Margie Tieslau & Cagin Karul & Yu You - 98-122 Determining the number of factors in constrained factor models via Bayesian information criterion
by Jingjie Xiang & Gangzheng Guo & Jiaolong Li
November 2022, Volume 41, Issue 10
- 1141-1163 Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition
by Martin Huber & Lukáš Lafférs - 1164-1204 Nonparametric estimation of additive models with errors-in-variables
by Hao Dong & Taisuke Otsu & Luke Taylor - 1205-1242 Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
by Marie-Claude Beaulieu & Lynda Khalaf & Maral Kichian & Olena Melin - 1243-1264 The variances of non-parametric estimates of the cross-sectional distribution of durations
by Maoshan Tian & Huw Dixon - 1265-1286 Testing rank similarity in the local average treatment effects model
by Ju Hyun Kim & Byoung G. Park - 1287-1288 Back Matter
by The Editors
September 2022, Volume 41, Issue 9
- 985-1007 Two-step series estimation and specification testing of (partially) linear models with generated regressors
by Yu-Chin Hsu & Jen-Che Liao & Eric S. Lin - 1008-1046 Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system
by Xin Geng & Kai Sun - 1047-1076 Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
by David M. Drukker & Di Liu - 1077-1094 Rotation group bias and the persistence of misclassification errors in the Current Population Surveys
by Shuaizhang Feng & Yingyao Hu & Jiandong Sun - 1095-1112 A robust test for serial correlation in panel data models
by Bin Chen - 1113-1140 Income and democracy: a semiparametric approach
by Shunan Zhao & Yiguo Sun & Subal C. Kumbhakar
September 2022, Volume 41, Issue 8
- 827-858 Model selection and model averaging for matrix exponential spatial models
by Ye Yang & Osman Doğan & Suleyman Taspinar - 859-876 Binary outcomes, OLS, 2SLS and IV probit
by Chuhui Li & Donald S. Poskitt & Frank Windmeijer & Xueyan Zhao - 877-894 Reconciling negative return skewness with positive time-varying risk premia
by Dimitra Kyriakopoulou & Christian M. Hafner - 895-917 A state-space approach to time-varying reduced-rank regression
by Barbara Brune & Wolfgang Scherrer & Efstathia Bura - 918-965 Testing for time-varying factor loadings in high-dimensional factor models
by Wen Xu - 966-984 Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
by Dakyung Seong & Jin Seo Cho & Timo Teräsvirta
August 2022, Volume 41, Issue 7
- 675-696 Panel data nowcasting
by Jack Fosten & Ryan Greenaway-McGrevy - 697-728 Testing independence between exogenous variables and unobserved errors
by Shuo Li & Liuhua Peng & Yundong Tu - 729-748 Unified M-estimation of matrix exponential spatial dynamic panel specification
by Ye Yang - 749-774 Moment conditions for the quadratic regression model with measurement error
by Erik Meijer & Laura Spierdijk & Tom Wansbeek - 775-805 Optimal model averaging for divergent-dimensional Poisson regressions
by Jiahui Zou & Wendun Wang & Xinyu Zhang & Guohua Zou - 806-826 A new Bayesian model for contagion and interdependence
by Aubrey Poon & Dan Zhu
July 2022, Volume 41, Issue 6
- 583-606 Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
by Francesco Bravo - 607-632 Specification tests for univariate diffusions
by Stan Hurn & Vance L. Martin & Lina Xu - 633-651 A James-Stein-type adjustment to bias correction in fixed effects panel models
by Dalia Ghanem - 652-674 GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
by Fei Jin & Yuqin Wang
June 2022, Volume 41, Issue 5
- 485-504 Efficient semiparametric copula estimation of regression models with endogeneity
by Kien C. Tran & Mike G. Tsionas - 505-538 A control function approach to estimate panel data binary response model
by Amaresh K. Tiwari - 539-563 Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
by Siyang Peng & Shaojun Guo & Yonghong Long - 564-582 A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models
by Natalia Bailey & Dandan Jiang & Jianfeng Yao
April 2022, Volume 41, Issue 4
- 373-399 A simple test of completeness in a class of nonparametric specification
by Yingyao Hu & Ji-Liang Shiu - 400-415 Semiparametric transition models
by Pavel Čížek & Chao Hui Koo - 416-447 An augmented Anderson–Hsiao estimator for dynamic short-T panels†
by Alexander Chudik & M. Hashem Pesaran - 448-483 Control variables approach to estimate semiparametric models of mismeasured endogenous regressors with an application to U.K. twin data
by Kyoo il Kim & Suyong Song
May 2022, Volume 41, Issue 3
- 269-290 Panel data measures of price discovery
by Hande Karabiyik & Joakim Westerlund & Paresh Narayan - 291-320 Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
by Minyu Han & Jihun Kwak & Donggyu Sul - 321-358 Nonparametric multidimensional fixed effects panel data models
by Daniel J. Henderson & Alexandra Soberon & Juan M. Rodriguez-Poo - 359-372 Modeling heterogeneous treatment effects in the presence of endogeneity
by Giacomo Benini & Stefan Sperlich
February 2022, Volume 41, Issue 2
- 117-146 Estimation of dynamic panel data models with a lot of heterogeneity
by Hugo Kruiniger - 147-176 Event count estimation
by Laszlo Balazsi & Felix Chan & Laszlo Matyas - 177-206 An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
by Yixiao Sun & Xuexin Wang - 207-230 Random autoregressive models: A structured overview
by Marta Regis & Paulo Serra & Edwin R. van den Heuvel - 231-267 Semiparametric estimation of signaling games with equilibrium refinement
by Kyoo il Kim
January 2022, Volume 41, Issue 1
- 1-21 Time-varying cointegration and the Kalman filter
by Burak Alparslan Eroğlu & J. Isaac Miller & Taner Yiğit - 22-50 Estimation and inference for distribution and quantile functions in endogenous treatment effect models
by Yu-Chin Hsu & Tsung-Chih Lai & Robert P. Lieli - 51-74 Efficiency gains in least squares estimation: A new approach
by Alecos Papadopoulos & Mike G. Tsionas - 75-98 Approximate state space modelling of unobserved fractional components
by Tobias Hartl & Roland Jucknewitz - 99-114 The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE
by Collin S. Philipps - 115-115 Best Paper Award Econometric Reviews, 2017–2018
by Esfandiar Maasoumi - 116-116 Best Paper Award Econometric Reviews, 2019–2020
by Esfandiar Maasoumi
November 2021, Volume 40, Issue 10
- 905-918 Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
by Tae-Hwy Lee & Millie Yi Mao & Aman Ullah - 944-982 Monotonicity-constrained nonparametric estimation and inference for first-price auctions
by Jun Ma & Vadim Marmer & Artyom Shneyerov & Pai Xu - 983-1006 Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
by Yonghui Zhang & Qiankun Zhou - 1038-1039 List of referees
by The Editors
February 2021, Volume 40, Issue 10
- 919-943 Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
by Qiuhua Xu & Zongwu Cai & Ying Fang - 1007-1037 Sequential and efficient GMM estimation of dynamic short panel data models
by Fei Jin & Lung-fei Lee & Jihai Yu
October 2021, Volume 40, Issue 9
- 815-829 Moment estimation for censored quantile regression
by Qian Wang & Songnian Chen - 830-851 Estimation of high-dimensional seemingly unrelated regression models
by Lidan Tan & Khai Xiang Chiong & Hyungsik Roger Moon - 852-866 Estimation of average treatment effect based on a semiparametric propensity score
by Yu Sun & Karen X. Yan & Qi Li - 867-898 Determination of different types of fixed effects in three-dimensional panels
by Xun Lu & Ke Miao & Liangjun Su
September 2021, Volume 40, Issue 8
- 709-727 The lower regression function and testing expectation dependence dominance hypotheses
by Oliver Linton & Yoon Jae Whang & Yu-Min Yen - 728-749 Right tail information and asset pricing
by Qiuling Hua & Zhijie Xiao & Hongtao Zhou - 750-795 Market integration, systemic risk and diagnostic tests in large mixed panels
by Cindy S.H. Wang & Cheng Hsiao & Hao-Hsiang Yang