TOC: J Econometrics


Journal of Econometrics, 189(1)

Robust inference on average treatment effects with possibly more covariates than observations
Max H. Farrell [Publisher] [Google Scholar]

Binary quantile regression with local polynomial smoothing
Songnian Chen, Hanghui Zhang [Publisher] [Google Scholar]

Identification and shape restrictions in nonparametric instrumental variables estimation
Joachim Freyberger, Joel L. Horowitz [Publisher] [Google Scholar]

A Bayesian chi-squared test for hypothesis testing
Yong Li, Xiao-Bin Liu, Jun Yu [Publisher] [Google Scholar]

Identification of mixture models using support variations
Xavier D’Haultfœuille, Philippe Février [Publisher] [Google Scholar]

Adaptive estimation of the threshold point in threshold regression
Ping Yu [Publisher] [Google Scholar]

Unexplained factors and their effects on second pass -squared’s
Frank Kleibergen, Zhaoguo Zhan [Publisher] [Google Scholar]

Identification of complete information games
Brendan Kline [Publisher] [Google Scholar]

Regression discontinuity designs with unknown discontinuity points: Testing and estimation
Jack Porter, Ping Yu [Publisher] [Google Scholar]

Smooth coefficient estimation of a seemingly unrelated regression
Daniel J. Henderson, Subal C. Kumbhakar, Qi Li, Christopher F. Parmeter [Publisher] [Google Scholar]

Sieve semiparametric two-step GMM under weak dependence
Xiaohong Chen, Zhipeng Liao [Publisher] [Google Scholar]

Testing for factor loading structural change under common breaks
Yohei Yamamoto, Shinya Tanaka [Publisher] [Google Scholar]

Robust inference in nonlinear models with mixed identification strength
Xu Cheng [Publisher] [Google Scholar]

Identification and estimation of games with incomplete information using excluded regressors
Arthur Lewbel, Xun Tang [Publisher] [Google Scholar]