TOC: J Econometrics
Introduction
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]