TOC: J Econometrics


Journal of Econometrics, 195(2)

Dynamic panels with threshold effect and endogeneity
Myung Hwan Seo, Yongcheol Shin [Publisher] [Google Scholar]

Using invalid instruments on purpose: Focused moment selection and averaging for GMM
Francis J. DiTraglia [Publisher] [Google Scholar]

Variance of the truncated negative binomial distribution
J.S. Shonkwiler [Publisher] [Google Scholar]

Spillover dynamics for systemic risk measurement using spatial financial time series models
Francisco Blasques, Siem Jan Koopman, Andre Lucas, Julia Schaumburg [Publisher] [Google Scholar]

Structural estimation of pairwise stable networks with nonnegative externality
Yuhei Miyauchi [Publisher] [Google Scholar]

A simple nonparametric approach to estimating the distribution of random coefficients in structural models
Jeremy T. Fox, Kyoo il Kim, Chenyu Yang [Publisher] [Google Scholar]

Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
Heng Chen, Yanqin Fan, Ruixuan Liu [Publisher] [Google Scholar]