TOC: J Econometrics


Journal of Econometrics, 197(1)

Resurrecting weighted least squares
Joseph P. Romano, Michael Wolf

Estimation of integrated quadratic covariation with endogenous sampling times
Yoann Potiron, Per A. Mykland

Partial identification of functionals of the joint distribution of “potential outcomes”
Yanqin Fan, Emmanuel Guerre, Dongming Zhu

On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Hande Karabiyik, Simon Reese, Joakim Westerlund

Estimation of average treatment effects with panel data: Asymptotic theory and implementation
Kathleen T. Li, David R. Bell

Determining the number of factors when the number of factors can increase with sample size
Hongjun Li, Qi Li, Yutang Shi

Identification and estimation of a large factor model with structural instability
Badi H. Baltagi, Chihwa Kao, Fa Wang

Least squares estimation of large dimensional threshold factor models
Daniele Massacci

Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading
Ulrich Hounyo

Testing rationality without restricting heterogeneity
Kohei Kawaguchi