TOC: J Econometrics


Journal of Econometrics, 210(2)

A closed-form estimator for quantile treatment effects with endogeneity
Kaspar Wüthrich

Estimation of longrun variance of continuous time stochastic process using discrete sample
Ye Lu, Joon Y. Park

Asymptotic theory for clustered samples
Bruce E. Hansen, Seojeong Lee

Robust inference for threshold regression models
Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo

A weak law for moments of pairwise stable networks
Michael P. Leung

A simple and trustworthy asymptotic t test in difference-in-differences regressions
Cheng Liu, Yixiao Sun

Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
Serafin Grundl, Yu Zhu

Specification tests for the propensity score
Pedro H.C. Sant’Anna, Xiaojun Song

Causal inference by quantile regression kink designs
Harold D. Chiang, Yuya Sasaki

Identification and estimation of linear social interaction models
Hon Ho Kwok

Inference on functionals under first order degeneracy
Qihui Chen, Zheng Fang

Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
•Le-Yu Chen, Sokbae Lee