Publisher: Oxford University Press   (Total: 413 journals)

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Showing 1 - 200 of 413 Journals sorted alphabetically
ACS Symposium Series     Full-text available via subscription   (Followers: 3, SJR: 0.189, CiteScore: 0)
Acta Biochimica et Biophysica Sinica     Hybrid Journal   (Followers: 5, SJR: 0.79, CiteScore: 2)
Adaptation     Hybrid Journal   (Followers: 9, SJR: 0.143, CiteScore: 0)
Advances in Nutrition     Hybrid Journal   (Followers: 61, SJR: 2.196, CiteScore: 5)
Aesthetic Surgery J.     Hybrid Journal   (Followers: 8, SJR: 1.434, CiteScore: 1)
Aesthetic Surgery J. Open Forum     Open Access   (Followers: 1)
African Affairs     Hybrid Journal   (Followers: 74, SJR: 1.869, CiteScore: 2)
Age and Ageing     Hybrid Journal   (Followers: 95, SJR: 1.989, CiteScore: 4)
Alcohol and Alcoholism     Hybrid Journal   (Followers: 21, SJR: 1.376, CiteScore: 3)
American Entomologist     Hybrid Journal   (Followers: 8)
American Historical Review     Hybrid Journal   (Followers: 217, SJR: 0.467, CiteScore: 1)
American J. of Agricultural Economics     Hybrid Journal   (Followers: 54, SJR: 2.113, CiteScore: 3)
American J. of Clinical Nutrition     Hybrid Journal   (Followers: 232, SJR: 3.438, CiteScore: 6)
American J. of Epidemiology     Hybrid Journal   (Followers: 228, SJR: 2.713, CiteScore: 3)
American J. of Health-System Pharmacy     Full-text available via subscription   (Followers: 64, SJR: 0.595, CiteScore: 1)
American J. of Hypertension     Hybrid Journal   (Followers: 29, SJR: 1.322, CiteScore: 3)
American J. of Jurisprudence     Hybrid Journal   (Followers: 19, SJR: 0.281, CiteScore: 1)
American J. of Legal History     Full-text available via subscription   (Followers: 11, SJR: 0.116, CiteScore: 0)
American Law and Economics Review     Hybrid Journal   (Followers: 31, SJR: 1.053, CiteScore: 1)
American Literary History     Hybrid Journal   (Followers: 19, SJR: 0.391, CiteScore: 0)
Analysis     Hybrid Journal   (Followers: 25, SJR: 1.038, CiteScore: 1)
Animal Frontiers     Hybrid Journal   (Followers: 2)
Annals of Behavioral Medicine     Hybrid Journal   (Followers: 15, SJR: 1.423, CiteScore: 3)
Annals of Botany     Hybrid Journal   (Followers: 38, SJR: 1.721, CiteScore: 4)
Annals of Oncology     Hybrid Journal   (Followers: 62, SJR: 5.599, CiteScore: 9)
Annals of the Entomological Society of America     Full-text available via subscription   (Followers: 11, SJR: 0.722, CiteScore: 1)
Annals of Work Exposures and Health     Hybrid Journal   (Followers: 11, SJR: 0.728, CiteScore: 2)
Antibody Therapeutics     Open Access   (Followers: 1)
AoB Plants     Open Access   (Followers: 4, SJR: 1.28, CiteScore: 3)
Applied Economic Perspectives and Policy     Hybrid Journal   (Followers: 18, SJR: 0.858, CiteScore: 2)
Applied Linguistics     Hybrid Journal   (Followers: 66, SJR: 2.987, CiteScore: 3)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1, SJR: 1.241, CiteScore: 1)
Arbitration Intl.     Full-text available via subscription   (Followers: 20)
Arbitration Law Reports and Review     Hybrid Journal   (Followers: 14)
Archives of Clinical Neuropsychology     Hybrid Journal   (Followers: 33, SJR: 0.731, CiteScore: 2)
Aristotelian Society Supplementary Volume     Hybrid Journal   (Followers: 2)
Arthropod Management Tests     Hybrid Journal   (Followers: 2)
Astronomy & Geophysics     Hybrid Journal   (Followers: 47, SJR: 0.146, CiteScore: 0)
Behavioral Ecology     Hybrid Journal   (Followers: 58, SJR: 1.871, CiteScore: 3)
Bioinformatics     Hybrid Journal   (Followers: 396, SJR: 6.14, CiteScore: 8)
Biology Methods and Protocols     Open Access   (Followers: 1)
Biology of Reproduction     Full-text available via subscription   (Followers: 11, SJR: 1.446, CiteScore: 3)
Biometrika     Hybrid Journal   (Followers: 20, SJR: 3.485, CiteScore: 2)
BioScience     Hybrid Journal   (Followers: 30, SJR: 2.754, CiteScore: 4)
Bioscience Horizons : The National Undergraduate Research J.     Open Access   (Followers: 3, SJR: 0.146, CiteScore: 0)
Biostatistics     Hybrid Journal   (Followers: 17, SJR: 1.553, CiteScore: 2)
BJA : British J. of Anaesthesia     Hybrid Journal   (Followers: 232, SJR: 2.115, CiteScore: 3)
BJA Education     Hybrid Journal   (Followers: 69)
Brain     Hybrid Journal   (Followers: 78, SJR: 5.858, CiteScore: 7)
Brain Communications     Open Access   (Followers: 2)
Briefings in Bioinformatics     Hybrid Journal   (Followers: 53, SJR: 2.505, CiteScore: 5)
Briefings in Functional Genomics     Hybrid Journal   (Followers: 3, SJR: 2.15, CiteScore: 3)
British J. for the Philosophy of Science     Hybrid Journal   (Followers: 42, SJR: 2.161, CiteScore: 2)
British J. of Aesthetics     Hybrid Journal   (Followers: 24, SJR: 0.508, CiteScore: 1)
British J. of Criminology     Hybrid Journal   (Followers: 622, SJR: 1.828, CiteScore: 3)
British J. of Social Work     Hybrid Journal   (Followers: 99, SJR: 1.019, CiteScore: 2)
British Medical Bulletin     Hybrid Journal   (Followers: 6, SJR: 1.355, CiteScore: 3)
British Yearbook of Intl. Law     Hybrid Journal   (Followers: 35)
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3, SJR: 1.376, CiteScore: 1)
Cambridge J. of Economics     Hybrid Journal   (Followers: 76, SJR: 0.764, CiteScore: 2)
Cambridge J. of Regions, Economy and Society     Hybrid Journal   (Followers: 13, SJR: 2.438, CiteScore: 4)
Cambridge Quarterly     Hybrid Journal   (Followers: 11, SJR: 0.104, CiteScore: 0)
Capital Markets Law J.     Hybrid Journal   (Followers: 3, SJR: 0.222, CiteScore: 0)
Carcinogenesis     Hybrid Journal   (Followers: 2, SJR: 2.135, CiteScore: 5)
Cardiovascular Research     Hybrid Journal   (Followers: 16, SJR: 3.002, CiteScore: 5)
Cerebral Cortex     Hybrid Journal   (Followers: 56, SJR: 3.892, CiteScore: 6)
CESifo Economic Studies     Hybrid Journal   (Followers: 24, SJR: 0.483, CiteScore: 1)
Chemical Senses     Hybrid Journal   (Followers: 1, SJR: 1.42, CiteScore: 3)
Children and Schools     Hybrid Journal   (Followers: 8, SJR: 0.246, CiteScore: 0)
Chinese J. of Comparative Law     Hybrid Journal   (Followers: 5, SJR: 0.412, CiteScore: 0)
Chinese J. of Intl. Law     Hybrid Journal   (Followers: 24, SJR: 0.329, CiteScore: 0)
Chinese J. of Intl. Politics     Hybrid Journal   (Followers: 11, SJR: 1.392, CiteScore: 2)
Christian Bioethics: Non-Ecumenical Studies in Medical Morality     Hybrid Journal   (Followers: 10, SJR: 0.183, CiteScore: 0)
Classical Receptions J.     Hybrid Journal   (Followers: 29, SJR: 0.123, CiteScore: 0)
Clean Energy     Open Access   (Followers: 3)
Clinical Infectious Diseases     Hybrid Journal   (Followers: 79, SJR: 5.051, CiteScore: 5)
Communication Theory     Hybrid Journal   (Followers: 29, SJR: 2.424, CiteScore: 3)
Communication, Culture & Critique     Hybrid Journal   (Followers: 29, SJR: 0.222, CiteScore: 1)
Community Development J.     Hybrid Journal   (Followers: 28, SJR: 0.268, CiteScore: 1)
Computer J.     Hybrid Journal   (Followers: 9, SJR: 0.319, CiteScore: 1)
Conservation Physiology     Open Access   (Followers: 3, SJR: 1.818, CiteScore: 3)
Contemporary Women's Writing     Hybrid Journal   (Followers: 12, SJR: 0.121, CiteScore: 0)
Contributions to Political Economy     Hybrid Journal   (Followers: 8, SJR: 0.906, CiteScore: 1)
Critical Values     Full-text available via subscription  
Current Developments in Nutrition     Open Access   (Followers: 5)
Current Legal Problems     Hybrid Journal   (Followers: 29)
Current Zoology     Full-text available via subscription   (Followers: 6, SJR: 1.164, CiteScore: 2)
Database : The J. of Biological Databases and Curation     Open Access   (Followers: 10, SJR: 1.791, CiteScore: 3)
Digital Scholarship in the Humanities     Hybrid Journal   (Followers: 15, SJR: 0.259, CiteScore: 1)
Diplomatic History     Hybrid Journal   (Followers: 25, SJR: 0.45, CiteScore: 1)
DNA Research     Open Access   (Followers: 6, SJR: 2.866, CiteScore: 6)
Dynamics and Statistics of the Climate System     Open Access   (Followers: 4)
Early Music     Hybrid Journal   (Followers: 17, SJR: 0.139, CiteScore: 0)
Econometrics J.     Hybrid Journal   (Followers: 34, SJR: 2.926, CiteScore: 1)
Economic J.     Hybrid Journal   (Followers: 124, SJR: 5.161, CiteScore: 3)
Economic Policy     Hybrid Journal   (Followers: 51, SJR: 3.584, CiteScore: 3)
ELT J.     Hybrid Journal   (Followers: 27, SJR: 0.942, CiteScore: 1)
English Historical Review     Hybrid Journal   (Followers: 60, SJR: 0.612, CiteScore: 1)
English: J. of the English Association     Hybrid Journal   (Followers: 23, SJR: 0.1, CiteScore: 0)
Environmental Entomology     Full-text available via subscription   (Followers: 12, SJR: 0.818, CiteScore: 2)
Environmental Epigenetics     Open Access   (Followers: 2)
Environmental History     Hybrid Journal   (Followers: 28, SJR: 0.408, CiteScore: 1)
EP-Europace     Hybrid Journal   (Followers: 3, SJR: 2.748, CiteScore: 4)
Epidemiologic Reviews     Hybrid Journal   (Followers: 9, SJR: 4.505, CiteScore: 8)
ESHRE Monographs     Hybrid Journal  
Essays in Criticism     Hybrid Journal   (Followers: 23, SJR: 0.113, CiteScore: 0)
European Heart J.     Hybrid Journal   (Followers: 67, SJR: 9.315, CiteScore: 9)
European Heart J. - Cardiovascular Imaging     Hybrid Journal   (Followers: 10, SJR: 3.625, CiteScore: 3)
European Heart J. - Cardiovascular Pharmacotherapy     Full-text available via subscription   (Followers: 2)
European Heart J. - Quality of Care and Clinical Outcomes     Hybrid Journal  
European Heart J. : Case Reports     Open Access   (Followers: 1)
European Heart J. Supplements     Hybrid Journal   (Followers: 7, SJR: 0.223, CiteScore: 0)
European J. of Cardio-Thoracic Surgery     Hybrid Journal   (Followers: 9, SJR: 1.681, CiteScore: 2)
European J. of Intl. Law     Hybrid Journal   (Followers: 240, SJR: 0.694, CiteScore: 1)
European J. of Orthodontics     Hybrid Journal   (Followers: 5, SJR: 1.279, CiteScore: 2)
European J. of Public Health     Hybrid Journal   (Followers: 23, SJR: 1.36, CiteScore: 2)
European Review of Agricultural Economics     Hybrid Journal   (Followers: 12, SJR: 1.172, CiteScore: 2)
European Review of Economic History     Hybrid Journal   (Followers: 31, SJR: 0.702, CiteScore: 1)
European Sociological Review     Hybrid Journal   (Followers: 46, SJR: 2.728, CiteScore: 3)
Evolution, Medicine, and Public Health     Open Access   (Followers: 12)
Family Practice     Hybrid Journal   (Followers: 16, SJR: 1.018, CiteScore: 2)
Fems Microbiology Ecology     Hybrid Journal   (Followers: 19, SJR: 1.492, CiteScore: 4)
Fems Microbiology Letters     Hybrid Journal   (Followers: 29, SJR: 0.79, CiteScore: 2)
Fems Microbiology Reviews     Hybrid Journal   (Followers: 38, SJR: 7.063, CiteScore: 13)
Fems Yeast Research     Hybrid Journal   (Followers: 14, SJR: 1.308, CiteScore: 3)
Food Quality and Safety     Open Access   (Followers: 1)
Foreign Policy Analysis     Hybrid Journal   (Followers: 26, SJR: 1.425, CiteScore: 1)
Forest Science     Hybrid Journal   (Followers: 8, SJR: 0.89, CiteScore: 2)
Forestry: An Intl. J. of Forest Research     Hybrid Journal   (Followers: 16, SJR: 1.133, CiteScore: 3)
Forum for Modern Language Studies     Hybrid Journal   (Followers: 6, SJR: 0.104, CiteScore: 0)
French History     Hybrid Journal   (Followers: 36, SJR: 0.118, CiteScore: 0)
French Studies     Hybrid Journal   (Followers: 21, SJR: 0.148, CiteScore: 0)
French Studies Bulletin     Hybrid Journal   (Followers: 10, SJR: 0.152, CiteScore: 0)
Gastroenterology Report     Open Access   (Followers: 2)
Genome Biology and Evolution     Open Access   (Followers: 17, SJR: 2.578, CiteScore: 4)
Geophysical J. Intl.     Hybrid Journal   (Followers: 39, SJR: 1.506, CiteScore: 3)
German History     Hybrid Journal   (Followers: 27, SJR: 0.161, CiteScore: 0)
GigaScience     Open Access   (Followers: 6, SJR: 5.022, CiteScore: 7)
Global Summitry     Hybrid Journal   (Followers: 1)
Glycobiology     Hybrid Journal   (Followers: 10, SJR: 1.493, CiteScore: 3)
Health and Social Work     Hybrid Journal   (Followers: 68, SJR: 0.388, CiteScore: 1)
Health Education Research     Hybrid Journal   (Followers: 19, SJR: 0.854, CiteScore: 2)
Health Policy and Planning     Hybrid Journal   (Followers: 26, SJR: 1.512, CiteScore: 2)
Health Promotion Intl.     Hybrid Journal   (Followers: 27, SJR: 0.812, CiteScore: 2)
History Workshop J.     Hybrid Journal   (Followers: 33, SJR: 1.278, CiteScore: 1)
Holocaust and Genocide Studies     Hybrid Journal   (Followers: 30, SJR: 0.105, CiteScore: 0)
Human Communication Research     Hybrid Journal   (Followers: 16, SJR: 2.146, CiteScore: 3)
Human Molecular Genetics     Hybrid Journal   (Followers: 11, SJR: 3.555, CiteScore: 5)
Human Reproduction     Hybrid Journal   (Followers: 76, SJR: 2.643, CiteScore: 5)
Human Reproduction Open     Open Access   (Followers: 1)
Human Reproduction Update     Hybrid Journal   (Followers: 18, SJR: 5.317, CiteScore: 10)
Human Rights Law Review     Hybrid Journal   (Followers: 66, SJR: 0.756, CiteScore: 1)
ICES J. of Marine Science: J. du Conseil     Hybrid Journal   (Followers: 59, SJR: 1.591, CiteScore: 3)
ICSID Review : Foreign Investment Law J.     Hybrid Journal   (Followers: 11)
ILAR J.     Hybrid Journal   (Followers: 3, SJR: 1.732, CiteScore: 4)
IMA J. of Applied Mathematics     Hybrid Journal   (SJR: 0.679, CiteScore: 1)
IMA J. of Management Mathematics     Hybrid Journal   (SJR: 0.538, CiteScore: 1)
IMA J. of Mathematical Control and Information     Hybrid Journal   (Followers: 2, SJR: 0.496, CiteScore: 1)
IMA J. of Numerical Analysis - advance access     Hybrid Journal   (SJR: 1.987, CiteScore: 2)
Industrial and Corporate Change     Hybrid Journal   (Followers: 12, SJR: 1.792, CiteScore: 2)
Industrial Law J.     Hybrid Journal   (Followers: 29, SJR: 0.249, CiteScore: 1)
Inflammatory Bowel Diseases     Hybrid Journal   (Followers: 45, SJR: 2.511, CiteScore: 4)
Information and Inference     Free  
Innovation in Aging     Open Access   (Followers: 1)
Insect Systematics and Diversity     Hybrid Journal  
Integrative and Comparative Biology     Hybrid Journal   (Followers: 10, SJR: 1.319, CiteScore: 2)
Integrative Biology     Full-text available via subscription   (Followers: 5, SJR: 1.36, CiteScore: 3)
Integrative Organismal Biology     Open Access  
Interacting with Computers     Hybrid Journal   (Followers: 10, SJR: 0.292, CiteScore: 1)
Interactive CardioVascular and Thoracic Surgery     Hybrid Journal   (Followers: 7, SJR: 0.762, CiteScore: 1)
Intl. Affairs     Hybrid Journal   (Followers: 72, SJR: 1.505, CiteScore: 3)
Intl. Data Privacy Law     Hybrid Journal   (Followers: 22)
Intl. Health     Hybrid Journal   (Followers: 7, SJR: 0.851, CiteScore: 2)
Intl. Immunology     Hybrid Journal   (Followers: 4, SJR: 2.167, CiteScore: 4)
Intl. J. for Quality in Health Care     Hybrid Journal   (Followers: 40, SJR: 1.348, CiteScore: 2)
Intl. J. of Constitutional Law     Hybrid Journal   (Followers: 57, SJR: 0.601, CiteScore: 1)
Intl. J. of Epidemiology     Hybrid Journal   (Followers: 291, SJR: 3.969, CiteScore: 5)
Intl. J. of Law and Information Technology     Hybrid Journal   (Followers: 5, SJR: 0.202, CiteScore: 1)
Intl. J. of Law, Policy and the Family     Hybrid Journal   (Followers: 21, SJR: 0.223, CiteScore: 1)
Intl. J. of Lexicography     Hybrid Journal   (Followers: 9, SJR: 0.285, CiteScore: 1)
Intl. J. of Low-Carbon Technologies     Open Access   (Followers: 1, SJR: 0.403, CiteScore: 1)
Intl. J. of Neuropsychopharmacology     Open Access   (Followers: 3, SJR: 1.808, CiteScore: 4)
Intl. J. of Public Opinion Research     Hybrid Journal   (Followers: 11, SJR: 1.545, CiteScore: 1)
Intl. J. of Refugee Law     Hybrid Journal   (Followers: 38, SJR: 0.389, CiteScore: 1)
Intl. J. of Transitional Justice     Hybrid Journal   (Followers: 14, SJR: 0.724, CiteScore: 2)
Intl. Mathematics Research Notices     Hybrid Journal   (Followers: 1, SJR: 2.168, CiteScore: 1)
Intl. Political Sociology     Hybrid Journal   (Followers: 41, SJR: 1.465, CiteScore: 3)
Intl. Relations of the Asia-Pacific     Hybrid Journal   (Followers: 26, SJR: 0.401, CiteScore: 1)
Intl. Studies Perspectives     Hybrid Journal   (Followers: 9, SJR: 0.983, CiteScore: 1)
Intl. Studies Quarterly     Hybrid Journal   (Followers: 55, SJR: 2.581, CiteScore: 2)
Intl. Studies Review     Hybrid Journal   (Followers: 24, SJR: 1.201, CiteScore: 1)
ISLE: Interdisciplinary Studies in Literature and Environment     Hybrid Journal   (Followers: 2, SJR: 0.15, CiteScore: 0)
ITNOW     Hybrid Journal   (Followers: 1, SJR: 0.103, CiteScore: 0)
J. of African Economies     Hybrid Journal   (Followers: 18, SJR: 0.533, CiteScore: 1)
J. of American History     Hybrid Journal   (Followers: 55, SJR: 0.297, CiteScore: 1)
J. of Analytical Toxicology     Hybrid Journal   (Followers: 15, SJR: 1.065, CiteScore: 2)
J. of Antimicrobial Chemotherapy     Hybrid Journal   (Followers: 16, SJR: 2.419, CiteScore: 4)
J. of Antitrust Enforcement     Hybrid Journal   (Followers: 1)
J. of Applied Poultry Research     Hybrid Journal   (Followers: 5, SJR: 0.585, CiteScore: 1)
J. of Biochemistry     Hybrid Journal   (Followers: 46, SJR: 1.226, CiteScore: 2)

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Similar Journals
Journal Cover
Econometrics Journal
Journal Prestige (SJR): 2.926
Citation Impact (citeScore): 1
Number of Followers: 34  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1368-4221 - ISSN (Online) 1368-423X
Published by Oxford University Press Homepage  [413 journals]
  • Double/debiased machine learning for difference-in-differences models
    • Authors: Chang N.
      Pages: 177 - 191
      Abstract: SummaryThis paper provides an orthogonal extension of the semiparametric difference-in-differences estimator proposed in earlier literature. The proposed estimator enjoys the so-called Neyman orthogonality (Chernozhukov et al., 2018), and thus it allows researchers to flexibly use a rich set of machine learning methods in the first-step estimation. It is particularly useful when researchers confront a high-dimensional data set in which the number of potential control variables is larger than the sample size and the conventional nonparametric estimation methods, such as kernel and sieve estimators, do not apply. I apply this orthogonal difference-in-differences estimator to evaluate the effect of tariff reduction on corruption. The empirical results show that tariff reduction decreases corruption in large magnitude.
      PubDate: Tue, 04 Feb 2020 00:00:00 GMT
      DOI: 10.1093/ectj/utaa001
      Issue No: Vol. 23, No. 2 (2020)
       
  • Wild bootstrap for fuzzy regression discontinuity designs: obtaining
           robust bias-corrected confidence intervals
    • Authors: He Y; Bartalotti O.
      Pages: 211 - 231
      Abstract: SummaryThis paper develops a novel wild bootstrap procedure to construct robust bias-corrected valid confidence intervals for fuzzy regression discontinuity designs, providing an intuitive complement to existing robust bias-corrected methods. The confidence intervals generated by this procedure are valid under conditions similar to the procedures proposed by Calonico et al. (2014) and related literature. Simulations provide evidence that this new method is at least as accurate as the plug-in analytical corrections when applied to a variety of data-generating processes featuring endogeneity and clustering. Finally, we demonstrate its empirical relevance by revisiting Angrist and Lavy (1999) analysis of class size on student outcomes.
      PubDate: Sat, 25 Jan 2020 00:00:00 GMT
      DOI: 10.1093/ectj/utaa002
      Issue No: Vol. 23, No. 2 (2020)
       
  • Multilayer network analysis of oil linkages
    • Authors: Casarin R; Iacopini M, Molina G, et al.
      Pages: 269 - 296
      Abstract: SummaryThis manuscript proposes a new approach for unveiling existing linkages within the international oil market across multiple driving factors beyond production. A multilayer, multicountry network is extracted through a novel Bayesian graphical vector autoregressive model, which allows for a more comprehensive, dynamic representation of the network linkages than do traditional or static pairwise Granger-causal inference approaches. Building on previous work, the layers of the network include country- and region-specific oil production levels and rigs, both through simultaneous and lagged temporal dependences among key factors, while controlling for oil prices and a world economic activity index. The proposed approach extracts relationships across all variables through a dynamic, cross-regional network. This approach is highly scalable and adjusts for time-evolving linkages. The model outcome is a set of time-varying graphical networks that unveil both static representations of world oil linkages and variations in microeconomic relationships both within and between oil producers. An example is provided, illustrating the evolution of intra- and inter-regional relationships for two major interconnected oil producers: the United States, with a regional decomposition of its production and rig deployment, and the Arabian Peninsula and key Middle Eastern producers, with a country-based decomposition of production and rig deployment, while controlling for oil prices and global economic indices. Production is less affected by concurrent changes in oil prices and the overall economy than rigs. However, production is a lagged driver for prices, rather than rigs, which indicates that the linkage between rigs and production may not be fully accounted for in the markets.
      PubDate: Wed, 29 Jan 2020 00:00:00 GMT
      DOI: 10.1093/ectj/utaa003
      Issue No: Vol. 23, No. 2 (2020)
       
  • Probabilistic forecasting of bubbles and flash crashes
    • Authors: Banerjee A; Chevillon G, Kratz M.
      Pages: 297 - 315
      Abstract: SummaryWe propose a near-explosive random coefficient autoregressive model (NERC) to obtain predictive probabilities of the apparition and devolution of bubbles. The distribution of the autoregressive coefficient of this model is allowed to be centred at an O(T−α) distance of unity, with α ∈ (0, 1). When the expectation of the autoregressive coefficient lies on the explosive side of unity, the NERC helps to model the temporary explosiveness of time series and obtain related predictive probabilities. We study the asymptotic properties of the NERC and provide a procedure for inference on the parameters. In empirical illustrations, we estimate predictive probabilities of bubbles or flash crashes in financial asset prices.
      PubDate: Fri, 14 Feb 2020 00:00:00 GMT
      DOI: 10.1093/ectj/utaa004
      Issue No: Vol. 23, No. 2 (2020)
       
  • Optimal bandwidth choice for robust bias-corrected inference in regression
           discontinuity designs
    • Authors: Calonico S; Cattaneo M, Farrell M.
      Pages: 192 - 210
      Abstract: SummaryModern empirical work in regression discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE) optimal bandwidth choice. This bandwidth yields an MSE-optimal RD treatment effect estimator, but is by construction invalid for inference. Robust bias-corrected (RBC) inference methods are valid when using the MSE-optimal bandwidth, but we show that they yield suboptimal confidence intervals in terms of coverage error. We establish valid coverage error expansions for RBC confidence interval estimators and use these results to propose new inference-optimal bandwidth choices for forming these intervals. We find that the standard MSE-optimal bandwidth for the RD point estimator is too large when the goal is to construct RBC confidence intervals with the smaller coverage error rate. We further optimize the constant terms behind the coverage error to derive new optimal choices for the auxiliary bandwidth required for RBC inference. Our expansions also establish that RBC inference yields higher-order refinements (relative to traditional undersmoothing) in the context of RD designs. Our main results cover sharp and sharp kink RD designs under conditional heteroskedasticity, and we discuss extensions to fuzzy and other RD designs, clustered sampling, and pre-intervention covariates adjustments. The theoretical findings are illustrated with a Monte Carlo experiment and an empirical application, and the main methodological results are available in R and Stata packages.
      PubDate: Tue, 12 Nov 2019 00:00:00 GMT
      DOI: 10.1093/ectj/utz022
      Issue No: Vol. 23, No. 2 (2019)
       
  • Partial identification in nonseparable count data instrumental variable
           models
    • Authors: Kim D.
      Pages: 232 - 250
      Abstract: SummaryThis paper investigates undesirable limitations of widely used count data instrumental variable models. To overcome the limitations, I propose a partially identifying single-equation model that requires neither strong separability of unobserved heterogeneity nor a triangular system. Sharp bounds (identified sets) of structural features are characterised by conditional moment inequalities. Numerical examples show that the size of an identified set can be very small when the support of an outcome is rich or instruments are strong. An algorithm for estimation and inference is presented. I illustrate the usefulness of the proposed model in an empirical application to effects of supplemental insurance on healthcare utilisation.
      PubDate: Fri, 20 Dec 2019 00:00:00 GMT
      DOI: 10.1093/ectj/utz025
      Issue No: Vol. 23, No. 2 (2019)
       
  • Accelerated failure time models with log-concave errors
    • Authors: Liu R; Yu Z.
      Pages: 251 - 268
      Abstract: SummaryWe study accelerated failure time models in which the survivor function of the additive error term is log-concave. The log-concavity assumption covers large families of commonly used distributions and also represents the aging or wear-out phenomenon of the baseline duration. For right-censored failure time data, we construct semiparametric maximum likelihood estimates of the finite-dimensional parameter and establish the large sample properties. The shape restriction is incorporated via a nonparametric maximum likelihood estimator of the hazard function. Our approach guarantees the uniqueness of a global solution for the estimating equations and delivers semiparametric efficient estimates. Simulation studies and empirical applications demonstrate the usefulness of our method.
      PubDate: Fri, 06 Dec 2019 00:00:00 GMT
      DOI: 10.1093/ectj/utz024
      Issue No: Vol. 23, No. 2 (2019)
       
  • The ignorant monopolist redux
    • Authors: Koenker R.
      Pages: 316 - 322
      Abstract: SummaryThe classical problem of the monopolist faced with an unknown demand curve is considered in a simple stochastic setting. Sequential pricing strategies designed to maximize discounted profits are shown to converge sufficiently rapidly that they leave the monopolist ignorant about all but the most local features of demand. The failure of the monopolist to 'learn' his demand curve would seem to call into question some standard assumptions about agents’ grasp of their economic environment.
      PubDate: Wed, 13 Nov 2019 00:00:00 GMT
      DOI: 10.1093/ectj/utz023
      Issue No: Vol. 23, No. 2 (2019)
       
 
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