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- Exogeneity tests and weak identification in IV regressions: Asymptotic
theory and point estimation-
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Abstract: Publication date: Available online 22 August 2024Source: Journal of EconometricsAuthor(s): Firmin Doko Tchatoka, Jean-Marie Dufour
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b
+asymptotics+for+panel+models+with+two-way+clustering&rft.title=Journal+of+Econometrics&rft.issn=0304-4076&rft.date=&rft.volume=">Fixed-
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asymptotics for panel models with two-way clustering
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Abstract: Publication date: August 2024Source: Journal of Econometrics, Volume 244, Issue 1Author(s): Kaicheng Chen, Timothy J. Vogelsang
- An unbounded intensity model for point processes
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Abstract: Publication date: August 2024Source: Journal of Econometrics, Volume 244, Issue 1Author(s): Kim Christensen, Aleksey Kolokolov
- Earnings dynamics and intergenerational transmission of skill
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Lance Lochner, Youngmin Park
- Some children left behind: Variation in the effects of an educational
intervention-
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Julie Buhl-Wiggers, Jason T. Kerwin, Juan Muñoz-Morales, Jeffrey Smith, Rebecca Thornton
- You are what your parents expect: Height and local reference points
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Fan Wang, Esteban Puentes, Jere R. Behrman, Flávio Cunha
- Robust inference for moment condition models without rational expectations
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Xiaohong Chen, Lars Peter Hansen, Peter G. Hansen
- Human capital and migration: A cautionary tale
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Salvador Navarro, Jin Zhou
- Gender pension gaps in a private retirement accounts system: A dynamic
model of household labor supply and savings-
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Clement Joubert, Petra E. Todd
- Eliciting willingness-to-pay to decompose beliefs and preferences that
determine selection into competition in lab experiments-
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Yvonne Jie Chen, Deniz Dutz, Li Li, Sarah Moon, Edward Vytlacil, Songfa Zhong
- Policy evaluation with multiple instrumental variables
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Magne Mogstad, Alexander Torgovitsky, Christopher R. Walters
- Sample selection models without exclusion restrictions: Parameter
heterogeneity and partial identification-
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): Bo E. Honoré, Luojia Hu
- Dealing with imperfect randomization: Inference for the highscope perry
preschool program-
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Abstract: Publication date: July 2024Source: Journal of Econometrics, Volume 243, Issues 1–2Author(s): James Heckman, Rodrigo Pinto, Azeem M. Shaikh
- Local projections vs. VARs: Lessons from thousands of DGPs
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Abstract: Publication date: Available online 20 March 2024Source: Journal of EconometricsAuthor(s): Dake Li, Mikkel Plagborg-Møller, Christian K. Wolf
- Local projections in unstable environments
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Abstract: Publication date: Available online 20 March 2024Source: Journal of EconometricsAuthor(s): Atsushi Inoue, Barbara Rossi, Yiru Wang
- Inequality and the zero lower bound
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Abstract: Publication date: Available online 7 August 2024Source: Journal of EconometricsAuthor(s): Jesús Fernández-Villaverde, Joël Marbet, Galo Nuño, Omar Rachedi
- Tuning-parameter-free propensity score matching approach for causal
inference under shape restriction-
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Abstract: Publication date: August 2024Source: Journal of Econometrics, Volume 244, Issue 1Author(s): Yukun Liu, Jing Qin
- Reprint of: Profiling the plight of disconnected youth in America
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Abstract: Publication date: Available online 3 August 2024Source: Journal of EconometricsAuthor(s): Thomas MaCurdy, David Glick, Sonam Sherpa, Sriniketh Nagavarapu
- Introduction to the annals issue in honor of James J Heckman
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Abstract: Publication date: Available online 28 July 2024Source: Journal of EconometricsAuthor(s): Xiaohong Chen, Edward Vytlacil
- Specification tests for non-Gaussian structural vector autoregressions
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Abstract: Publication date: Available online 23 July 2024Source: Journal of EconometricsAuthor(s): Dante Amengual, Gabriele Fiorentini, Enrique Sentana
- Simulation-based estimation with many auxiliary statistics applied to
long-run dynamic analysis-
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Abstract: Publication date: Available online 20 July 2024Source: Journal of EconometricsAuthor(s): Bertille Antoine, Wenqian Sun
- High dimensional regression coefficient test with high frequency data
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Abstract: Publication date: Available online 17 July 2024Source: Journal of EconometricsAuthor(s): Dachuan Chen, Long Feng, Per A. Mykland, Lan Zhang
- Robust realized integrated beta estimator with application to dynamic
analysis of integrated beta-
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Abstract: Publication date: Available online 16 July 2024Source: Journal of EconometricsAuthor(s): Minseog Oh, Donggyu Kim, Yazhen Wang
- Realized drift
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Abstract: Publication date: Available online 16 July 2024Source: Journal of EconometricsAuthor(s): Sébastien Laurent, Roberto Renò, Shuping Shi
- Testing heterogeneous treatment effect with quantile regression under
covariate-adaptive randomization-
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Abstract: Publication date: Available online 10 July 2024Source: Journal of EconometricsAuthor(s): Yang Liu, Lucy Xia, Feifang Hu
- On superlevel sets of conditional densities and multivariate quantile
regression-
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Abstract: Publication date: Available online 4 July 2024Source: Journal of EconometricsAuthor(s): Annika Camehl, Dennis Fok, Kathrin Gruber
- Quantile control via random forest
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Abstract: Publication date: Available online 20 June 2024Source: Journal of EconometricsAuthor(s): Qiang Chen, Zhijie Xiao, Qingsong Yao
- Scenario-based quantile connectedness of the U.S. interbank liquidity risk
network-
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Abstract: Publication date: Available online 19 June 2024Source: Journal of EconometricsAuthor(s): Tomohiro Ando, Jushan Bai, Lina Lu, Cindy M. Vojtech
- Sequential quantile regression for stream data by least squares
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Abstract: Publication date: Available online 17 June 2024Source: Journal of EconometricsAuthor(s): Ye Fan, Nan Lin
- The chained difference-in-differences
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Abstract: Publication date: Available online 13 June 2024Source: Journal of EconometricsAuthor(s): Christophe Bellégo, David Benatia, Vincent Dortet-Bernadet
-
b
+results+for+regressions+with+high+frequency+data+over+long+spans&rft.title=Journal+of+Econometrics&rft.issn=0304-4076&rft.date=&rft.volume=">Some fixed-
b results for regressions with high frequency data over long
spans-
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Abstract: Publication date: Available online 12 June 2024Source: Journal of EconometricsAuthor(s): Taeyoon Hwang, Timothy J. Vogelsang
- Particle MCMC and the correlated particle hybrid sampler for state space
models-
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Abstract: Publication date: Available online 21 May 2024Source: Journal of EconometricsAuthor(s): David Gunawan, Chris Carter, Robert Kohn
- Vector autoregressions with dynamic factor coefficients and conditionally
heteroskedastic errors-
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Abstract: Publication date: Available online 16 May 2024Source: Journal of EconometricsAuthor(s): Paolo Gorgi, Siem Jan Koopman, Julia Schaumburg
- Reprint of: Out-of-sample tests for conditional quantile coverage: An
application to Growth-at-Risk-
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Abstract: Publication date: Available online 14 May 2024Source: Journal of EconometricsAuthor(s): Valentina Corradi, Jack Fosten, Daniel Gutknecht
- Functional quantile autoregression
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Abstract: Publication date: Available online 14 May 2024Source: Journal of EconometricsAuthor(s): Chaohua Dong, Rong Chen, Zhijie Xiao, Weiyi Liu
- Reprint of: Robust inference on correlation under general heterogeneity
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Abstract: Publication date: Available online 13 May 2024Source: Journal of EconometricsAuthor(s): Liudas Giraitis, Yufei Li, Peter C.B. Phillips
- Spanning latent and observable factors
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Abstract: Publication date: Available online 13 May 2024Source: Journal of EconometricsAuthor(s): E. Andreou, P. Gagliardini, E. Ghysels, M. Rubin
- Reprint of: The likelihood ratio test for structural changes in factor
models-
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Abstract: Publication date: Available online 9 May 2024Source: Journal of EconometricsAuthor(s): Jushan Bai, Jiangtao Duan, Xu Han
- Regularizing stock return covariance matrices via multiple testing of
correlations-
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Abstract: Publication date: Available online 6 May 2024Source: Journal of EconometricsAuthor(s): Richard Luger
- Improved estimation of semiparametric dynamic copula models with filtered
nonstationarity-
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Abstract: Publication date: Available online 30 April 2024Source: Journal of EconometricsAuthor(s): Xiaohong Chen, Bo Wang, Zhijie Xiao, Yanping Yi
- Identification robust inference for the risk premium in term structure
models-
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Abstract: Publication date: Available online 23 April 2024Source: Journal of EconometricsAuthor(s): Frank Kleibergen, Lingwei Kong
- Intraday volatility patterns from short-dated options
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Abstract: Publication date: Available online 19 April 2024Source: Journal of EconometricsAuthor(s): Viktor Todorov, Yang Zhang
- Test of neglected heterogeneity in dyadic models
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Abstract: Publication date: Available online 19 April 2024Source: Journal of EconometricsAuthor(s): Jinyong Hahn, Hyungsik Roger Moon, Ruoyao Shi
- Estimation of wage inequality in the UK by quantile regression with
censored selection-
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Abstract: Publication date: Available online 18 April 2024Source: Journal of EconometricsAuthor(s): Songnian Chen, Nianqing Liu, Hanghui Zhang, Yahong Zhou
- Monitoring multi-country macroeconomic risk: A quantile factor-augmented
vector autoregressive (QFAVAR) approach-
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Abstract: Publication date: Available online 15 April 2024Source: Journal of EconometricsAuthor(s): Dimitris Korobilis, Maximilian Schröder
- Econometric causality: The central role of thought experiments
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Abstract: Publication date: Available online 8 April 2024Source: Journal of EconometricsAuthor(s): James Heckman, Rodrigo Pinto
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