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  Subjects -> STATISTICS (Total: 130 journals)
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Journal of Econometrics
Journal Prestige (SJR): 5.191
Citation Impact (citeScore): 2
Number of Followers: 84  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0304-4076 - ISSN (Online) 1872-6895
Published by Elsevier Homepage  [2906 journals]
  • 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: Available online 5 October 2022Source: Journal of EconometricsAuthor(s): Clement Joubert, Petra E. Todd
       
  • Kernel density estimation for undirected dyadic data

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      Abstract: Publication date: Available online 30 September 2022Source: Journal of EconometricsAuthor(s): Bryan S. Graham, Fengshi Niu, James L. Powell
       
  • Synthetic Learner: Model-free inference on treatments over time

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      Abstract: Publication date: Available online 27 September 2022Source: Journal of EconometricsAuthor(s): Davide Viviano, Jelena Bradic
       
  • Bootstrap specification tests for dynamic conditional distribution models

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      Abstract: Publication date: Available online 24 September 2022Source: Journal of EconometricsAuthor(s): Indeewara Perera, Mervyn J. Silvapulle
       
  • Identification and inference of network formation games with misclassified
           links

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      Abstract: Publication date: Available online 22 September 2022Source: Journal of EconometricsAuthor(s): Luis E. Candelaria, Takuya Ura
       
  • Time-varying minimum variance portfolio

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      Abstract: Publication date: Available online 22 September 2022Source: Journal of EconometricsAuthor(s): Qingliang Fan, Ruike Wu, Yanrong Yang, Wei Zhong
       
  • A generalized knockoff procedure for FDR control in structural change
           detection

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      Abstract: Publication date: Available online 21 September 2022Source: Journal of EconometricsAuthor(s): Jingyuan Liu, Ao Sun, Yuan Ke
       
  • Nonparametric difference-in-differences in repeated cross-sections with
           continuous treatments

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      Abstract: Publication date: Available online 20 September 2022Source: Journal of EconometricsAuthor(s): Xavier D’Haultfœuille, Stefan Hoderlein, Yuya Sasaki
       
  • Specification tests for time-varying coefficient models

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      Abstract: Publication date: Available online 20 September 2022Source: Journal of EconometricsAuthor(s): Zhonghao Fu, Yongmiao Hong, Liangjun Su, Xia Wang
       
  • News-implied linkages and local dependency in the equity market

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      Abstract: Publication date: Available online 19 September 2022Source: Journal of EconometricsAuthor(s): Shuyi Ge, Shaoran Li, Oliver Linton
       
  • Probabilistic prediction for binary treatment choice: With focus on
           personalized medicine

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      Abstract: Publication date: Available online 17 September 2022Source: Journal of EconometricsAuthor(s): Charles F. Manski
       
  • Optimal covariance matrix estimation for high-dimensional noise in
           high-frequency data

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      Abstract: Publication date: Available online 16 September 2022Source: Journal of EconometricsAuthor(s): Jinyuan Chang, Qiao Hu, Cheng Liu, Cheng Yong Tang
       
  • Treatment recommendation with distributional targets

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      Abstract: Publication date: Available online 16 September 2022Source: Journal of EconometricsAuthor(s): Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev
       
  • Using monotonicity restrictions to identify models with partially latent
           covariates

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      Abstract: Publication date: Available online 15 September 2022Source: Journal of EconometricsAuthor(s): Minji Bang, Wayne Yuan Gao, Andrew Postlewaite, Holger Sieg
       
  • A GMM approach to estimate the roughness of stochastic volatility

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      Abstract: Publication date: Available online 15 September 2022Source: Journal of EconometricsAuthor(s): Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen, Bezirgen Veliyev
       
  • Testing unconditional and conditional independence via mutual information

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      Abstract: Publication date: Available online 14 September 2022Source: Journal of EconometricsAuthor(s): Chunrong Ai, Li-Hsien Sun, Zheng Zhang, Liping Zhu
       
  • Using large samples in econometrics

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      Abstract: Publication date: Available online 14 September 2022Source: Journal of EconometricsAuthor(s): James G. MacKinnon
       
  • Threshold regression with nonparametric sample splitting

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      Abstract: Publication date: Available online 14 September 2022Source: Journal of EconometricsAuthor(s): Yoonseok Lee, Yulong Wang
       
  • Profile GMM estimation of panel data models with interactive fixed effects

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      Abstract: Publication date: Available online 13 September 2022Source: Journal of EconometricsAuthor(s): Shengjie Hong, Liangjun Su, Tao Jiang
       
  • On the aggregation of probability assessments: Regularized mixtures of
           predictive densities for Eurozone inflation and real interest rates

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      Abstract: Publication date: Available online 13 September 2022Source: Journal of EconometricsAuthor(s): Francis X. Diebold, Minchul Shin, Boyuan Zhang
       
  • Incentives, search engines, and the elicitation of subjective beliefs:
           Evidence from representative online survey experiments

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Elisabeth Grewenig, Philipp Lergetporer, Katharina Werner, Ludger Woessmann
       
  • Surveying business uncertainty

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): David Altig, Jose Maria Barrero, Nicholas Bloom, Steven J. Davis, Brent Meyer, Nicholas Parker
       
  • Tail and center rounding of probabilistic expectations in the Health and
           Retirement Study

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Pamela Giustinelli, Charles F. Manski, Francesca Molinari
       
  • Optimal frequency of portfolio evaluation in a choice experiment with
           ambiguity and loss aversion

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Charles Bellemare, Sabine Kröger, Kouamé Marius Sossou
       
  • Heterogeneity in households’ stock market beliefs: Levels, dynamics,
           and epistemic uncertainty

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Hans-Martin von Gaudecker, Axel Wogrolly
       
  • Dynamics and heterogeneity of subjective stock market expectations

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Florian Heiss, Michael Hurd, Maarten van Rooij, Tobias Rossmann, Joachim Winter
       
  • Incentive-driven inattention

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Wagner Piazza Gaglianone, Raffaella Giacomini, João Victor Issler, Vasiliki Skreta
       
  • Beliefs about public debt and the demand for government spending

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Christopher Roth, Sonja Settele, Johannes Wohlfart
       
  • Marriage, children, and labor supply: Beliefs and outcomes

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Yifan Gong, Ralph Stinebrickner, Todd Stinebrickner
       
  • Understanding migration aversion using elicited counterfactual choice
           probabilities

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Gizem Koşar, Tyler Ransom, Wilbert van der Klaauw
       
  • The role of heterogeneous risk preferences, discount rates, and earnings
           expectations in college major choice

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Arpita Patnaik, Joanna Venator, Matthew Wiswall, Basit Zafar
       
  • Academic and non-academic investments at university: The role of
           expectations, preferences and constraints

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Adeline Delavande, Emilia Del Bono, Angus Holford
       
  • Self-perceptions about academic achievement: Evidence from Mexico City

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Matteo Bobba, Veronica Frisancho
       
  • Parental beliefs about returns to child health investments

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Pietro Biroli, Teodora Boneva, Akash Raja, Christopher Rauh
       
  • Maternal subjective expectations about the technology of skill formation
           predict investments in children one year later

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Flávio Cunha, Irma Elo, Jennifer Culhane
       
  • Introduction to the Journal of Econometrics Annals Issue on “Subjective
           Expectations and Probabilities in Economics”

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      Abstract: Publication date: November 2022Source: Journal of Econometrics, Volume 231, Issue 1Author(s): Adeline Delavande, Wilbert van der Klaauw, Joachim Winter, Basit Zafar
       
  • Variance–covariance from a metropolis chain on a curved, singular
           manifold

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      Abstract: Publication date: Available online 6 September 2022Source: Journal of EconometricsAuthor(s): A. Ronald Gallant
       
  • Uniform inference in linear panel data models with two-dimensional
           heterogeneity

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      Abstract: Publication date: Available online 17 August 2022Source: Journal of EconometricsAuthor(s): Xun Lu, Liangjun Su
       
  • How should parameter estimation be tailored to the objective'

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Peter Reinhard Hansen, Elena-Ivona Dumitrescu
       
  • Local mispricing and microstructural noise: A parametric perspective

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Torben G. Andersen, Ilya Archakov, Gökhan Cebiroglu, Nikolaus Hautsch
       
  • Testing for the presence of jump components in jump diffusion models

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Bin Wang, Xu Zheng
       
  • Nonparametric inference for quantile cointegrations with stationary
           covariates

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Yundong Tu, Han-Ying Liang, Qiying Wang
       
  • GMM quantile regression

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Sergio Firpo, Antonio F. Galvao, Cristine Pinto, Alexandre Poirier, Graciela Sanroman
       
  • Robust post-selection inference of high-dimensional mean regression with
           heavy-tailed asymmetric or heteroskedastic errors

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Dongxiao Han, Jian Huang, Yuanyuan Lin, Guohao Shen
       
  • Estimation of varying coefficient models with measurement error

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Hao Dong, Taisuke Otsu, Luke Taylor
       
  • Estimation and inference about tail features with tail censored data

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Yulong Wang, Zhijie Xiao
       
  • Fast and accurate variational inference for models with many latent
           variables

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Rubén Loaiza-Maya, Michael Stanley Smith, David J. Nott, Peter J. Danaher
       
  • Inference on covariance-mean regression

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Tao Zou, Wei Lan, Runze Li, Chih-Ling Tsai
       
  • Sampling properties of the Bayesian posterior mean with an application to
           WALS estimation

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Giuseppe De Luca, Jan R. Magnus, Franco Peracchi
       
  • Markov switching panel with endogenous synchronization effects

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Komla M. Agudze, Monica Billio, Roberto Casarin, Francesco Ravazzolo
       
  • Nonparametric jump variation measures from options

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Viktor Todorov
       
  • Global temperatures and greenhouse gases: A common features approach

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Li Chen, Jiti Gao, Farshid Vahid
       
  • Predictive functional linear models with diverging number of
           semiparametric single-index interactions

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      Abstract: Publication date: October 2022Source: Journal of Econometrics, Volume 230, Issue 2Author(s): Yanghui Liu, Yehua Li, Raymond J. Carroll, Naisyin Wang
       
  • Prices, profits, proxies, and production

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      Abstract: Publication date: Available online 10 August 2022Source: Journal of EconometricsAuthor(s): Victor H. Aguiar, Nail Kashaev, Roy Allen
       
  • Testing for structural changes in large dimensional factor models via
           discrete Fourier transform

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      Abstract: Publication date: Available online 6 August 2022Source: Journal of EconometricsAuthor(s): Zhonghao Fu, Yongmiao Hong, Xia Wang
       
  • Transformed regression-based long-horizon predictability tests

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      Abstract: Publication date: Available online 4 August 2022Source: Journal of EconometricsAuthor(s): Matei Demetrescu, Paulo M.M. Rodrigues, A.M. Robert Taylor
       
  • Discrete mixtures of normals pseudo maximum likelihood estimators of
           structural vector autoregressions

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      Abstract: Publication date: Available online 29 July 2022Source: Journal of EconometricsAuthor(s): Gabriele Fiorentini, Enrique Sentana
       
  • Machine learning panel data regressions with heavy-tailed dependent data:
           Theory and application

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      Abstract: Publication date: Available online 26 July 2022Source: Journal of EconometricsAuthor(s): Andrii Babii, Ryan T. Ball, Eric Ghysels, Jonas Striaukas
       
  • Global robust Bayesian analysis in large models

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      Abstract: Publication date: Available online 15 July 2022Source: Journal of EconometricsAuthor(s): Paul Ho
       
  • The determinants of displaced workers’ wages: Sorting, matching,
           selection, and the Hartz reforms

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      Abstract: Publication date: Available online 8 July 2022Source: Journal of EconometricsAuthor(s): Simon D. Woodcock
       
  • Model averaging for asymptotically optimal combined forecasts

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      Abstract: Publication date: Available online 6 July 2022Source: Journal of EconometricsAuthor(s): Yi-Ting Chen, Chu-An Liu
       
 
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