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TOC: J Econometrics

Introduction

Journal of Econometrics, 188(2)

Heterogeneity in Panel Data and in Nonparametric Analysis in honor of Professor Cheng Hsiao
Edited by Li Qi and Li Tong

Heterogeneity in panel data and in nonparametric analysis
Qi Li, Tong Li [] []

Estimation of panel data partly specified Tobit regression with fixed effects
Chunrong Ai, Hongjun Li, Zhongjian Lin, Meixia Meng [] []

A semiparametric model for heterogeneous panel data with fixed effects
Lena Boneva, Oliver Linton, Michael Vogt [] []

Panel nonparametric regression with fixed effects
Jungyoon Lee, Peter M. Robinson [] []

Set identification of the censored quantile regression model for short panels with fixed effects
Tong Li, Tatsushi Oka [] []

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Iván Fernández-Val, Stefan Hoderlein, Hajo Holzmann, Whitney Newey [] []

Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Alexander Chudik, M. Hashem Pesaran [] []

Binary response correlated random coefficient panel data models
Yichen Gao, Cong Li, Zhongwen Liang [] []

Estimation of dynamic discrete models from time aggregated data
Han Hong, Weiming Li, Boyu Wang [] []

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Xiaohong Chen, Timothy M. Christensen [] []

Testing error serial correlation in fixed effects nonparametric panel data models
Carl Green, Wei Long, Cheng Hsiao [] []

Model selection in the presence of incidental parameters
Yoonseok Lee, Peter C.B. Phillips [] []

A data-driven smooth test of symmetry
Ying Fang, Qi Li, Ximing Wu, Daiqiang Zhang [] []

Optimal smoothing in nonparametric conditional quantile derivative function estimation
Wei Lin, Zongwu Cai, Zheng Li, Li Su [] []

Subjective mortality risk and bequests
Li Gan, Guan Gong, Michael Hurd, Daniel McFadden [] []

Nonparametric estimation of structural labor supply and exact welfare change under nonconvex piecewise-linear budget sets
Li Gan, Gaosheng Ju, Xi Zhu [] []

The treatment-effect estimation: A case study of the 2008 economic stimulus package of China
Min Ouyang, Yulei Peng [] []

Home-purchase restriction, property tax and housing price in China: A counterfactual analysis
Zaichao Du, Lin Zhang [] []