TOC: J Econometrics
Introduction
Journal of Econometrics, 189(1)
Robust inference on average treatment effects with possibly more covariates than observations
–Max H. Farrell [] []
Binary quantile regression with local polynomial smoothing
–Songnian Chen, Hanghui Zhang [] []
Identification and shape restrictions in nonparametric instrumental variables estimation
–Joachim Freyberger, Joel L. Horowitz [] []
A Bayesian chi-squared test for hypothesis testing
–Yong Li, Xiao-Bin Liu, Jun Yu [] []
Identification of mixture models using support variations
–Xavier D’Haultfœuille, Philippe Février [] []
Adaptive estimation of the threshold point in threshold regression
–Ping Yu [] []
Unexplained factors and their effects on second pass -squared’s
–Frank Kleibergen, Zhaoguo Zhan [] []
Identification of complete information games
–Brendan Kline [] []
Regression discontinuity designs with unknown discontinuity points: Testing and estimation
–Jack Porter, Ping Yu [] []
Smooth coefficient estimation of a seemingly unrelated regression
–Daniel J. Henderson, Subal C. Kumbhakar, Qi Li, Christopher F. Parmeter [] []
Sieve semiparametric two-step GMM under weak dependence
–Xiaohong Chen, Zhipeng Liao [] []
Testing for factor loading structural change under common breaks
–Yohei Yamamoto, Shinya Tanaka [] []
Robust inference in nonlinear models with mixed identification strength
–Xu Cheng [] []
Identification and estimation of games with incomplete information using excluded regressors
–Arthur Lewbel, Xun Tang [] []
