TOC: J Econometrics
Introduction
Journal of Econometrics, 195(1)
Identifying the average treatment effect in ordered treatment models without unconfoundedness
–Arthur Lewbel, Thomas Tao Yang [] []
Four decades of the Journal of Econometrics: Coauthorship patterns and networks
–Andreas Andrikopoulos, Aristeidis Samitas, Konstantinos Kostaris [] []
Efficient estimation of integrated volatility incorporating trading information
–Yingying Li, Shangyu Xie, Xinghua Zheng [] []
Estimating jump–diffusions using closed-form likelihood expansions
–Chenxu Li, Dachuan Chen [] []
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
–Anders Bredahl Kock [] []
Conditional Value-at-Risk: Semiparametric estimation and inference
–Chuan-Sheng Wang, Zhibiao Zhao [] []
Econometric estimation with high-dimensional moment equalities
–Zhentao Shi [] []
An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
–Jonathan Eggleston [] []
Functional-coefficient spatial autoregressive models with nonparametric spatial weights
–Yiguo Sun [] []
Testing a single regression coefficient in high dimensional linear models
–Wei Lan, Ping-Shou Zhong, Runze Li, Hansheng Wang, Chih-Ling Tsai [] []
