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TOC: J Econometrics

Introduction

Journal of Econometrics, 195(2)

Dynamic panels with threshold effect and endogeneity
Myung Hwan Seo, Yongcheol Shin [] []

Using invalid instruments on purpose: Focused moment selection and averaging for GMM
Francis J. DiTraglia [] []

Variance of the truncated negative binomial distribution
J.S. Shonkwiler [] []

Spillover dynamics for systemic risk measurement using spatial financial time series models
Francisco Blasques, Siem Jan Koopman, Andre Lucas, Julia Schaumburg [] []

Structural estimation of pairwise stable networks with nonnegative externality
Yuhei Miyauchi [] []

A simple nonparametric approach to estimating the distribution of random coefficients in structural models
Jeremy T. Fox, Kyoo il Kim, Chenyu Yang [] []

Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
Heng Chen, Yanqin Fan, Ruixuan Liu [] []