J Econometrics
Introduction
Journal of Econometrics, 226(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Introduction to the Annals Issue in Honor of Gary Chamberlain
—Bryan Graham, Keisuke Hirano []
Feedback in panel data models
—Gary Chamberlain []
Robust likelihood estimation of dynamic panel data models
—Javier Alvarez, Manuel Arellano []
Design-based analysis in Difference-In-Differences settings with staggered adoption
—Susan Athey, Guido W. Imbens []
Estimation and inference of semiparametric models using data from several sources
—Moshe Buchinsky, Fanghua Li, Zhipeng Liao []
Minimax-regret sample design in anticipation of missing data, with application to panel data
—Jeff Dominitz, Charles F. Manski []
Semiparametrically efficient estimation of the average linear regression function
—Bryan S. Graham, Cristine Campos de Xavier Pinto []
Analyzing cross-validation for forecasting with structural instability
—Keisuke Hirano, Jonathan H. Wright []
Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages
—Maximilian Kasy []
Approximation of sign-regular kernels
—Thomas A. Knox []
Censored quantile regression survival models with a cure proportion
—Naveen Narisetty, Roger Koenker []