J Econometrics
Introduction
Journal of Econometrics, 237(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Research Articles
Inference under covariate-adaptive randomization with imperfect compliance
—Federico A. Bugni, Mengsi Gao []
Stable outcomes and information in games: An empirical framework
—Paul S. Koh []
A new generalized exponentially weighted moving average quantile model and its statistical inference
—Ke Zhu []
Penetrating sporadic return predictability
—Yundong Tu, Xinling Xie []
Linear panel regressions with two-way unobserved heterogeneity
—Hugo Freeman, Martin Weidner []
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
—Yanqin Fan, Fang Han, Hyeonseok Park []
Adaptive robust large volatility matrix estimation based on high-frequency financial data
—Minseok Shin, Donggyu Kim, Jianqing Fan []
Identification of dynamic binary response models
—S. Khan, M. Ponomareva, E. Tamer []
Econometric inference on a large Bayesian game with heterogeneous beliefs
—Denis Kojevnikov, Kyungchul Song []
Identification of mixtures of dynamic discrete choices
—Ayden Higgins, Koen Jochmans []
Identification and estimation of spillover effects in randomized experiments
—Gonzalo Vazquez-Bare []
Under-identification of structural models based on timing and information set assumptions
—Daniel A. Ackerberg, Garth Frazer, Kyoo il Kim, Yao Luo, Yingjun Su []
ASSA Meeting papers
What is uncertainty in today’s practice of data science?
—Bin Yu []
Discussion of “What is a standard error?â€
—James L. Powell []
What is a standard error?
—Andrew Gelman []