J Econometrics
Introduction
Journal of Econometrics, 238(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Hypothesis testing on high dimensional quantile regression
—Zhao Chen, Vivian Xinyi Cheng, Xu Liu []
Systematic staleness
—Federico M. Bandi, Davide Pirino, Roberto Renò []
Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate
—Vassilis Hajivassiliou, Frédérique Savignac []
Optimal nonparametric range-based volatility estimation
—Tim Bollerslev, Jia Li, Qiyuan Li []
Bounding program benefits when participation is misreported
—Denni Tommasi, Lina Zhang []
High-dimensional low-rank tensor autoregressive time series modeling
—Di Wang, Yao Zheng, Guodong Li []
Local linearization based subvector inference in moment inequality models
—Xinyue Bei []
Endogeneity in weakly separable models without monotonicity
—Songnian Chen, Shakeeb Khan, Xun Tang []
Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
—Xingdong Feng, Wenyu Li, Qianqian Zhu []
Inference in models with partially identified control functions
—Andres Aradillas-Lopez []
Matching points: Supplementing instruments with covariates in triangular models
—Junlong Feng []
Asset pricing with neural networks: Significance tests
—Hasan Fallahgoul, Vincentius Franstianto, Xin Lin []
Tuning parameter-free nonparametric density estimation from tabulated summary data
—Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda, Yulong Wang []
Rank-based max-sum tests for mutual independence of high-dimensional random vectors
—Hongfei Wang, Binghui Liu, Long Feng, Yanyuan Ma []
Population interference in panel experiments
—Kevin Han, Guillaume Basse, Iavor Bojinov []
Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
—Francisco Blasques, Janneke van Brummelen, Paolo Gorgi, Siem Jan Koopman []
Identification of multi-valued treatment effects with unobserved heterogeneity
—Koki Fusejima []
Nonparametric Gini-Frisch bounds
—Karim Chalak []
Detecting identification failure in moment condition models
—Jean-Jacques Forneron []
Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions
—Lena Janys, Bettina Siflinger []
Causal inference of general treatment effects using neural networks with a diverging number of confounders
—Xiaohong Chen, Ying Liu, Shujie Ma, Zheng Zhang []
Semi-parametric single-index predictive regression models with cointegrated regressors
—Weilun Zhou, Jiti Gao, David Harris, Hsein Kew []
Binary choice with misclassification and social interactions, with an application to peer effects in attitude
—Zhongjian Lin, Yingyao Hu []