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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 []