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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Sharp bounds in the latent index selection model
—Philip Marx []

Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
—Marc Henry, Romuald Méango, Ismaël Mourifié []

A conditional linear combination test with many weak instruments
—Dennis Lim, Wenjie Wang, Yichong Zhang []

Estimation of complier expected shortfall treatment effects with a binary instrumental variable
—Bo Wei, Kean Ming Tan, Xuming He []

Nested Pseudo likelihood estimation of continuous-time dynamic discrete games
—Jason R. Blevins, Minhae Kim []

An information–Theoretic approach to partially identified auction models
—Sung Jae Jun, Joris Pinkse []

A residual bootstrap for conditional Value-at-Risk
—Eric Beutner, Alexander Heinemann, Stephan Smeekes []

Profiling the plight of disconnected youth in America
—Thomas MaCurdy, David Glick, Sonam Sherpa, Sriniketh Nagavarapu []

What leads to measurement errors? Evidence from reports of program participation in three surveys
—Pablo Celhay, Bruce D. Meyer, Nikolas Mittag []

Estimation and variable selection for high-dimensional spatial dynamic panel data models
—Li Hou, Baisuo Jin, Yuehua Wu []

Unconditional effects of general policy interventions
—Julián Martínez-Iriarte, Gabriel Montes-Rojas, Yixiao Sun []

Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach
—Yongmiao Hong, Oliver Linton, Brendan McCabe, Jiajing Sun, Shouyang Wang []

Quantile analysis of “hazard-rate” game models
—Andreea Enache, Jean-Pierre Florens []

Identification and estimation of sequential games of incomplete information with multiple equilibria
—Jangsu Yoon []

An identification and testing strategy for proxy-SVARs with weak proxies
—Giovanni Angelini, Giuseppe Cavaliere, Luca Fanelli []

Tail behavior of ACD models and consequences for likelihood-based estimation
—Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek, Frederik Vilandt []

Robust testing for explosive behavior with strongly dependent errors
—Yiu Lim Lui, Peter C.B. Phillips, Jun Yu []

The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
—Alessandro Casini []

High-dimensional IV cointegration estimation and inference
—Peter C.B. Phillips, Igor L. Kheifets []

Autoregressive conditional betas
—F. Blasques, Christian Francq, Sébastien Laurent []

Distributed estimation and inference for spatial autoregression model with large scale networks
—Yimeng Ren, Zhe Li, Xuening Zhu, Yuan Gao, Hansheng Wang []

Bellman filtering and smoothing for state–space models
—Rutger-Jan Lange []

Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails
—Juan Antolín-Díaz, Thomas Drechsel, Ivan Petrella []

Nonparametric estimation of stochastic frontier models with weak separability
—Samuele Centorrino, Christopher F. Parmeter []

Estimation and inference by stochastic optimization
—Jean-Jacques Forneron []

Identification of heterogeneous elasticities in gross-output production functions
—Tong Li, Yuya Sasaki []

Observation-driven filtering of time-varying parameters using moment conditions
—Drew Creal, Siem Jan Koopman, André Lucas, Marcin Zamojski []

Semiparametric Bayesian estimation of dynamic discrete choice models
—Andriy Norets, Kenichi Shimizu []

Introduction to the Themed Issue on Climate Econometrics
—J. Isaac Miller, Felix Pretis []

The likelihood ratio test for structural changes in factor models
—Jushan Bai, Jiangtao Duan, Xu Han []