J Econometrics
Introduction
Journal of Econometrics, 241(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Bayesian estimation of cluster covariance matrices of unknown form
—Drew Creal, Jaeho Kim []
No star is good news: A unified look at rerandomization based on p-values from covariate balance tests
—Anqi Zhao, Peng Ding []
Predictive ability tests with possibly overlapping models
—Valentina Corradi, Jack Fosten, Daniel Gutknecht []
Spectral clustering with variance information for group structure estimation in panel data
—Lu Yu, Jiaying Gu, Stanislav Volgushev []
Wild bootstrap inference for instrumental variables regressions with weak and few clusters
—Wenjie Wang, Yichong Zhang []
Estimation and inference of seller’s expected revenue in first-price auctions
—Federico Zincenko []
A vector monotonicity assumption for multiple instruments
—Leonard Goff []
Testing identification conditions of LATE in fuzzy regression discontinuity designs
—Yu-Chin Hsu, Ji-Liang Shiu, Yuanyuan Wan []
Covariate adjustment in experiments with matched pairs
—Yuehao Bai, Liang Jiang, Joseph P. Romano, Azeem M. Shaikh, Yichong Zhang []
The law of large numbers for large stable matchings
—Jacob Schwartz, Kyungchul Song []