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J Econometrics

Introduction

Journal of Econometrics, 242(1)

INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs


Better the devil you know: Improved forecasts from imperfect models
Dong Hwan Oh, Andrew J. Patton []

Modeling long cycles
Da Natasha Kang, Vadim Marmer []

Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
Haitian Xie []

A simple specification test for models with many conditional moment inequalities
Mathieu Marcoux, Thomas M. Russell, Yuanyuan Wan []

2SLS with multiple treatments
Manudeep Bhuller, Henrik Sigstad []

On the performance of the Neyman Allocation with small pilots
Yong Cai, Ahnaf Rafi []

Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables
Hanbat Jeong, Lung-fei Lee []

Prewhitened long-run variance estimation robust to nonstationarity
Alessandro Casini, Pierre Perron []

Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model
Cem Çakmaklı, Yasin Şimşek []