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163
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1
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
2
A first-stage representation for instrumental variables quantile regression
Alejo, Javier
;
Galvão Júnior, Antônio Fialho
; …
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 350-377
Persistent link: https://www.econbiz.de/10014391689
Saved in:
3
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
4
Testing for quantile sample selection
Corradi, Valentina
;
Gutknecht, Daniel
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10014319284
Saved in:
5
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects : a survey
Chaisemartin, Clément de
;
D'Haultfœuille, Xavier
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C1-C30
Persistent link: https://www.econbiz.de/10014391670
Saved in:
6
Simple approaches to nonlinear difference-in-differences with panel data
Wooldridge, Jeffrey M.
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C31-C66
Persistent link: https://www.econbiz.de/10014391676
Saved in:
7
Model selection for varying coefficient nonparametric transformation model
Zhang, Xiao
;
Liu, Xu
;
Shi, Xingjie
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 492-512
Persistent link: https://www.econbiz.de/10014391717
Saved in:
8
Optimal minimax rates against nonsmooth alternatives
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 322-339
Persistent link: https://www.econbiz.de/10013253837
Saved in:
9
Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra
;
Rodríguez Poo, Juan Manuel
; …
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
Saved in:
10
Factor-augmented forecasting regressions with threshold effects
Yan, Yayi
;
Cheng, Tingting
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
Saved in:
11
Estimation of nonstationary nonparametric regression model with multiplicative structure
Chen, Likai
;
Smetanina, Ekaterina
;
Wu, Wei Biao
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 176-214
Persistent link: https://www.econbiz.de/10012878905
Saved in:
12
Partially linear models with endogeneity : a conditional moment-based approach
Antoine, Bertille
;
Sun, Xiaolin
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 256-275
Persistent link: https://www.econbiz.de/10012878912
Saved in:
13
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
14
Double/debiased machine learning for logistic partially linear model
Liu, Molei
;
Zhang, Yi
;
Zhou, Doudou
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 559-588
Persistent link: https://www.econbiz.de/10012620738
Saved in:
15
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
;
Lee, Chingnun
;
Chen, I-Po
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
Saved in:
16
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
17
A simple estimator for quantile panel data models using smoothed quantile regressions
Chen, Liang
;
Huo, Yulong
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 247-263
Persistent link: https://www.econbiz.de/10012594992
Saved in:
18
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
19
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
20
Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
Calonico, Sebastian
;
Cattaneo, Matias D.
;
Farrell, Max H.
- In:
The econometrics journal
23
(
2020
)
2
,
pp. 192-210
Persistent link: https://www.econbiz.de/10012236234
Saved in:
21
Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals
He, Yang
;
Bartalotti, Otávio
- In:
The econometrics journal
23
(
2020
)
2
,
pp. 211-231
Persistent link: https://www.econbiz.de/10012236235
Saved in:
22
High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa
;
Tanaka, Shinya
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
Saved in:
23
Reconsideration of a simple approach to quantile regression for panel data
Besstremjannaja, Galina Evgen'evna
;
Golovan, Sergei
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 292-308
Persistent link: https://www.econbiz.de/10012166840
Saved in:
24
A simple and robust estimator for linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 36-54
Persistent link: https://www.econbiz.de/10012166594
Saved in:
25
CCE in panels with general unknown factors
Westerlund, Joakim
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 264-276
Persistent link: https://www.econbiz.de/10012166628
Saved in:
26
Nonparametric regression with nearly integrated regressors under long-run dependence
Cai, Zongwu
;
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 118-138
Persistent link: https://www.econbiz.de/10011719971
Saved in:
27
Semi-linear mode regression
Krief, Jerome M.
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011757369
Saved in:
28
Sparse estimation of huge networks with a block-wise structure
Moscone, Francesco
;
Tosetti, Elisa
;
Vinciotti, Veronica
- In:
The econometrics journal
20
(
2017
)
3
,
pp. 61-85
Persistent link: https://www.econbiz.de/10011805012
Saved in:
29
Model averaging in predictive regressions
Liu, Chu-An
;
Kuo, Biing-shen
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10011712181
Saved in:
30
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 232-236
Persistent link: https://www.econbiz.de/10011712183
Saved in:
31
Nonlinear panel data estimation via quantile regressions
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 61-94
Persistent link: https://www.econbiz.de/10011712266
Saved in:
32
Testing for error cross-sectional independence using pairwise augmented regressions
Mao, Guangyu
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 237-260
Persistent link: https://www.econbiz.de/10011712269
Saved in:
33
Identification and estimation of partially linear censored regression models with unknown heteroscedasticity
Zhang, Zhengyu
;
Liu, Bing
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 242-273
Persistent link: https://www.econbiz.de/10011378496
Saved in:
34
On bootstrap validity for specification tests with weak instruments
Doko Tchatoka, Firmin
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 137-146
Persistent link: https://www.econbiz.de/10011345987
Saved in:
35
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming
;
Hsu, Yu-Chin
;
Kuan, Chung-ming
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10011345990
Saved in:
36
Backfitting and smooth backfitting in varying coefficient quantile regression
Lee, Young K.
;
Mammen, Enno
;
Park, Byeong U.
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 20-38
Persistent link: https://www.econbiz.de/10010498737
Saved in:
37
Direct semi-parametric estimation of fixed effects panel data varying coefficient models
Rodríguez Poo, Juan Manuel
;
Soberon, Alexandra
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 107-138
Persistent link: https://www.econbiz.de/10010498753
Saved in:
38
Estimation of fixed effects panel data partially linear additive regression models
Ai, Chunrong
;
You, Jinhong
;
Zhou, Yong
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10010498756
Saved in:
39
Weighted composite quantile regression estimation of DTARCH models
Jiang, Jiancheng
;
Jiang, Xuejun
;
Song, Xinyuan
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010498763
Saved in:
40
Standardized LM tests for spatial error dependence in linear or panel regression
Baltagi, Badi H.
;
Yang, Zhenlin
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 103-134
Persistent link: https://www.econbiz.de/10009722509
Saved in:
41
New inference methods for quantile regression based on resampling
Aguirre, Víctor M.
;
Domínguez, Manuel A.
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 278-283
Persistent link: https://www.econbiz.de/10009783330
Saved in:
42
Asymptotics for threshold regression under general conditions
Yu, Ping
;
Zhao, Yongqiang
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 430-462
Persistent link: https://www.econbiz.de/10010253632
Saved in:
43
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
44
Misspecification tests based on quantile residuals
Kalliovirta, Leena
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 358-393
Persistent link: https://www.econbiz.de/10009614922
Saved in:
45
Estimating the effect of a variable in a high-dimensional linear model
Jensen, Peter Sandholt
;
Würtz, Allan H.
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 325-357
Persistent link: https://www.econbiz.de/10009614923
Saved in:
46
Instrumental regression in partially linear models
Florens, Jean-Pierre
;
Johannes, Jan
;
Van Bellegem, …
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009614924
Saved in:
47
Non-stationary regression with logistic transition
Chang, Yoosoon
;
Jiang, Bibo
;
Park, Joon Y.
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 255-287
Persistent link: https://www.econbiz.de/10009614926
Saved in:
48
Quantile regression models with factor-augmented predictors and information criterion
Ando, Tomohiro
;
Tsay, Ruey S.
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009007618
Saved in:
49
Non-parametric regression under location shifts
Phillips, Peter C. B.
;
Su, Liangjun
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
Saved in:
50
Rank estimation of partially linear index models
Abrevaya, Jason
;
Shin, Youngki
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 409-437
Persistent link: https://www.econbiz.de/10009382516
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