The Econometrics Journal

Volume 20, n° 3, 2017

Special issue on econometrics of networks

  • CHARBONNEAU Karyne B. - Multiple fixed effects in binary response panel data models,  pp. S1–S13
  • BOUCHER Vincent, MOURIFIÉ Ismael - My friend far, far away: a random field approach to exponential random graph models, pp. S14–S46
  • ROSE Christiern D. - Identification of peer effects through social networks using variance restrictions, pp. S47–S60
  • MOSCONE Francesco, TOSETTI Elisa, VINCIOTTI Veronica - Sparse estimation of huge networks with a block-wise structure, pp. S61–S85
  • LIN Zhongjian, XU Haiqing - Estimation of social-influence-dependent peer pressure in a large network game, pp. S86–S102
  • LIU Xiaodong, PATACCHINI Eleonora, RAINONE Edoardo - Peer effects in bedtime decisions among adolescents: a social network model with sampled data, pp. S103–S125
  • ADAMIC Lada, BRUNETTI Celso, HARRIS Jeffrey H., KIRILENKO Andrei - Trading networks, pp. S126–S149

(résumés du n° 3/2017)

Volume 20, n° 2, 2017

RES CONFERENCE 2015

SPECIAL ISSUE ON ECONOMETRICS OF MATCHING

  • SMITH Richard J. - Royal Economic Society Annual Conference 2015 Special Issue on Econometrics of Matching, pp. Ci-Cii
  • GALICHON Alfred - A survey of some recent applications of optimal transport methods to econometrics, pp. C1–C11

Articles

  • KRIEF Jerome M. - Semi-linear mode regression, pp. 149–167
  • KYRIACOU Maria, PHILLIPS Peter C. B., ROSSI Francesca - iIndirect inference in spatial autoregression, pp. 168–189
  • LIN Juan, WU Ximing - A sequential test for the specification of predictive densities, pp.  190–220
  • PREMINGER Arie, STORTI Giuseppe - Least-squares estimation of GARCH(1,1) models with heavy-tailed errors, pp. 221–258

Note

  • JOCHMANS Koen, MAGNAC Thierry - A note on sufficiency in binary panel models, pp. 259–269

(résumés du n° 2/2017)

Volume 20, n° 1, 2017

  • HSU Yu-Chin - Consistent tests for conditional treatment effects, pp. 1–22
  • HOGA Yannick - Testing for changes in (extreme) VaR, pp. 23–51
  • HSU Yu-Chin, SHI Xiaoxia - Model-selection tests for conditional moment restriction models, pp. 52–85
  • BARDSLEY Patrick, HORVÁTH Lajos, KOKOSZKA Piotr, YOUNG Gabriel - Change point tests in functional factor models with application to yield curves, pp. 86–117
  • CAI Zongwu, JING Bingyi, KONG Xinbing, LIU Zhi - Nonparametric regression with nearly integrated regressors under long-run dependence, pp. 118–138   

NOTE

  • MA Jun - Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions, pp. 139–148

(résumés du n° 1/2017)

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