The Econometrics Journal

Volume 21, n° 3, 2018

  • CHIONG Khai Xiang, MOON Hyungsik Roger - Estimation of graphical models using the urn:x-wiley:13684221:media:ectj12104:ectj12104-math-0001 norm, pp. 247-263
  • WESTERLUND Joakim - CCE in panels with general unknown factors, pp. 264-276
  • ASTILL S., TAYLOR  A. M. R. - Robust tests for deterministic seasonality and seasonal mean shifts, pp. 277-297
  • KLEIMAN-WEINER Max, TENENBAUM Joshua B., ZHOU Penghui - Non‐parametric Bayesian inference of strategies in repeated games, pp. 298-315
  • VAN KIPPERSLUIS Hans, RIETVELD Cornelius A. - Beyond plausibly exogenous, pp. 316-331
  • KLINE Brendan, TAMER Elie - Identification of treatment effects with selective participation in a randomized trial, pp. 332-353

(résumés du n° 3/2018)

Volume 21, n° 2, 2018

  • BOSWIJK H. Peter, ZU Yang - Adaptive wild bootstrap tests for a unit root with non‐stationary volatility, pp. 87-113
  • MacKINNON James G., WEBB Matthew D. - The wild bootstrap for few (treated) clusters, pp. 114-135
  • GOLDMAN Matt, KAPLAN David M.- Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics, pp. 136-169
  • DARAIO Cinzia, SIMAR Léopold, WILSON Paul W. - Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production, pp. 170-191
  • WU Jilin, XIAO Zhijie - Testing for changing volatility, pp. 192-217
  • MU Beili, ZHANG Zhengyu - Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors, pp. 218-246

(résumés du n° 2/2018)

Volume 21, n° 1, 2018

  • SMITH Richard J. - Royal Economic Society Annual Conference 2016 Special Issue on Model Selection and Inference, pp. Ci–Cii
  • CHERNOZHUKOV Victor, CHETVERIKOV Denis, DEMIRER Mert, DUFLO Esther, HANSEN Christian, NEWEY Whitney, ROBINS James - Double/debiased machine learning for treatment and structural parameters, pp. C1–C68

Articles

  • HONORÉ Bo E., HU Luojia - Simpler bootstrap estimation of the asymptotic variance of U-statistic-based estimators, pp. 1–10
  • GU Jiaying, SHEN Shu - Oracle and adaptive false discovery rate controlling methods for one-sided testing: theory and application in treatment effect evaluation, pp. 11–35
  • ESCANCIANO Juan Carlos - A simple and robust estimator for linear regression models with strictly exogenous instruments, pp. 36–54
  • HU Yingyao, SHIU Ji-Liang - Identification and estimation of semi-parametric censored dynamic panel data models of short time periods, pp. 55–85

(résumés du n° 1/2018)

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