The Econometrics Journal

Volume 22, n°3, 2019

  • WEN Kuangyu, WU Ximing - A guided nonparametric goodness-of-fit test with application to income distributions, pp. 207–222
  • CHEN Jia - Estimating latent group structure in time-varying coefficient panel data models, pp. 223–240
  • HUBNER Stefan, ČÍŽEK Pavel - Quantile-based smooth transition value at risk estimation
  • GILLEN Benjamin J, MONTERO Sergio, MOON Hyungsik Roger, SHUM Matthew - BLP-2LASSO for aggregate discrete choice models with rich covariates, pp. 262–281
  • FORCHINI Giovanni, JIANG Bin - Fragility of identification in panel binary response models, pp. 282–291
  • BESSTREMYANNAYA Galina, GOLOVAN Sergei - Reconsideration of a simple approach to quantile regression for panel data, pp. 292–308

(résumés du n° 3/2019)

Volume 22, n°2, 2019

  • MCELROY Tucker S, JACH Agnieszka - Testing collinearity of vector time series, pp. 97–116
  • BOTOSARU Irene, FERMAN Bruno - On the role of covariates in the synthetic control method, pp. 117–130
  • BARUNÍK Jozef, KLEY Tobias - Quantile coherency: A general measure for dependence between cyclical economic variables, pp. 131–152
  • DAVYDOV Youri, GRESELIN Francesca - Inferential results for a new measure of inequality, pp. 153–172
  • AMSLER Christine, SCHMIDT Peter - Separating different individual effects in a panel data model, pp. 173–187
  • THOMPSON Brennan S, WEBB Matthew D - A simple, graphical approach to comparing multiple treatments, pp. 188–205

(résumés du n° 2/2019) * en attente de la réception de la version papier *

Volume 22, n° 1, 2019

Royal Economic Society Annual Conference 2017
Special Issue on Econometrics of Games

  • ABBRING Jaap H. - Editorial, pp. Ci-Ciii
  • HAILE Philip A., KITAMURA Yuichi - Unobserved heterogeneity in auctions, pp. C1-C19
  • WINDMEIJER Frank - Two-stage least squares as minimum distance, pp. 1-9
  • DEMETRESCU Matei, WIED Dominik - Testing for constant correlation of filtered series under structural change, pp. 10-33
  • UEMATSU Yoshimasa, TANAKA Shinya - High-dimensional macroeconomic forecasting and variable selection via penalized regression, pp. 34-56
  • JUODIS Arturas, WESTERLUND Joakim - Optimal panel unit root testing with covariates, pp. 57-72
  • GUO Gangzheng, SUN Yixiao, WANG Shaoping - Testing for moderate explosiveness, pp. 73-95

(résumés du n° 1/2019)

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