The limiting distribution of the t-ratio for the unit root test in an AR(1)

JOURNAL ARTICLE published 1 December 2001 in The Econometrics Journal

Authors: Franz K. Dietrich

Smoothness adaptive average derivative estimation

JOURNAL ARTICLE published 1 February 2010 in The Econometrics Journal

Authors: Marcia M. A. Schafgans | Victoria Zinde‐Walsh

Royal Economic Society Annual Conference 2018 Special Issue on Structural Macroeconometrics

JOURNAL ARTICLE published 8 March 2021 in The Econometrics Journal

Editors: Jaap H Abbring | Jeffrey R Campbell

Roy-model bounds on the wage effects of the Great Migration

JOURNAL ARTICLE published 1 January 2020 in The Econometrics Journal

Authors: John R Gardner

Editorial

JOURNAL ARTICLE published 1 February 2018 in The Econometrics Journal

Authors: Richard J. Smith

Review of PcGets 1 for Windows

JOURNAL ARTICLE published 1 December 2001 in The Econometrics Journal

Authors: Gunnar Bårdsen

Estimation and inference on treatment effects under treatment-based sampling designs

JOURNAL ARTICLE published 14 September 2022 in The Econometrics Journal

Research funded by JSPS (19K13666,21K01419)

Authors: Kyungchul Song | Zhengfei Yu

Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden

JOURNAL ARTICLE published 1 September 2020 in The Econometrics Journal

Authors: Sang-Wook (Stanley) Cho

Non‐parametric identification of the mixed proportional hazards model with interval‐censored durations

JOURNAL ARTICLE published 1 July 2011 in The Econometrics Journal

Authors: Christian N. Brinch

Estimation of high-dimensional vector autoregression via sparse precision matrix

JOURNAL ARTICLE published 12 May 2023 in The Econometrics Journal

Research funded by Japan Society for the Promotion of Science (19K23193,22K01429,22K13377)

Authors: Benjamin Poignard | Manabu Asai

Weak and strong cross‐section dependence and estimation of large panels

JOURNAL ARTICLE published 1 February 2011 in The Econometrics Journal

Authors: Alexander Chudik | M. Hashem Pesaran | Elisa Tosetti

Graphical conditional moment tests

JOURNAL ARTICLE published 1 June 2001 in The Econometrics Journal

Authors: Peter G. Moffatt

K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables

JOURNAL ARTICLE published July 2008 in Econometrics Journal

Authors: Rui Li | Guan Gong

Sparse estimation of huge networks with a block‐wise structure

JOURNAL ARTICLE published 1 October 2017 in The Econometrics Journal

Authors: Francesco Moscone | Elisa Tosetti | Veronica Vinciotti

Generic consistency of the break-point estimators under specification errors in a multiple-break model

JOURNAL ARTICLE published July 2008 in Econometrics Journal

Authors: Jushan Bai | Haiqiang Chen | Terence Tai-Leung Chong | Seraph Xin Wang

Semiparametric cointegrating rank selection

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Xu Cheng | Peter C. B. Phillips

Non-parametric inference on the number of equilibria

JOURNAL ARTICLE published February 2015 in The Econometrics Journal

Authors: Maximilian Kasy

Editorial

JOURNAL ARTICLE published 1 June 2017 in The Econometrics Journal

Editors: Richard J. Smith

Recent developments in structural microeconometrics

JOURNAL ARTICLE published 1 October 2010 in The Econometrics Journal

Authors: Jean‐Marc Robin

Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’
(Larsson R., J. Lyhagen and M. Löthgren,Econometrics Journal, 4, 2001, 109–142)

JOURNAL ARTICLE published 1 February 2011 in The Econometrics Journal

Authors: Deniz Dilan Karaman Örsal | Bernd Droge