Hedonic price index estimation under mean‐independence of time dummies from quality characteristics

JOURNAL ARTICLE published 1 June 2003 in The Econometrics Journal

Authors: Yasushi Kondo | Myoung‐Jae Lee

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

JOURNAL ARTICLE published 1 January 2019 in The Econometrics Journal

Editors: Jaap H Abbring

Confidence sets based on inverting Anderson–Rubin tests

JOURNAL ARTICLE published 1 June 2014 in The Econometrics Journal

Authors: Russell Davidson | James G. MacKinnon

Selection correction in panel data models: An application to the estimation of females' wage equations

JOURNAL ARTICLE published 1 July 2007 in The Econometrics Journal

Authors: Christian Dustmann | María Engracia Rochina‐Barrachina

BUGS for a Bayesian analysis of stochastic volatility models

JOURNAL ARTICLE published 1 December 2000 in The Econometrics Journal

Authors: Renate Meyer | Jun Yu

Non‐parametric regression under location shifts

JOURNAL ARTICLE published 1 October 2011 in The Econometrics Journal

Authors: Peter C. B. Phillips | Liangjun Su

Inferential results for a new measure of inequality

JOURNAL ARTICLE published 1 May 2019 in The Econometrics Journal

Authors: Youri Davydov | Francesca Greselin

Local sensitivity and diagnostic tests

JOURNAL ARTICLE published 1 March 2007 in The Econometrics Journal

Authors: Jan R. Magnus | Andrey L. Vasnev

Discrete endogenous variables in weakly separable models

JOURNAL ARTICLE published 1 June 2012 in The Econometrics Journal

Authors: Sung Jae Jun | Joris Pinkse | Haiqing Xu

Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity

JOURNAL ARTICLE published 10 January 2023 in The Econometrics Journal

Authors: Victor Aguirregabiria

Influential observations in cointegrated VAR models: Danish money demand 1973–2003

JOURNAL ARTICLE published March 2008 in The Econometrics Journal

Authors: Heino Bohn Nielsen

A survey of some recent applications of optimal transport methods to econometrics

JOURNAL ARTICLE published 1 June 2017 in The Econometrics Journal

Research funded by European Research Council (313699) | European Union's Seventh Framework Programme (FP7/2007-2013)

Authors: Alfred Galichon

Realized kernels in practice: trades and quotes

JOURNAL ARTICLE published 1 November 2009 in The Econometrics Journal

Authors: O. E. Barndorff‐Nielsen | P. Reinhard Hansen | A. Lunde | N. Shephard

Bayesian estimation of a random effects heteroscedastic probit model

JOURNAL ARTICLE published July 2009 in Econometrics Journal

Authors: Yuanyuan Gu | Denzil G. Fiebig | Edward Cripps | Robert Kohn

Bounds for inference with nuisance parameters present only under the alternative

JOURNAL ARTICLE published 1 December 2002 in The Econometrics Journal

Authors: Filippo Altissimo | Valentina Corradi

Identification of treatment response with social interactions

JOURNAL ARTICLE published January 2012 in The Econometrics Journal

Authors: Charles F. Manski

An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy

JOURNAL ARTICLE published 1 December 1998 in The Econometrics Journal

Authors: Zhijie Xiao | Peter C.B. Phillips

Simulated maximum likelihood estimation in transition models

JOURNAL ARTICLE published 1 June 1998 in The Econometrics Journal

Authors: Thierry Kamionka

Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield

JOURNAL ARTICLE published 1 September 2020 in The Econometrics Journal

Authors: Michael Keane | Timothy Neal

Standard error correction in two‐stage estimation with nested samples

JOURNAL ARTICLE published 1 December 2003 in The Econometrics Journal

Authors: Pinar Karaca‐Mandic | Kenneth Train