Journal of Econometrics, June, 2010
Green Table of Contents
Volume 210, Issue 2
Pages 1-218
A closed-form estimator for quantile treatment effects with endogeneity
Kaspar Wüthrich
Pages 219-235
Slightly different title, same abstract
Estimation of longrun variance of continuous time stochastic process using discrete sample
Ye Lu, Joon Y. Park
Pages 236-267
Asymptotic theory for clustered samples
Bruce E. Hansen, Seojeong Lee
Pages 268-290
Robust inference for threshold regression models
Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo
Pages 291-309
A weak law for moments of pairwise stable networks
Michael P. Leung
Pages 310-326
A simple and trustworthy asymptotic
T test in difference-in-differences regressions
Cheng Liu, Yixiao Sun
Pages 327-362
Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
Serafin Grundl, Yu Zhu
Pages 363-378
Specification tests for the propensity score
Pedro H.C. Sant’Anna, Xiaojun Song
Pages 379-404
Causal inference by quantile regression kink designs
Harold D. Chiang, Yuya Sasaki
Pages 405-433
Identification and estimation of linear social interaction models
Hon Ho Kwok
Pages 434-458
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Inference on functionals under first order degeneracy
Qihui Chen, Zheng Fang
Pages 459-481
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Le-Yu Chen, Sokbae Lee
Pages 482-497