Journal of Econometrics, November 2019

Green Table of Contents

Volume 213, Issue 1,

Pages 1-296

Conditional quantile processes based on series or many regressors

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Iván Fernández-Val

Pages 4-29

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Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions

Xiaohong Chen, Demian Pouzo, James L. Powell

Pages 30-53

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Quantile-regression-based clustering for panel data

Yingying Zhang, Huixia Judy Wang, Zhongyi Zhu

Pages 54-67

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Panel data quantile regression with grouped fixed effects

Jiaying Gu, Stanislav Volgushev

Pages 68-91

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What do mean impacts miss? Distributional effects of corporate diversification

Zhijie Xiao, Lan Xu

Pages 92-120

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Smoothed GMM for quantile models

Luciano de Castro, Antonio F. Galvao, David M. Kaplan, Xin Liu

Pages 121-144

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Quantiles via moments

José A.F. Machado, J.M.C. Santos Silva

Pages 145-173

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Asymptotic inference for the constrained quantile regression process

Thomas Parker

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Placebo inference on treatment effects when the number of clusters is small

Andreas Hagemann

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Partial identification of the treatment effect distribution and its functionals

Sergio Firpo, Geert Ridder

Pages 210-234

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On the predictive risk in misspecified quantile regression

Alexander Giessing, Xuming He

Pages 235-260

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Predictive quantile regressions under persistence and conditional heteroskedasticity

Rui Fan, Ji Hyung Lee

Pages 261-280

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Edgeworth’s time series model: Not AR(1) but same covariance structure

Stephen Portnoy

Pages 281-288

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Review of median stable distributions and Schröder’s equation

Gib Bassett

Pages 289-295

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