Journal of Econometrics,
Green Table of Contents
Volume 219, Issue 1
Pages 1-200 (November 2020)
Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
Nathalie Gimenes, Emmanuel Guerre
Pages 1-18
Specification test on mixed logit models
Jinyong Hahn, Jerry Hausman, Josh Lustig
Pages 19-37
Uniform nonparametric inference for time series
Jia Li, Zhipeng Liao
Pages 38-51
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Yingqian Lin, Yundong Tu
Pages 52-65
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Estimation and inference of change points in high-dimensional factor models
Jushan Bai, Xu Han, Yutang Shi
Pages 66-100
Doubly robust difference-in-differences estimators
Pedro H.C. Sant’Anna, Jun Zhao
Pages 101-122
Testing-optimal kernel choice in HAR inference
Yixiao Sun, Jingjing Yang
Pages 123-136
Panel threshold models with interactive fixed effects
Ke Miao, Kunpeng Li, Liangjun Su
Pages 137-170
Ill-posed estimation in high-dimensional models with instrumental variables
Christoph Breunig, Enno Mammen, Anna Simoni
Pages 171-200