Journal of Econometrics,
Green Table of Contents
Volume 218, Issue 2
Pages 243-770 (October 2020)
Impossible inference in econometrics: Theory and applications
Marinho Bertanha, Marcelo J. Moreira
Pages 247-270
Testing identification strength
Bertille Antoine, Eric Renault
Pages 271-293
Testing the impossible: Identifying exclusion restrictions
Jan F. Kiviet
Pages 294-316
Inference in partially identified heteroskedastic simultaneous equations models
Helmut Lütkepohl, George Milunovich, Minxian Yang
Pages 317-345
Inference in second-order identified models
Prosper Dovonon, Alastair R. Hall, Frank Kleibergen
Pages 346-372
A geometric approach to inference in set-identified entry games
Christian Bontemps, Rohit Kumar
Pages 373-389
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory
Firmin Doko Tchatoka, Jean-Marie Dufour
Pages 390-418
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Lynda Khalaf, Charles J. Saunders
Pages 419-434
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Randomization inference for difference-in-differences with few treated clusters
James G. MacKinnon, Matthew D. Webb
Pages 435-450
The fast iterated bootstrap
Russell Davidson, Mirza Trokić
Pages 451-475
Bootstrapping factor models with cross sectional dependence
Sílvia Gonçalves, Benoit Perron
Pages 476-495
Generic results for establishing the asymptotic size of confidence sets and tests
Donald W.K. Andrews, Xu Cheng, Patrik Guggenberger
Pages 496-531
Inference of local regression in the presence of nuisance parameters
Ke-Li Xu
Pages 532-560
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Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models
Ivana Komunjer, Yinchu Zhu
Pages 561-586
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Regression discontinuity designs, white noise models, and minimax
Purevdorj Tuvaandorj
Pages 587-608
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Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
John W. Galbraith, Victoria Zinde-Walsh
Pages 609-632
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Eric Ghysels, Jonathan B. Hill, Kaiji Motegi
Pages 633-654
Testing distributional assumptions using a continuum of moments
Dante Amengual, Marine Carrasco, Enrique Sentana
Pages 655-689
Volatility regressions with fat tails
Jihyun Kim, Nour Meddahi
Pages 690-713
Stationary bubble equilibria in rational expectation models
C. Gourieroux, J. Jasiak, A. Monfort
Pages 714-735
A Simple R-estimation method for semiparametric duration models
Marc Hallin, Davide La Vecchia
Pages 736-749
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Sermin Gungor, Richard Luger
Pages 750-770