Journal of Econometrics,  

Green Table of Contents

Volume 218, Issue 1

Pages 1-242 (September 2020)

Estimating latent asset-pricing factors

Martin Lettau, Markus Pelger

Pages 1-31

Link to preprint

Statistical inferences for price staleness

Aleksey Kolokolov, Giulia Livieri, Davide Pirino

Pages 32-81

Link to preprint

Spatial dynamic models with intertemporal optimization: Specification and estimation

Hanbat Jeong, Lung-fei Lee

Pages 82-104

Link to preprint

Reducing the state space dimension in a large TVP-VAR

Joshua C.C. Chan, Eric Eisenstat, Rodney W. Strachan

Pages 105-118

Link to preprint

A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models

Jianqing Fan, Yang Feng, Lucy Xia

Pages 119-139

Link to preprint

Asymptotic F tests under possibly weak identification

Julián Martínez-Iriarte, Yixiao Sun, Xuexin Wang

Pages 140-177

Link to preprint

On the unbiased asymptotic normality of quantile regression with fixed effects

Antonio F. Galvao, Jiaying Gu, Stanislav Volgushev

Pages 178-215

Link to preprint

Regression discontinuity design with many thresholds

Marinho Bertanha

Pages 216-241

Link to preprint