Journal of Econometrics

Economics

New articles from Journal of Econometrics (Economics) on Paperzzz: 229 indexed articles, followed by 1 researchers. Follow it to get every new paper in your feed and weekly digest.

  1. Matrix-valued spatial autoregressions with dynamic heterogeneous spillovers 2026-09-08
  2. Spatio-temporal autoregressions for high dimensional matrix-valued time series 2026-09-08
  3. Identification of non-additive fixed effects models: Is the return to teacher quality homogeneous? 2026-09-08
  4. Testing for structural changes in panel data models with interactive fixed effects via discrete Fourier transform 2026-09-06
  5. Clustering with potential multidimensionality: Inference and practice 2026-09-05
  6. Robust inference for time varying predictability: A Sieve-IVX approach 2026-09-04
  7. Normal approximation for U-statistics with cross-sectional dependence 2026-09-04
  8. High-dimensional censored MIDAS logistic regression for corporate survival forecasting 2026-09-04
  9. Multivariate inference for dynamic systemic risk measures 2026-09-04
  10. Iterative distributed multinomial regression 2026-09-04
  11. Principal component analysis for a mix of stationary and nonstationary variables 2026-09-04
  12. Editorial Board 2026-08-29
  13. What drives the volatility of professional stock return forecasts? Causal evidence from macro shocks 2026-08-25
  14. Graph-based multisample comparison with application to feature selection for multi-category responses 2026-08-18
  15. Testing for common latent factors across two short panels 2026-08-11
  16. Testing for underpowered literatures 2026-08-11
  17. Testing coefficient stability in spatial regression 2026-08-08
  18. Heterogeneous predictability on mutual fund alphas: A sparse clustering GMM approach 2026-08-08
  19. Model averaging for time–varying vector autoregressions 2026-08-05
  20. A design-based approach to spatial correlation 2026-08-04
  21. Instrumental variable regression with varying-intensity repeated treatments 2026-07-30
  22. Dissecting the Phillips curve: Evidence from cross-sectional heterogeneity and regime-dependent nonlinearity 2026-07-29
  23. Regression adjustment in completely randomized experiments with many covariates 2026-07-29
  24. Difference-in-differences with interference 2026-07-24
  25. Estimation and inference on average treatment effect in percentage points under heterogeneity 2026-07-23
  26. Shaping forecast models for arbitrary choice of bandwidth 2026-07-22
  27. Flexible covariate adjustments in regression discontinuity designs 2026-07-21
  28. Asymptotics of CoVaR inference in two-quantile-regression 2026-07-20
  29. Identification-robust inference for the LATE with high-dimensional covariates 2026-07-17
  30. Noncausal AR processes driven by causal GARCH volatility 2026-07-08
  31. Estimating individual responses when tomorrow matters 2026-07-06
  32. A goodness-of-fit test for sparse networks 2026-06-30
  33. MCA: High-dimensional modal component analysis towards the mode 2026-06-29
  34. Censored partial linear quantile regression with endogeneity 2026-06-25
  35. Editorial Board 2026-06-24
  36. Editorial Board 2026-06-24
  37. Threshold spatial panel regression with fixed effects 2026-06-22
  38. Identification and estimation in a time-varying endogenous random coefficient panel data model 2026-06-18
  39. Bayesian methods in economics and finance: A unified survey and taxonomy 2026-06-15
  40. Distributional effects with two-sided measurement error: An application to intergenerational income mobility 2026-06-13
  41. AIC for many-regressor heteroskedastic regressions 2026-06-12
  42. Estimation of characteristics-based quantile factor models 2026-06-03
  43. Estimation and inference in boundary discontinuity designs: Distance-based methods 2026-06-02
  44. Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form 2026-05-27
  45. Semi-nonparametric models of multidimensional matching: An optimal transport approach 2026-05-21
  46. Improved density forecasts using mixed frequency data:A Bayesian approach 2026-05-16
  47. A kernelization-based approach to nonparametric binary choice models 2026-05-14
  48. Bounding treatment effects by pooling limited information across observations 2026-05-11
  49. Editorial Board 2026-05-08
  50. Singular vector autoregressions 2026-05-08