Content
2024, Volume 27, Issue 2
- -28 Weak identification with many instruments
by Anna Mikusheva & Liyang Sun - 1-1 Royal Economic Society Annual Conference 2023Special Session on Weak Identification
by Jaap H Abbring - 1-1 The 2023 Denis Sargan Econometrics Prize
by Jaap H Abbring - 171-187 Ignoring measurement errors in social networks
by Arthur Lewbel & Xi Qu & Xun Tang - 188-212 A new method for generating random correlation matrices
by Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo - 213-234 The value added of machine learning to causal inference: evidence from revisited studies
by Anna Baiardi & Andrea A Naghi - 235-257 Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects
by Alexander Klein & Guy Tchuente - 258-277 A new test for unit roots with a partial quadratic trend
by Yanglin Li & Shaoping Wang & Sainan Jin & Zhijie Xiao - 278-298 Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
by Qiang Liu & Zhi Liu - 299-322 Vaccination policy and mortality from COVID-19 in the European Union
by Eleonora Agostini & Francesco Bloise & Massimiliano Tancioni
2024, Volume 27, Issue 1
- 1-1 Royal Economic Society Annual Conference 2022 Sargan Lecture
by Jaap H Abbring - 1-20 Double robustness for complier parameters and a semi-parametric test for complier characteristics
by Rahul Singh & Liyang Sun - 1-30 Constructing high frequency economic indicators by imputation
by Serena Ng & Susannah Scanlan - 21-36 Instrumental variable quantile regression under random right censoring
by Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom - 37-61 Augmented two-step estimating equations with nuisance functionals and complex survey data
by Puying ZhaoYunnan & Changbao Wu - 62-83 Estimation of large covariance matrices with mixed factor structures
by Runyu DaiGraduate & Yoshimasa Uematsu & Yasumasa MatsudaGraduate - 84-106 Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator
by Thomas von Brasch & Arvid Raknerud & Trond C Vigtel - 107-125 Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
by Heino Bohn Nielsen & Anders Rahbek - 126-150 The vector error correction index model: representation, estimation and identification
by Gianluca Cubadda & Marco Mazzali - 151-170 Revealing priors from posteriors with an application to inflation forecasting in the UK
by Masako Ikefuji & Jan R Magnus & Takashi Yamagata