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  • Your search results: "The econometrics journal"
Showing 1 - 20 results of 936 for search '"The econometrics journal"', query time: 1.54s Narrow search
  • 1
    Cover Image eJournal
    The econometrics journal
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    Exemplare Uni Bonn from 1998
  • 2
    Cover Image Journal Article
    Double/debiased machine learning for treatment and structural parameters
    by Chernozhukov, Victor   Chetverikov, Denis   Demirer, Mert   Duflo, Esther   Hansen, Christian   Newey, Whitney   Robins, James Published in The econometrics journal (01.02.2018)
    “...Summary We revisit the classic semi‐parametric problem of inference on a low‐dimensional parameter θ0 in the presence of high‐dimensional nuisance parameters...”
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  • 3
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    Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production
    by Daraio, Cinzia   Simar, Léopold   Wilson, Paul W Published in The econometrics journal (01.06.2018)
    “...Summary In this paper, we demonstrate that standard central limit theorem (CLT) results do not hold for means of non‐parametric, conditional efficiency...”
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  • 4
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    A simple approach to quantile regression for panel data
    by Ivan A. Canay Published in The econometrics journal (01.01.2011)
    “...This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation...”
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  • 5
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    Weak and strong cross-section dependence and estimation of large panels
    by Alexander Chudik   M. Hashem Pesaran   Elisa Tosetti Published in The econometrics journal (01.01.2011)
    “...This paper introduces the concepts of time-specific weak and strong cross-section dependence, and investigates how these notions are related to the concepts of...”
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  • 6
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    A bias-adjusted LM test of error cross-section independence
    by M. Hashem Pesaran   Aman Ullah   Takashi Yamagata Published in The econometrics journal (01.01.2008)
    “...This paper proposes a bias-adjusted version of Breusch and Pagan (1980) Lagrange multiplier (LM) test statistic of error cross-section independence, in the...”
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  • 7
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    The wild bootstrap for few (treated) clusters
    by MacKinnon, James G   Webb, Matthew D Published in The econometrics journal (01.06.2018)
    “...Summary Inference based on cluster‐robust standard errors in linear regression models, using either the Student's t‐distribution or the wild cluster bootstrap,...”
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  • 8
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    Identification of treatment response with social interactions
    by Charles F. Manski Published in The econometrics journal (01.01.2013)
    “...This paper studies identification of potential outcome distributions when treatment response may have social interactions. Defining a person's treatment...”
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  • 9
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    Realized kernels in practice: trades and quotes
    by O. E. Barndorff-Nielsen   P. Reinhard Hansen   A. Lunde   N. Shephard Published in The econometrics journal (01.01.2009)
    “...Realized kernels use high-frequency data to estimate daily volatility of individual stock prices. They can be applied to either trade or quote data. Here we...”
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  • 10
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    An overview of the estimation of large covariance and precision matrices
    by Fan, Jianqing   Liao, Yuan   Liu, Han Published in The econometrics journal (01.02.2016)
    “...Summary The estimation of large covariance and precision matrices is fundamental in modern multivariate analysis. However, problems arise from the statistical...”
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  • 11
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    The weak instrument problem of the system GMM estimator in dynamic panel data models
    by Maurice J. G. Bun   Frank Windmeijer Published in The econometrics journal (01.01.2010)
    “...The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in...”
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  • 12
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    A survey of some recent applications of optimal transport methods to econometrics
    by Galichon, Alfred Published in The econometrics journal (01.06.2017)
    “...Summary This paper surveys recent applications of methods from the theory of optimal transport to econometric problems...”
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  • 13
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    Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
    by Calonico, Sebastian Published in The econometrics journal (2020)
    “...Summary Modern empirical work in regression discontinuity (RD) designs often employs local polynomial estimation and inference with a mean square error (MSE)...”
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  • 14
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    Breaking the panels: An application to the GDP per capita
    by Josep Lluís Carrion-i-Silvestre   Tomás del Barrio-Castro   Enrique López-Bazo Published in The econometrics journal (01.01.2005)
    “...This paper proposes a test statistic for the null hypothesis of panel stationarity that allows for the presence of multiple structural breaks. Two different...”
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  • 15
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    Quantile coherency: A general measure for dependence between cyclical economic variables
    by Baruník, Jozef   Kley, Tobias Published in The econometrics journal (01.05.2019)
    “...Summary In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and...”
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  • 16
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    Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction
    by Andresen, Martin E   Huber, Martin Published in The econometrics journal (02.02.2021)
    “...Abstract When estimating local average and marginal treatment effects using instrumental variables (IV), multivalued endogenous treatments are frequently...”
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  • 17
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    On Unit Free Assessment of The Extent of Multilateral Distributional Variation
    by Anderson, Gordon   Linton, Oliver   Pittau, Maria Grazia   Whang, Yoon-Jae   Zelli, Roberto Published in The econometrics journal (01.02.2021)
    “...Abstract Multilateral comparison of outcomes drawn from multiple groups pervade the social sciences and measurement of their variability, usually involving...”
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  • 18
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    Large mixed-frequency VARs with a parsimonious time-varying parameter structure
    by Götz, Thomas B   Hauzenberger, Klemens Published in The econometrics journal (16.01.2021)
    “...Summary In order to simultaneously consider mixed-frequency time series, their joint dynamics, and possible structural change, we introduce a time-varying...”
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  • 19
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    Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors
    by Kruiniger, Hugo Published in The econometrics journal (12.10.2020)
    “...Summary Linear generalised method of moments (GMM) estimators for dynamic panel models with predetermined or endogenous regressors suffer from a weak...”
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  • 20
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    Estimation of dynamic models of recurrent events with censored data
    by Lee, Sanghyeok   Gørgens, Tue Published in The econometrics journal (09.09.2020)
    “...Abstract In this paper we consider estimation of dynamic models of recurrent events (event histories) in continuous time using censored data. We develop...”
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