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Econometric Theory

Cambridge University Press

AJG 4ABDC A*
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
DIRECTION IDENTIFICATION AND MINIMAX ESTIMATION IN HIGH-DIMENSIONAL SPARSE REGRESSION VIA A GENERALIZED EIGENVALUE APPROACH
Mathieu Sauvenier & Sébastien Van Bellegem
20260 citations
ROBUST ESTIMATION FOR THE SPATIAL AUTOREGRESSIVE MODEL
Tuo Liu et al.
20260 citations
NEW ASYMPTOTICS APPLIED TO FUNCTIONAL COEFFICIENT REGRESSION AND CLIMATE SENSITIVITY ANALYSIS
Qiying Wang et al.
20260 citations
THE ECONOMETRIC THEORY INTERVIEW: PROFESSOR MARCO LIPPI
Matteo Barigozzi et al.
20260 citations
INFERENCE ON EXTREME QUANTILES OF UNOBSERVED INDIVIDUAL HETEROGENEITY
Vladislav Morozov
20260 citations
CAN PRINCIPAL COMPONENT ANALYSIS PRESERVE THE SPARSITY IN FACTOR LOADINGS?
J. Wei & Yonghui Zhang
20260 citations
INFERENCE ON EXTREME QUANTILES OF UNOBSERVED INDIVIDUAL HETEROGENEITY
Vladislav Morozov
20260 citations
INSTRUMENTAL VARIABLES ESTIMATION FOR INFINITE ORDER PANEL AUTOREGRESSIVE PROCESSES
Yoon-Jin Lee et al.
20260 citations
DOUBLE/DEBIASED MACHINE LEARNING FOR DYADIC DATA
Harold D. Chiang et al.
20260 citations
UNIFORM INFERENCE FOR NONPARAMETRIC PANEL MODELS WITH FIXED EFFECTS
Nan Liu & Yanbo Liu
20260 citations
IDENTIFICATION-ROBUST TWO-STAGE BOOTSTRAP TESTS WITH PRETESTING FOR EXOGENEITY
Firmin Doko Tchatoka & Wenjie Wang
20260 citations
RANDOMIZED TESTING FOR JUMP DETECTION
Yucheng Sun
20260 citations
THE FINITE-SAMPLE DENSITY OF THE SUFFICIENT STATISTIC AND RELATED TESTS IN A GAUSSIAN AUTOREGRESSION
Karim M. Abadir
20260 citations
IS COMPLETENESS NECESSARY? ESTIMATION IN NONIDENTIFIED LINEAR MODELS
Andrii Babii & Jean‐Pierre Florens
20257 citations
REGRESSION DISCONTINUITY DESIGN WITH POTENTIALLY MANY COVARIATES
Yoichi Arai et al.
20253 citations
HAS THE PHILLIPS CURVE FLATTENED?
Atsushi Inoue et al.
20253 citations
A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL
Menelaos Karanasos et al.
20253 citations
MODEL AVERAGING FOR TREATMENT EFFECT ESTIMATION WITH HETEROGENEITY AND HETEROSKEDASTICITY
Yuting Wei et al.
20252 citations
ROBUST HIGH-DIMENSIONAL TIME-VARYING COEFFICIENT ESTIMATION
Min‐Seok Shin & Donggyu Kim
20251 citations
ASYMPTOTIC PROPERTIES OF THE GAUGE AND POWER OF STEP-INDICATOR SATURATION
Bent Nielsen & Matthias Qian
20251 citations

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