Journal of Econometrics

Elsevier

AJG 4ABDC A*

Recent paperssorted by most recent

Paper	Year	Citations
On generalized CCE estimation Xun Lu et al.	2026	2 citations
Should we augment large covariance matrix estimation with auxiliary network information? Shuyi Ge et al.	2026	0 citations
Identification in nonlinear dynamic panel models under partial stationarity Wayne Yuan Gao & Rui Wang	2026	0 citations
Regularizing fairness in optimal policy learning with distributional targets Anders Kock & David Preinerstorfer	2026	0 citations
A sorted penalty estimator: Inference for a correlation-robust shrinkage method Marcelo C. Medeiros & Chuanping Sun	2026	0 citations
Estimating a conditional density ratio model for asset returns and option demand Jeroen Dalderop & Oliver Linton	2026	0 citations
Dynamic panel data quantile regression with network-linked fixed effects Shiwei Huang et al.	2026	0 citations
Reprint of: Nonparametric estimation for high-frequency data incorporating trading information Wenhao Cui et al.	2026	0 citations
Semiparametric estimation of duration model with time-varying regressors and fixed effects Songnian Chen & Qian Wang	2026	0 citations
GMM inference in the matrix exponential spatial specification Ye Yang & Wim P. M. Vijverberg	2026	0 citations
Monitoring joint tail risks: An application to growth and inflation Valentina Corradi & Jordi Llorens-Terrazas	2026	0 citations
Convolution-t distributions Peter Reinhard Hansen & Chen Tong	2026	0 citations
Efficient estimation of structural models via sieves Yao Luo & Peijun Sang	2026	0 citations
Sign-based tests for structural changes in multivariate volatility Jilin Wu et al.	2026	0 citations
Estimation and inference for unbalanced panel data models with interactive fixed effects Liangjun Su et al.	2026	0 citations
The factor structure of jump risk Torben G. Andersen et al.	2026	0 citations
Editorial Board Unknown	2026	0 citations
The modified conditional sum-of-squares estimator for fractionally integrated models Mustafa R. Kılınç & Michael Massmann	2026	0 citations
LASSO inference for high dimensional predictive regressions Zhan Gao et al.	2026	0 citations
Statistical inference of optimal allocations I: Regularities and their implications Kai Feng et al.	2026	0 citations

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