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Journal of Econometric Methods

Walter de Gruyter

AJG 1ABDC B
Abstract coverage—see Methodology
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PaperYearCitations
Frontmatter
Unknown
20260 citations
A Simple Approach to Simultaneous Quantile Regression under Partial Homogeneity Constraints
Javier Alejo
20260 citations
The Story of a Model: The First-Order Diagonal Bilinear Autoregression
Philip Hans Franses
20251 citations
Regression as Best Linear Prediction: The Case of Discrete Regressors
Rainer Winkelmann
20250 citations
QR.break: An R Package for Structural Breaks in Quantile Regression
Zhongjun Qu et al.
20250 citations
Maximum Likelihood Estimation of Regression Effects in State Space Models
Hang Qian
20250 citations
Fast Algorithms for Quantile Regression with Selection
Santiago Pereda‐Fernández
20250 citations
Frontmatter
Unknown
20250 citations
A Moment-Based Representation for Heteroskedasticity Robust Standard Errors
Benjamin J. Gillen
20250 citations
Frontmatter
Unknown
20250 citations
Dynamic Bunching Estimation with Panel Data
Benjamin Marx
20248 citations
Estimation of Causal Effects with a Binary Treatment Variable: A Unified M-Estimation Framework
S. Derya Uysal
20242 citations
Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors
Nicholas L. Brown
20242 citations
Estimating Social Effects with Randomized and Observational Network Data
TszKin Julian Chan et al.
20241 citations
Frontmatter
Unknown
20240 citations
Frontmatter
Unknown
20240 citations
Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability
Ali Mehrabani et al.
20240 citations
An Application of the Dagum Type III Model to Measure Household Net Wealth Inequality in Indonesia
Thomas Soseco et al.
20240 citations
Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares
Rainer Winkelmann
20234 citations
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices
Tetsushi Horie & Yohei Yamamoto
20232 citations

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