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Journal of econometrics

Journal of econometrics
紙雑誌
Elsevier<Z51-K402>
国立国会図書館
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Identification and estimation of spillover effects in randomized experiments

Identification and estimation of spillover effects in randomized experiments
デジタル記事
2023-11Journal of Econometrics237 1p.105237-
全国の図書館
  • 掲載誌（ISSN）03044076

Canonical correlation-based model selection for the multilevel factors

Canonical correlation-based model selection for the multilevel factors
デジタル記事
2023-03Journal of Econometrics233 1p.22-44
全国の図書館
  • 掲載誌（ISSN）03044076

Estimation of panel group structure models with structural breaks in group memberships and coefficients

Estimation of panel group structure models with structural breaks in group memberships and coefficients
デジタル記事
2023-03Journal of Econometrics233 1p.45-65
全国の図書館
  • 掲載誌（ISSN）03044076

Second-order refinements for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e1780" altimg="si498.svg"><mml:mi>t</mml:mi></mml:math>-ratios with many instruments

Second-order refinements for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e1780" altimg="si498.svg"><mml:mi>t</mml:mi></mml:math>-ratios with many instruments
デジタル記事
2023-02Journal of Econometrics232 2p.346-366
全国の図書館
  • 掲載誌（ISSN）03044076

Surveying business uncertainty

Surveying business uncertainty
デジタル記事
2022-11Journal of Econometrics231 1p.282-303
全国の図書館
  • 掲載誌（ISSN）03044076

Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect

Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
デジタル記事
2022-08Journal of Econometrics229 2p.263-275
インターネットで読める全国の図書館
  • 掲載誌（ISSN）03044076

Factor models with local factors — Determining the number of relevant factors

Factor models with local factors — Determining the number of relevant factors
デジタル記事
2022-07Journal of Econometrics229 1p.80-102
全国の図書館
  • 掲載誌（ISSN）03044076

An incidental parameters free inference approach for panels with common shocks

An incidental parameters free inference approach for panels with common shocks
デジタル記事
2022-07Journal of Econometrics229 1p.19-54
全国の図書館
  • 掲載誌（ISSN）03044076

High-dimensional test for alpha in linear factor pricing models with sparse alternatives

High-dimensional test for alpha in linear factor pricing models with sparse alternatives
デジタル記事
2022-07Journal of Econometrics229 1p.152-175
全国の図書館
  • 掲載誌（ISSN）03044076

Factor models with many assets: Strong factors, weak factors, and the two-pass procedure

Factor models with many assets: Strong factors, weak factors, and the two-pass procedure
デジタル記事
2022-07Journal of Econometrics229 1p.103-126
全国の図書館
  • 掲載誌（ISSN）03044076

Estimation and inference in heterogeneous spatial panels with a multifactor error structure

Estimation and inference in heterogeneous spatial panels with a multifactor error structure
デジタル記事
2022-07Journal of Econometrics229 1p.55-79
全国の図書館
  • 掲載誌（ISSN）03044076

Instrument-free identification and estimation of differentiated products models using cost data

Instrument-free identification and estimation of differentiated products models using cost data
デジタル記事
2022-06Journal of Econometrics228 2p.278-301
全国の図書館
  • 掲載誌（ISSN）03044076

Measuring news sentiment

Measuring news sentiment
デジタル記事
2022-06Journal of Econometrics228 2p.221-243
全国の図書館
  • 掲載誌（ISSN）03044076

Identification of structural multivariate GARCH models

Identification of structural multivariate GARCH models
デジタル記事
2022-03Journal of Econometrics227 1p.212-227
全国の図書館
  • 掲載誌（ISSN）03044076

Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers

Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
デジタル記事
2022-03Journal of Econometrics227 1p.285-304
全国の図書館
  • 掲載誌（ISSN）03044076

Design-based analysis in Difference-In-Differences settings with staggered adoption

Design-based analysis in Difference-In-Differences settings with staggered adoption
デジタル記事
2022-01Journal of Econometrics226 1p.62-79
全国の図書館
  • 掲載誌（ISSN）03044076

Difference-in-Differences with multiple time periods

Difference-in-Differences with multiple time periods
デジタル記事
2021-12Journal of Econometrics225 2p.200-230
全国の図書館
  • 掲載誌（ISSN）03044076

Difference-in-differences with variation in treatment timing

Difference-in-differences with variation in treatment timing
デジタル記事
2021-12Journal of Econometrics225 2p.254-277
全国の図書館
  • 掲載誌（ISSN）03044076

Estimating dynamic treatment effects in event studies with heterogeneous treatment effects

Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
デジタル記事
2021-12Journal of Econometrics225 2p.175-199
全国の図書館
  • 掲載誌（ISSN）03044076