The Econometrics Journal News

Advances in Robust and Flexible Inference in Econometrics : New Special Issue

  • Published Date: 10 June 2014

A Special Issue of The Econometrics Journal celebrating the work and contributions of Joel L. Horowitz has just been published. Most of these papers were presented at a Conference in Honour of Joel's 70th birthday held in June 2011 at University College London. Joel has made influential contributions to many areas in econometrics and statistics. These include bootstrap methods, semi-parametric and non-parametric estimation, specification testing, non-parametric instrumental variables, estimation of high-dimensional models, and functional data analysis, among others. The six papers that appear in this Special Issue are related to the topics of Joel's past and present research interests.

The links below will take you to the article text of the published papers and the editorial:

An instrumental variable random‐coefficients model for binary outcomes (pages S1-S19)

  • Author: Andrew Chesher, Adam M. Rosen

Backfitting and smooth backfitting in varying coefficient quantile regression (pages S20-S38)

  •  Author: Young K. Lee, Enno Mammen, Byeong U. Park

Confidence sets based on inverting Anderson–Rubin tests (pages S39-S58)

  • Author: Russell Davidson, James G. MacKinnon

Testing for the stochastic dominance efficiency of a given portfolio (pages S59-S74)

  • Author: Oliver Linton, Thierry Post, Yoon‐Jae Whang

Posterior inference in curved exponential families under increasing dimensions (pages S75-S100)

  • Author: Alexandre Belloni, Victor Chernozhukov

Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (pages S101-S131)

  • Author: Song Song, Wolfgang K. Härdle, Ya'acov Ritov

The editorial text below was prepared by Xiaohong Chen, Sokbae Lee, Oliver Linton and Elie Tamer.

Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz (pages Si-Sii)

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