Accepted Articles

These papers, book reviews, and notes are accepted and published online prior to their ultimate inclusion in a print or online issue of The Econometrics Journal. They have not yet been copy-edited. Therefore the final published version may differ from that given here.

The links below will take you to the article text on Wiley Online Library.

Double/debiased machine learning for treatment and structural parameters

  • Author: Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey, James Robins
  • Accepted manuscript online: 25 June 2017
  • DOI: 10.1111/ectj.12097

My friend far, far away a random field approach to exponential random graph models

  • Author: Vincent Boucher, Ismael Mourifié
  • Accepted manuscript online: 23 June 2017
  • DOI: 10.1111/ectj.12096

Nonparametric inference on (conditional) quantile differences and interquantile ranges, using L ‐statistics

  • Author: Matt Goldman, David M. Kaplan
  • Accepted manuscript online: 16 June 2017
  • DOI: 10.1111/ectj.12095

Multiple fixed effects in binary response panel data models

  • Author: Karyne B. Charbonneau
  • Accepted manuscript online: 17 May 2017
  • DOI: 10.1111/ectj.12093

Oracle and Adaptive False Discovery Rate Controlling Methods for One‐sided Testing: Theory and Application in Treatment Effect Evaluation

  • Author: Jiaying Gu, Shu Shen
  • Accepted manuscript online: 07 April 2017
  • DOI: 10.1111/ectj.12092

Trading networks

  • Author: Lada Adamic, Celso Brunetti, Jeffrey H. Harris, Andrei Kirilenko
  • Accepted manuscript online: 06 April 2017
  • DOI: 10.1111/ectj.12090

A note on sufficiency in binary panel models

  • Author: Koen Jochmans, Thierry Magnac
  • Accepted manuscript online: 05 April 2017
  • DOI: 10.1111/ectj.12091

Least squares estimation for GARCH (1,1) model with heavy tailed errors

  • Author: A. Preminger, G. Storti
  • Accepted manuscript online: 31 March 2017
  • DOI: 10.1111/ectj.12089

Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods

  • Author: Yingyao Hu, Ji‐Liang Shiu
  • Accepted manuscript online: 11 March 2017
  • DOI: 10.1111/ectj.12086

A simple and robust estimator for linear regression models with strictly exogenous instruments

  • Author: Juan Carlos Escanciano
  • Accepted manuscript online: 11 March 2017
  • DOI: 10.1111/ectj.12087
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