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.

Identification and Estimation of Heteroskedastic Binary Choice Models with Endogenous Dummy Regressors

  • Author: Beili Mu, Zhengyu Zhang
  • Accepted manuscript online: 01 December 2017
  • DOI: 10.1111/ectj.12109

The wild bootstrap for few (treated) clusters

  • Author: James G. MacKinnon, Matthew D. Webb
  • Accepted manuscript online: 17 November 2017
  • DOI: 10.1111/ectj.12107

Testing for changing volatility

  • Author: Jilin Wu, Zhijie Xiao
  • Accepted manuscript online: 15 November 2017
  • DOI: 10.1111/ectj.12108

Estimation of Graphical Lasso using the L 1,2 Norm

  • Author: Khai X. Chiong, Hyungsik Roger Moon
  • Accepted manuscript online: 17 October 2017
  • DOI: 10.1111/ectj.12104

Central limit theorems for conditional efficiency measures and tests of the “separability” condition in nonparametric, two‐stage models of production

  • Author: Cinzia Daraio, Léopold Simar, Paul W. Wilson
  • Accepted manuscript online: 21 September 2017
  • DOI: 10.1111/ectj.12103

Adaptive wild bootstrap tests for a unit root with nonstationary volatility

  • Author: H. Peter Boswijk, Yang Zu
  • Accepted manuscript online: 04 August 2017
  • DOI: 10.1111/ectj.12100

Simpler bootstrap estimation of the asymptotic variance of u‐statistic based estimators *

  • Author: Bo E. Honoré, Luojia Hu
  • Accepted manuscript online: 15 July 2017
  • DOI: 10.1111/ectj.12099

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

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

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