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View articles from the current issue of The Econometrics Journal.

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Weighted composite quantile regression estimation of DTARCH models (pages 1-23)

Multivariate variance targeting in the BEKK–GARCH model (pages 24-55)

Estimation of state‐space models with endogenous Markov regime‐switching parameters (pages 56-82)

Estimation of fixed effects panel data partially linear additive regression models (pages 83-106)

Direct semi‐parametric estimation of fixed effects panel data varying coefficient models (pages 107-138)

Improved Lagrange multiplier tests in spatial autoregressions (pages 139-164)

Identification‐robust inference for endogeneity parameters in linear structural models (pages 165-187)

Stochastic equicontinuity in nonlinear time series models (pages 188-196)

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