Econometric Reviews, Volume 40, Issue 10 (2021)

Browse this journal
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Econometric Reviews, Volume 40, Issue 10 (2021)

See all volumes and issues
Vol 43, 2024 Vol 42, 2023 Vol 41, 2022 Volume 40, 2021 Vol 39, 2020 Vol 38, 2019 Vol 37, 2018 Vol 36, 2017 Vol 35, 2016 Vol 34, 2015 Vol 33, 2014 Vol 32, 2013 Vol 31, 2012 Vol 30, 2010-2011 Vol 29, 2009-2010 Vol 28, 2008-2009 Vol 27, 2008 Vol 26, 2007 Vol 25, 2006 Vol 24, 2005 Vol 23, 2004-2005 Vol 22, 2003 Vol 21, 2002 Vol 20, 2001 Vol 19, 2000 Vol 18, 1999 Vol 17, 1998 Vol 16, 1997 Vol 15, 1996 Vol 14, 1995 Vol 13, 1994 Vol 12, 1993 Vol 11, 1992 Vol 10, 1991 Vol 9, 1990-1991 Vol 8, 1989 Vol 7, 1988 Vol 6, 1987 Vol 5, 1986 Vol 4, 1985 Vol 3, 1984 Vol 2, 1983 Vol 1, 1982
Download citations Download PDFs Download issue

Econometric Reviews Honors Cheng Hsiao

Article

Article
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Tae-Hwy Lee, Millie Yi Mao & Aman Ullah
Pages: 905-918
Published online: 05 Aug 2021
AbstractforEstimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination | Full Text | References | PDF (1 MB) | EPUB
  • 295 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Qiuhua Xu, Zongwu Cai & Ying Fang
Pages: 919-943
Published online: 05 Aug 2021
AbstractforSemiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation | Full Text | References | PDF (1.9 MB) | EPUB
  • 275 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Monotonicity-constrained nonparametric estimation and inference for first-price auctions
Jun Ma, Vadim Marmer, Artyom Shneyerov & Pai Xu
Pages: 944-982
Published online: 05 Aug 2021
AbstractforMonotonicity-constrained nonparametric estimation and inference for first-price auctions | Full Text | References | PDF (2.5 MB) | EPUB
  • 221 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
Yonghui Zhang & Qiankun Zhou
Pages: 983-1006
Published online: 05 Aug 2021
AbstractforPartially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing | Full Text | References | PDF (2.3 MB) | EPUB
  • 571 Views
  • 14 CrossRef citations
  • 0Altmetric
Article
Sequential and efficient GMM estimation of dynamic short panel data models
Fei Jin, Lung-fei Lee & Jihai Yu
Pages: 1007-1037
Published online: 05 Aug 2021
AbstractforSequential and efficient GMM estimation of dynamic short panel data models | Full Text | References | PDF (2.2 MB) | EPUB | Supplemental
  • 478 Views
  • 4 CrossRef citations
  • 0Altmetric

Back Matter

List of referees
Pages: 1038-1039
Published online: 05 Aug 2021
CitationforList of referees | Full Text | PDF (153.8 KB) | EPUB
  • 77 Views
  • 0 CrossRef citations
  • 0Altmetric

Explore articles

Explore the most recently published articles

Lag order selection for long-run variance estimation in econometrics
Marco Morales
Article | Published online: 12 Jul 2024
On the estimation of quantile treatment effects using a semiparametric propensity score
Mingfeng Zhan et al.
Article | Published online: 9 Jul 2024
Selecting the number of factors in approximate factor models using group variable regularization
Maurizio Daniele
Article | Published online: 9 Jul 2024
Open Access
Estimation of counterfactual distributions with a continuous endogenous treatment
Santiago Pereda-Fernández
Article | Published online: 1 Jul 2024
View all latest articles