Econometric Theory

Article	Citations
ECT volume 39 issue 1 Cover and Back matter	17
ECT volume 39 issue 5 Cover and Front matter	13
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION	11
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY	11
A NONPARAMETRIC TEST FOR INSTANTANEOUS CAUSALITY WITH TIME-VARYING VARIANCES	9
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS	9
NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA	8
CAN PRINCIPAL COMPONENT ANALYSIS PRESERVE THE SPARSITY IN FACTOR LOADINGS?	8
IDENTIFICATION-ROBUST TWO-STAGE BOOTSTRAP TESTS WITH PRETESTING FOR EXOGENEITY	7
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS	7
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	7
THE ECONOMETRIC THEORY AWARDS 2023	6
TESTING FOR COEFFICIENT RANDOMNESS IN LOCAL-TO-UNITY AUTOREGRESSIONS	6
IS COMPLETENESS NECESSARY? ESTIMATION IN NONIDENTIFIED LINEAR MODELS	5
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS	5
ROBUST ESTIMATION FOR THE SPATIAL AUTOREGRESSIVE MODEL	5
NEW ASYMPTOTICS APPLIED TO FUNCTIONAL COEFFICIENT REGRESSION AND CLIMATE SENSITIVITY ANALYSIS	4
FASTER UNIFORM CONVERGENCE RATES FOR DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS	4
HIGHER-ORDER APPROXIMATION FOR UNCERTAINTY QUANTIFICATION IN TIME-SERIES ANALYSIS	4
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER	4
AVERAGING ESTIMATORS OF HETEROGENEOUS TREATMENT EFFECTS UNDER ADDITIVE MODELS	4
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION	4
OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION	3
THE ECONOMETRIC THEORY INTERVIEW: PROFESSOR MARCO LIPPI	3
SUBSAMPLING INFERENCE FOR NONPARAMETRIC EXTREMAL CONDITIONAL QUANTILES	3

VALID HETEROSKEDASTICITY ROBUST TESTING	3
IDENTIFICATION AND STATISTICAL DECISION THEORY	3
INFERENCE IN MEDIAN AR MODELS WITH NONSTATIONARY AND HEAVY-TAILED HETEROSKEDASTIC NOISES	3
HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS	3
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS	3
DIRECTION IDENTIFICATION AND MINIMAX ESTIMATION IN HIGH-DIMENSIONAL SPARSE REGRESSION VIA A GENERALIZED EIGENVALUE APPROACH	3
ECT volume 38 issue 5 Cover and Back matter	3
ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING	3
THE SPECTRAL APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS	2
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA	2
ECT volume 39 issue 4 Cover and Back matter	2
LOCAL POLYNOMIAL ESTIMATION OF TIME-VARYING PARAMETERS IN NONLINEAR MODELS	2
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS	2
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF A GENERALIZED ADDITIVE MODEL WITH A FLEXIBLE ADDITIVE STRUCTURE AND UNKNOWN LINK	2
EXTENDING ECONOMIC MODELS WITH TESTABLE ASSUMPTIONS: THEORY AND APPLICATIONS	2
SLOW MOVERS IN PANEL DATA	2
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	2
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS – ADDENDUM	2
ROBUST BAYES TREATMENT CHOICE WITH PARTIAL IDENTIFICATION	2
A MOLLIFIER APPROACH TO THE DECONVOLUTION OF PROBABILITY DENSITIES	2
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES	2
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	2
TIME-VARYING COMPLETE SUBSET AVERAGING IN A DATA-RICH ENVIRONMENT	2
BOUNDED SUPPORT IN LINEAR RANDOM COEFFICIENT MODELS: IDENTIFICATION AND VARIABLE SELECTION	2
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	2
A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS	1
INFERENCE IN MILDLY EXPLOSIVE AUTOREGRESSIONS UNDER UNCONDITIONAL HETEROSKEDASTICITY	1
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS	1
CONFIDENCE INTERVALS FOR MULTIPLE CHANGE POINTS IN LINEAR MODELS WITH HETEROSCEDASTIC ERRORS	1
ECT volume 38 issue 4 Cover and Back matter	1
THE LOCAL PROJECTION RESIDUAL BOOTSTRAP FOR AR(1) MODELS	1
EFFICIENCY IN ESTIMATION UNDER MONOTONIC ATTRITION	1
TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2021–2023	1
RATE-ADAPTIVE BOOTSTRAP FOR POSSIBLY MISSPECIFIED GMM	1
ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS	1
A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS	1
REGRESSION DISCONTINUITY DESIGN WITH POTENTIALLY MANY COVARIATES	1
TESTING FOR ANTICIPATED CHANGES IN SPOT VOLATILITY AT EVENT TIMES	1
INSTRUMENTAL VARIABLES ESTIMATION FOR INFINITE ORDER PANEL AUTOREGRESSIVE PROCESSES	1
STABILITY OF LINEAR MODELS UNDER TEMPORAL AGGREGATION	1
A NOTE ON MINIMAX REGRET RULES WITH MULTIPLE TREATMENTS IN FINITE SAMPLES	1
MODEL AVERAGING FOR TREATMENT EFFECT ESTIMATION WITH HETEROGENEITY AND HETEROSKEDASTICITY	1
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION—CORRIGENDUM	1
RANDOMIZED TESTING FOR JUMP DETECTION	1
THEORY OF LOW FREQUENCY CONTAMINATION FROM NONSTATIONARITY AND MISSPECIFICATION: CONSEQUENCES FOR HAR INFERENCE	1
WELFARE ANALYSIS VIA MARGINAL TREATMENT EFFECTS	1
ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS WITH KERNEL SPOT VOLATILITY ESTIMATORS	1
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF DOUBLE AUCTIONS WITH BARGAINING	1
GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS	1
CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS	1

ECT volume 39 issue 6 Cover and Front matter	1
CONDITIONAL LIKELIHOOD RATIO TEST WITH MANY WEAK INSTRUMENTS	1
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER	1
ECT volume 39 issue 1 Cover and Front matter	1
SEMIPARAMETRIC ESTIMATION OF QUANTILE REGRESSION WITH BINARY QUANTILE SELECTION	1
HIGH-DIMENSIONAL NEWEY–POWELL TEST VIA APPROXIMATE MESSAGE PASSING	1
THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS	1
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS	1
ARE UNOBSERVABLES SEPARABLE?	1
THE ET INTERVIEW: BENEDIKT M. PÖTSCHER	0
DOUBLE/DEBIASED MACHINE LEARNING FOR DYADIC DATA	0
AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS	0
SHARP TEST FOR EQUILIBRIUM UNIQUENESS IN DISCRETE GAMES WITH PRIVATE INFORMATION AND COMMON KNOWLEDGE UNOBSERVED HETEROGENEITY	0
THE ET INTERVIEW: PROFESSOR JOEL L. HOROWITZ	0
ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH	0
ENCOMPASSING TESTS FOR NONPARAMETRIC REGRESSIONS	0
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH	0
FROM MODEL SELECTION TO MODEL AVERAGING: A COMPARISON FOR NESTED LINEAR MODELS	0
SELF-WEIGHTED ESTIMATION FOR LOCAL UNIT ROOT REGRESSIONS WITH APPLICATIONS	0
THE ECONOMETRIC THEORY AWARDS 2026	0
HOW TO DETECT NETWORK DEPENDENCE IN LATENT FACTOR MODELS? A BIAS-CORRECTED CD TEST	0
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES	0
ROBUST INFERENCE FOR CONVEX PAIRWISE DIFFERENCE ESTIMATORS	0
INTERCEPT ESTIMATION IN NONLINEAR SELECTION MODELS	0
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS	0
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS	0
TESTING LIMITED OVERLAP	0
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION	0
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS	0
TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	0
ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES	0
UNLOCKING THE REGRESSION SPACE	0
LEARNING MARKOV PROCESSES WITH LATENT VARIABLES	0
ECT volume 38 issue 6 Cover and Back matter	0
RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS	0
ISOTONIC PROPENSITY SCORE MATCHING	0
ECT volume 39 issue 3 Cover and Front matter	0
ECT volume 38 issue 6 Cover and Front matter	0
ECT volume 39 issue 6 Cover and Back matter	0
ECT volume 39 issue 3 Cover and Back matter	0
LARGE GLOBAL VOLATILITY MATRIX ANALYSIS BASED ON OBSERVATION STRUCTURAL INFORMATION	0
FUNCTIONAL INSTRUMENTAL VARIABLE REGRESSION WITH AN APPLICATION TO ESTIMATING THE IMPACT OF IMMIGRATION ON NATIVE WAGES	0
THE FINITE-SAMPLE DENSITY OF THE SUFFICIENT STATISTIC AND RELATED TESTS IN A GAUSSIAN AUTOREGRESSION	0
THE ECONOMETRIC THEORY AWARDS 2025	0
ECT volume 39 issue 2 Cover and Back matter	0
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM	0
SUBVECTOR INFERENCE FOR VARYING COEFFICIENT MODELS WITH PARTIAL IDENTIFICATION	0
INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT	0
HIGHER-ORDER DEBIASED ESTIMATORS FOR GENERAL TREATMENT MODELS	0
HETEROSKEDASTICITY ROBUST SPECIFICATION TESTING IN SPATIAL AUTOREGRESSION	0
COVARIATE-AUGMENTED CUSUM BUBBLE MONITORING PROCEDURES	0
TESTING FOR STRUCTURAL CHANGE BY ISOTONIC REGRESSION	0
ECT volume 39 issue 5 Cover and Back matter	0
SEMIPARAMETRIC ESTIMATION OF DYNAMIC BINARY CHOICE PANEL DATA MODELS	0
TOWARD A UNIFORM ASYMPTOTIC THEORY FOR MILDLY EXPLOSIVE AUTOREGRESSION	0
CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM	0
CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS	0
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS	0
ON THE ROBUSTNESS OF MIXTURE MODELS IN THE PRESENCE OF HIDDEN MARKOV REGIMES WITH COVARIATE-DEPENDENT TRANSITION PROBABILITIES	0
INFERENCE ON EXTREME QUANTILES OF UNOBSERVED INDIVIDUAL HETEROGENEITY	0
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING	0
UNIFORM INFERENCE FOR NONPARAMETRIC PANEL MODELS WITH FIXED EFFECTS	0
ASYMPTOTIC PROPERTIES OF THE GAUGE AND POWER OF STEP-INDICATOR SATURATION	0
COINTEGRATING POLYNOMIAL REGRESSIONS: ROBUSTNESS OF FULLY MODIFIED OLS	0
ROBUST HIGH-DIMENSIONAL TIME-VARYING COEFFICIENT ESTIMATION	0
IDENTIFICATION AND INFERENCE IN A QUANTILE REGRESSION DISCONTINUITY DESIGN UNDER RANK SIMILARITY WITH COVARIATES	0
REAL ANALYTIC DISCRETE CHOICE MODELS OF DEMAND: THEORY AND IMPLICATIONS	0
INFERENCE ON COMMON TRENDS IN FUNCTIONAL TIME SERIES	0
ECT volume 38 issue 4 Cover and Front matter	0
ECT volume 39 issue 4 Cover and Front matter	0
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	0
A CONSISTENT ICM-BASED $\chi^2$ SPECIFICATION TEST	0
SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS	0
A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL	0
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY	0
LEAST TRIMMED SQUARES: NUISANCE PARAMETER FREE ASYMPTOTICS	0
AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS	0
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS	0
ON THE SIZE CONTROL OF THE HYBRID TEST FOR SUPERIOR PREDICTIVE ABILITY	0
HAS THE PHILLIPS CURVE FLATTENED?	0

INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS	0
THIS SHOCK IS DIFFERENT: ESTIMATION AND INFERENCE IN MISSPECIFIED TWO-WAY FIXED EFFECTS PANEL REGRESSIONS	0
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM	0
EDITORIAL: A NEW CHAPTER FOR ECONOMETRIC THEORY	0
SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL	0
THE ECONOMETRIC THEORY AWARDS 2024	0
ECT volume 38 issue 5 Cover and Front matter	0
A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY	0
LARGE SAMPLE JUSTIFICATIONS FOR THE BAYESIAN EMPIRICAL LIKELIHOOD	0
SWITCHING REGIME INTEGER AUTOREGRESSIONS	0
DETECTING CHANGES IN GARCH(1,1) PROCESSES WITHOUT ASSUMING STATIONARITY	0
REAL-TIME MONITORING WITH RCA MODELS	0
UNIFORM CONVERGENCE RATES FOR NONPARAMETRIC ESTIMATORS OF A DENSITY FUNCTION AND ITS DERIVATIVES WHEN THE DENSITY HAS A KNOWN POLE	0
TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS	0
THREE-DIMENSIONAL FACTOR MODELS WITH GLOBAL AND LOCAL FACTORS	0
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION	0
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA	0
APPLICATIONS OF FUNCTIONAL DEPENDENCE TO SPATIAL ECONOMETRICS	0
ECT volume 39 issue 2 Cover and Front matter	0
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS	0
A GENERAL LIMIT THEORY FOR NONLINEAR FUNCTIONALS OF NONSTATIONARY TIME SERIES	0