Econometric Theory

Article	Citations
ECT volume 39 issue 5 Cover and Front matter	18
A NONPARAMETRIC TEST FOR INSTANTANEOUS CAUSALITY WITH TIME-VARYING VARIANCES	13
ECT volume 39 issue 1 Cover and Back matter	13
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS	11
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION	9
COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES	9
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS	8
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY	8
NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA	7
ECT volume 37 issue 5 Cover and Back matter	7
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS	6
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS	6
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	6
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS	4
THE ECONOMETRIC THEORY AWARDS 2023	4
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS	4
NONPARAMETRIC PREDICTION WITH SPATIAL DATA	4
TESTING FOR COEFFICIENT RANDOMNESS IN LOCAL-TO-UNITY AUTOREGRESSIONS	3
OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION	3
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION	3
ECT volume 38 issue 5 Cover and Back matter	3
ECT volume 38 issue 1 Cover and Back matter	3
INFERENCE IN MEDIAN AR MODELS WITH NONSTATIONARY AND HEAVY-TAILED HETEROSKEDASTIC NOISES	3
HIGHER-ORDER APPROXIMATION FOR UNCERTAINTY QUANTIFICATION IN TIME-SERIES ANALYSIS	3
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER	3

A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS	3
FASTER UNIFORM CONVERGENCE RATES FOR DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS	3
IS COMPLETENESS NECESSARY? ESTIMATION IN NONIDENTIFIED LINEAR MODELS	3
IDENTIFICATION AND STATISTICAL DECISION THEORY	3
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS	2
HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS	2
TIME-VARYING COMPLETE SUBSET AVERAGING IN A DATA-RICH ENVIRONMENT	2
A WILD BOOTSTRAP FOR DEPENDENT DATA	2
A MOLLIFIER APPROACH TO THE DECONVOLUTION OF PROBABILITY DENSITIES	2
ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING	2
EXTENDING ECONOMIC MODELS WITH TESTABLE ASSUMPTIONS: THEORY AND APPLICATIONS	2
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	2
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES	2
ECT volume 37 issue 6 Cover and Back matter	2
SUBSAMPLING INFERENCE FOR NONPARAMETRIC EXTREMAL CONDITIONAL QUANTILES	2
VALID HETEROSKEDASTICITY ROBUST TESTING	2
HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?	2
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA	2
ECT volume 39 issue 4 Cover and Back matter	2
WELFARE ANALYSIS VIA MARGINAL TREATMENT EFFECTS	1
RATE-ADAPTIVE BOOTSTRAP FOR POSSIBLY MISSPECIFIED GMM	1
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS	1
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS – ADDENDUM	1
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	1
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION—CORRIGENDUM	1
ECT volume 38 issue 3 Cover and Back matter	1
ARE UNOBSERVABLES SEPARABLE?	1
A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS	1
A NOTE ON MINIMAX REGRET RULES WITH MULTIPLE TREATMENTS IN FINITE SAMPLES	1
TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2021–2023	1
MODEL AVERAGING FOR TREATMENT EFFECT ESTIMATION WITH HETEROGENEITY AND HETEROSKEDASTICITY	1
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS	1
ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS	1
THE SPECTRAL APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS	1
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	1
A DECOMPOSITION ANALYSIS OF DIFFUSION OVER A LARGE NETWORK	1
ECT volume 38 issue 2 Cover and Back matter	1
CONDITIONAL LIKELIHOOD RATIO TEST WITH MANY WEAK INSTRUMENTS	1
A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS	1
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA	1
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER	1
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	1
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA	1
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF A GENERALIZED ADDITIVE MODEL WITH A FLEXIBLE ADDITIVE STRUCTURE AND UNKNOWN LINK	1
BOUNDED SUPPORT IN LINEAR RANDOM COEFFICIENT MODELS: IDENTIFICATION AND VARIABLE SELECTION	1
THEORY OF LOW FREQUENCY CONTAMINATION FROM NONSTATIONARITY AND MISSPECIFICATION: CONSEQUENCES FOR HAR INFERENCE	1
EFFICIENCY IN ESTIMATION UNDER MONOTONIC ATTRITION	1
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS	1
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION	1
ECT volume 38 issue 4 Cover and Back matter	1

ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS	1
THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS	1
SEMIPARAMETRIC ESTIMATION OF QUANTILE REGRESSION WITH BINARY QUANTILE SELECTION	1
SUBVECTOR INFERENCE FOR VARYING COEFFICIENT MODELS WITH PARTIAL IDENTIFICATION	0
THE ECONOMETRIC THEORY AWARDS 2024	0
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES	0
THE ECONOMETRIC THEORY AWARDS 2025	0
SHARP TEST FOR EQUILIBRIUM UNIQUENESS IN DISCRETE GAMES WITH PRIVATE INFORMATION AND COMMON KNOWLEDGE UNOBSERVED HETEROGENEITY	0
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS	0
NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS	0
HETEROSKEDASTICITY ROBUST SPECIFICATION TESTING IN SPATIAL AUTOREGRESSION	0
THE ET INTERVIEW: BENEDIKT M. PÖTSCHER	0
ECT volume 39 issue 6 Cover and Front matter	0
SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL	0
INFERENCE IN MILDLY EXPLOSIVE AUTOREGRESSIONS UNDER UNCONDITIONAL HETEROSKEDASTICITY	0
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS	0
TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA	0
ON THE ROBUSTNESS OF MIXTURE MODELS IN THE PRESENCE OF HIDDEN MARKOV REGIMES WITH COVARIATE-DEPENDENT TRANSITION PROBABILITIES	0
THE ECONOMETRIC THEORY AWARDS 2022	0
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING	0
SPECTRAL FINANCIAL ECONOMETRICS	0
REGRESSION DISCONTINUITY DESIGN WITH POTENTIALLY MANY COVARIATES	0
IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR	0
ECT volume 39 issue 5 Cover and Back matter	0
TESTING FOR STRUCTURAL CHANGE BY ISOTONIC REGRESSION	0
SIMPLE SEMIPARAMETRIC ESTIMATION OF ORDERED RESPONSE MODELS	0
ECT volume 38 issue 6 Cover and Back matter	0
HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?	0
REAL ANALYTIC DISCRETE CHOICE MODELS OF DEMAND: THEORY AND IMPLICATIONS	0
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION	0
ECT volume 38 issue 2 Cover and Front matter	0
THE ET INTERVIEW: PROFESSOR JOEL L. HOROWITZ	0
ECT volume 38 issue 6 Cover and Front matter	0
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	0
SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS	0
CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS	0
A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL	0
AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS	0
ECT volume 38 issue 1 Cover and Front matter	0
ECT volume 39 issue 3 Cover and Front matter	0
ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH	0
FROM MODEL SELECTION TO MODEL AVERAGING: A COMPARISON FOR NESTED LINEAR MODELS	0
ECT volume 38 issue 4 Cover and Front matter	0
ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES	0
IDENTIFICATION AND INFERENCE IN A QUANTILE REGRESSION DISCONTINUITY DESIGN UNDER RANK SIMILARITY WITH COVARIATES	0
ECT volume 39 issue 1 Cover and Front matter	0
SEMIPARAMETRIC ESTIMATION OF DYNAMIC BINARY CHOICE PANEL DATA MODELS	0
TESTING FOR ANTICIPATED CHANGES IN SPOT VOLATILITY AT EVENT TIMES	0
ECT volume 38 issue 5 Cover and Front matter	0
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS	0
ECT volume 39 issue 6 Cover and Back matter	0
ECT volume 38 issue 3 Cover and Front matter	0
REAL-TIME MONITORING WITH RCA MODELS	0
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY	0
TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	0
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION	0
ON THE SIZE CONTROL OF THE HYBRID TEST FOR SUPERIOR PREDICTIVE ABILITY	0
INTERCEPT ESTIMATION IN NONLINEAR SELECTION MODELS	0
UNIFORM CONVERGENCE RATES FOR NONPARAMETRIC ESTIMATORS OF A DENSITY FUNCTION AND ITS DERIVATIVES WHEN THE DENSITY HAS A KNOWN POLE	0
FUNCTIONAL INSTRUMENTAL VARIABLE REGRESSION WITH AN APPLICATION TO ESTIMATING THE IMPACT OF IMMIGRATION ON NATIVE WAGES	0
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES	0
ENCOMPASSING TESTS FOR NONPARAMETRIC REGRESSIONS	0
APPLICATIONS OF FUNCTIONAL DEPENDENCE TO SPATIAL ECONOMETRICS	0
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR	0
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA	0
LARGE GLOBAL VOLATILITY MATRIX ANALYSIS BASED ON OBSERVATION STRUCTURAL INFORMATION	0
LEARNING MARKOV PROCESSES WITH LATENT VARIABLES	0
COINTEGRATING POLYNOMIAL REGRESSIONS: ROBUSTNESS OF FULLY MODIFIED OLS	0
LEAST TRIMMED SQUARES: NUISANCE PARAMETER FREE ASYMPTOTICS	0
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH	0
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH	0
A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK	0
ECT volume 39 issue 2 Cover and Back matter	0
ECT volume 37 issue 5 Cover and Front matter	0
ECT volume 39 issue 4 Cover and Front matter	0
AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS	0
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS	0
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS	0
CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM	0
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS	0

THREE-DIMENSIONAL FACTOR MODELS WITH GLOBAL AND LOCAL FACTORS	0
CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS	0
TESTING LIMITED OVERLAP	0
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS	0
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM	0
GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS	0
LARGE SAMPLE JUSTIFICATIONS FOR THE BAYESIAN EMPIRICAL LIKELIHOOD	0
LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS	0
A GENERAL LIMIT THEORY FOR NONLINEAR FUNCTIONALS OF NONSTATIONARY TIME SERIES	0
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS	0
ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS	0
INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT	0
RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS	0
A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY	0
ECT volume 39 issue 3 Cover and Back matter	0
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM	0
ECT volume 39 issue 2 Cover and Front matter	0
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES	0
INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS	0
TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS	0
ECT volume 37 issue 6 Cover and Front matter	0