Econometric Theory

Article	Citations
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION	20
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS	10
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION	9
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS	9
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS	8
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS	8
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET	7
CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION	7
A WILD BOOTSTRAP FOR DEPENDENT DATA	7
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	6
TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS	6
QUANTILE DOUBLE AUTOREGRESSION	6
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA	5
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX	5
ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS	5
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS	5
LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY	5
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA	4
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS	4
A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS	4
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING	4
TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL	4
IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS	4
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION	4
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS	4

PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS	3
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS	3
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	3
ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH	3
UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK	3
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION	3
FACTORISABLE MULTITASK QUANTILE REGRESSION	3
ON THE REPRESENTATION OF THE NESTED LOGIT MODEL	3
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES	3
A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK	2
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	2
LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS	2
ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS	2
THE ET INTERVIEW: PROFESSOR GARY CHAMBERLAIN	2
SPECTRAL FINANCIAL ECONOMETRICS	2
LIMIT THEOREMS FOR FACTOR MODELS	2
NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS	2
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION	2
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION	2
NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY	2
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS	2
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	2
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS	2
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	2
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS	2
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS	2
ON THE CONVERGENCE RATE OF POTENTIALS OF BRENIER MAPS	2
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION	2
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES	2
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS	2
TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	2
IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL	2
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH	2
COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES	2
AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR	2
A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS	1
HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS	1
A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS	1
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY	1
TAIL DEPENDENCE OF OLS	1
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS	1
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS	1
CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS	1
ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS	1
A MULTIPLEX INTERDEPENDENT DURATIONS MODEL	1
A MOLLIFIER APPROACH TO THE DECONVOLUTION OF PROBABILITY DENSITIES	1
HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?	1
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS	1
ASYMPTOTICS FOR TIME-VARYING VECTOR MA() PROCESSES	1
A DECOMPOSITION ANALYSIS OF DIFFUSION OVER A LARGE NETWORK	1

HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?	1
OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION	1
ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS	1
NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS	1
NONPARAMETRIC PREDICTION WITH SPATIAL DATA	1
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS	1
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH	1
IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR	1
INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT	1
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES	1
NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS	1
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	1
ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS	1
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS	1
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS	1
CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH	1
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS	1
ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES	1
NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS	1
NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE	0
IDENTIFICATION AND STATISTICAL DECISION THEORY	0
ECT volume 39 issue 6 Cover and Front matter	0
RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD	0
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION	0
TESTING FOR ANTICIPATED CHANGES IN SPOT VOLATILITY AT EVENT TIMES	0
TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2018 – 2020	0
ECT volume 38 issue 1 Cover and Back matter	0
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS	0
ECT volume 38 issue 5 Cover and Front matter	0
ECT volume 37 issue 1 Cover and Front matter	0
ECT volume 39 issue 5 Cover and Back matter	0
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS	0
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS – ADDENDUM	0
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER	0
BOUNDED SUPPORT IN LINEAR RANDOM COEFFICIENT MODELS: IDENTIFICATION AND VARIABLE SELECTION	0
ECT volume 37 issue 4 Cover and Front matter	0
SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL	0
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY	0
ECT volume 37 issue 1 Cover and Back matter	0
LARGE SAMPLE JUSTIFICATIONS FOR THE BAYESIAN EMPIRICAL LIKELIHOOD	0
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA	0
ECT volume 39 issue 3 Cover and Back matter	0
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL	0
TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA	0
ECT volume 37 issue 5 Cover and Front matter	0
ECT volume 39 issue 4 Cover and Back matter	0
ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING	0
THE ECONOMETRIC THEORY AWARDS 2024	0
ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM	0
ECT volume 38 issue 5 Cover and Back matter	0
SIMPLE SEMIPARAMETRIC ESTIMATION OF ORDERED RESPONSE MODELS	0
NEGATIVE POWERS OF INTEGRATED PROCESSES	0
ECT volume 39 issue 2 Cover and Front matter	0
STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA	0
REAL ANALYTIC DISCRETE CHOICE MODELS OF DEMAND: THEORY AND IMPLICATIONS	0
THE ECONOMETRIC THEORY AWARDS 2021	0
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS	0
SUBSAMPLING INFERENCE FOR NONPARAMETRIC EXTREMAL CONDITIONAL QUANTILES	0
APPLICATIONS OF FUNCTIONAL DEPENDENCE TO SPATIAL ECONOMETRICS	0
HETEROSKEDASTICITY ROBUST SPECIFICATION TESTING IN SPATIAL AUTOREGRESSION	0
ECT volume 37 issue 3 Cover and Back matter	0
ECT volume 37 issue 2 Cover and Back matter	0
SHARP TEST FOR EQUILIBRIUM UNIQUENESS IN DISCRETE GAMES WITH PRIVATE INFORMATION AND COMMON KNOWLEDGE UNOBSERVED HETEROGENEITY	0
INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS	0
ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS	0
ECT volume 39 issue 2 Cover and Back matter	0
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA	0
UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING	0
ECT volume 37 issue 6 Cover and Front matter	0
ARE UNOBSERVABLES SEPARABLE?	0
SEMIPARAMETRIC ESTIMATION OF DYNAMIC BINARY CHOICE PANEL DATA MODELS	0
COINTEGRATING POLYNOMIAL REGRESSIONS: ROBUSTNESS OF FULLY MODIFIED OLS	0
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION	0
AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS	0
ECT volume 37 issue 6 Cover and Back matter	0
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM	0
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY	0
SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS	0
ECT volume 38 issue 2 Cover and Back matter	0
ECT volume 39 issue 3 Cover and Front matter	0

ECT volume 38 issue 4 Cover and Back matter	0
ECT volume 39 issue 4 Cover and Front matter	0
ECT volume 36 issue 5 Cover and Front matter	0
GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS	0
ECT volume 39 issue 1 Cover and Back matter	0
TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS	0
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR	0
THE ECONOMETRIC THEORY AWARDS 2023	0
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS	0
A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS	0
THE ECONOMETRIC THEORY AWARDS 2022	0
ECT volume 39 issue 5 Cover and Front matter	0
VALID HETEROSKEDASTICITY ROBUST TESTING	0
CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS	0
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES	0
ECT volume 39 issue 6 Cover and Back matter	0
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	0
A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY	0
ECT volume 38 issue 3 Cover and Back matter	0
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION	0
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER	0
ECT volume 39 issue 1 Cover and Front matter	0
ECT volume 37 issue 3 Cover and Front matter	0
ECT volume 37 issue 5 Cover and Back matter	0
LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS	0
ECT volume 38 issue 4 Cover and Front matter	0
ECT volume 38 issue 2 Cover and Front matter	0
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA	0
ECT volume 36 issue 6 Cover and Front matter	0
ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS	0
THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS	0
ECT volume 38 issue 1 Cover and Front matter	0
ECT volume 36 issue 6 Cover and Back matter	0
ECT volume 36 issue 5 Cover and Back matter	0
STRETCHING THE NET: MULTIDIMENSIONAL REGULARIZATION	0
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS	0
AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS	0
ECT volume 38 issue 6 Cover and Front matter	0
ECT volume 37 issue 2 Cover and Front matter	0
ECT volume 38 issue 6 Cover and Back matter	0
ENCOMPASSING TESTS FOR NONPARAMETRIC REGRESSIONS	0
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM	0
ECT volume 38 issue 3 Cover and Front matter	0
ON THE SIZE CONTROL OF THE HYBRID TEST FOR SUPERIOR PREDICTIVE ABILITY	0
INTERCEPT ESTIMATION IN NONLINEAR SELECTION MODELS	0
RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS	0
IDENTIFICATION AND INFERENCE IN A QUANTILE REGRESSION DISCONTINUITY DESIGN UNDER RANK SIMILARITY WITH COVARIATES	0
ECT volume 37 issue 4 Cover and Back matter	0
TESTING LIMITED OVERLAP	0
RATE-ADAPTIVE BOOTSTRAP FOR POSSIBLY MISSPECIFIED GMM	0
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM	0