Identification and inference with ranking restrictions
Pooyan Amir‐Ahmadi, Thorsten Drautzburg
Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics - Volume 12
Issue 1
The discretization filter: A simple way to estimate nonlinear state space models
Leland E. Farmer
Sensitivity analysis using approximate moment condition models
Timothy B. Armstrong, Michal Kolesár
Robust inference in deconvolution
Kengo Kato, Yuya Sasaki, Takuya Ura
Partial identification of the distribution of treatment effects with an application to the Knowledge is Power Program (KIPP)
Brigham R. Frandsen, Lars J. Lefgren
Teacher labor markets, school vouchers, and student cognitive achievement: Evidence from Chile
Michela M. Tincani
The welfare effects of asset mean‐testing income support
Controlling for presentation effects in choice
A notion of prominence for games with natural‐language labels
Alessandro Sontuoso, Sudeep Bhatia
Issue 2
Dealing with misspecification in structural macroeconometric models
Fabio Canova, Christian Matthes
Identification of counterfactuals in dynamic discrete choice models
Myrto Kalouptsidi, Paul T. Scott, Eduardo Souza‐Rodrigues
Linear regression with many controls of limited explanatory power
Chenchuan (Mark) Li, Ulrich K. Müller
Decentralization estimators for instrumental variable quantile regression models
Making summer matter: The impact of youth employment on academic performance
Amy Ellen Schwartz, Jacob Leos‐Urbel, Joel McMurry, Matthew Wiswall
Where did it go wrong? Marriage and divorce in Malawi
Laurens Cherchye, Bram De Rock, Frederic Vermeulen, Selma Walther
From dual to unified employment protection: Transition and steady state
Juan J. Dolado, Etienne Lalé, Nawid Siassi
Uncertainty‐driven business cycles: Assessing the markup channel
Benjamin Born, Johannes Pfeifer
Is idiosyncratic risk conditionally priced?
Rajnish Mehra, Sunil Wahal, Daruo Xie
Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk
Torben G. Andersen, Martin Thyrsgaard, Viktor Todorov
Issue 3
Specification tests for non‐Gaussian maximum likelihood estimators
Gabriele Fiorentini, Enrique Sentana
Inference on semiparametric multinomial response models
Shakeeb Khan, Fu Ouyang, Elie Tamer
A unified framework for efficient estimation of general treatment models
Chunrong Ai, Oliver Linton, Kaiji Motegi, Zheng Zhang
Rationalizing rational expectations: Characterizations and tests
Xavier D'Haultfoeuille, Christophe Gaillac, Arnaud Maurel
A generalized approach to indeterminacy in linear rational expectations models
Francesco Bianchi, Giovanni Nicolò
Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods
Average crossing time: An alternative characterization of mean aversion and reversion
John B. Donaldson, Rajnish Mehra
Bullying among adolescents: The role of skills
Miguel Sarzosa, Sergio Urzúa
Peer effects on the United States Supreme Court
Richard Holden, Michael Keane, Matthew Lilley
Bandits in the lab
Issue 4
Fixed‐k inference for volatility
Tim Bollerslev, Jia Li, Zhipeng Liao
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy
Atsushi Inoue, Barbara Rossi
Regime‐dependent effects of uncertainty shocks: A structural interpretation
Stéphane Lhuissier, Fabien Tripier
Panel experiments and dynamic causal effects: A finite population perspective
Iavor Bojinov, Ashesh Rambachan, Neil Shephard
Synthetic controls with imperfect pretreatment fit
Bruno Ferman, Cristine Pinto
Imposing equilibrium restrictions in the estimation of dynamic discrete games
Blurred boundaries: A flexible approach for segmentation applied to the car market
Laura Grigolon
Neighborhood effects and housing vouchers
Morris A. Davis, Jesse Gregory, Daniel A. Hartley, Kegon T. K. Tan
