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Econometric Theory

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Papers29
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Journal Papers 29
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A CONSISTENT ICM-BASED χ2 SPECIFICATION TEST
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delete2026-04-01
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deleteJiang, Feiyu; Tsyawo, Emmanuel Selorm
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RANDOMIZED TESTING FOR JUMP DETECTION
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delete2026-04-01
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deleteSun, Yucheng
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THE ECONOMETRIC THEORY INTERVIEW: PROFESSOR MARCO LIPPI
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delete2026-04-01
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deleteBarigozzi, Matteo; Deistler, Manfred; Hallin, Marc
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HIGH-DIMENSIONAL NEWEY-POWELL TEST VIA APPROXIMATE MESSAGE PASSING
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delete2026-04-01
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deleteZhou, Jing; Zou, Hui
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UNIFORM INFERENCE FOR NONPARAMETRIC PANEL MODELS WITH FIXED EFFECTS
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delete2026-03-01
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deleteLiu, Nan; Liu, Yanbo
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INSTRUMENTAL VARIABLES ESTIMATION FOR INFINITE ORDER PANEL AUTOREGRESSIVE PROCESSES
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delete2026-03-01
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deleteLee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu
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ROBUST ESTIMATION FOR THE SPATIAL AUTOREGRESSIVE MODEL
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delete2026-02-01
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deleteLiu, Tuo; Xu, Xingbai; Lee, Lung-Fei; Mei, Yingdan
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DIRECTION IDENTIFICATION AND MINIMAX ESTIMATION IN HIGH-DIMENSIONAL SPARSE REGRESSION VIA A GENERALIZED EIGENVALUE APPROACH
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delete2026-02-01
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deleteSauvenier, Mathieu; Van Bellegem, Sebastien
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NEW ASYMPTOTICS APPLIED TO FUNCTIONAL COEFFICIENT REGRESSION AND CLIMATE SENSITIVITY ANALYSIS
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delete2026-02-01
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deleteWang, Qiying; Phillips, Peter C. B.; Wang, Ying
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CAN PRINCIPAL COMPONENT ANALYSIS PRESERVE THE SPARSITY IN FACTOR LOADINGS?
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delete2026-01-01
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deleteWei, Jie; Zhang, Yonghui
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THE FINITE-SAMPLE DENSITY OF THE SUFFICIENT STATISTIC AND RELATED TESTS IN A GAUSSIAN AUTOREGRESSION
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delete2026-01-01
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deleteAbadir, Karim Maher
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SLOW MOVERS IN PANEL DATA
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delete2026-01-01
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deleteSasaki, Yuya; Ura, Takuya
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HOW TO DETECT NETWORK DEPENDENCE IN LATENT FACTOR MODELS? A BIAS-CORRECTED CD TEST
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delete2026-01-01
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deletePesaran, M. Hashem; Xie, Yimeng
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DOUBLE/DEBIASED MACHINE LEARNING FOR DYADIC DATA
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delete2026-01-01
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deleteChiang, Harold D.; Ma, Yukun; Rodrigue, Joel B.; Sasaki, Yuya
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IDENTIFICATION-ROBUST TWO-STAGE BOOTSTRAP TESTS WITH PRETESTING FOR EXOGENEITY
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delete2026-01-01
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deleteDoko Tchatoka, Firmin; Wang, Wenjie
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INFERENCE ON EXTREME QUANTILES OF UNOBSERVED INDIVIDUAL HETEROGENEITY
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delete2026-01-01
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deleteMorozov, Vladislav
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EDITORIAL: A NEW CHAPTER FOR ECONOMETRIC THEORY
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delete2025-12-01
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deleteGuggenberger, Patrik; Su, Liangjun; Sun, Yixiao
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TOWARD A UNIFORM ASYMPTOTIC THEORY FOR MILDLY EXPLOSIVE AUTOREGRESSION
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delete2025-12-01
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deleteWang, Qiying
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DETECTING CHANGES IN GARCH(1,1) PROCESSES WITHOUT ASSUMING STATIONARITY
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delete2025-11-01
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deleteHorvath, Lajos; Wang, Shixuan
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ASYMPTOTIC PROPERTIES OF THE GAUGE AND POWER OF STEP-INDICATOR SATURATION
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delete2025-11-01
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deleteNielsen, Bent; Qian, Matthias
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