Econometric Theory

Article	Citations
ECT volume 37 issue 3 Cover and Back matter	11
A MOLLIFIER APPROACH TO THE DECONVOLUTION OF PROBABILITY DENSITIES	10
REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS	9
A NONPARAMETRIC TEST FOR INSTANTANEOUS CAUSALITY WITH TIME-VARYING VARIANCES	8
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY	7
ECT volume 39 issue 1 Cover and Back matter	7
ECT volume 39 issue 4 Cover and Back matter	7
ECT volume 39 issue 2 Cover and Front matter	6
ECT volume 39 issue 3 Cover and Back matter	6
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION	5
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS	5
ECT volume 38 issue 4 Cover and Back matter	5
ECT volume 39 issue 6 Cover and Back matter	5
ON THE SIZE CONTROL OF THE HYBRID TEST FOR SUPERIOR PREDICTIVE ABILITY	5
ECT volume 38 issue 6 Cover and Back matter	4
ECT volume 39 issue 5 Cover and Front matter	4
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	4
IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL	4
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM	4
TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL	4
NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS	4
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS	4
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH	3
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH	3
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS	3

SPECTRAL FINANCIAL ECONOMETRICS	3
THE SPECTRAL APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS	3
COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES	3
ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES	3
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS	3
ECT volume 37 issue 5 Cover and Back matter	2
ECT volume 39 issue 6 Cover and Front matter	2
SHARP TEST FOR EQUILIBRIUM UNIQUENESS IN DISCRETE GAMES WITH PRIVATE INFORMATION AND COMMON KNOWLEDGE UNOBSERVED HETEROGENEITY	2
ECT volume 38 issue 2 Cover and Front matter	2
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS	2
CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION	2
ECT volume 39 issue 1 Cover and Front matter	2
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES	2
AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS	2
COINTEGRATING POLYNOMIAL REGRESSIONS: ROBUSTNESS OF FULLY MODIFIED OLS	2
ECT volume 38 issue 1 Cover and Front matter	2
ECT volume 37 issue 6 Cover and Front matter	2
BOUNDED SUPPORT IN LINEAR RANDOM COEFFICIENT MODELS: IDENTIFICATION AND VARIABLE SELECTION	2
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS	2
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS – ADDENDUM	2
ECT volume 38 issue 3 Cover and Back matter	1
TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	1
HETEROSKEDASTICITY ROBUST SPECIFICATION TESTING IN SPATIAL AUTOREGRESSION	1
FROM MODEL SELECTION TO MODEL AVERAGING: A COMPARISON FOR NESTED LINEAR MODELS	1
ECT volume 39 issue 3 Cover and Front matter	1
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES	1
THE ECONOMETRIC THEORY AWARDS 2023	1
RATE-ADAPTIVE BOOTSTRAP FOR POSSIBLY MISSPECIFIED GMM	1
THE ET INTERVIEW: BENEDIKT M. PÖTSCHER	1
CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS	1
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS	1
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS	1
ECT volume 39 issue 2 Cover and Back matter	1
A GENERAL LIMIT THEORY FOR NONLINEAR FUNCTIONALS OF NONSTATIONARY TIME SERIES	1
TESTING FOR ANTICIPATED CHANGES IN SPOT VOLATILITY AT EVENT TIMES	1
ECT volume 37 issue 2 Cover and Front matter	1
SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS	1
NEGATIVE POWERS OF INTEGRATED PROCESSES	1
THE ECONOMETRIC THEORY AWARDS 2021	1
THE ET INTERVIEW: PROFESSOR GARY CHAMBERLAIN	1
ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS	1
A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL	1
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	1
INFERENCE IN MILDLY EXPLOSIVE AUTOREGRESSIONS UNDER UNCONDITIONAL HETEROSKEDASTICITY	1
ECT volume 38 issue 3 Cover and Front matter	1
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS	1
CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM	1
ECT volume 37 issue 5 Cover and Front matter	1
THE ECONOMETRIC THEORY AWARDS 2022	1
GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS	1

NONPARAMETRIC PREDICTION WITH SPATIAL DATA	1
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS	1
SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS	0
ENCOMPASSING TESTS FOR NONPARAMETRIC REGRESSIONS	0
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION	0
IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR	0
NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE	0
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM	0
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS	0
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	0
HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?	0
HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS	0
IDENTIFICATION AND STATISTICAL DECISION THEORY	0
SEMIPARAMETRIC ESTIMATION OF DYNAMIC BINARY CHOICE PANEL DATA MODELS	0
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA	0
INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS	0
REAL ANALYTIC DISCRETE CHOICE MODELS OF DEMAND: THEORY AND IMPLICATIONS	0
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA	0
LEAST TRIMMED SQUARES: NUISANCE PARAMETER FREE ASYMPTOTICS	0
ECT volume 39 issue 4 Cover and Front matter	0
FUNCTIONAL INSTRUMENTAL VARIABLE REGRESSION WITH AN APPLICATION TO ESTIMATING THE IMPACT OF IMMIGRATION ON NATIVE WAGES	0
UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING	0
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION	0
INTERCEPT ESTIMATION IN NONLINEAR SELECTION MODELS	0
RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS	0
WELFARE ANALYSIS VIA MARGINAL TREATMENT EFFECTS	0
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES	0
A DECOMPOSITION ANALYSIS OF DIFFUSION OVER A LARGE NETWORK	0
IS COMPLETENESS NECESSARY? ESTIMATION IN NONIDENTIFIED LINEAR MODELS	0
IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS	0
VALID HETEROSKEDASTICITY ROBUST TESTING	0
A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY	0
OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION	0
ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH	0
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR	0
THEORY OF LOW FREQUENCY CONTAMINATION FROM NONSTATIONARITY AND MISSPECIFICATION: CONSEQUENCES FOR HAR INFERENCE	0
ECT volume 37 issue 2 Cover and Back matter	0
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER	0
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES	0
ECT volume 38 issue 5 Cover and Front matter	0
REAL-TIME MONITORING WITH RCA MODELS	0
CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS	0
A NONPARAMETRIC TEST OF HETEROGENEITY IN CONDITIONAL QUANTILE TREATMENT EFFECTS	0
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES	0
SIMPLE SEMIPARAMETRIC ESTIMATION OF ORDERED RESPONSE MODELS	0
ARE UNOBSERVABLES SEPARABLE?	0
STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA	0
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS	0
ECT volume 38 issue 5 Cover and Back matter	0
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS	0
TAIL DEPENDENCE OF OLS	0
ECT volume 39 issue 5 Cover and Back matter	0
APPLICATIONS OF FUNCTIONAL DEPENDENCE TO SPATIAL ECONOMETRICS	0
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS	0
ECT volume 37 issue 6 Cover and Back matter	0
LARGE SAMPLE JUSTIFICATIONS FOR THE BAYESIAN EMPIRICAL LIKELIHOOD	0
LEARNING MARKOV PROCESSES WITH LATENT VARIABLES	0
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX	0
ECT volume 38 issue 4 Cover and Front matter	0
LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS	0
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS	0
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY	0
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF A GENERALIZED ADDITIVE MODEL WITH A FLEXIBLE ADDITIVE STRUCTURE AND UNKNOWN LINK	0
A WILD BOOTSTRAP FOR DEPENDENT DATA	0
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM	0
SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL	0
ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS	0
HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?	0
A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS	0
REGRESSION DISCONTINUITY DESIGN WITH POTENTIALLY MANY COVARIATES	0
A NOTE ON MINIMAX REGRET RULES WITH MULTIPLE TREATMENTS IN FINITE SAMPLES	0
ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING	0
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER	0
THE ET INTERVIEW: PROFESSOR JOEL L. HOROWITZ	0
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	0
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION	0
FASTER UNIFORM CONVERGENCE RATES FOR DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS	0
UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK	0
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION	0
TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA	0

INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	0
LARGE GLOBAL VOLATILITY MATRIX ANALYSIS BASED ON OBSERVATION STRUCTURAL INFORMATION	0
ECT volume 38 issue 2 Cover and Back matter	0
A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK	0
SUBSAMPLING INFERENCE FOR NONPARAMETRIC EXTREMAL CONDITIONAL QUANTILES	0
STRETCHING THE NET: MULTIDIMENSIONAL REGULARIZATION	0
ECT volume 37 issue 4 Cover and Back matter	0
THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS	0
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA	0
TIME-VARYING COMPLETE SUBSET AVERAGING IN A DATA-RICH ENVIRONMENT	0
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS	0
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS	0
NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS	0
TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS	0
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	0
TESTING FOR COEFFICIENT RANDOMNESS IN LOCAL-TO-UNITY AUTOREGRESSIONS	0
ECT volume 37 issue 4 Cover and Front matter	0
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS	0
INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT	0
THE ECONOMETRIC THEORY AWARDS 2024	0
ECT volume 38 issue 1 Cover and Back matter	0
AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS	0
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION	0
TESTING LIMITED OVERLAP	0
TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS	0
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA	0
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION	0
IDENTIFICATION AND INFERENCE IN A QUANTILE REGRESSION DISCONTINUITY DESIGN UNDER RANK SIMILARITY WITH COVARIATES	0
A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS	0
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL	0
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS	0
ECT volume 37 issue 3 Cover and Front matter	0
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA	0
EFFICIENCY IN ESTIMATION UNDER MONOTONIC ATTRITION	0
TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2021–2023	0
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION	0
ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS	0
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING	0
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS	0
TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2018 – 2020	0
QUANTILE DOUBLE AUTOREGRESSION	0
ECT volume 38 issue 6 Cover and Front matter	0