Simple and honest confidence intervals in nonparametric regression
Timothy B. Armstrong, Michal Kolesár
Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics - Volume 11
Issue 1
Inference on breakdown frontiers
Matthew A. Masten, Alexandre Poirier
Indirect inference with(out) constraints
David T. Frazier, Eric Renault
Nonparametric estimation of triangular simultaneous equations models under weak identification
Sukjin Han
A persistence‐based Wold‐type decomposition for stationary time series
Fulvio Ortu, Federico Severino, Andrea Tamoni, Claudio Tebaldi
Worker overconfidence: Field evidence and implications for employee turnover and firm profits
Mitchell Hoffman, Stephen V. Burks
The provision of wage incentives: A structural estimation using contracts variation
Xavier D'Haultfœuille, Philippe Février
Contracting under uncertainty: Groundwater in South India
Xavier Giné, Hanan G. Jacoby
On households and unemployment insurance
Sekyu Choi, Arnau Valladares‐Esteban
Issue 2
Identifying the discount factor in dynamic discrete choice models
Jaap H. Abbring, Øystein Daljord
Semiparametric estimation of structural functions in nonseparable triangular models
Victor Chernozhukov, Iván Fernández‐Val, Whitney Newey, Sami Stouli, Francis Vella
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
Jungmo Yoon, Antonio F. Galvao
Household portfolios and financial preparedness for retirement
Rowena Crawford, Cormac O'Dea
Consumption insurance with advance information
Christian A. Stoltenberg, Swapnil Singh
The price of polarization: Estimating task prices under routine‐biased technical change
Michael J. Böhm
Issue 3
Bounds on treatment effects in regression discontinuity designs with a manipulated running variable
François Gerard, Miikka Rokkanen, Christoph Rothe
Policy discontinuity and duration outcomes
Gerard J. van den Berg, Antoine Bozio, Mónica Costa Dias
Estimating local interactions among many agents who observe their neighbors
Nathan Canen, Jacob Schwartz, Kyungchul Song
Quantile treatment effects and bootstrap inference under covariate‐adaptive randomization
Yichong Zhang, Xin Zheng
A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
Zhipeng Liao, Xiaoxia Shi
Testing jointly for structural changes in the error variance and coefficients of a linear regression model
Pierre Perron, Yohei Yamamoto, Jing Zhou
Eligibility, experience rating, and unemployment insurance take‐up
Stéphane Auray, David L. Fuller
Household risk‐sharing channels
Pierfederico Asdrubali, Simone Tedeschi, Luigi Ventura
Asymmetric information in secondary insurance markets: Evidence from the life settlements market
Daniel Bauer, Jochen Russ, Nan Zhu
Issue 4
On the welfare cost of consumption fluctuations in the presence of memorable goods
Rong Hai, Dirk Krueger, Andrew Postlewaite
Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment
Philipp Renner, Karl Schmedders
Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation
Christian Bayer, Ralph Luetticke
A tractable framework for analyzing a class of nonstationary Markov models
Lilia Maliar, Serguei Maliar, John B. Taylor, Inna Tsener
Equilibrium computation in discrete network games
Michael P. Leung
Specification and estimation of network formation and network interaction models with the exponential probability distribution
Chih‐Sheng Hsieh, Lung‐Fei Lee, Vincent Boucher
Family job search and wealth: The added worker effect revisited
J. Ignacio García‐Pérez, Sílvio Rendon
Bond risk premia in consumption‐based models
Drew D. Creal, Jing Cynthia Wu
