Jump factor models in large cross‐sections
Jia Li, Viktor Todorov, George Tauchen
Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics
Volume 10, Issue 2 (May 2019)
On optimal inference in the linear IV model
Donald W. K. Andrews, Vadim Marmer, Zhengfei Yu
A more powerful subvector Anderson Rubin test in linear instrumental variables regression
Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
Identification of a nonseparable model under endogeneity using binary proxies for unobserved heterogeneity
The long run health consequences of rural‐urban migration
Janna E. Johnson, Evan J. Taylor
Uncertainty about future income: Initial beliefs and resolution during college
Yifan Gong, Todd Stinebrickner, Ralph Stinebrickner
The right stuff? Personality and entrepreneurship
Barton H. Hamilton, Nicholas W. Papageorge, Nidhi Pande
Optimal unemployment insurance with monitoring
Financial frictions, trends, and the great recession
Pablo A. Guerron‐Quintana, Ryo Jinnai
Communication and behavior in organizations: An experiment
Piotr Evdokimov, Umberto Garfagnini
