×

Econometrica

Journal of the Econometric Society

Short Title: Econometrica
Publisher: Wiley (Wiley-Blackwell), Oxford; Econometric Society, New York, NY
ISSN: 0012-9682; 1468-0262/e
Online: http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1468-0262/issues
http://www.jstor.org/action/showPublication?journalCode=econometrica
Comments: Journal
Documents Indexed: 4,074 Publications (since 1933)
References Indexed: 15 Publications with 663 References.
all top 5

Latest Issues

90, No. 3 (2022)
90, No. 2 (2022)
90, No. 1 (2022)
89, No. 6 (2021)
89, No. 5 (2021)
89, No. 4 (2021)
89, No. 3 (2021)
89, No. 2 (2021)
89, No. 1 (2021)
88, No. 6 (2020)
88, No. 5 (2020)
88, No. 4 (2020)
88, No. 3 (2020)
88, No. 2 (2020)
88, No. 1 (2020)
87, No. 6 (2019)
87, No. 5 (2019)
87, No. 4 (2019)
87, No. 3 (2019)
87, No. 2 (2019)
87, No. 1 (2019)
86, No. 6 (2018)
86, No. 5 (2018)
86, No. 4 (2018)
86, No. 3 (2018)
86, No. 2 (2018)
86, No. 1 (2018)
85, No. 6 (2017)
85, No. 5 (2017)
85, No. 4 (2017)
85, No. 3 (2017)
85, No. 2 (2017)
85, No. 1 (2017)
84, No. 6 (2016)
84, No. 5 (2016)
84, No. 4 (2016)
84, No. 3 (2016)
84, No. 2 (2016)
84, No. 1 (2016)
83, No. 6 (2015)
83, No. 5 (2015)
83, No. 4 (2015)
83, No. 3 (2015)
83, No. 2 (2015)
83, No. 1 (2015)
82, No. 6 (2014)
82, No. 5 (2014)
82, No. 4 (2014)
82, No. 3 (2014)
82, No. 2 (2014)
82, No. 1 (2014)
81, No. 6 (2013)
81, No. 5 (2013)
81, No. 4 (2013)
81, No. 3 (2013)
81, No. 2 (2013)
81, No. 1 (2013)
80, No. 6 (2012)
80, No. 5 (2012)
80, No. 4 (2012)
80, No. 3 (2012)
80, No. 2 (2012)
80, No. 1 (2012)
79, No. 6 (2011)
79, No. 5 (2011)
79, No. 4 (2011)
79, No. 3 (2011)
79, No. 2 (2011)
79, No. 1 (2011)
78, No. 6 (2010)
78, No. 5 (2010)
78, No. 4 (2010)
78, No. 3 (2010)
78, No. 2 (2010)
78, No. 1 (2010)
77, No. 6 (2009)
77, No. 5 (2009)
77, No. 4 (2009)
77, No. 3 (2009)
77, No. 2 (2009)
77, No. 1 (2009)
76, No. 6 (2008)
76, No. 5 (2008)
76, No. 4 (2008)
76, No. 3 (2008)
76, No. 2 (2008)
76, No. 1 (2008)
75, No. 6 (2007)
75, No. 5 (2007)
75, No. 4 (2007)
75, No. 3 (2007)
75, No. 2 (2007)
75, No. 1 (2007)
74, No. 6 (2006)
74, No. 5 (2006)
74, No. 4 (2006)
74, No. 3 (2006)
74, No. 2 (2006)
74, No. 1 (2006)
73, No. 6 (2005)
...and 161 more Volumes
all top 5

Authors

38 Phillips, Peter Charles Bonest
33 Andrews, Donald Wilfrid Kao
26 Newey, Whitney Kent
17 Schmeidler, David
16 Laffont, Jean-Jacques
15 Arrow, Kenneth Joseph
15 Fishburn, Peter Clingerman
15 Frisch, Ragnar
15 Robinson, Peter Michael
15 Wilson, Robert Butler
14 Fisher, Franklin M.
14 Fudenberg, Drew
14 Gul, Faruk
14 Hausman, Jerry Allen
14 Heckman, James Joseph
14 Imbens, Guido Wilhelmus
14 Tirole, Jean
14 White, Halbert Lynn jun.
14 Zame, William R.
13 Aumann, Robert John
13 Chernozhukov, Victor
13 Duffie, James Darrell
13 Epstein, Larry G.
13 Gourieroux, Christian
13 Manski, Charles F.
13 Reny, Philip J.
12 Abreu, Dilip
12 Horowitz, Joel Lawrence
12 Kalai, Ehud
12 Milgrom, Paul Robert
12 Roth, Alvin Eliot
12 Tintner, Gerhard
11 Basmann, Robert L.
11 Chesher, Andrew
11 Laroque, Guy R.
11 Maddala, G. S.
11 Myerson, Roger Bruce
11 Rubinstein, Ariel
10 Amemiya, Takeshi
10 Blackorby, Charles
10 Blundell, Richard W.
10 Chamberlain, Gary
10 Debreu, Gérard
10 Engle, Robert Fry
10 Hart, Sergiu
10 Hurwicz, Leonid
10 Levine, David K.
10 Lewbel, Arthur
10 Mas-Colell, Andreu
10 Radner, Roy
10 Samuelson, Larry
10 Schmidt, Peter
10 Sonnenschein, Hugo F.
10 Stock, James Harold
9 Chen, Xiaohong
9 Crawford, Vincent P.
9 Dekel, Eddie
9 Drèze, Jacques H.
9 Hahn, Jinyong
9 Hannan, Edward James
9 Jackson, Matthew O.
9 Monfort, Alain
9 Morishima, Michio
9 Moulin, Hervé C.
9 Pesendorfer, Wolfgang
9 Ray, Debraj
9 Samuelson, Paul Anthony
9 Smith, Lones
9 Zellner, Arnold
8 Anderson, Robert M.
8 Athey, Susan
8 Bai, Jushan
8 Bonhomme, Stéphane
8 Brown, Donald J.
8 Chiappori, Pierre-André
8 Diewert, Walter Erwin
8 Dufour, Jean-Marie
8 Guesnerie, Roger
8 Hansen, Bruce E.
8 Hildenbrand, Werner
8 Honoré, Bo E.
8 Karni, Edi
8 Kitamura, Yuichi
8 Leamer, Edward E.
8 Lee, Lung-Fei
8 Linton, Oliver Bruce
8 Marinacci, Massimo
8 Maskin, Eric Stark
8 Matzkin, Rosa L.
8 MĂĽller, Ulrich K.
8 Nagar, Anirudh L.
8 Palfrey, Thomas R.
8 Rochet, Jean-Charles
8 Rustichini, Aldo
8 Swinkels, Jeroen M.
8 Vuong, Quang H.
7 Anderson, Theodore Wilbur jun.
7 Andrews, Isaiah
7 Bernheim, B. Douglas
7 Brandenburger, Adam
...and 3,266 more Authors

Publications by Year

Citations contained in zbMATH Open

3,588 Publications have been cited 126,766 times in 55,058 Documents Cited by Year
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Zbl 0491.62099
Engle, Robert F.
1982
Prospect theory: an analysis of decision under risk. Zbl 0411.90012
Kahneman, Daniel; Tversky, Amos
1979
A theory of the term structure of interest rates. Zbl 1274.91447
Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A.
1985
Regression quantiles. Zbl 0373.62038
Koenker, Roger; Bassett, Gilbert jun.
1978
Large sample properties of generalized method of moments estimators. Zbl 0502.62098
Hansen, Lars Peter
947
1982
The bargaining problem. Zbl 1202.91122
Nash, John F. jun.
879
1950
Subjective probability and expected utility without additivity. Zbl 0672.90011
Schmeidler, David
830
1989
A new approach to the economic analysis of nonstationary time series and the business cycle. Zbl 0685.62092
Hamilton, James D.
818
1989
Maximum likelihood estimation of misspecified models. Zbl 0478.62088
White, Halbert
809
1982
Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140
Engle, Robert F.; Granger, C. W. J.
733
1987
A simple, positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix. Zbl 0658.62139
Newey, Whitney K.; West, Kenneth D.
678
1987
Risk aversion in the small and in the large. Zbl 0132.13906
Pratt, John W.
675
1964
Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Zbl 0732.62052
Andrews, Donald W. K.
674
1991
Transform analysis and asset pricing for affine jump-diffusions. Zbl 1055.91524
Duffie, Darrell; Pan, Jun; Singleton, Kenneth
648
2000
Conditional heteroskedasticity in asset returns: A new approach. Zbl 0722.62069
Nelson, Daniel B.
625
1991
The dual theory of choice under risk. Zbl 0616.90005
Yaari, Menahem E.
604
1987
Manipulation of voting schemes: a general result. Zbl 0325.90081
Gibbard, Allan
604
1973
Existence of an equilibrium for a competitive economy. Zbl 0055.38007
Arrow, Kenneth J.; Debreu, Gerard
533
1954
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Zbl 0459.62051
White, Halbert
530
1980
Bond pricing and the term structure of interest rates: a new methodology for contingent claims valuation. Zbl 0751.90009
Heath, David; Jarrow, Robert; Morton, Andrew
518
1992
Perfect equilibrium in a bargaining model. Zbl 0474.90092
Rubinstein, Ariel
512
1982
Determining the number of factors in approximate factor models. Zbl 1103.91399
Bai, Jushan; Ng, Serena
484
2002
Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115
Granger, C. W. J.
474
1969
Learning, mutation, and long run equilibria in games. Zbl 0776.90095
Kandori, Michihiro; Mailath, George J.; Rob, Rafael
448
1993
Root-N-consistent semiparametric regression. Zbl 0647.62100
Robinson, P. M.
437
1988
The evolution of conventions. Zbl 0773.90101
Young, H. Peyton
424
1993
Le comportement de l’homme rationnel devant le risque. Critique des postulats et axiomes de l’École amĂ©ricaine. Zbl 0050.36801
Allais, M.
413
1953
A theory of auctions and competitive bidding. Zbl 0487.90017
Milgrom, Paul R.; Weber, Robert J.
408
1982
Time series regression with a unit root. Zbl 0613.62109
Phillips, P. C. B.
398
1987
Estimating and testing linear models with multiple structural changes. Zbl 1056.62523
Bai, Jushan; Perron, Pierre
391
1998
Tests for parameter instability and structural change with unknown change point. Zbl 0795.62012
Andrews, Donald W. K.
387
1993
Continuous auctions and insider trading. Zbl 0571.90010
Kyle, Albert S.
385
1985
Incentives in teams. Zbl 0311.90002
Groves, Theodore
385
1973
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Zbl 0755.62087
Johansen, Søren
381
1991
Strategic information transmission. Zbl 0494.94007
Crawford, Vincent P.; Sobel, Joel
380
1982
Existence and uniqueness of equilibrium points for concave \(n\)-person games. Zbl 0142.17603
Rosen, J. B.
370
1965
Specification tests in econometrics. Zbl 0397.62043
Hausman, J. A.
366
1978
Likelihood ratio tests for model selection and non-nested hypotheses. Zbl 0701.62106
Vuong, Quang H.
366
1989
Other solutions to Nash’s bargaining problem. Zbl 0308.90053
Kalai, Ehud; Smorodinsky, Meir
344
1975
Markets with a continuum of traders. Zbl 0137.39003
Aumann, R. J.
340
1964
Modeling and forecasting realized volatility. Zbl 1142.91712
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul
338
2003
Job matching, coalition formation, and gross substitutes. Zbl 0503.90019
Kelso, Alexander S. jun.; Crawford, Vincent P.
336
1982
Two-person cooperative games. Zbl 0050.14102
Nash, John
335
1953
The great crash, the oil price shock, and the unit root hypothesis. Zbl 0683.62066
Perron, Pierre
333
1989
Rationalizable strategic behavior and the problem of perfection. Zbl 0552.90097
Pearce, David G.
333
1984
On the strategic stability of equilibria. Zbl 0616.90103
Kohlberg, Elon; Mertens, Jean-Francois
331
1986
Sequential equilibria. Zbl 0483.90092
Kreps, David M.; Wilson, Robert
328
1982
Asset prices in an exchange economy. Zbl 0398.90016
Lucas, Robert E. jun.
328
1978
A smooth model of decision making under ambiguity. Zbl 1151.91372
Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy
327
2005
Semiparametric estimation of index coefficients. Zbl 0683.62070
Powell, James L.; Stock, James H.; Stoker, Thomas M.
325
1989
Efficient tests for an autoregressive unit root. Zbl 0888.62088
Elliott, Graham; Rothenberg, Thomas J.; Stock, James H.
323
1996
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework. Zbl 0683.90012
Epstein, Larry G.; Zin, Stanley E.
315
1989
Consistent estimates based on partially consistent observations. Zbl 0034.07602
Neyman, J.; Scott, Elizabeth L.
313
1948
A rational route to randomness. Zbl 0898.90042
Brock, William A.; Hommes, Cars H.
310
1997
Sample selection bias as a specification error. Zbl 0392.62093
Heckman, James J.
305
1979
Likelihood ratio statistics for autoregressive time series with a unit root. Zbl 0471.62090
Dickey, David A.; Fuller, Wayne A.
297
1981
Assignment problems and the location of economic activities. Zbl 0098.12203
Koopmans, Tjalling C.; Beckmann, Martin
294
1957
Ambiguity aversion, robustness, and the variational representation of preferences. Zbl 1187.91066
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo
292
2006
Inferential theory for factor models of large dimensions. Zbl 1136.62354
Bai, Jushan
290
2003
Stochastic differential utility. Zbl 0763.90005
Duffie, Darrell; Epstein, Larry G.
287
1992
Monotone comparative statics. Zbl 0789.90010
Milgrom, Paul; Shannon, Chris
286
1994
Potential, value, and consistency. Zbl 0675.90103
Hart, Sergiu; Mas-Colell, Andreu
285
1989
Rationalizability, learning, and equilibrium in games with strategic complementarities. Zbl 0728.90098
Milgrom, Paul; Roberts, John
284
1990
The folk theorem in repeated games with discounting or with incomplete information. Zbl 0615.90099
Fudenberg, Drew; Maskin, Eric
282
1986
Ambiguity, risk, and asset returns in continuous time. Zbl 1121.91359
Chen, Zengjing; Epstein, Larry
282
2002
Semiorders and a theory of utility discrimination. Zbl 0071.14006
Luce, R. Duncan
281
1956
Time to build and aggregate fluctuations. Zbl 0493.90017
Kydland, Finn E.; Prescott, Edward C.
276
1982
Autoregressive conditional duration: a new model for irregularly spaced transaction data. Zbl 1055.62571
Engle, Robert F.; Russell, Jeffrey R.
271
1998
Correlated equilibrium as an expression of Bayesian rationality. Zbl 0633.90094
Aumann, Robert J.
271
1987
Designing realized kernels to measure the ex post variation of equity prices in the presence of noise. Zbl 1153.91416
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil
270
2008
Rationalizable strategic behavior. Zbl 0552.90098
Bernheim, B. Douglas
269
1984
An intertemporal capital asset pricing model. Zbl 0283.90003
Merton, Robert C.
256
1973
Stationary ordinal utility and impatience. Zbl 0149.38401
Koopmans, T. C.
253
1960
Simulation and the asymptotics of optimization estimators. Zbl 0698.62031
Pakes, Ariel; Pollard, David
252
1989
Maximum likelihood estimation of discretely sampled diffusions: a closed-form approximation approach. Zbl 1104.62323
AĂŻt-Sahalia, Yacine
251
2002
The regulation of queue size by levying tolls. Zbl 0172.21801
Naor, P.
251
1969
Instrumental variables regression with weak instruments. Zbl 0871.62101
Staiger, Douglas; Stock, James H.
248
1997
The core of an N person game. Zbl 0183.24003
Scarf, H. E.
246
1967
Optimal tests when a nuisance parameter is present only under the alternative. Zbl 0815.62033
Andrews, Donald W. K.; Ploberger, Werner
242
1994
Higher order properties of GMM and generalized empirical likelihood estimators. Zbl 1151.62313
Newey, Whitney K.; Smith, Richard J.
239
2004
A subordinated stochastic process model with finite variance for speculative prices. Zbl 0308.90011
Clark, Peter K.
238
1973
“Expected utility” analysis without the independence axiom. Zbl 0475.90015
Machina, Mark J.
232
1982
Proportional solutions to bargaining situations: interpersonal utility comparisons. Zbl 0371.90135
Kalai, Ehud
232
1977
Asymmetric least squares estimation and testing. Zbl 0625.62047
Newey, Whitney K.; Powell, James L.
231
1987
A set of independent necessary and sufficient conditions for simple majority decision. Zbl 0047.38402
May, Kenneth O.
229
1952
An automatic method of solving discrete programming problems. Zbl 0101.37004
Land, A. H.; Doig, A. G.
221
1960
Incentive compatibility and the bargaining problem. Zbl 0399.90008
Myerson, Roger B.
219
1979
Long-term memory in stock market prices. Zbl 0781.90023
Lo, Andrew W.
217
1991
Inference when a nuisance parameter is not identified under the null hypothesis. Zbl 0862.62090
Hansen, Bruce E.
217
1996
The solution of linear difference models under rational expectations. Zbl 0438.90022
Blanchard, Olivier Jean; Kahn, Charles M.
215
1980
An intertemporal general equilibrium model of asset prices. Zbl 0576.90006
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A.
212
1985
Learning, local interaction, and coordination. Zbl 0802.90143
Ellison, Glenn
209
1993
Bayesian inference in econometric models using Monte Carlo integration. Zbl 0683.62068
Geweke, John
207
1989
Envelope theorems for arbitrary choice sets. Zbl 1103.90400
Milgrom, Paul; Segal, Ilya
204
2002
Estimation and inference in large heterogeneous panels with a multifactor error structure. Zbl 1152.91718
Pesaran, M. Hashem
201
2006
Temporal resolution of uncertainty and dynamic choice theory. Zbl 0382.90006
Kreps, David M.; Porteus, Evan L.
201
1978
A model of growth through creative destruction. Zbl 0825.90147
Aghion, Philippe; Howitt, Peter
201
1992
A noncooperative model of network formation. Zbl 1022.91047
Bala, Venkatesh; Goyal, Sanjeev
200
2000
Estimation of relationships for limited dependent variables. Zbl 0088.36607
Tobin, James
199
1958
The probability weighting function. Zbl 1009.91007
Prelec, Drazen
198
1998
Identification and estimation of a partially linear regression model using network data. Zbl 1497.62091
Auerbach, Eric
5
2022
A ReMeDI for microstructure noise. Zbl 1492.91399
Li, Z. Merrick; Linton, Oliver
5
2022
Test design under falsification. Zbl 1515.91059
Perez-Richet, Eduardo; Skreta, Vasiliki
4
2022
Dual-self representations of ambiguity preferences. Zbl 1515.91064
Chandrasekher, Madhav; Frick, Mira; Iijima, Ryota; Yaouanq, Yves Le
3
2022
Randomize at your own risk: on the observability of ambiguity aversion. Zbl 1515.91051
Baillon, Aurélien; Halevy, Yoram; Li, Chen
3
2022
Affirmative action in India via vertical, horizontal, and overlapping reservations. Zbl 1517.91008
Sönmez, Tayfun; Yenmez, M. Bumin
3
2022
Media competition and social disagreement. Zbl 1492.91266
Perego, Jacopo; Yuksel, Sevgi
3
2022
Model and predictive uncertainty: a foundation for smooth ambiguity preferences. Zbl 1489.91092
Denti, Tommaso; Pomatto, Luciano
3
2022
Discretizing unobserved heterogeneity. Zbl 1497.62145
Bonhomme, Stéphane; Lamadon, Thibaut; Manresa, Elena
3
2022
Automatic debiased machine learning of causal and structural effects. Zbl 07689181
Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul
2
2022
Patterns of competitive interaction. Zbl 1492.91189
Armstrong, Mark; Vickers, John
2
2022
Banks, liquidity management, and monetary policy. Zbl 1492.91210
Bianchi, Javier; Bigio, Saki
2
2022
Macro-finance decoupling: robust evaluations of macro asset pricing models. Zbl 1489.91280
Cheng, Xu; Dou, Winston Wei; Liao, Zhipeng
2
2022
Breaking ties: regression discontinuity design meets market design. Zbl 1492.91222
AbdulkadiroÄźlu, Atila; Angrist, Joshua D.; Narita, Yusuke; Pathak, Parag
1
2022
Low interest rates, market power, and productivity growth. Zbl 1492.91398
Liu, Ernest; Mian, Atif; Sufi, Amir
1
2022
Causal inference under approximate neighborhood interference. Zbl 1492.91247
Leung, Michael P.
1
2022
Optimal discounting. Zbl 1489.91084
Noor, Jawwad; Takeoka, Norio
1
2022
Range-dependent attribute weighting in consumer choice: an experimental test. Zbl 1489.91136
Somerville, Jason
1
2022
Deep neural networks for estimation and inference. Zbl 1479.62082
Farrell, Max H.; Liang, Tengyuan; Misra, Sanjog
15
2021
Policy learning with observational data. Zbl 1478.91057
Athey, Susan; Wager, Stefan
9
2021
Robust Bayesian inference for set-identified models. Zbl 1477.62065
Giacomini, Raffaella; Kitagawa, Toru
9
2021
Local projections and VARs estimate the same impulse responses. Zbl 1478.62268
Plagborg-Møller, Mikkel; Wolf, Christian K.
9
2021
Extreme points and majorization: economic applications. Zbl 1480.91074
Kleiner, Andreas; Moldovanu, Benny; Strack, Philipp
8
2021
A new parametrization of correlation matrices. Zbl 1497.62193
Archakov, Ilya; Hansen, Peter Reinhard
7
2021
Bootstrap with cluster-dependence in two or more dimensions. Zbl 07684915
Menzel, Konrad
7
2021
What do data on millions of U.S. workers reveal about lifecycle earnings dynamics? Zbl 1514.91078
Guvenen, Fatih; Karahan, Fatih; Ozkan, Serdar; Song, Jae
7
2021
Economic predictions with big data: the illusion of sparsity. Zbl 07684922
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E.
6
2021
Dynamic belief elicitation. Zbl 1478.91059
Chambers, Christopher P.; Lambert, Nicolas S.
5
2021
Bootstrap standard error estimates and inference. Zbl 1497.62077
Hahn, Jinyong; Liao, Zhipeng
5
2021
Using the sequence-space Jacobian to solve and estimate heterogeneous-agent models. Zbl 1514.91098
Auclert, Adrien; BardĂłczy, Bence; Rognlie, Matthew; Straub, Ludwig
5
2021
Learning with heterogeneous misspecified models: characterization and robustness. Zbl 1485.91172
Bohren, J. Aislinn; Hauser, Daniel N.
5
2021
Micro data and macro technology. Zbl 1475.91145
Oberfield, Ezra; Raval, Devesh
5
2021
Quantile factor models. Zbl 1478.62090
Chen, Liang; Dolado, Juan J.; Gonzalo, JesĂşs
5
2021
Viability and arbitrage under Knightian uncertainty. Zbl 1475.91371
Burzoni, Matteo; Riedel, Frank; Soner, H. Mete
5
2021
Optimal auction design with common values: an informationally robust approach. Zbl 1475.91109
Brooks, Benjamin; Du, Songzi
5
2021
A macroeconomic model with financially constrained producers and intermediaries. Zbl 1475.91169
Elenev, Vadim; Landvoigt, Tim; Van Nieuwerburgh, Stijn
5
2021
A preferred-habitat model of the term structure of interest rates. Zbl 1478.91179
Vayanos, Dimitri; Vila, Jean-Luc
4
2021
Local projection inference is simpler and more robust than you think. Zbl 1497.62335
Olea, José Luis Montiel; Plagborg-Møller, Mikkel
4
2021
Capital buffers in a quantitative model of banking industry dynamics. Zbl 1485.91242
Corbae, Dean; D’Erasmo, Pablo
4
2021
Limit points of endogenous misspecified learning. Zbl 1475.91033
Fudenberg, Drew; Lanzani, Giacomo; Strack, Philipp
4
2021
Nash equilibria on (un)stable networks. Zbl 1475.91040
Badev, Anton
4
2021
Equilibrium allocations under alternative waitlist designs: evidence from deceased donor kidneys. Zbl 1478.91129
Agarwal, Nikhil; Ashlagi, Itai; Rees, Michael A.; Somaini, Paulo; Waldinger, Daniel
3
2021
Adaptive treatment assignment in experiments for policy choice. Zbl 1478.91065
Kasy, Maximilian; Sautmann, Anja
3
2021
Structural change with long-run income and price effects. Zbl 1478.91128
Comin, Diego; Lashkari, Danial; Mestieri, MartĂ­
3
2021
Sales and markup dispersion: theory and empirics. Zbl 1480.91113
Mrázová, Monika; Neary, J. Peter; Parenti, Mathieu
3
2021
Inequality, business cycles, and monetary-fiscal policy. Zbl 1485.91146
Bhandari, Anmol; Evans, David; Golosov, Mikhail; Sargent, Thomas J.
3
2021
Model selection for treatment choice: penalized welfare maximization. Zbl 1475.91067
Mbakop, Eric; Tabord-Meehan, Max
3
2021
Strategic sample selection. Zbl 1475.91113
Di Tillio, Alfredo; Ottaviani, Marco; Sørensen, Peter Norman
3
2021
Inference for iterated GMM under misspecification. Zbl 1481.62026
Hansen, Bruce E.; Lee, Seojeong
3
2021
Instability of centralized markets. Zbl 1478.91090
Peivandi, Ahmad; Vohra, Rakesh V.
2
2021
Redistribution through markets. Zbl 1480.91072
Dworczak, Piotr; Kominers, Scott Duke; Akbarpour, Mohammad
2
2021
Heterogeneous choice sets and preferences. Zbl 1514.91046
Barseghyan, Levon; Coughlin, Maura; Molinari, Francesca; Teitelbaum, Joshua C.
2
2021
The size-power tradeoff in HAR inference. Zbl 07684925
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.
2
2021
Equitable voting rules. Zbl 1474.91057
Bartholdi, Laurent; Hann-Caruthers, Wade; Josyula, Maya; Tamuz, Omer; Yariv, Leeat
2
2021
Long-term contracting with time-inconsistent agents. Zbl 1475.91151
Gottlieb, Daniel; Zhang, Xingtan
2
2021
General equilibrium oligopoly and ownership structure. Zbl 1475.91166
Azar, José; Vives, Xavier
2
2021
Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness. Zbl 1478.62075
Armstrong, Timothy B.; Kolesár, Michal
2
2021
Salvaging falsified instrumental variable models. Zbl 1478.62011
Masten, Matthew A.; Poirier, Alexandre
2
2021
Intergenerational mobility in Africa. Zbl 1478.91144
Alesina, Alberto; Hohmann, Sebastian; Michalopoulos, Stelios; Papaioannou, Elias
1
2021
Nonparametric analysis of random utility models: computational tools for statistical testing. Zbl 1475.91155
Smeulders, Bart; Cherchye, Laurens; De Rock, Bram
1
2021
The empirical content of binary choice models. Zbl 1478.91058
Bhattacharya, Debopam
1
2021
Generalized local-to-unity models. Zbl 1497.62316
Dou, Liyu; MĂĽller, Ulrich K.
1
2021
Present bias. Zbl 1480.91102
Chakraborty, Anujit
1
2021
A projection framework for testing shape restrictions that form convex cones. Zbl 07684923
Fang, Zheng; Seo, Juwon
1
2021
Inferring inequality with home production. Zbl 1514.91077
Boerma, Job; Karabarbounis, Loukas
1
2021
The reputation trap. Zbl 1485.91024
Levine, David K.
1
2021
Are poor cities cheap for everyone? Non-homotheticity and the cost of living across U.S. cities. Zbl 1485.91128
Handbury, Jessie
1
2021
When moving-average models meet high-frequency data: uniform inference on volatility. Zbl 1485.91220
Da, Rui; Xiu, Dacheng
1
2021
Econometrics for decision making: building foundations sketched by Haavelmo and Wald. Zbl 1490.62036
Manski, Charles F.
1
2021
Identification at the zero lower bound. Zbl 1485.91234
Mavroeidis, Sophocles
1
2021
Exchange design and efficiency. Zbl 1485.91108
Rostek, Marzena; Yoon, Ji Hee
1
2021
Pairwise stable matching in large economies. Zbl 1485.91162
Greinecker, Michael; Kah, Christopher
1
2021
Spurious factor analysis. Zbl 1478.62153
Onatski, Alexei; Wang, Chen
1
2021
Learning from coworkers. Zbl 1475.91250
Jarosch, Gregor; Oberfield, Ezra; Rossi-Hansberg, Esteban
1
2021
Information technology and government decentralization: experimental evidence from Paraguay. Zbl 1475.91158
Dal BĂł, Ernesto; Finan, Frederico; Li, Nicholas Y.; Schechter, Laura
1
2021
Reasonable doubt: experimental detection of job-level employment discrimination. Zbl 1475.91143
Kline, Patrick; Walters, Christopher
1
2021
Optimal asset management contracts with hidden savings. Zbl 1475.91326
Di Tella, Sebastian; Sannikov, Yuliy
1
2021
Aggregate dynamics in lumpy economies. Zbl 1475.91188
Baley, Isaac; Blanco, Andrés
1
2021
Screening in vertical oligopolies. Zbl 1475.91184
Chade, Hector; Swinkels, Jeroen
1
2021
Dynamic spatial panel models: networks, common shocks, and sequential exogeneity. Zbl 1467.62090
Kuersteiner, Guido M.; Prucha, Ingmar R.
13
2020
Misinterpreting others and the fragility of social learning. Zbl 1466.91227
Frick, Mira; Iijima, Ryota; Ishii, Yuhta
11
2020
Testing models of social learning on networks: evidence from two experiments. Zbl 1466.91224
Chandrasekhar, Arun G.; Larreguy, Horacio; Xandri, Juan Pablo
10
2020
Sampling-based versus design-based uncertainty in regression analysis. Zbl 1467.62119
Abadie, Alberto; Athey, Susan; Imbens, Guido W.; Wooldridge, Jeffrey M.
10
2020
Cheap talk with transparent motives. Zbl 1466.91043
Lipnowski, Elliot; Ravid, Doron
10
2020
Targeting interventions in networks. Zbl 1466.91053
Galeotti, Andrea; Golub, Benjamin; Goyal, Sanjeev
10
2020
Mechanism design with aftermarkets: cutoff mechanisms. Zbl 1466.91072
Dworczak, Piotr
7
2020
Heterogeneity and persistence in returns to wealth. Zbl 1466.91218
Fagereng, Andreas; Guiso, Luigi; Malacrino, Davide; Pistaferri, Luigi
6
2020
The speed of innovation diffusion in social networks. Zbl 1466.91234
Arieli, Itai; Babichenko, Yakov; Peretz, Ron; Young, H. Peyton
6
2020
Randomization and ambiguity aversion. Zbl 1466.91098
Ke, Shaowei; Zhang, Qi
6
2020
Heterogeneous markups, growth, and endogenous misallocation. Zbl 1466.91191
Peters, Michael
6
2020
Labor share decline and intellectual property products capital. Zbl 1466.91153
Koh, Dongya; SantaeulĂ lia-Llopis, RaĂĽl; Zheng, Yu
6
2020
Endogenous production networks. Zbl 1466.91145
Acemoglu, Daron; Azar, Pablo D.
5
2020
Savage’s P3 is redundant. Zbl 1466.91115
Hartmann, Lorenz
5
2020
Nonlinear tax incidence and optimal taxation in general equilibrium. Zbl 1466.91203
Sachs, Dominik; Tsyvinski, Aleh; Werquin, Nicolas
5
2020
Inferring cognitive heterogeneity from aggregate choices. Zbl 1466.91096
Dardanoni, Valentino; Manzini, Paola; Mariotti, Marco; Tyson, Christopher J.
5
2020
Matching with complementary contracts. Zbl 1466.91164
Rostek, Marzena; Yoder, Nathan
5
2020
Leave-out estimation of variance components. Zbl 1467.62088
Kline, Patrick; Saggio, Raffaele; Sølvsten, Mikkel
5
2020
Non-clairvoyant dynamic mechanism design. Zbl 1466.91076
Mirrokni, Vahab; Paes Leme, Renato; Tang, Pingzhong; Zuo, Song
5
2020
Inference under random limit bootstrap measures. Zbl 1467.62066
Cavaliere, Giuseppe; Georgiev, Iliyan
5
2020
Sequential information design. Zbl 1466.91039
Doval, Laura; Ely, Jeffrey C.
5
2020
...and 1774 more Documents
all top 5

Cited by 46,366 Authors

133 Phillips, Peter Charles Bonest
104 Fishburn, Peter Clingerman
83 Linton, Oliver Bruce
75 Peters, Hans J. M.
74 Taylor, A. M. Robert
73 McAleer, Michael
69 Shin, Dongwan
64 Khan, Mohammed Ali
64 Li, Qi
63 Herings, P. Jean-Jacques
61 Baltagi, Badi H.
61 Lee, Lung-Fei
60 Horváth, Lajos
59 Siu, Tak Kuen
58 Gao, Jiti
58 Pesaran, M. Hashem
57 Bossert, Walter
57 Robinson, Peter Michael
57 Yannelis, Nicholas Constantine
53 Fan, Jianqing
53 Thomson, William
52 Su, Liangjun
52 Van Keilegom, Ingrid
50 Marinacci, Massimo
50 Wakker, Peter Paul
49 Gourieroux, Christian
49 Härdle, Wolfgang Karl
49 Le Van, Cuong
49 Mitra, Tapan
49 Nishimura, Kazuo
49 Perron, Pierre
49 Wooders, Myrna Holtz
49 Zhu, Lixing
46 Dufour, Jean-Marie
46 Karni, Edi
45 Fudenberg, Drew
45 Leybourne, Stephen J.
45 Wang, Shouyang
44 Chateauneuf, Alain
44 Chun, Youngsub
44 Hsiao, Cheng
44 Sanver, M. Remzi
44 Zhang, Xinyu
43 Chambers, Christopher P.
43 Francq, Christian
43 Kapetanios, George
43 Lehrer, Ehud
43 Sengupta, Jati K.
42 FlĂĄm, Sjur Didrik
42 Klaus, Bettina
42 Kort, Peter M.
42 Lee, Sangyeol
42 Perea, Andrés
42 Serrano, Roberto
41 Cavaliere, Giuseppe
41 Samuelson, Larry
41 Ullah, Aman
40 Dette, Holger
40 Feichtinger, Gustav
40 Tijs, Stef H.
40 White, Halbert Lynn jun.
40 Zaslavski, Alexander Yakovlevich
39 Blavatskyy, Pavlo R.
39 Chen, Xiaohong
39 Elliott, Robert James
39 Otsu, Taisuke
39 Schmidt, Peter
39 Xiao, Zhijie
38 AlĂłs-Ferrer, Carlos
38 BarberĂ , Salvador
38 Cai, Zongwu
38 Fan, Yanqin
38 King, Maxwell Leslie
38 Li, Wai Keung
38 Lian, Heng
38 Tian, Guoqiang
37 Hahn, Jinyong
37 Tsionas, Mike G.
36 Grant, Simon
36 Levine, David K.
36 Ling, Shiqing
36 Maccheroni, Fabio
36 Peleg, Bezalel
36 Renault, Eric
36 Safra, Zvi
36 Sen, Arunava
36 Shubik, Martin
36 Simar, Léopold
36 Todorov, Viktor
36 Vermeulen, Dries
36 Westerlund, Joakim
35 Bergantiños, Gustavo
35 Dutta, Bhaskar
35 Gilboa, Itzhak
35 Yu, Jun
34 AĂŻt-Sahalia, Yacine
34 Cribari-Neto, Francisco
34 Hommes, Cars H.
34 Induráin, Esteban
34 Klinger Monteiro, Paulo
...and 46,266 more Authors
all top 5

Cited in 927 Journals

3,838 Journal of Econometrics
3,455 Journal of Economic Theory
3,294 Economics Letters
2,275 Games and Economic Behavior
2,114 Journal of Economic Dynamics & Control
1,911 Journal of Mathematical Economics
1,689 European Journal of Operational Research
1,354 Economic Theory
1,089 Mathematical Social Sciences
905 Social Choice and Welfare
835 Theory and Decision
814 Econometric Theory
806 Computational Statistics and Data Analysis
794 Communications in Statistics. Theory and Methods
745 Econometric Reviews
714 International Journal of Game Theory
671 Quantitative Finance
539 Annals of Operations Research
532 Journal of Statistical Planning and Inference
505 Insurance Mathematics & Economics
485 Statistics & Probability Letters
455 Journal of Economics
431 Journal of Multivariate Analysis
423 The Annals of Statistics
395 Communications in Statistics. Simulation and Computation
388 Journal of Time Series Analysis
378 Journal of Statistical Computation and Simulation
368 Journal of Applied Statistics
341 International Journal of Theoretical and Applied Finance
315 Journal of Optimization Theory and Applications
294 Journal of the American Statistical Association
280 Journal of Mathematical Psychology
266 Games
259 Applied Mathematics and Computation
259 International Game Theory Review
249 Statistical Papers
245 Physica A
242 Journal of Mathematical Analysis and Applications
233 Mathematical Finance
230 Operations Research
217 Operations Research Letters
215 Electronic Journal of Statistics
204 Review of Economic Design
202 International Economic Review
193 Annals of the Institute of Statistical Mathematics
193 Automatica
193 Biometrics
192 Stochastic Processes and their Applications
187 Computers & Operations Research
177 Journal of Nonparametric Statistics
176 Open Economies Review
175 Computational Statistics
173 The Econometrics Journal
173 The B. E. Journal of Theoretical Economics
169 Mathematics and Computers in Simulation
169 Annals of Finance
167 Psychometrika
164 Macroeconomic Dynamics
163 Linear Algebra and its Applications
163 Mathematical Programming. Series A. Series B
156 Statistics
153 Journal of Risk and Uncertainty
152 Dynamic Games and Applications
151 Mathematics and Financial Economics
150 Journal of Computational and Applied Mathematics
149 Studies in Nonlinear Dynamics and Econometrics
148 Applied Mathematical Finance
147 Finance and Stochastics
142 Bernoulli
141 Artificial Intelligence
141 Fuzzy Sets and Systems
141 Computational Economics
139 Mathematics of Operations Research
136 International Journal of Systems Science
136 Chaos, Solitons and Fractals
132 Decisions in Economics and Finance
132 The Annals of Applied Statistics
128 The Canadian Journal of Statistics
128 Mathematical Problems in Engineering
126 Metrika
125 Asia-Pacific Financial Markets
122 International Journal of Approximate Reasoning
121 Test
118 Optimization
118 Statistical Science
115 Theoretical Economics
114 Journal of Systems Science and Complexity
113 ASTIN Bulletin
110 Metroeconomica
110 Statistical Methods and Applications
110 Statistics and Computing
108 Discrete Dynamics in Nature and Society
105 Computers & Mathematics with Applications
101 North American Actuarial Journal
99 SIAM Journal on Financial Mathematics
98 Mathematical and Computer Modelling
97 Discrete Applied Mathematics
97 Scandinavian Journal of Statistics
97 The Annals of Applied Probability
93 Statistica Sinica
...and 827 more Journals
all top 5

Cited in 62 Fields

34,297 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
19,706 Statistics (62-XX)
5,431 Operations research, mathematical programming (90-XX)
4,536 Probability theory and stochastic processes (60-XX)
2,809 Numerical analysis (65-XX)
1,547 Systems theory; control (93-XX)
1,364 Computer science (68-XX)
1,123 Calculus of variations and optimal control; optimization (49-XX)
684 Biology and other natural sciences (92-XX)
427 Dynamical systems and ergodic theory (37-XX)
396 Combinatorics (05-XX)
395 Mathematical logic and foundations (03-XX)
394 Partial differential equations (35-XX)
334 Ordinary differential equations (34-XX)
281 Linear and multilinear algebra; matrix theory (15-XX)
225 Information and communication theory, circuits (94-XX)
221 Measure and integration (28-XX)
215 Order, lattices, ordered algebraic structures (06-XX)
199 Statistical mechanics, structure of matter (82-XX)
182 Functional analysis (46-XX)
172 Operator theory (47-XX)
167 General and overarching topics; collections (00-XX)
166 History and biography (01-XX)
154 Real functions (26-XX)
136 General topology (54-XX)
117 Convex and discrete geometry (52-XX)
103 Difference and functional equations (39-XX)
80 Quantum theory (81-XX)
75 Geophysics (86-XX)
62 Approximations and expansions (41-XX)
59 Harmonic analysis on Euclidean spaces (42-XX)
56 Global analysis, analysis on manifolds (58-XX)
51 Integral equations (45-XX)
30 Special functions (33-XX)
27 Mechanics of particles and systems (70-XX)
27 Fluid mechanics (76-XX)
26 Integral transforms, operational calculus (44-XX)
24 Differential geometry (53-XX)
22 Algebraic topology (55-XX)
22 Mechanics of deformable solids (74-XX)
21 Algebraic geometry (14-XX)
19 Group theory and generalizations (20-XX)
18 Manifolds and cell complexes (57-XX)
13 Number theory (11-XX)
12 Commutative algebra (13-XX)
12 Sequences, series, summability (40-XX)
10 Astronomy and astrophysics (85-XX)
9 Geometry (51-XX)
8 Category theory; homological algebra (18-XX)
8 Mathematics education (97-XX)
7 General algebraic systems (08-XX)
7 Field theory and polynomials (12-XX)
6 Nonassociative rings and algebras (17-XX)
6 Classical thermodynamics, heat transfer (80-XX)
5 Relativity and gravitational theory (83-XX)
4 Topological groups, Lie groups (22-XX)
4 Potential theory (31-XX)
4 Abstract harmonic analysis (43-XX)
4 Optics, electromagnetic theory (78-XX)
3 Associative rings and algebras (16-XX)
3 Functions of a complex variable (30-XX)
3 Several complex variables and analytic spaces (32-XX)

Citations by Year