Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya

DOI10.1016/j.jeconom.2018.06.002zbMath1452.00019OpenAlexW2811006510MaRDI QIDQ1792444

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Publication date: 12 October 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.06.002

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15) Festschriften (00B30)

Cites Work

• Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
• Inference on trending panel data
• A quantile correlated random coefficients panel data model
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
• A frequentist approach to Bayesian asymptotics
• The numerical delta method
• Threshold autoregressive models for interval-valued time series data
• Nonparametric tests for conditional symmetry
• Nonparametric regression with multiple thresholds: estimation and inference
• Semiparametric estimation of panel data models without monotonicity or separability
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
• Identifying latent grouped patterns in panel data models with interactive fixed effects
• Quasi maximum likelihood analysis of high dimensional constrained factor models
• Estimation of random coefficients logit demand models with interactive fixed effects

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