Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics - Volume 10
Issue 1
Uncertainty quantification and global sensitivity analysis for economic models
Daniel Harenberg, Stefano Marelli, Bruno Sudret, Viktor Winschel
Strong convergence and dynamic economic models
Robert L. Bray
Inference in dynamic discrete choice problems under local misspecification
Federico A. Bugni, Takuya Ura
Partial identification by extending subdistributions
Bayesian inference on structural impulse response functions
Mikkel Plagborg‐Møller
All over the map: A worldwide comparison of risk preferences
Olivier l'Haridon, Ferdinand M. Vieider
Eliciting risk preferences using choice lists
David J. Freeman, Yoram Halevy, Terri Kneeland
Incidence, salience, and spillovers: The direct and indirect effects of tax credits on wages
Ghazala Azmat
Hurdles and steps: Estimating demand for solar photovoltaics
Kenneth Gillingham, Tsvetan Tsvetanov
Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics
R. Colacito, M. M. Croce, Zhao Liu
Monetary policy switching and indeterminacy
Jean Barthélemy, Magali Marx
Discretionary monetary policy in the Calvo model
Willem Van Zandweghe, Alexander L. Wolman
Issue 2
Jump factor models in large cross‐sections
Jia Li, Viktor Todorov, George Tauchen
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
Issue 3
The aggregate effects of labor market frictions
Michael W. L. Elsby, Ryan Michaels, David Ratner
Nonstationary dynamic models with finite dependence
Peter Arcidiacono, Robert A. Miller
Dynamic selection and distributional bounds on search costs in dynamic unit‐demand models
Jason R. Blevins, Garrett T. Senney
On uniform asymptotic risk of averaging GMM estimators
Xu Cheng, Zhipeng Liao, Ruoyao Shi
Normality tests for latent variables
Martín Almuzara, Dante Amengual, Enrique Sentana
Estimation and inference with a (nearly) singular Jacobian
Sukjin Han, Adam McCloskey
Exiting from quantitative easing
Long‐term government debt and household portfolio composition
Food for fuel: The effect of the US biofuel mandate on poverty in India
Ujjayant Chakravorty, Marie‐Hélène Hubert, Beyza Ural Marchand
Effects of parental leave policies on female career and fertility choices
College choice, selection, and allocation mechanisms: A structural empirical analysis
José Raimundo Carvalho, Thierry Magnac, Qizhou Xiong
HIP, RIP, and the robustness of empirical earnings processes
Issue 4
How do tax progressivity and household heterogeneity affect Laffer curves?
Hans A. Holter, Dirk Krueger, Serhiy Stepanchuk
A historical welfare analysis of Social Security: Whom did the program benefit?
William B. Peterman, Kamila Sommer
Labor market sorting and health insurance system design
The effect of homeownership on the option value of regional migration
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics
Yingyao Hu, Robert Moffitt, Yuya Sasaki
Measuring quality for use in incentive schemes: The case of “shrinkage” estimators
Quantile treatment effects in difference in differences models with panel data
Brantly Callaway, Tong Li
Identification of average effects under magnitude and sign restrictions on confounding
Karim Chalak
Identification of games of incomplete information with multiple equilibria and unobserved heterogeneity
Victor Aguirregabiria, Pedro Mira
Identification‐ and singularity‐robust inference for moment condition models
Donald W. K. Andrews, Patrik Guggenberger
Inference under covariate‐adaptive randomization with multiple treatments
Federico A. Bugni, Ivan A. Canay, Azeem M. Shaikh
Improved inference on the rank of a matrix
Qihui Chen, Zheng Fang
Experimenting with the transition rule in dynamic games
Emanuel Vespa, Alistair J. Wilson
