The Econometrics Journal

Journal of Financial Econometrics

Continuous difference-in-differences with double/debiased machine learning Get access

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M*-BVAR: Bayesian Vector Autoregression with Macroeconomic Stars Get access

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Royal Economic Society Annual Conference 2024 Sargan Lecture Get access

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Policy Evaluation with Sufficient Macro Statistics — A Primer — Get access

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Efficient Estimation in Extreme Value Regression Models of Hedge Funds Tail risks Get access

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Robust IV inference with clustering dependence Get access

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Correction to: Philip G. Wright, directed acyclic graphs, and instrumental variables Free

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Comparing predictive ability in the presence of instability over a very short time Get access

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Loss-Based Bayesian Sequential Prediction of Value-at-Risk with a Long-Memory and Non-Linear Realized Volatility Model Get access

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Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach Get access

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Extreme Conditional Expectile Estimation for Heavy-Tailed ARMA-GARCH Models Get access

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A Modified ADMM Approach for the Sparse Large-Dimensional Vector Estimation with Application to Portfolio Management Get access

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The 2024 Denis Sargan Econometrics Prize Free

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Royal Economic Society Annual Conference 2023 Sargan Lecture Free

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One Asset Does Not Fit All: Inflation Hedging by Index and Horizon Get access

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Health inequality and health types Get access

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Using post-regularization distribution regression to measure the effects of a minimum wage on hourly wages, hours worked, and monthly earnings Get access

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Modeling and Forecasting Serially Dependent Yield Curves Get access

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