Econometrics and empirical economics

Jean-Pierre Florens, Christian Gouriéroux, and Alain Monfort, “Model Risk Management: Limits and Future of Bayesian Approaches”, Annals of Economics and Statistics, vol. 136, December 2019, pp. 1–26.

José-Raimundo Carvalho, Thierry Magnac, and Qizhou Xiong, “College Choice, Selection and Allocation Mechanisms: A Structural Empirical Analysis”, Quantitative Economics, vol. 10, October 2019, pp. 1233–1277.

Tim Bollerslev, Nour Meddahi, and Serge Nyawa, “High-dimensional multivariate realized volatility estimation”, Journal of Econometrics, vol. 212, n. 1, September 2019, pp. 116–136.

Daniel L. Chen, “Law and Literature: Theory and Evidence on Empathy and Guile”, Review of Law and Economics, vol. 15, n. 1, March 2019.

Christian Bontemps, “Moment-based tests under parameter uncertainty”, The Review of Economics and Statistics, vol. 101, n. 1, March 2019, pp. 146–159.

Ingrid Van Keilegom, and Anne Vanhems, “Estimation of a semiparametric transformation model in the presence of endogenety”, Econometric Theory, vol. 35, n. 1, February 2019, pp. 73–110.

Thierry Magnac, Frédérique Fève, Leticia Veruete-McKay, and Soterios Soteri, “How price sensitive is letter advertising mail in the UK?”, in New Business and Regulatory Strategies in the Postal Sector, Victor Glass, Timothy J. Brennan, and Pier Luigi Parcu (eds.), 2019.

Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi, “Bootstrapping high-frequency jump tests”, Journal of the American Statistical Association, vol. 114, n. 526, 2019, pp. 793–803.

Christian Gouriéroux, and Joann Jasiak, “Robust Analysis of the Martingale Hypothesis”, Econometrics and Statistics, vol. 9, January 2019, pp. 14–41.

Daniel L. Chen, “Intermediated Social Preferences: Altruism in an Algorithmic Era”, in Advances in Economics of Religion, Jean-Paul Carvalho, Sriya Iyer, and Jared Rubin (eds.), Palgrave Macmillan, series “International Economic Association Series”, vol. 158, 2019, pp. 119–138.