@article{econhot_econhot-reading-01, title = {Identification in Parametric Models}, author = {Thomas J. Rothenberg}, journal = {Econometrica}, year = {1971}, volume = {39}, number = {3}, pages = {577}, doi = {10.2307/1913267}, url = {https://doi.org/10.2307/1913267} } @article{econhot_econhot-reading-02, title = {Identification and Estimation of Local Average Treatment Effects}, author = {Guido W. Imbens and Joshua D. Angrist}, journal = {Econometrica}, year = {1994}, volume = {62}, number = {2}, pages = {467}, doi = {10.2307/2951620}, url = {https://doi.org/10.2307/2951620} } @article{econhot_econhot-reading-03, title = {Instrumental Variable Estimation of Nonparametric Models}, author = {Whitney K. Newey and James L. Powell}, journal = {Econometrica}, year = {2003}, volume = {71}, number = {5}, pages = {1565-1578}, doi = {10.1111/1468-0262.00459}, url = {https://doi.org/10.1111/1468-0262.00459} } @article{econhot_econhot-reading-04, title = {Estimation and Confidence Regions for Parameter Sets in Econometric Models}, author = {Victor Chernozhukov and Han Hong and Elie Tamer}, journal = {Econometrica}, year = {2007}, volume = {75}, number = {5}, pages = {1243-1284}, doi = {10.1111/j.1468-0262.2007.00794.x}, url = {https://doi.org/10.1111/j.1468-0262.2007.00794.x} } @article{econhot_econhot-reading-05, title = {Large Sample Properties of Generalized Method of Moments Estimators}, author = {Lars Peter Hansen}, journal = {Econometrica}, year = {1982}, volume = {50}, number = {4}, pages = {1029}, doi = {10.2307/1912775}, url = {https://doi.org/10.2307/1912775} } @article{econhot_econhot-reading-06, title = {Regression Quantiles}, author = {Roger Koenker and Gilbert Bassett}, journal = {Econometrica}, year = {1978}, volume = {46}, number = {1}, pages = {33}, doi = {10.2307/1913643}, url = {https://doi.org/10.2307/1913643} } @article{econhot_econhot-reading-07, title = {Root-N-Consistent Semiparametric Regression}, author = {P. M. Robinson}, journal = {Econometrica}, year = {1988}, volume = {56}, number = {4}, pages = {931}, doi = {10.2307/1912705}, url = {https://doi.org/10.2307/1912705} } @article{econhot_econhot-reading-08, title = {The Asymptotic Variance of Semiparametric Estimators}, author = {Whitney K. Newey}, journal = {Econometrica}, year = {1994}, volume = {62}, number = {6}, pages = {1349}, doi = {10.2307/2951752}, url = {https://doi.org/10.2307/2951752} } @article{econhot_econhot-reading-09, title = {A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity}, author = {Halbert White}, journal = {Econometrica}, year = {1980}, volume = {48}, number = {4}, pages = {817}, doi = {10.2307/1912934}, url = {https://doi.org/10.2307/1912934} } @article{econhot_econhot-reading-10, title = {A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix}, author = {Whitney K. Newey and Kenneth D. West}, journal = {Econometrica}, year = {1987}, volume = {55}, number = {3}, pages = {703}, doi = {10.2307/1913610}, url = {https://doi.org/10.2307/1913610} } @article{econhot_econhot-reading-11, title = {Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation}, author = {Donald W. K. Andrews}, journal = {Econometrica}, year = {1991}, volume = {59}, number = {3}, pages = {817}, doi = {10.2307/2938229}, url = {https://doi.org/10.2307/2938229} } @article{econhot_econhot-reading-12, title = {Instrumental Variables Regression with Weak Instruments}, author = {Douglas Staiger and James H. Stock}, journal = {Econometrica}, year = {1997}, volume = {65}, number = {3}, pages = {557}, doi = {10.2307/2171753}, url = {https://doi.org/10.2307/2171753} } @article{econhot_econhot-reading-13, title = {On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects}, author = {Jinyong Hahn}, journal = {Econometrica}, year = {1998}, volume = {66}, number = {2}, pages = {315}, doi = {10.2307/2998560}, url = {https://doi.org/10.2307/2998560} } @article{econhot_econhot-reading-14, title = {Double/debiased machine learning for treatment and structural parameters}, author = {Victor Chernozhukov and Denis Chetverikov and Mert Demirer and Esther Duflo and Christian Hansen and Whitney Newey and James Robins}, journal = {The Econometrics Journal}, year = {2018}, volume = {21}, number = {1}, pages = {C1-C68}, doi = {10.1111/ectj.12097}, url = {https://doi.org/10.1111/ectj.12097} } @article{econhot_econhot-reading-15, title = {Difference-in-Differences with multiple time periods}, author = {Brantly Callaway and Pedro H.C. Sant’Anna}, journal = {Journal of Econometrics}, year = {2021}, volume = {225}, number = {2}, pages = {200-230}, doi = {10.1016/j.jeconom.2020.12.001}, url = {https://doi.org/10.1016/j.jeconom.2020.12.001} } @article{econhot_econhot-reading-16, title = {Estimating dynamic treatment effects in event studies with heterogeneous treatment effects}, author = {Liyang Sun and Sarah Abraham}, journal = {Journal of Econometrics}, year = {2021}, volume = {225}, number = {2}, pages = {175-199}, doi = {10.1016/j.jeconom.2020.09.006}, url = {https://doi.org/10.1016/j.jeconom.2020.09.006} } @article{econhot_econhot-reading-17, title = {Biases in Dynamic Models with Fixed Effects}, author = {Stephen Nickell}, journal = {Econometrica}, year = {1981}, volume = {49}, number = {6}, pages = {1417}, doi = {10.2307/1911408}, url = {https://doi.org/10.2307/1911408} } @article{econhot_econhot-reading-18, title = {Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations}, author = {Manuel Arellano and Stephen Bond}, journal = {The Review of Economic Studies}, year = {1991}, volume = {58}, number = {2}, pages = {277}, doi = {10.2307/2297968}, url = {https://doi.org/10.2307/2297968} } @article{econhot_econhot-reading-19, title = {Initial conditions and moment restrictions in dynamic panel data models}, author = {Richard Blundell and Stephen Bond}, journal = {Journal of Econometrics}, year = {1998}, volume = {87}, number = {1}, pages = {115-143}, doi = {10.1016/S0304-4076(98)00009-8}, url = {https://doi.org/10.1016/S0304-4076(98)00009-8} } @article{econhot_econhot-reading-20, title = {Panel Data Models With Interactive Fixed Effects}, author = {Jushan Bai}, journal = {Econometrica}, year = {2009}, volume = {77}, number = {4}, pages = {1229-1279}, doi = {10.3982/ECTA6135}, url = {https://doi.org/10.3982/ECTA6135} } @article{econhot_econhot-reading-25, title = {Maximum score estimation of the stochastic utility model of choice}, author = {Charles F. Manski}, journal = {Journal of Econometrics}, year = {1975}, volume = {3}, number = {3}, pages = {205-228}, doi = {10.1016/0304-4076(75)90032-9}, url = {https://doi.org/10.1016/0304-4076(75)90032-9} } @article{econhot_econhot-reading-26, title = {Sample Selection Bias as a Specification Error}, author = {James J. Heckman}, journal = {Econometrica}, year = {1979}, volume = {47}, number = {1}, pages = {153}, doi = {10.2307/1912352}, url = {https://doi.org/10.2307/1912352} } @article{econhot_econhot-reading-27, title = {Analysis of Covariance with Qualitative Data}, author = {Gary Chamberlain}, journal = {The Review of Economic Studies}, year = {1980}, volume = {47}, number = {1}, pages = {225}, doi = {10.2307/2297110}, url = {https://doi.org/10.2307/2297110} } @article{econhot_econhot-reading-28, title = {Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher}, author = {John Rust}, journal = {Econometrica}, year = {1987}, volume = {55}, number = {5}, pages = {999}, doi = {10.2307/1911259}, url = {https://doi.org/10.2307/1911259} } @article{econhot_econhot-reading-29, title = {Automobile Prices in Market Equilibrium}, author = {Steven Berry and James Levinsohn and Ariel Pakes}, journal = {Econometrica}, year = {1995}, volume = {63}, number = {4}, pages = {841}, doi = {10.2307/2171802}, url = {https://doi.org/10.2307/2171802} } @article{econhot_econhot-reading-30, title = {Conditional Choice Probabilities and the Estimation of Dynamic Models}, author = {V. Joseph Hotz and Robert A. Miller}, journal = {The Review of Economic Studies}, year = {1993}, volume = {60}, number = {3}, pages = {497}, doi = {10.2307/2298122}, url = {https://doi.org/10.2307/2298122} } @article{econhot_econhot-reading-31, title = {Optimal Nonparametric Estimation of First-price Auctions}, author = {Emmanuel Guerre and Isabelle Perrigne and Quang Vuong}, journal = {Econometrica}, year = {2000}, volume = {68}, number = {3}, pages = {525-574}, doi = {10.1111/1468-0262.00123}, url = {https://doi.org/10.1111/1468-0262.00123} } @article{econhot_econhot-reading-32, title = {Unconditional Quantile Regressions}, author = {Sergio Firpo and Nicole M. Fortin and Thomas Lemieux}, journal = {Econometrica}, year = {2009}, volume = {77}, number = {3}, pages = {953-973}, doi = {10.3982/ecta6822}, url = {https://doi.org/10.3982/ecta6822} } @article{econhot_econhot-reading-33, title = {Inference on Counterfactual Distributions}, author = {Victor Chernozhukov and Iván Fernández-Val and Blaise Melly}, journal = {Econometrica}, year = {2013}, volume = {81}, number = {6}, pages = {2205-2268}, doi = {10.3982/ecta10582}, url = {https://doi.org/10.3982/ecta10582} } @article{econhot_econhot-reading-34, title = {Identification of Endogenous Social Effects: The Reflection Problem}, author = {Charles F. Manski}, journal = {The Review of Economic Studies}, year = {1993}, volume = {60}, number = {3}, pages = {531}, doi = {10.2307/2298123}, url = {https://doi.org/10.2307/2298123} } @article{econhot_econhot-reading-35, title = {Estimating average causal effects under general interference, with application to a social network experiment}, author = {Peter M. Aronow and Cyrus Samii}, journal = {The Annals of Applied Statistics}, year = {2017}, volume = {11}, number = {4}, doi = {10.1214/16-aoas1005}, url = {https://doi.org/10.1214/16-aoas1005} } @article{econhot_econhot-reading-36, title = {Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure}, author = {M. Hashem Pesaran}, journal = {Econometrica}, year = {2006}, volume = {74}, number = {4}, pages = {967-1012}, doi = {10.1111/j.1468-0262.2006.00692.x}, url = {https://doi.org/10.1111/j.1468-0262.2006.00692.x} } @article{econhot_econhot-reading-61, title = {Regression Shrinkage and Selection Via the Lasso}, author = {Robert Tibshirani}, journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology}, year = {1996}, volume = {58}, number = {1}, pages = {267-288}, doi = {10.1111/j.2517-6161.1996.tb02080.x}, url = {https://doi.org/10.1111/j.2517-6161.1996.tb02080.x} } @article{econhot_econhot-reading-62, title = {Inference on Treatment Effects after Selection among High-Dimensional Controls}, author = {A. Belloni and V. Chernozhukov and C. Hansen}, journal = {The Review of Economic Studies}, year = {2014}, volume = {81}, number = {2}, pages = {608-650}, doi = {10.1093/restud/rdt044}, url = {https://doi.org/10.1093/restud/rdt044} } @article{econhot_econhot-reading-63, title = {Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California’s Tobacco Control Program}, author = {Alberto Abadie and Alexis Diamond and Jens Hainmueller}, journal = {Journal of the American Statistical Association}, year = {2010}, volume = {105}, number = {490}, pages = {493-505}, doi = {10.1198/jasa.2009.ap08746}, url = {https://doi.org/10.1198/jasa.2009.ap08746} } @article{econhot_econhot-reading-64, title = {Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs}, author = {Sebastian Calonico and Matias D. Cattaneo and Rocio Titiunik}, journal = {Econometrica}, year = {2014}, volume = {82}, number = {6}, pages = {2295-2326}, doi = {10.3982/ecta11757}, url = {https://doi.org/10.3982/ecta11757} } @article{econhot_econhot-reading-measurement-lasso, title = {Measurement Error in Lasso: Impact and Likelihood Bias Correction}, author = {Øystein Sørensen and Arnoldo Frigessi and Magne Thoresen}, journal = {Statistica Sinica}, year = {2015}, volume = {25}, number = {2}, pages = {809–829}, doi = {10.5705/ss.2013.180}, url = {https://doi.org/10.5705/ss.2013.180} } @article{econhot_econhot-reading-noisy-missing, title = {High-dimensional Regression with Noisy and Missing Data: Provable Guarantees with Nonconvexity}, author = {Po-Ling Loh and Martin J. Wainwright}, journal = {The Annals of Statistics}, year = {2012}, volume = {40}, number = {3}, pages = {1637–1664}, doi = {10.1214/12-AOS1018}, url = {https://doi.org/10.1214/12-AOS1018} } @article{econhot_econhot-reading-cocolasso, title = {CoCoLasso for High-dimensional Error-in-variables Regression}, author = {Abhirup Datta and Hui Zou}, journal = {The Annals of Statistics}, year = {2017}, volume = {45}, number = {6}, pages = {2400–2426}, doi = {10.1214/16-AOS1527}, url = {https://doi.org/10.1214/16-AOS1527} } @article{econhot_econhot-reading-measurement-inference, title = {Inference in High Dimensional Linear Measurement Error Models}, author = {Mengyan Li and Runze Li and Yanyuan Ma}, journal = {Journal of Multivariate Analysis}, year = {2021}, volume = {184}, pages = {104759}, doi = {10.1016/j.jmva.2021.104759}, url = {https://doi.org/10.1016/j.jmva.2021.104759} }