Quantitative Economics

Papers to appear

The following papers have been accepted and will appear in future issues. The links below lead to the final accepted papers in their working paper formats. The papers will be copyedited and typeset for publication.

• Torben G. Andersen, Martin Thyrsgaard, and Viktor Todorov, Recalcitrant Betas: Intraday Variation in the Cross-Sectional Dispersion of Systematic Risk (pdf) (supplementary pdf) (code zip)
• Benjamin Born and Johannes Pfeifer, Uncertainty-driven business cycles: assessing the markup channel (pdf) (supplementary pdf) (code zip)
• Fabio Canova and Christian Matthes, Dealing with misspecification in structural macroeconometric models (pdf) (code zip)
• Christopher D. Carroll, Theoretical Foundations of Buffer Stock Saving (pdf) (supplementary pdf) (code zip)
• Laurens Cherchye, Bram De Rock, Frederic Vermeulen, and Selma Walther, Where did it go wrong? Marriage and divorce in Malawi (pdf) (supplementary pdf) (code zip)
• Juan J. Dolado, Etienne Lalé, and Nawid Siassi, From Dual to Unified Employment Protection: Transition and Steady State (pdf) (supplementary pdf) (code zip)
• Gabriele Fiorentini and Enrique Sentana, Specification tests for non-Gaussian maximum likelihood estimators (pdf) (supplementary pdf) (code zip)
• Joachim Freyberger and Bradley Larsen , Identification in Ascending Auctions, with an Application to Digital Rights Management (pdf) (code zip)
• Myrto Kalouptsidi, Paul T. Scott, and Eduardo Souza-Rodrigues, Identification of Counterfactuals in Dynamic Discrete Choice Models (pdf) (supplementary pdf) (code zip)
• Shakeeb Khan, Fu Ouyang and Elie Tamer, Inference on Semiparametric Multinomial Response Models (pdf) (supplementary pdf) (code zip)
• Chenchuan (Mark) Li and Ulrich K. Müller, Linear Regression with Many Controls of Limited Explanatory Power (pdf) (supplementary pdf) (code zip)
• Rajnish Mehra, Sunil Wahal and Daruo Xie, Is Idiosyncratic Risk Conditionally Priced? (pdf) (code zip)
• Amy Ellen Schwartz, Jacob Leos-Urbel, Joel McMurry, and Matthew Wiswall, Making Summer Matter: The Impact of Youth Employment on Academic Performance (pdf) (supplementary pdf) (code zip)
• Hiroaki Kaido and Kaspar Wüthrich, Decentralization Estimators for Instrumental Variable Quantile Regression Models (pdf) (supplementary pdf) (code zip)