Volume 12, Issue 2 (May 2021)

The Econometric Society was founded to promote studies that aim at a unification of the theoretical-quantitative and empirical-quantitative approaches to economic problems and that are penetrated by constructive and rigorous thinking.

Quantitative Economics was created in 2009 to provide a home for papers that fulfill this vision, complementing the role currently played by Econometrica.

Current Issue: Volume 12, Issue 2 (May 2021)

Articles

Dealing with misspecification in structural macroeconometric models Fabio Canova, Christian Matthes	Print View Code and Data (Supplement)
	313-350

Identification of counterfactuals in dynamic discrete choice models Myrto Kalouptsidi, Paul T. Scott, Eduardo Souza‐Rodrigues	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	351-403

Linear regression with many controls of limited explanatory power Chenchuan (Mark) Li, Ulrich K. Müller	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	405-442

Decentralization estimators for instrumental variable quantile regression models Hiroaki Kaido, Kaspar Wüthrich	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	443-475

Making summer matter: The impact of youth employment on academic performance Amy Ellen Schwartz, Jacob Leos‐Urbel, Joel McMurry, Matthew Wiswall	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	477-504

Where did it go wrong? Marriage and divorce in Malawi Laurens Cherchye, Bram De Rock, Frederic Vermeulen, Selma Walther	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	505-545

From dual to unified employment protection: Transition and steady state Juan J. Dolado, Etienne Lalé, Nawid Siassi	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	547-585

Uncertainty‐driven business cycles: Assessing the markup channel Benjamin Born, Johannes Pfeifer	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	587-623

Is idiosyncratic risk conditionally priced? Rajnish Mehra, Sunil Wahal, Daruo Xie	Print View Code and Data (Supplement)
	625-646

Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk Torben G. Andersen, Martin Thyrsgaard, Viktor Todorov	Print View Print (Supplement) View (Supplement) Code and Data (Supplement)
	647-682

ISSN: 1759-7323

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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.

Chunrong Ai, Oliver Linton, Kaiji Motegi, and Zheng Zhang, A Unified Framework for Efficient Estimation of General Treatment Models (pdf) (code zip)
Francesco Bianchi and Giovanni Nicolò, A Generalized Approach to Indeterminacy in Linear Rational Expectations Models (pdf) (supplementary pdf) (code zip)
Tim Bollerslev, Jia Li, and Zhipeng Liao, Fixed-k Inference for Volatility (pdf) (supplementary pdf) (code zip)
Jake Bradley and Axel Gottfries, A Job Ladder Model with Stochastic Employment Opportunities (pdf) (supplementary pdf) (code zip)
Christopher D. Carroll, Theoretical Foundations of Buffer Stock Saving (pdf) (supplementary pdf) (code zip)
Morris A. Davis, Jesse Gregory, Daniel A. Hartley, and Kegon T. K. Tan, Neighborhood Effects and Housing Vouchers (pdf) (supplementary pdf) (code zip)
John B. Donaldson and Rajnish Mehra, Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion (pdf) (code zip)
Xavier D’Haultfoeuille, Christophe Gaillac, and Arnaud Maurel, Rationalizing Rational Expectations: Characterizations and Tests (pdf) (supplementary pdf) (code zip)
Bruno Ferman and Cristine Pinto, Synthetic Controls with Imperfect Pre-Treatment Fit (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)
Dana Galizia, Saddle Cycles: Solving Rational Expectations Models Featuring Limit Cycles (or Chaos) Using Perturbation Methods (pdf) (supplementary pdf) (code zip)
Laura Grigolon, Blurred boundaries: a flexible approach for segmentation applied to the car market (pdf) (supplementary pdf) (code zip)
Naijia Guo and Charles Ka Yui Leung, Do Elite Colleges Matter? The Impact on Entrepreneurship Decisions and Career Dynamics (pdf) (supplementary pdf) (code zip)
Johannes Hoelzemann and Nicolas Klein, Bandits in the Lab (pdf) (supplementary pdf) (code zip)
Richard Holden, Michael Keane and Matthew Lilley, Peer Effects on the United States Supreme Court (pdf) (supplementary pdf) (code zip)
Atsushi Inoue and Barbara Rossi, A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy (pdf) (code zip)
Shakeeb Khan, Fu Ouyang and Elie Tamer, Inference on Semiparametric Multinomial Response Models (pdf) (supplementary pdf) (code zip)
Miguel Sarzosa and Sergio Urzúa, Bullying Among Adolescents: The Role of Skills (pdf) (supplementary pdf) (code zip)

Quantitative Economics

Current Issue: Volume 12, Issue 2 (May 2021)

Table of Contents

Articles

Papers to appear