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The Econometrics Journal publishes September 2022 issue

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The September 2022 issue of The Econometrics Journal contains twelve articles that support empirical economics with new econometric theory and methods and that demonstrate the application of state-of-the-art econometrics to important problems like COVID-19.

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The issue's lead article, by Adreas Olden and Jarle Møen, studies the triple difference (difference-in-difference-in-differences) estimator. It notes that this estimator is now widely used in empirical economics, without clear agreement on the identifying assumptions that give it a causal interpretation. It formalizes the idea that such an interpretation requires only a single parallel trends assumption, despite the fact that the triple difference estimator can be computed as the difference of two difference-in-differences estimators. Like all earlier Editors’ Choices of lead article, this analysis of the triple difference estimator is freely available from OUP.

The September 2022 issue's next five articles also cover the analysis of treatment and more general causal effects, with a focus on stratified sampling, debiased/double machine learning, dynamic treatments, panel data, and design-based and doubly robust identification. The journal's Virtual Issue on the Econometrics of Treatment Effects collects earlier articles on this topic.

Three further papers study duration analysis with rich interactions between covariates and time, algorithms for Bayesian inference in structural vector autoregressions (see the Virtual Issue on Macroeconometrics for related articles), and the common correlated effects (CCE) approach to estimating heterogeneous panel models. 

The September 2022 issue's last three articles study problems related to COVID-19: estimation of the relative contagiousness of virus variants and the evaluation of nonpharmaceutical interventions. Two of these articles were already included in the journal's Virtual Issue on COVID-19.