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Results: 76-100/1417
Authors:
Gyimah-Brempong, Kwabena
Citation: Gyimah-brempong, Kwabena, Production of public safety: are socioeconomic characteristics of local communities important factors?, Journal of applied econometrics , 4(1), 1989, pp. 57-71
Authors:
Giraitis, Liudas
Kapetanios, George
Wetherilt, Anne
Žikeš, Filip
Citation: Giraitis, Liudas et al., Estimating the dynamics and persistence of financial networks, with an application to the sterling money market, Journal of applied econometrics , 31(1), 2016, pp. 58-84
Authors:
Seale, James L. Jr.
Citation: Seale, James L. Jr, Estimating stochastic frontier systems with unbalanced panel data: the case of floor tile manufactories in Egypt, Journal of applied econometrics , 5(1), 1990, pp. 59-74
Authors:
Gregory, Allan W.
Veall, Michael R.
Citation: W. Gregory, Allan et R. Veall, Michael, Formulating Wald tests of the restrictions implied by the rational expectations hypothesis, Journal of applied econometrics , 2(1), 1987, pp. 61-68
Authors:
Camacho, Maximo
Perez-Quiros, Gabriel
Citation: Camacho, Maximo et Perez-quiros, Gabriel, This is what the leading indicators lead, Journal of applied econometrics , 17(1), 2002, pp. 61-80
Authors:
Citation: , Precautionary motives and portfolio decisions, Journal of applied econometrics , 18(1), 2003, pp. 61-77
Authors:
Jochmann, Markus
Koop, Gary
Leon-Gonzales, Roberto
Strachan, Rodney W.
Citation: Jochmann, Markus et al., Stochastic search variable selection in vector error correction models with an application to a model of UK macroeconomy, Journal of applied econometrics , 28(1), 2013, pp. 62-81
Authors:
Anderson, Heather M.
Athanasopoulos, George
Vahid, Farshid
Citation: M. Anderson, Heather et al., Nonlinear autoregressive leading indicator models of output in G-7 countries, Journal of applied econometrics , 22(1), 2007, pp. 63-87
Authors:
Gautier, Pieter A.
Van Der Klauuw, Bas
Citation: A. Gautier, Pieter et Van Der Klauuw, Bas, Selection in a field experiment with voluntary participation, Journal of applied econometrics , 27(1), 2012, pp. 63-84
Authors:
Rapach, David E.
Strauss, Jack K.
Citation: E. Rapach, David et K. Strauss, Jack, Structural breaks and GARCH models of exchange rate volatility, Journal of applied econometrics , 23(1), 2008, pp. 65-90
Authors:
Koop, G.
Citation: G. Koop,, `Objective' bayesian unit root tests, Journal of applied econometrics , 7(1), 1992, pp. 65-82
Authors:
Jungbacker, Borus
Koopman, Siem Jan
Van Der Wel, Michel
Citation: Jungbacker, Borus et al., Smooth dynamic factor analysis with application to the US term structure of interest rates, Journal of applied econometrics , 29(1), 2014, pp. 65-90
Authors:
Sampson, Michael
Citation: Sampson, Michael, The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models, Journal of applied econometrics , 6(1), 1991, pp. 67-76
Authors:
Mahmud, S.F.
Robb, A.L.
Scarth, W.M.
Citation: Mahmud, S.f et al., On estimating dynamic factor demands, Journal of applied econometrics , 2(1), 1987, pp. 69-75
Authors:
Melfi, C.A.
Rogers, A.J.
Citation: Melfi, C.a et Rogers, A.j, A test for the existence of allocative inefficiency in firms, Journal of applied econometrics , 3(1), 1988, pp. 69-80
Authors:
Psaradakis, Zacharias
Sola, Martin
Spagnolo, Fabio
Citation: Psaradakis, Zacharias et al., On Markov error-correction models, with an application to stock prices and dividends, Journal of applied econometrics , 19(1), 2004, pp. 69-88
Authors:
Bańbura, Marta
Giannone, Domenico
Reichlin, Lucrezia
Citation: Bańbura, Marta et al., Large Bayesian vector auto regressions, Journal of applied econometrics , 25(1), 2010, pp. 71-92
Authors:
Hansen, G.D.
Citation: Hansen, G.d, The cyclical and secular behaviour of the labour input: comparing efficiency units and hours worked, Journal of applied econometrics , 8(1), 1993, pp. 71-80
Authors:
Botosaru, Irene
Gutierrez, Federico H.
Citation: Botosaru, Irene et H. Gutierrez, Federico, Difference-in-differences when the treatment status is observed in only one period, Journal of applied econometrics , 33(1), 2018, pp. 73-90
Authors:
Wolters, Maik H.
Citation: H. Wolters, Maik, Evaluating point and density forecasts of DSGE models, Journal of applied econometrics , 30(1), 2015, pp. 74-96
Authors:
Kalirajan, K.P.
Citation: Kalirajan, K.p, On measuring Eeconomic efficiency, Journal of applied econometrics , 5(1), 1990, pp. 75-85
Authors:
Martin, Gael M.
Reidy, Andrew
Wright, Jill
Citation: M. Martin, Gael et al., Does the option market produce superior forecasts of noise-corrected volatility measures?, Journal of applied econometrics , 24(1), 2009, pp. 77-104
Authors:
Hoque, Asraul
Citation: Hoque, Asraul, An application and test for a random coefficient model in Bangladesh agriculture, Journal of applied econometrics , 6(1), 1991, pp. 77-90
Authors:
Bauwens, Luc
Laurent, Sébastien
Rombouts, Jeroen V. K.
Citation: Bauwens, Luc et al., Multivariate garch models: a survey, Journal of applied econometrics , 21(1), 2006, pp. 79-109
Authors:
Sollis, Robert
Citation: Sollis, Robert, Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity, Journal of applied econometrics , 20(1), 2005, pp. 79-98