AAAAAA
Results: 851-875/1417
Authors:
Senyuz, Zeynep
Citation: Senyuz, Zeynep, Factor analysis of permanent and transitory dynamics of the US economy and the stock market, Journal of applied econometrics , 26(6), 2011, pp. 975-998
Authors:
Bontemps, Christian
Meddahi, Nour
Citation: Bontemps, Christian et Meddahi, Nour, Testing distributional assumptions: a GMM approach, Journal of applied econometrics , 27(6), 2012, pp. 978-1012
Authors:
Fukuda, Kosei
Citation: Fukuda, Kosei, Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates, Journal of applied econometrics , 21(7), 2006, pp. 981-998
Authors:
Millimet, Daniel L.
Tchernis, Rusty
Citation: L. Millimet, Daniel et Tchernis, Rusty, Estimation of treatment effects without an exclusion restriction: with an application to the analysis of the school breakfast program, Journal of applied econometrics , 28(6), 2013, pp. 982-1017
Authors:
Gengenbach, Christian
Urbain, Jean-Pierre
Westerlund, Joakim
Citation: Gengenbach, Christian et al., Error correction testing in panels with common stochastic trends, Journal of applied econometrics , 31(6), 2016, pp. 982-1004
Authors:
Gardeazabal, Javier
Vega-Bayo, Ainhoa
Citation: Gardeazabal, Javier et Vega-bayo, Ainhoa, An empirical comparison between the synthetic control method and Hsiao et al.'s panel data approach to program evaluation, Journal of applied econometrics , 32(5), 2017, pp. 983-1002
Authors:
Sørensen, Kenneth L.
Vejlin, Rune
Citation: L. Sørensen, Kenneth et Vejlin, Rune, Return to experience and initial wage level: do low wage workers catch up?, Journal of applied econometrics , 29(6), 2014, pp. 984-1006
Authors:
Brownlees, Christian
Naulart, Eulàlia
Sun, Yucheng
Citation: Brownlees, Christian et al., Realized networks, Journal of applied econometrics , 33(7), 2018, pp. 986-1006
Authors:
Hevia, Constantino
Gonzalez-Rozada, Martin
Sola, Martin
Spagnolo, Fabio
Citation: Hevia, Constantino et al., Estmating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model, Journal of applied econometrics , 30(6), 2015, pp. 987-1009
Authors:
De Roos, Nicolas
Sarafidis, Yianis
Citation: De Roos, Nicolas et Sarafidis, Yianis, Decision making under risk in "Deal or no deal", Journal of applied econometrics , 25(6), 2010, pp. 987-1027
Authors:
Hochguertel, Stefan
Ohlsson, Henry
Citation: Hochguertel, Stefan et Ohlsson, Henry, Compensatory inter vivos gifts, Journal of applied econometrics , 24(6), 2009, pp. 993-1023
Authors:
Offstein, Norman
Citation: Offstein, Norman, An extortionary guerrilla movement, Journal of applied econometrics , 22(6), 2007, pp. 995-1011
Authors:
Maitra, Pushkar
Vahid, Farshid
Citation: Maitra, Pushkar et Vahid, Farshid, The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition, Journal of applied econometrics , 21(7), 2006, pp. 999-1018
Authors:
Audrino, Francesco
Medeiros, Marcelo C.
Citation: Audrino, Francesco et C. Medeiros, Marcelo, Modeling and forecasting short-term interest rates: the benefits of smooth regimes, macroeconomic variables, and bagging, Journal of applied econometrics , 26(6), 2011, pp. 999-1022
Authors:
Barra, Istvan
Hoogerheide, Lennart
Koopman, Siem Jan
Lucas, André
Citation: Barra, Istvan et al., Joint Bayesian analysis of parameters and states in nonlinear non-Gaussian state space models, Journal of applied econometrics , 32(5), 2017, pp. 1003-1026
Authors:
Bollerslev, Tim
Patton, Andrew J.
Wang, Wenjing
Citation: Bollerslev, Tim et al., Daily house price indices: construction, modeling, and longer-run predictions, Journal of applied econometrics , 31(6), 2016, pp. 1005-1025
Authors:
Haupt, Harry
Kagerer, Kathrin
Steiner, Winfried J.
Citation: Haupt, Harry et al., Smooth quantile-based modeling of brand sales, price and promotional effects from retail scanner panels, Journal of applied econometrics , 29(6), 2014, pp. 1007-1028
Authors:
Feunou, Bruno
Okou, Cédric
Citation: Feunou, Bruno et Okou, Cédric, Risk-neutral moment-based estimation of affine option pricing models, Journal of applied econometrics , 33(7), 2018, pp. 1007-1025
Authors:
Garcia, René
Luger, Richard
Citation: Garcia, René et Luger, Richard, Risk aversion, intertemporal substitution, and the term structure of interest rates, Journal of applied econometrics , 27(6), 2012, pp. 1013-1036
Authors:
Banzhaf, H. Spencer
Smith, V. Kerry
Citation: Banzhaf, H. Spencer et Smith, V. Kerry, Meta-analysis in model implementation: choice sets and the valuation of air quality improvements, Journal of applied econometrics , 22(6), 2007, pp. 1013-1031
Authors:
Aastveit, Knur Are
Bjørnland, Hilde C.
Thorsrud, Leif Anders
Citation: Aastveit, Knur Are et al., What drives oil prices? Emerging versus developed economies, Journal of applied econometrics , 30(7), 2015, pp. 1013-1028
Authors:
Keane, Michael
Wasi, Nada
Citation: Keane, Michael et Wasi, Nada, Comparing alternative models of heterogeneity in consumer choice behavior , Journal of applied econometrics , 28(6), 2013, pp. 1018-1045
Authors:
Unayama, Takashi
Citation: Unayama, Takashi, The Engel curve for alcohol and the rank of demand systems, Journal of applied econometrics , 21(7), 2006, pp. 1019-1038
Authors:
Mitchell, James
Wallis, Kenneth F.
Citation: Mitchell, James et F. Wallis, Kenneth, Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness, Journal of applied econometrics , 26(6), 2011, pp. 1023-1040
Authors:
Lindeboom, Maarten
Kerkhofs, Marcel
Citation: Lindeboom, Maarten et Kerkhofs, Marcel, Health and work of the elderly: subjective health measures, reporting errors and endogeneity in the relationship between health and work, Journal of applied econometrics , 24(6), 2009, pp. 1024-1046