Search Results

There are 19839 results for: content related to: Land of addicts? an empirical investigation of habit-based asset pricing models

  1. You have free access to this content
    Panel cointegration tests of the Fisher effect

    Journal of Applied Econometrics

    Volume 23, Issue 2, March 2008, Pages: 193–233, Joakim Westerlund

    Version of Record online : 31 AUG 2007, DOI: 10.1002/jae.967

  2. Boosting diffusion indices

    Journal of Applied Econometrics

    Volume 24, Issue 4, June/July 2009, Pages: 607–629, Jushan Bai and Serena Ng

    Version of Record online : 16 MAR 2009, DOI: 10.1002/jae.1063

  3. You have free access to this content
    Realising the future: forecasting with high-frequency-based volatility (HEAVY) models

    Journal of Applied Econometrics

    Volume 25, Issue 2, March 2010, Pages: 197–231, Professor Neil Shephard and Kevin Sheppard

    Version of Record online : 27 JAN 2010, DOI: 10.1002/jae.1158

  4. You have free access to this content
    Bounds testing approaches to the analysis of level relationships

    Journal of Applied Econometrics

    Volume 16, Issue 3, May/June 2001, Pages: 289–326, M. Hashem Pesaran, Yongcheol Shin and Richard J. Smith

    Version of Record online : 22 JUN 2001, DOI: 10.1002/jae.616

  5. Multi-round procurement auctions with secret reserve prices: theory and evidence

    Journal of Applied Econometrics

    Volume 23, Issue 7, November/December 2008, Pages: 897–923, Lu Ji and Tong Li

    Version of Record online : 24 OCT 2008, DOI: 10.1002/jae.1031

  6. Testing the purchasing power parity through I(2) cointegration techniques

    Journal of Applied Econometrics

    Volume 20, Issue 6, September/October 2005, Pages: 749–770, Emanuele Bacchiocchi and Professor Luca Fanelli

    Version of Record online : 16 JUN 2005, DOI: 10.1002/jae.786

  7. You have free access to this content
    Does the option market produce superior forecasts of noise-corrected volatility measures?

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 77–104, Gael M. Martin, Andrew Reidy and Jill Wright

    Version of Record online : 4 DEC 2008, DOI: 10.1002/jae.1033

  8. Finite sample improvements in statistical inference with I(1) processes

    Journal of Applied Econometrics

    Volume 16, Issue 3, May/June 2001, Pages: 431–444, D. Marinucci and P. M. Robinson

    Version of Record online : 22 JUN 2001, DOI: 10.1002/jae.613

  9. You have free access to this content
    Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly

    Journal of Applied Econometrics

    Volume 16, Issue 6, November/December 2001, Pages: 671–708, Professor Alex Maynard and Peter C. B. Phillips

    Version of Record online : 13 DEC 2001, DOI: 10.1002/jae.624

  10. On detrending and cyclical asymmetry

    Journal of Applied Econometrics

    Volume 18, Issue 3, May/June 2003, Pages: 271–289, Zacharias Psaradakis and Martin Sola

    Version of Record online : 8 OCT 2002, DOI: 10.1002/jae.681

  11. Simulation-based tests of forward-looking models under VAR learning dynamics

    Journal of Applied Econometrics

    Volume 26, Issue 5, August 2011, Pages: 762–782, Luca Fanelli and Giulio Palomba

    Version of Record online : 29 JAN 2010, DOI: 10.1002/jae.1138

  12. The pervasive absence of compensating differentials

    Journal of Applied Econometrics

    Volume 24, Issue 5, August 2009, Pages: 763–795, Stéphane Bonhomme and Grégory Jolivet

    Version of Record online : 2 JUN 2009, DOI: 10.1002/jae.1074

  13. Phi-Divergence Statistics for General Models

    Standard Article

    Encyclopedia of Statistical Sciences

    Leandro Pardo

    Published Online : 15 FEB 2008, DOI: 10.1002/0471667196.ess7109

  14. Asymmetric power distribution: Theory and applications to risk measurement

    Journal of Applied Econometrics

    Volume 22, Issue 5, August 2007, Pages: 891–921, Ivana Komunjer

    Version of Record online : 23 JUL 2007, DOI: 10.1002/jae.961

  15. Nonlinearity in the Fed's monetary policy rule

    Journal of Applied Econometrics

    Volume 20, Issue 5, July/August 2005, Pages: 621–639, Dong Heon Kim, Professor Denise R. Osborn and Marianne Sensier

    Version of Record online : 31 MAR 2005, DOI: 10.1002/jae.792

  16. The policy preferences of the US Federal Reserve

    Journal of Applied Econometrics

    Volume 21, Issue 1, January/February 2006, Pages: 55–77, Richard Dennis

    Version of Record online : 16 JUN 2005, DOI: 10.1002/jae.808

  17. Modeling and forecasting short-term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging

    Journal of Applied Econometrics

    Volume 26, Issue 6, September/October 2011, Pages: 999–1022, Francesco Audrino and Marcelo C. Medeiros

    Version of Record online : 29 MAR 2010, DOI: 10.1002/jae.1171

  18. International dynamic risk sharing

    Journal of Applied Econometrics

    Volume 23, Issue 1, January/February 2008, Pages: 1–16, Giuseppe Cavaliere, Luca Fanelli and Attilio Gardini

    Version of Record online : 20 FEB 2008, DOI: 10.1002/jae.968

  19. You have free access to this content
    Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables

    Journal of Applied Econometrics

    Volume 20, Issue 3, March/April 2005, Pages: 423–437, Fabio Spagnolo, Zacharias Psaradakis and Martin Sola

    Version of Record online : 14 APR 2005, DOI: 10.1002/jae.773

  20. This is what the leading indicators lead

    Journal of Applied Econometrics

    Volume 17, Issue 1, January/February 2002, Pages: 61–80, Maximo Camacho and Gabriel Perez-Quiros

    Version of Record online : 11 FEB 2002, DOI: 10.1002/jae.641