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There are 17540 results for: content related to: Testing distributional assumptions: A GMM aproach

  1. Panel data estimates of the production function and product and labor market imperfections

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 1–46, Sabien Dobbelaere and Professor Jacques Mairesse

    Version of Record online : 25 AUG 2011, DOI: 10.1002/jae.1256

  2. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 705–740, Cheng Hsiao, H. Steve Ching and Shui Ki Wan

    Version of Record online : 4 JAN 2011, DOI: 10.1002/jae.1230

  3. Realized GARCH: a joint model for returns and realized measures of volatility

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 877–906, Peter Reinhard Hansen, Zhuo Huang and Howard Howan Shek

    Version of Record online : 17 MAR 2011, DOI: 10.1002/jae.1234

  4. INDIVIDUAL VERSUS AGGREGATE INCOME ELASTICITIES FOR HETEROGENEOUS POPULATIONS

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 847–869, Michal Paluch, Alois Kneip and Werner Hildenbrand

    Version of Record online : 17 MAR 2011, DOI: 10.1002/jae.1237

  5. Categorical semiparametric varying-coefficient models

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 551–579, QI Li, Desheng Ouyang and Jeffrey S. Racine

    Version of Record online : 4 AUG 2011, DOI: 10.1002/jae.1261

  6. Alternative technical efficiency measures: Skew, bias and scale

    Journal of Applied Econometrics

    Volume 27, Issue 2, March 2012, Pages: 253–268, Qu Feng and William C. Horrace

    Version of Record online : 24 JUN 2010, DOI: 10.1002/jae.1190

  7. Multivariate high-frequency-based volatility (HEAVY) models

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 907–933, Diaa Noureldin, Neil Shephard and Kevin Sheppard

    Version of Record online : 4 AUG 2011, DOI: 10.1002/jae.1260

  8. On the size distortion of tests after an overidentifying restrictions pretest

    Journal of Applied Econometrics

    Volume 27, Issue 7, November/December 2012, Pages: 1138–1160, Patrik Guggenberger and Gitanjali Kumar

    Version of Record online : 2 JUN 2011, DOI: 10.1002/jae.1251

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    WEIGHTED SMOOTH TRANSITION REGRESSIONS

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 795–811, Ralf Becker and Denise R. Osborn

    Version of Record online : 24 NOV 2010, DOI: 10.1002/jae.1222

  10. A comparison of forecast performance between federal reserve staff forecasts, simple reduced-form models, and a DSGE model

    Journal of Applied Econometrics

    Volume 25, Issue 4, June/July 2010, Pages: 720–754, Rochelle M. Edge, Michael T. Kiley and Jean-Philippe Laforte

    Version of Record online : 1 APR 2010, DOI: 10.1002/jae.1175

  11. Measuring the impact of nonignorability in panel data with non-monotone nonresponse

    Journal of Applied Econometrics

    Volume 27, Issue 1, January/February 2012, Pages: 129–159, Hui Xie and Dr Yi Qian

    Version of Record online : 1 FEB 2010, DOI: 10.1002/jae.1157

  12. The effect of location on finding a job in the Paris region

    Journal of Applied Econometrics

    Volume 26, Issue 7, November/December 2011, Pages: 1079–1112, Laurent Gobillon, Thierry Magnac and Harris Selod

    Version of Record online : 9 JUN 2010, DOI: 10.1002/jae.1168

  13. Estimation of nonlinear models with mismeasured regressors using marginal information

    Journal of Applied Econometrics

    Volume 27, Issue 3, April/May 2012, Pages: 347–385, Yingyao Hu and Geert Ridder

    Version of Record online : 21 JUL 2010, DOI: 10.1002/jae.1202

  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. Model-free evaluation of directional predictability in foreign exchange markets

    Journal of Applied Econometrics

    Volume 22, Issue 5, August 2007, Pages: 855–889, Jaehun Chung and Yongmiao Hong

    Version of Record online : 10 AUG 2007, DOI: 10.1002/jae.965

  16. CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS

    Mathematical Finance

    Volume 15, Issue 4, October 2005, Pages: 539–568, Jér^me Detemple and Marcel Rindisbacher

    Version of Record online : 31 AUG 2005, DOI: 10.1111/j.1467-9965.2005.00250.x

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    Rioting with Stravinsky: a Particular Analysis of the Rite of Spring

    Music Analysis

    Volume 26, Issue 1-2, March-July 2007, Pages: 59–109, Daniel K. L Chua

    Version of Record online : 8 JUL 2008, DOI: 10.1111/j.1468-2249.2007.00250.x

  18. Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models

    Journal of Applied Econometrics

    Volume 26, Issue 3, April/May 2011, Pages: 437–453, Charles Bellemare, Alexander Sebald and Martin Strobel

    Version of Record online : 19 DEC 2010, DOI: 10.1002/jae.1227

  19. Allomorphy, autonomous morphology and phonological conditioning in the history of the Daco-Romance present and subjunctive

    Transactions of the Philological Society

    Volume 109, Issue 1, March 2011, Pages: 59–91, Martin Maiden

    Version of Record online : 31 MAR 2011, DOI: 10.1111/j.1467-968X.2011.01250.x

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    Influence of solar variability on gravity wave structure and dissipation in the thermosphere from tropospheric convection

    Journal of Geophysical Research: Space Physics (1978–2012)

    Volume 111, Issue A10, October 2006, Sharon L. Vadas and David C. Fritts

    Version of Record online : 22 SEP 2006, DOI: 10.1029/2005JA011510