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There are 15067 results for: content related to: Multivariate high-frequency-based volatility (HEAVY) models

  1. Testing distributional assumptions: A GMM aproach

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 978–1012, Christian Bontemps and Nour Meddahi

    Article first published online : 5 JUL 2011, DOI: 10.1002/jae.1250

  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

    Article first published 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

    Article first published online : 17 MAR 2011, DOI: 10.1002/jae.1234

  4. 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

    Article first published online : 25 AUG 2011, DOI: 10.1002/jae.1256

  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

    Article first published online : 4 AUG 2011, DOI: 10.1002/jae.1261

  6. 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

    Article first published 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

    Article first published online : 24 NOV 2010, DOI: 10.1002/jae.1222

  8. 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

    Article first published online : 17 MAR 2011, DOI: 10.1002/jae.1237

  9. RFID system for public train transportation

    Security and Communication Networks

    Volume 5, Issue 6, June 2012, Pages: 557–571, Chin-Ling Chen and Mei-Li Chong

    Article first published online : 5 NOV 2010, DOI: 10.1002/sec.260

  10. Term structure surprises: the predictive content of curvature, level, and slope

    Journal of Applied Econometrics

    Volume 27, Issue 4, June/July 2012, Pages: 574–602, Emanuel Moench

    Article first published online : 22 NOV 2010, DOI: 10.1002/jae.1220

  11. 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

    Article first published online : 24 JUN 2010, DOI: 10.1002/jae.1190

  12. ‘DUAL’ GRAVITY: USING SPATIAL ECONOMETRICS TO CONTROL FOR MULTILATERAL RESISTANCE

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 773–794, Kristian Behrens, Cem Ertur and Wilfried Koch

    Article first published online : 12 DEC 2010, DOI: 10.1002/jae.1231

  13. Learning from peers in signaling game experiments

    Journal of Applied Econometrics

    Volume 27, Issue 7, November/December 2012, Pages: 1037–1058, Xiaodong Liu, John H. Kagel and Lung-Fei Lee

    Article first published online : 2 JUN 2011, DOI: 10.1002/jae.1253

  14. Macroeconomic forecasting and structural change

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 82–101, Antonello D'Agostino, Luca Gambetti and Domenico Giannone

    Article first published online : 14 JUL 2011, DOI: 10.1002/jae.1257

  15. Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use

    Journal of Applied Econometrics

    Volume 26, Issue 7, November/December 2011, Pages: 1157–1186, Anne Line Bretteville-Jensen and Liana Jacobi

    Article first published online : 14 APR 2010, DOI: 10.1002/jae.1160

  16. Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 62–81, Markus Jochmann, Gary Koop, Roberto Leon-Gonzalez and Rodney W. Strachan

    Article first published online : 28 MAR 2011, DOI: 10.1002/jae.1238

  17. Lose weight for a raise only if overweight: Marginal integration for semi-linear panel models

    Journal of Applied Econometrics

    Volume 27, Issue 4, June/July 2012, Pages: 666–685, Kamhon Kan and Myoung-Jae Lee

    Article first published online : 13 SEP 2010, DOI: 10.1002/jae.1209

  18. Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering

    Journal of Applied Econometrics

    Volume 27, Issue 7, November/December 2012, Pages: 1116–1137, Sylvia Frühwirth-Schnatter, Christoph Pamminger, Andrea Weber and Rudolf Winter-Ebmer

    Article first published online : 2 JUN 2011, DOI: 10.1002/jae.1249

  19. 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

    Article first published online : 1 FEB 2010, DOI: 10.1002/jae.1157

  20. Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework

    Journal of Applied Econometrics

    Volume 27, Issue 4, June/July 2012, Pages: 554–573, Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin

    Article first published online : 13 SEP 2010, DOI: 10.1002/jae.1208