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There are 1417 results for: content related to: THE GROWTH AFTERMATH OF NATURAL DISASTERS

  1. EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 580–603, James Mitchell, Richard J. Smith and Martin R. Weale

    Version of Record online : 17 MAY 2012, DOI: 10.1002/jae.2273

  2. Cointegration in Panel Data with Structural Breaks and Cross-Section Dependence

    Journal of Applied Econometrics

    Volume 30, Issue 1, January/February 2015, Pages: 1–23, Anindya Banerjee and Josep Lluís Carrion-i-Silvestre

    Version of Record online : 7 OCT 2013, DOI: 10.1002/jae.2348

  3. REAL-TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS

    Journal of Applied Econometrics

    Volume 28, Issue 3, April/May 2013, Pages: 458–477, Michael P. Clements and Ana Beatriz Galvão

    Version of Record online : 14 MAY 2012, DOI: 10.1002/jae.2274

  4. Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors

    Journal of Applied Econometrics

    Volume 30, Issue 1, January/February 2015, Pages: 119–144, Pierre Perron and Yohei Yamamoto

    Version of Record online : 28 APR 2013, DOI: 10.1002/jae.2320

  5. FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM-EFFECTS model

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 110–132, Efthymios G. Tsionas and Subal C. Kumbhakar

    Version of Record online : 25 SEP 2012, DOI: 10.1002/jae.2300

  6. VAR FORECASTING USING BAYESIAN VARIABLE SELECTION

    Journal of Applied Econometrics

    Volume 28, Issue 2, March 2013, Pages: 204–230, Dimitris Korobilis

    Version of Record online : 25 OCT 2011, DOI: 10.1002/jae.1271

  7. Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market

    Journal of Applied Econometrics

    Volume 30, Issue 2, March 2015, Pages: 291–312, Fabian Y. R. P. Bocart and Christian M. Hafner

    Version of Record online : 24 SEP 2013, DOI: 10.1002/jae.2355

  8. A MOMENT-MATCHING METHOD FOR APPROXIMATING VECTOR AUTOREGRESSIVE PROCESSES BY FINITE-STATE MARKOV CHAINS

    Journal of Applied Econometrics

    Volume 29, Issue 5, August 2014, Pages: 843–859, Nikolay Gospodinov and Damba Lkhagvasuren

    Version of Record online : 25 SEP 2013, DOI: 10.1002/jae.2354

  9. Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables

    Journal of Applied Econometrics

    Volume 31, Issue 5, August 2016, Pages: 892–911, Lance A. Fisher, Hyeon-Seung Huh and Adrian R. Pagan

    Version of Record online : 7 APR 2015, DOI: 10.1002/jae.2459

  10. NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER

    Journal of Applied Econometrics

    Volume 28, Issue 6, September/October 2013, Pages: 929–955, Martin M. Andreasen

    Version of Record online : 17 MAY 2012, DOI: 10.1002/jae.2282

  11. CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS

    Journal of Applied Econometrics

    Volume 28, Issue 7, November/December 2013, Pages: 1110–1137, Prosper Dovonon

    Version of Record online : 19 JUN 2012, DOI: 10.1002/jae.2281

  12. Forecasting with Medium and Large Bayesian VARS

    Journal of Applied Econometrics

    Volume 28, Issue 2, March 2013, Pages: 177–203, Gary M. Koop

    Version of Record online : 17 OCT 2011, DOI: 10.1002/jae.1270

  13. SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN EUROPE

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 720–741, Jesús Crespo Cuaresma and Martin Feldkircher

    Version of Record online : 14 MAY 2012, DOI: 10.1002/jae.2277

  14. CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS

    Journal of Applied Econometrics

    Volume 29, Issue 5, August 2014, Pages: 736–757, Wagner Piazza Gaglianone and Luiz Renato Lima

    Version of Record online : 24 SEP 2013, DOI: 10.1002/jae.2352

  15. THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR

    Journal of Applied Econometrics

    Volume 29, Issue 5, August 2014, Pages: 800–824, Todd Prono

    Version of Record online : 26 JUN 2013, DOI: 10.1002/jae.2340

  16. You have full text access to this OnlineOpen article
    GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

    Journal of Applied Econometrics

    Volume 28, Issue 5, August 2013, Pages: 777–795, Drew Creal, Siem Jan Koopman and André Lucas

    Version of Record online : 20 JAN 2012, DOI: 10.1002/jae.1279

  17. SMOOTH DYNAMIC FACTOR ANALYSIS WITH APPLICATION TO THE US TERM STRUCTURE OF INTEREST RATES

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 65–90, Borus Jungbacker, Siem Jan Koopman and Michel van der Wel

    Version of Record online : 3 JUN 2013, DOI: 10.1002/jae.2319

  18. PANEL PROBIT WITH FLEXIBLE CORRELATED EFFECTS: QUANTIFYING TECHNOLOGY SPILLOVERS IN THE PRESENCE OF LATENT HETEROGENEITY

    Journal of Applied Econometrics

    Volume 28, Issue 6, September/October 2013, Pages: 956–981, Martin Burda and Matthew Harding

    Version of Record online : 26 JUN 2012, DOI: 10.1002/jae.2285

  19. ESTIMATION OF CENSORED PANEL-DATA MODELS WITH SLOPE HETEROGENEITY

    Journal of Applied Econometrics

    Volume 29, Issue 4, June/July 2014, Pages: 523–548, Jason Abrevaya and Shu Shen

    Version of Record online : 28 APR 2013, DOI: 10.1002/jae.2325

  20. NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 161–171, James G. MacKinnon and Morten Ørregaard Nielsen

    Version of Record online : 2 SEP 2012, DOI: 10.1002/jae.2295