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There are 14266 results for: content related to: GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009)

  1. VAR FORECASTING USING BAYESIAN VARIABLE SELECTION

    Journal of Applied Econometrics

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

    Article first published online : 25 OCT 2011, DOI: 10.1002/jae.1271

  2. Forecasting with Medium and Large Bayesian VARS

    Journal of Applied Econometrics

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

    Article first published online : 17 OCT 2011, DOI: 10.1002/jae.1270

  3. MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE

    Journal of Applied Econometrics

    Volume 28, Issue 2, March 2013, Pages: 250–274, Jan J. J. Groen, George Kapetanios and Simon Price

    Article first published online : 9 OCT 2011, DOI: 10.1002/jae.1272

  4. MEASURING THE EFFECT OF NAPSTER ON RECORDED MUSIC SALES: DIFFERENCE-IN-DIFFERENCES ESTIMATES UNDER COMPOSITIONAL CHANGES

    Journal of Applied Econometrics

    Volume 28, Issue 2, March 2013, Pages: 297–324, Seung-Hyun Hong

    Article first published online : 5 OCT 2011, DOI: 10.1002/jae.1269

  5. EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 650–666, Marc Henry and Ismael Mourifié

    Article first published online : 25 OCT 2011, DOI: 10.1002/jae.1276

  6. 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

    Article first published online : 20 JAN 2012, DOI: 10.1002/jae.1279

  7. EURO CORPORATE BOND RISK FACTORS

    Journal of Applied Econometrics

    Volume 28, Issue 3, April/May 2013, Pages: 372–391, Carolina Castagnetti and Eduardo Rossi

    Article first published online : 5 DEC 2011, DOI: 10.1002/jae.1280

  8. REVERSE REGRESSIONS AND LONG-HORIZON FORECASTING

    Journal of Applied Econometrics

    Volume 28, Issue 3, April/May 2013, Pages: 353–371, Min Wei and Jonathan H. Wright

    Article first published online : 23 NOV 2011, DOI: 10.1002/jae.1274

  9. TAX-LIMITED REACTION FUNCTIONS

    Journal of Applied Econometrics

    Volume 28, Issue 5, August 2013, Pages: 823–839, Edoardo Di Porto and Federico Revelli

    Article first published online : 27 OCT 2011, DOI: 10.1002/jae.1275

  10. THE GROWTH AFTERMATH OF NATURAL DISASTERS

    Journal of Applied Econometrics

    Volume 28, Issue 3, April/May 2013, Pages: 412–434, Thomas Fomby, Yuki Ikeda and Norman V. Loayza

    Article first published online : 28 OCT 2011, DOI: 10.1002/jae.1273

  11. Did China diversify its foreign reserves?

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 102–125, Liugang Sheng

    Article first published online : 4 OCT 2011, DOI: 10.1002/jae.1268

  12. Estimation of dynamic panel data models with sample selection

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 47–61, Anastasia Semykina and Jeffrey M. Wooldridge

    Article first published online : 12 DEC 2011, DOI: 10.1002/jae.1266

  13. CARROT AND STICK: HOW RE-EMPLOYMENT BONUSES AND BENEFIT SANCTIONS AFFECT EXIT RATES FROM WELFARE

    Journal of Applied Econometrics

    Volume 28, Issue 2, March 2013, Pages: 275–296, Bas Van der Klaauw and Jan C. Van Ours

    Article first published online : 5 OCT 2011, DOI: 10.1002/jae.1265

  14. 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

    Article first published online : 14 MAY 2012, DOI: 10.1002/jae.2277

  15. THE RESPONSES OF YOUTH TO A CASH TRANSFER CONDITIONAL ON SCHOOLING: A QUASI-EXPERIMENTAL STUDY

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 628–649, Maria Knoth Humlum and Rune Majlund Vejlin

    Article first published online : 21 SEP 2011, DOI: 10.1002/jae.1267

  16. 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

    Article first published online : 17 MAY 2012, DOI: 10.1002/jae.2273

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    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

    Article first published online : 25 SEP 2012, DOI: 10.1002/jae.2300

  18. 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

    Article first published online : 26 JUN 2013, DOI: 10.1002/jae.2340

  19. VOLATILITY OF PRICE INDICES FOR HETEROGENEOUS GOODS WITH APPLICATIONS TO THE FINE ART MARKET

    Journal of Applied Econometrics

    Fabian Y. R. P. Bocart and Christian M. Hafner

    Article first published online : 24 SEP 2013, DOI: 10.1002/jae.2355

  20. 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

    Article first published online : 19 JUN 2012, DOI: 10.1002/jae.2281