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There are 407 results for: content related to: NONPARAMETRIC ESTIMATION OF ENTRY COST IN FIRST-PRICE PROCUREMENT AUCTIONS

  1. Identification of Spatial Durbin Panel Models

    Journal of Applied Econometrics

    Lung-fei Lee and Jihai Yu

    Article first published online : 20 FEB 2015, DOI: 10.1002/jae.2450

  2. THE ENVIRONMENTAL KUZNETS CURVE, COINTEGRATION AND NONLINEARITY

    Journal of Applied Econometrics

    Martin Wagner

    Article first published online : 30 SEP 2014, DOI: 10.1002/jae.2421

  3. Bayesian Graphical Models for STructural Vector Autoregressive Processes

    Journal of Applied Econometrics

    Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

    Article first published online : 11 FEB 2015, DOI: 10.1002/jae.2443

  4. 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

  5. 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

  6. AN EXTENSION OF THE J-TEST TO A SPATIAL PANEL DATA FRAMEWORK

    Journal of Applied Econometrics

    Harry H. Kelejian and Gianfranco Piras

    Article first published online : 5 JAN 2015, DOI: 10.1002/jae.2425

  7. PURCHASING POWER PARITY AND THE TAYLOR RULE

    Journal of Applied Econometrics

    Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen and Masao Ogaki

    Article first published online : 3 APR 2014, DOI: 10.1002/jae.2391

  8. The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model

    Journal of Applied Econometrics

    Yasuo Hirose and Atsushi Inoue

    Article first published online : 25 FEB 2015, DOI: 10.1002/jae.2447

  9. 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

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

  10. 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

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    RARE SHOCKS, GREAT RECESSIONS

    Journal of Applied Econometrics

    Volume 29, Issue 7, November/December 2014, Pages: 1031–1052, Vasco Cúrdia, Marco del Negro and Daniel L. Greenwald

    Article first published online : 28 MAY 2014, DOI: 10.1002/jae.2395

  12. SEMIPARAMETRIC VECTOR MEM

    Journal of Applied Econometrics

    Volume 28, Issue 7, November/December 2013, Pages: 1067–1086, Fabrizio Cipollini, Robert F. Engle and Giampiero M. Gallo

    Article first published online : 18 SEP 2012, DOI: 10.1002/jae.2292

  13. You have free access to this content
    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

    Article first published online : 7 OCT 2013, DOI: 10.1002/jae.2348

  14. 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

    Article first published online : 14 MAY 2012, DOI: 10.1002/jae.2274

  15. 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

    Article first published online : 3 JUN 2013, DOI: 10.1002/jae.2319

  16. 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

    Article first published online : 26 JUN 2012, DOI: 10.1002/jae.2285

  17. ESTIMATING AND FORECASTING THE YIELD CURVE USING A MARKOV SWITCHING DYNAMIC NELSON AND SIEGEL MODEL

    Journal of Applied Econometrics

    Constantino Hevia, Martin Gonzalez-Rozada, Martin Sola and Fabio Spagnolo

    Article first published online : 26 JUN 2014, DOI: 10.1002/jae.2399

  18. A TEST OF THE CONDITIONAL INDEPENDENCE ASSUMPTION IN SAMPLE SELECTION MODELS

    Journal of Applied Econometrics

    Martin Huber and Blaise Melly

    Article first published online : 12 JAN 2015, DOI: 10.1002/jae.2431

  19. A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve

    Journal of Applied Econometrics

    Joshua C. C. Chan, Gary Koop and Simon M. Potter

    Article first published online : 15 JAN 2015, DOI: 10.1002/jae.2442

  20. A Semi-Parametric Analysis of Two-Sided Markets: An Application to the Local Daily Newspapers in the USA

    Journal of Applied Econometrics

    Senay Sokullu

    Article first published online : 17 APR 2015, DOI: 10.1002/jae.2464