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There are 2200 results for: content related to: EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA

  1. 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

  2. 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

  3. 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

    Article first published online : 28 APR 2013, DOI: 10.1002/jae.2320

  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. 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

  6. 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

  7. 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

    Article first published online : 25 SEP 2013, DOI: 10.1002/jae.2354

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

    Journal of Applied Econometrics

    Lance A. Fisher, Hyeon-Seung Huh and Adrian R. Pagan

    Article first published online : 7 APR 2015, DOI: 10.1002/jae.2459

  9. 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

    Article first published online : 17 MAY 2012, DOI: 10.1002/jae.2282

  10. 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

    Article first published online : 28 APR 2013, DOI: 10.1002/jae.2325

  11. 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

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    Anticipating Long-Term Stock Market Volatility

    Journal of Applied Econometrics

    Volume 30, Issue 7, November/December 2015, Pages: 1090–1114, Christian Conrad and Karin Loch

    Article first published online : 11 AUG 2014, DOI: 10.1002/jae.2404

  13. 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

    Article first published online : 24 SEP 2013, DOI: 10.1002/jae.2352

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    Identification of Spatial Durbin Panel Models

    Journal of Applied Econometrics

    Volume 31, Issue 1, January/February 2016, Pages: 133–162, Lung-fei Lee and Jihai Yu

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

  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

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

  16. Exponent of Cross-Sectional Dependence: Estimation and Inference

    Journal of Applied Econometrics

    Natalia Bailey, George Kapetanios and M. Hashem Pesaran

    Article first published online : 16 JUL 2015, DOI: 10.1002/jae.2476

  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

    Article first published 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

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

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    Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach

    Journal of Applied Econometrics

    Volume 31, Issue 1, January/February 2016, Pages: 214–248, Badi H. Baltagi, Peter H. Egger and Michaela Kesina

    Article first published online : 4 MAY 2015, DOI: 10.1002/jae.2460

  20. Error Correction Testing in Panels with Common Stochastic Trends

    Journal of Applied Econometrics

    Christian Gengenbach, Jean-Pierre Urbain and Joakim Westerlund

    Article first published online : 14 JUL 2015, DOI: 10.1002/jae.2475