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There are 18484 results for: content related to: MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

  1. 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

  2. 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

  3. SEMI-NONPARAMETRIC ESTIMATION OF CONSUMER SEARCH COSTS

    Journal of Applied Econometrics

    Volume 28, Issue 7, November/December 2013, Pages: 1205–1223, José Luis Moraga-González, Zsolt Sándor and Matthijs R. Wildenbeest

    Article first published online : 26 JUN 2012, DOI: 10.1002/jae.2290

  4. 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

  5. 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

  6. ESTIMATION OF TREATMENT EFFECTS WITHOUT AN EXCLUSION RESTRICTION: WITH AN APPLICATION TO THE ANALYSIS OF THE SCHOOL BREAKFAST PROGRAM

    Journal of Applied Econometrics

    Volume 28, Issue 6, September/October 2013, Pages: 982–1017, Daniel L. Millimet and Rusty Tchernis

    Article first published online : 28 MAY 2012, DOI: 10.1002/jae.2286

  7. 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

  8. FACTOR ANALYSIS OF A LARGE DSGE MODEL

    Journal of Applied Econometrics

    Volume 28, Issue 6, September/October 2013, Pages: 903–928, Alexei Onatski and Francisco Ruge-Murcia

    Article first published online : 19 JUN 2012, DOI: 10.1002/jae.2287

  9. TIME-VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS

    Journal of Applied Econometrics

    Volume 28, Issue 3, April/May 2013, Pages: 498–525, Haroon Mumtaz and Laura Sunder-Plassmann

    Article first published online : 2 MAY 2012, DOI: 10.1002/jae.2270

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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

  11. 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

  12. 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

  13. USING OLS TO ESTIMATE AND TEST FOR STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS

    Journal of Applied Econometrics

    Pierre Perron and Yohei Yamamoto

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

  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. 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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    AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 1–21, Hadi Salehi Esfahani, Kamiar Mohaddes and M. Hashem Pesaran

    Article first published online : 10 AUG 2012, DOI: 10.1002/jae.2294

  17. Investment decisions in manufacturing: assessing the effects of real oil prices and their uncertainty

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 151–165, Konstantinos Drakos and Panagiotis Th. Konstantinou

    Article first published online : 10 AUG 2012, DOI: 10.1002/jae.2297

  18. 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

  19. NONPARAMETRIC ESTIMATION OF ENTRY COST IN FIRST-PRICE PROCUREMENT AUCTIONS

    Journal of Applied Econometrics

    Volume 28, Issue 6, September/October 2013, Pages: 1046–1065, Pai Xu

    Article first published online : 5 MAR 2012, DOI: 10.1002/jae.2264

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    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

    Article first published online : 2 SEP 2012, DOI: 10.1002/jae.2295