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There are 9803 results for: content related to: FACTOR ANALYSIS OF A LARGE DSGE MODEL

  1. 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

  2. MULTIPLE TESTING AND HETEROGENEOUS TREATMENT EFFECTS: RE-EVALUATING THE EFFECT OF PROGRESA ON SCHOOL ENROLLMENT

    Journal of Applied Econometrics

    Soohyung Lee and Azeem M. Shaikh

    Article first published online : 28 APR 2013, DOI: 10.1002/jae.2327

  3. 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

  4. 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

  5. MODELLING REGIME SWITCHING AND STRUCTURAL BREAKS WITH AN INFINITE HIDDEN MARKOV MODEL

    Journal of Applied Econometrics

    Yong Song

    Article first published online : 26 JUN 2013, DOI: 10.1002/jae.2337

  6. ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 667–701, Gianni Amisano and Maria Letizia Giorgetti

    Article first published online : 10 AUG 2012, DOI: 10.1002/jae.2267

  7. ECONOMETRIC REGIME SHIFTS AND THE US SUBPRIME BUBBLE

    Journal of Applied Econometrics

    André K. Anundsen

    Article first published online : 28 NOV 2013, DOI: 10.1002/jae.2367

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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

  9. 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

    Todd Prono

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

  10. 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

  11. 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

  12. 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

  13. 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

  14. COINTEGRATION IN PANEL DATA WITH STRUCTURAL BREAKS AND CROSS-SECTION DEPENDENCE

    Journal of Applied Econometrics

    Anindya Banerjee and Josep Lluís Carrion-i-Silvestre

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

  15. 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

  16. 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

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    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

  19. 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

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

    Journal of Applied Econometrics

    Nikolay Gospodinov and Damba Lkhagvasuren

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