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There are 14990 results for: content related to: SEMIPARAMETRIC VECTOR MEM

  1. 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

  2. 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

  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. You have free access to this content
    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

  5. 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

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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

  7. ARE THE CURRENT ACCOUNT IMBALANCES BETWEEN EMU COUNTRIES SUSTAINABLE? EVIDENCE FROM PARAMETRIC AND NON-PARAMETRIC TESTS

    Journal of Applied Econometrics

    Volume 28, Issue 7, November/December 2013, Pages: 1179–1204, Christian Schoder, Christian R. Proaño and Willi Semmler

    Article first published online : 25 JUL 2012, DOI: 10.1002/jae.2291

  8. WAS THE GOLD STANDARD REALLY DESTABILIZING?

    Journal of Applied Econometrics

    Volume 28, Issue 2, March 2013, Pages: 231–249, Gabriel Fagan, James R. Lothian and Paul D. Mcnelis

    Article first published online : 20 FEB 2012, DOI: 10.1002/jae.2262

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    DO PEERS AFFECT STUDENT ACHIEVEMENT? EVIDENCE FROM CANADA USING GROUP SIZE VARIATION

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 91–109, Vincent Boucher, Yann Bramoullé, Habiba Djebbari and Bernard Fortin

    Article first published online : 30 AUG 2012, DOI: 10.1002/jae.2299

  10. A comprehensive look at financial volatility prediction by economic variables

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 956–977, Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf

    Article first published online : 11 AUG 2012, DOI: 10.1002/jae.2298

  11. SPATIAL COMPETITION WITH CHANGING MARKET INSTITUTIONS

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 702–719, Harrison Fell and Alan C. Haynie

    Article first published online : 8 MAY 2012, DOI: 10.1002/jae.2272

  12. ESTIMATION OF TIME-VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK

    Journal of Applied Econometrics

    Volume 28, Issue 7, November/December 2013, Pages: 1138–1152, Daniel Preve and Yiu-Kuen Tse

    Article first published online : 31 AUG 2012, DOI: 10.1002/jae.2302

  13. 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

  14. CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS

    Journal of Applied Econometrics

    Wagner Piazza Gaglianone and Luiz Renato Lima

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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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