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There are 13235 results for: content related to: ESTIMATION OF TIME-VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK

  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. A Hidden Markov Model Approach to Information-Based Trading: Theory and Applications

    Journal of Applied Econometrics

    Volume 30, Issue 7, November/December 2015, Pages: 1210–1234, Xiangkang Yin and Jing Zhao

    Article first published online : 8 SEP 2014, DOI: 10.1002/jae.2412

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. SEMI-PARAMETRIC ESTIMATION OF PROGRAM IMPACTS ON DISPERSION OF POTENTIAL WAGES

    Journal of Applied Econometrics

    Volume 29, Issue 6, September/October 2014, Pages: 901–919, Stacey H. Chen and Shakeeb Khan

    Article first published online : 9 OCT 2013, DOI: 10.1002/jae.2351

  15. 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

  16. 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

  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. 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

  19. 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

  20. THE DYNAMICS OF REAL EXCHANGE RATES: A RECONSIDERATION

    Journal of Applied Econometrics

    Volume 29, Issue 5, August 2014, Pages: 758–773, Hendrik Kaufmann, Florian Heinen and Philipp Sibbertsen

    Article first published online : 26 JUN 2013, DOI: 10.1002/jae.2336