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There are 39296 results for: content related to: Identification and Estimation of Engel Curves with Endogenous and Unobserved Expenditures

  1. 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

    Version of Record online : 26 JUN 2013, DOI: 10.1002/jae.2340

  2. 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

    Version of Record online : 7 OCT 2013, DOI: 10.1002/jae.2348

  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

    Version of Record online : 25 SEP 2012, DOI: 10.1002/jae.2300

  4. 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

    Version of Record online : 14 MAY 2012, DOI: 10.1002/jae.2274

  5. ESTIMATING PERSON-CENTERED TREATMENT (PeT) EFFECTS USING INSTRUMENTAL VARIABLES: AN APPLICATION TO EVALUATING PROSTATE CANCER TREATMENTS

    Journal of Applied Econometrics

    Volume 29, Issue 4, June/July 2014, Pages: 671–691, Anirban Basu

    Version of Record online : 7 OCT 2013, DOI: 10.1002/jae.2343

  6. 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

    Version of Record online : 25 SEP 2013, DOI: 10.1002/jae.2354

  7. 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

    Version of Record online : 28 APR 2013, DOI: 10.1002/jae.2325

  8. SMOOTH QUANTILE-BASED MODELING OF BRAND SALES, PRICE AND PROMOTIONAL EFFECTS FROM RETAIL SCANNER PANELS

    Journal of Applied Econometrics

    Volume 29, Issue 6, September/October 2014, Pages: 1007–1028, Harry Haupt, Kathrin Kagerer and Winfried J. Steiner

    Version of Record online : 7 OCT 2013, DOI: 10.1002/jae.2347

  9. 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

    Version of Record online : 28 APR 2013, DOI: 10.1002/jae.2320

  10. You have full text access to this OnlineOpen article
    HOW BELIEFS ABOUT HIV STATUS AFFECT RISKY BEHAVIORS: EVIDENCE FROM MALAWI

    Journal of Applied Econometrics

    Volume 29, Issue 6, September/October 2014, Pages: 944–964, Áureo De Paula, Gil Shapira and Petra E. Todd

    Version of Record online : 29 AUG 2013, DOI: 10.1002/jae.2342

  11. IDENTIFYING CAUSAL MECHANISMS (PRIMARILY) BASED ON INVERSE PROBABILITY WEIGHTING

    Journal of Applied Econometrics

    Volume 29, Issue 6, September/October 2014, Pages: 920–943, Martin Huber

    Version of Record online : 30 JUN 2013, DOI: 10.1002/jae.2341

  12. WHO BENEFITS FROM JOB CORPS? A DISTRIBUTIONAL ANALYSIS OF AN ACTIVE LABOR MARKET PROGRAM

    Journal of Applied Econometrics

    Volume 29, Issue 4, June/July 2014, Pages: 586–611, Ozkan Eren and Serkan Ozbeklik

    Version of Record online : 19 SEP 2013, DOI: 10.1002/jae.2345

  13. 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

    Version of Record online : 9 OCT 2013, DOI: 10.1002/jae.2351

  14. Bayesian VARs: Specification Choices and Forecast Accuracy

    Journal of Applied Econometrics

    Volume 30, Issue 1, January/February 2015, Pages: 46–73, Andrea Carriero, Todd E. Clark and Massimiliano Marcellino

    Version of Record online : 26 MAR 2013, DOI: 10.1002/jae.2315

  15. 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

    Version of Record online : 24 SEP 2013, DOI: 10.1002/jae.2355

  16. 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

    Version of Record online : 19 JUN 2012, DOI: 10.1002/jae.2281

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

    Journal of Applied Econometrics

    Volume 29, Issue 5, August 2014, Pages: 825–842, Yong Song

    Version of Record online : 26 JUN 2013, DOI: 10.1002/jae.2337

  18. 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

    Version of Record online : 3 JUN 2013, DOI: 10.1002/jae.2319

  19. You have full text access to this OnlineOpen article
    CHILD MENTAL HEALTH AND EDUCATIONAL ATTAINMENT: MULTIPLE OBSERVERS AND THE MEASUREMENT ERROR PROBLEM

    Journal of Applied Econometrics

    Volume 29, Issue 6, September/October 2014, Pages: 880–900, David Johnston, Carol Propper, Stephen Pudney and Michael Shields

    Version of Record online : 9 OCT 2013, DOI: 10.1002/jae.2359

  20. FORECASTING DISCONNECTED EXCHANGE RATES

    Journal of Applied Econometrics

    Volume 29, Issue 5, August 2014, Pages: 713–735, Travis J. Berge

    Version of Record online : 18 OCT 2013, DOI: 10.1002/jae.2350