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There are 5421 results for: content related to: Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market

  1. 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

  2. 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

  3. You have free access to this content
    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

  4. Cost and Preference Heterogeneity in Risky Financial Markets

    Journal of Applied Econometrics

    Volume 30, Issue 2, March 2015, Pages: 313–332, Graciela Sanroman

    Version of Record online : 19 JUN 2013, DOI: 10.1002/jae.2328

  5. 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

  6. 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

  7. 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

  8. 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

  9. MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 133–160, Marta Bańbura and Michele Modugno

    Version of Record online : 12 NOV 2012, DOI: 10.1002/jae.2306

  10. 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

  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

    Version of Record online : 24 SEP 2013, DOI: 10.1002/jae.2352

  12. When Does Government Debt Crowd Out Investment?

    Journal of Applied Econometrics

    Volume 30, Issue 1, January/February 2015, Pages: 24–45, Nora Traum and Shu-Chun S. Yang

    Version of Record online : 20 SEP 2013, DOI: 10.1002/jae.2356

  13. Identification and Estimation of Engel Curves with Endogenous and Unobserved Expenditures

    Journal of Applied Econometrics

    Volume 30, Issue 3, April/May 2015, Pages: 487–508, Erich Battistin and Michele De Nadai

    Version of Record online : 18 SEP 2013, DOI: 10.1002/jae.2349

  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

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

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    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

  16. 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

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    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

  18. 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

  19. IDENTIFYING THE RESPONSE OF FERTILITY TO FINANCIAL INCENTIVES

    Journal of Applied Econometrics

    Volume 29, Issue 2, March 2014, Pages: 314–332, Guy Laroque and Bernard Salanié

    Version of Record online : 17 JUN 2013, DOI: 10.1002/jae.2332

  20. 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