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There are 1947 results for: content related to: Econometric Regime Shifts and the US Subprime Bubble

  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

    Article first published 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

    Article first published online : 25 SEP 2012, DOI: 10.1002/jae.2300

  3. 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

  4. 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

  5. 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

  6. 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

    Article first published online : 20 SEP 2013, DOI: 10.1002/jae.2356

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

    Article first published online : 12 NOV 2012, DOI: 10.1002/jae.2306

  12. 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

    Article first published online : 30 JUN 2013, DOI: 10.1002/jae.2341

  13. INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 42–64, Hans Dewachter, Leonardo Iania and Marco Lyrio

    Article first published online : 16 OCT 2012, DOI: 10.1002/jae.2305

  14. 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

    Article first published online : 18 SEP 2013, DOI: 10.1002/jae.2349

  15. 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

  16. 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

    Article first published online : 26 MAR 2013, DOI: 10.1002/jae.2315

  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

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

  18. 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

  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

    Article first published 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

    Article first published online : 18 OCT 2013, DOI: 10.1002/jae.2350