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There are 45231 results for: content related to: Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables

  1. Estimation of nonlinear models with mismeasured regressors using marginal information

    Journal of Applied Econometrics

    Volume 27, Issue 3, April/May 2012, Pages: 347–385, Yingyao Hu and Geert Ridder

    Article first published online : 21 JUL 2010, DOI: 10.1002/jae.1202

  2. A new poolability test for cointegrated panels

    Journal of Applied Econometrics

    Volume 26, Issue 1, January/February 2011, Pages: 56–88, Professor Joakim Westerlund and Wolfgang Hess

    Article first published online : 14 DEC 2009, DOI: 10.1002/jae.1143

  3. You have free access to this content
    Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly

    Journal of Applied Econometrics

    Volume 16, Issue 6, November/December 2001, Pages: 671–708, Professor Alex Maynard and Peter C. B. Phillips

    Article first published online : 13 DEC 2001, DOI: 10.1002/jae.624

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    Bounds testing approaches to the analysis of level relationships

    Journal of Applied Econometrics

    Volume 16, Issue 3, May/June 2001, Pages: 289–326, M. Hashem Pesaran, Yongcheol Shin and Richard J. Smith

    Article first published online : 22 JUN 2001, DOI: 10.1002/jae.616

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    Panel cointegration tests of the Fisher effect

    Journal of Applied Econometrics

    Volume 23, Issue 2, March 2008, Pages: 193–233, Joakim Westerlund

    Article first published online : 31 AUG 2007, DOI: 10.1002/jae.967

  6. Testing distributional assumptions: A GMM aproach

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 978–1012, Christian Bontemps and Nour Meddahi

    Article first published online : 5 JUL 2011, DOI: 10.1002/jae.1250

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    A simple panel unit root test in the presence of cross-section dependence

    Journal of Applied Econometrics

    Volume 22, Issue 2, March 2007, Pages: 265–312, M. Hashem Pesaran

    Article first published online : 18 APR 2007, DOI: 10.1002/jae.951

  8. Semiparametric estimation of consumer demand systems in real expenditure

    Journal of Applied Econometrics

    Volume 25, Issue 3, April/May 2010, Pages: 420–457, Krishna Pendakur and Stefan Sperlich

    Article first published online : 14 JUL 2009, DOI: 10.1002/jae.1085

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    Exploring the international linkages of the euro area: a global VAR analysis

    Journal of Applied Econometrics

    Volume 22, Issue 1, January/February 2007, Pages: 1–38, Stephane Dees, Filippo di Mauro, M. Hashem Pesaran and L. Vanessa Smith

    Article first published online : 14 MAR 2007, DOI: 10.1002/jae.932

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    Realising the future: forecasting with high-frequency-based volatility (HEAVY) models

    Journal of Applied Econometrics

    Volume 25, Issue 2, March 2010, Pages: 197–231, Professor Neil Shephard and Kevin Sheppard

    Article first published online : 27 JAN 2010, DOI: 10.1002/jae.1158

  11. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 705–740, Cheng Hsiao, H. Steve Ching and Shui Ki Wan

    Article first published online : 4 JAN 2011, DOI: 10.1002/jae.1230

  12. Categorical semiparametric varying-coefficient models

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 551–579, QI Li, Desheng Ouyang and Jeffrey S. Racine

    Article first published online : 4 AUG 2011, DOI: 10.1002/jae.1261

  13. Rotterdam model versus almost ideal demand system: will the best specification please stand up?

    Journal of Applied Econometrics

    Volume 23, Issue 6, September/October 2008, Pages: 795–824, William A. Barnett and Ousmane Seck

    Article first published online : 2 SEP 2008, DOI: 10.1002/jae.1009

  14. The cross-Euler equation approach to intertemporal substitution in import demand

    Journal of Applied Econometrics

    Volume 20, Issue 7, December 2005, Pages: 841–872, Dr Shin-Ichi Nishiyama

    Article first published online : 19 DEC 2005, DOI: 10.1002/jae.816

  15. Multivariate high-frequency-based volatility (HEAVY) models

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 907–933, Diaa Noureldin, Neil Shephard and Kevin Sheppard

    Article first published online : 4 AUG 2011, DOI: 10.1002/jae.1260

  16. Asymmetric power distribution: Theory and applications to risk measurement

    Journal of Applied Econometrics

    Volume 22, Issue 5, August 2007, Pages: 891–921, Ivana Komunjer

    Article first published online : 23 JUL 2007, DOI: 10.1002/jae.961

  17. Land of addicts? an empirical investigation of habit-based asset pricing models

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1057–1093, Xiaohong Chen and Sydney C. Ludvigson

    Article first published online : 11 AUG 2009, DOI: 10.1002/jae.1091

  18. Dynamic factor extraction of cross-sectional dependence in panel unit root tests

    Journal of Applied Econometrics

    Volume 22, Issue 2, March 2007, Pages: 313–338, George Kapetanios

    Article first published online : 17 APR 2007, DOI: 10.1002/jae.943

  19. Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach

    Journal of Applied Econometrics

    Volume 17, Issue 6, December 2002, Pages: 617–639, Douglas J. Hodgson, Oliver Linton and Keith Vorkink

    Article first published online : 9 DEC 2002, DOI: 10.1002/jae.646

  20. Realized GARCH: a joint model for returns and realized measures of volatility

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 877–906, Peter Reinhard Hansen, Zhuo Huang and Howard Howan Shek

    Article first published online : 17 MAR 2011, DOI: 10.1002/jae.1234