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There are 25558 results for: content related to: Deriving target selection rules from endogenously selected samples

  1. You have free access to this content
    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

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    Frugal IV alternatives to identify the parameter for an endogenous regressor

    Journal of Applied Econometrics

    Volume 24, Issue 3, April/May 2009, Pages: 446–468, Peter Ebbes, Michel Wedel and Ulf Böckenholt

    Article first published online : 3 MAR 2009, DOI: 10.1002/jae.1058

  3. A comparison of different equation image programs

    Journal of Applied Econometrics

    Volume 16, Issue 1, January/February 2001, Pages: 81–92, Ruud H. Koning

    Article first published online : 2 APR 2001, DOI: 10.1002/jae.588

  4. 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

  5. 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

  6. Alternative technical efficiency measures: Skew, bias and scale

    Journal of Applied Econometrics

    Volume 27, Issue 2, March 2012, Pages: 253–268, Qu Feng and William C. Horrace

    Article first published online : 24 JUN 2010, DOI: 10.1002/jae.1190

  7. Intergenerational mobility and sample selection in short panels

    Journal of Applied Econometrics

    Volume 21, Issue 8, December 2006, Pages: 1265–1293, Marco Francesconi and Cheti Nicoletti

    Article first published online : 12 DEC 2006, DOI: 10.1002/jae.910

  8. 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

  9. 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

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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

  11. The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama–French asset-pricing model

    Journal of Applied Econometrics

    Volume 23, Issue 1, January/February 2008, Pages: 91–109, Surajit Ray and N. E. Savin

    Article first published online : 30 AUG 2007, DOI: 10.1002/jae.972

  12. 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

  13. 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

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    A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

    Journal of Applied Econometrics

    Volume 20, Issue 7, December 2005, Pages: 873–889, Peter R. Hansen and Asger Lunde

    Article first published online : 30 MAR 2005, DOI: 10.1002/jae.800

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    Does the option market produce superior forecasts of noise-corrected volatility measures?

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 77–104, Gael M. Martin, Andrew Reidy and Jill Wright

    Article first published online : 4 DEC 2008, DOI: 10.1002/jae.1033

  16. Distribution approximations for cointegration tests with stationary exogenous regressors

    Journal of Applied Econometrics

    Volume 20, Issue 6, September/October 2005, Pages: 797–810, H. Peter Boswijk and Jurgen A. Doornik

    Article first published online : 9 JUN 2005, DOI: 10.1002/jae.811

  17. Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money–income relationship

    Journal of Applied Econometrics

    Volume 22, Issue 4, June/July 2007, Pages: 747–765, Jonathan B. Hill

    Article first published online : 6 JUN 2007, DOI: 10.1002/jae.925

  18. Model-free evaluation of directional predictability in foreign exchange markets

    Journal of Applied Econometrics

    Volume 22, Issue 5, August 2007, Pages: 855–889, Jaehun Chung and Yongmiao Hong

    Article first published online : 10 AUG 2007, DOI: 10.1002/jae.965

  19. Jumps in cross-sectional rank and expected returns: a mixture model

    Journal of Applied Econometrics

    Volume 23, Issue 5, August 2008, Pages: 585–606, Gloria González-Rivera, Tae-Hwy Lee and Santosh Mishra

    Article first published online : 19 AUG 2008, DOI: 10.1002/jae.1015

  20. Structural breaks and GARCH models of exchange rate volatility

    Journal of Applied Econometrics

    Volume 23, Issue 1, January/February 2008, Pages: 65–90, David E. Rapach and Jack K. Strauss

    Article first published online : 20 FEB 2008, DOI: 10.1002/jae.976