Search Results

There are 10333 results for: content related to: Bayesian analysis of the two-part model with endogeneity: application to health care expenditure

  1. A multi-level panel STAR model for US manufacturing sectors

    Journal of Applied Econometrics

    Volume 20, Issue 6, September/October 2005, Pages: 811–827, Dennis Fok, Dick van Dijk and Philip Hans Franses

    Version of Record online : 26 SEP 2005, DOI: 10.1002/jae.822

  2. An empirical model of the multi-unit, sequential, clock auction

    Journal of Applied Econometrics

    Volume 21, Issue 8, December 2006, Pages: 1221–1247, Stephen G. Donald, Harry J. Paarsch and Jacques Robert

    Version of Record online : 12 DEC 2006, DOI: 10.1002/jae.854

  3. Normal mixture GARCH(1,1): applications to exchange rate modelling

    Journal of Applied Econometrics

    Volume 21, Issue 3, April 2006, Pages: 307–336, Carol Alexander and Emese Lazar

    Version of Record online : 18 APR 2006, DOI: 10.1002/jae.849

  4. Tests of seasonal integration and cointegration in multivariate unobserved component models

    Journal of Applied Econometrics

    Volume 21, Issue 4, May/June 2006, Pages: 419–438, Fabio Busetti

    Version of Record online : 8 MAR 2006, DOI: 10.1002/jae.852

  5. Nonparametric analysis of returns to scale in the US hospital industry

    Journal of Applied Econometrics

    Volume 19, Issue 4, July/August 2004, Pages: 505–524, Paul W. Wilson and Kathleen Carey

    Version of Record online : 9 AUG 2004, DOI: 10.1002/jae.801

  6. 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

    Version of Record online : 14 JUL 2009, DOI: 10.1002/jae.1085

  7. Estimation of multivariate models for time series of possibly different lengths

    Journal of Applied Econometrics

    Volume 21, Issue 2, March 2006, Pages: 147–173, Andrew J. Patton

    Version of Record online : 10 MAR 2006, DOI: 10.1002/jae.865

  8. Nonlinear dynamics of interest rate and inflation

    Journal of Applied Econometrics

    Volume 21, Issue 8, December 2006, Pages: 1157–1168, Markku Lanne

    Version of Record online : 12 DEC 2006, DOI: 10.1002/jae.908

  9. 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

    Version of Record online : 21 JUL 2010, DOI: 10.1002/jae.1202

  10. 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

    Version of Record online : 5 JUL 2011, DOI: 10.1002/jae.1250

  11. You have free access to this content
    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

    Version of Record online : 18 APR 2007, DOI: 10.1002/jae.951

  12. Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models

    Journal of Applied Econometrics

    Volume 25, Issue 5, August 2010, Pages: 869–893, George Kapetanios and Tony Yates

    Version of Record online : 28 SEP 2009, DOI: 10.1002/jae.1121

  13. Non-parametric bounds on quantiles under monotonicity assumptions: with an application to the Italian education returns

    Journal of Applied Econometrics

    Volume 26, Issue 5, August 2011, Pages: 783–824, Pamela Giustinelli

    Version of Record online : 15 FEB 2010, DOI: 10.1002/jae.1132

  14. 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

    Version of Record online : 14 DEC 2009, DOI: 10.1002/jae.1143

  15. 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

    Version of Record online : 27 JAN 2010, DOI: 10.1002/jae.1158

  16. You have free access to this content
    Markov switching causality and the money–output relationship

    Journal of Applied Econometrics

    Volume 20, Issue 5, July/August 2005, Pages: 665–683, Professor Zacharias Psaradakis, Morten O. Ravn and Martin Sola

    Version of Record online : 27 JUL 2005, DOI: 10.1002/jae.819

  17. 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

    Version of Record online : 13 DEC 2001, DOI: 10.1002/jae.624

  18. 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

    Version of Record online : 4 JAN 2011, DOI: 10.1002/jae.1230

  19. Non-Gaussian dynamic Bayesian modelling for panel data

    Journal of Applied Econometrics

    Volume 25, Issue 7, November/December 2010, Pages: 1128–1154, Miguel A. Juárez and Mark F. J. Steel

    Version of Record online : 12 AUG 2009, DOI: 10.1002/jae.1113

  20. You have free access to this content
    Efficiency and productivity of the US banking industry, 1998–2005: evidence from the Fourier cost function satisfying global regularity conditions

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 105–138, Guohua Feng and Apostolos Serletis

    Version of Record online : 2 SEP 2008, DOI: 10.1002/jae.1021