Journal of Applied Econometrics

Cover image for Vol. 31 Issue 6

September/October 2016

Volume 31, Issue 6

Pages 929–1196

  1. Research Articles

    1. Top of page
    2. Research Articles
    3. Replication
    1. Exponent of Cross-Sectional Dependence: Estimation and Inference (pages 929–960)

      Natalia Bailey, George Kapetanios and M. Hashem Pesaran

      Version of Record online: 16 JUL 2015 | DOI: 10.1002/jae.2476

    2. Panicca: Panic on Cross-Section Averages (pages 961–981)

      Simon Reese and Joakim Westerlund

      Version of Record online: 26 AUG 2015 | DOI: 10.1002/jae.2487

    3. Error Correction Testing in Panels with Common Stochastic Trends (pages 982–1004)

      Christian Gengenbach, Jean-Pierre Urbain and Joakim Westerlund

      Version of Record online: 14 JUL 2015 | DOI: 10.1002/jae.2475

    4. Daily House Price Indices: Construction, Modeling, and Longer-run Predictions (pages 1005–1025)

      Tim Bollerslev, Andrew J. Patton and Wenjing Wang

      Version of Record online: 4 JUN 2015 | DOI: 10.1002/jae.2471

    5. Determination of Long-run and Short-run Dynamics in EC-VARMA Models via Canonical Correlations (pages 1100–1119)

      George Athanasopoulos, Donald S. Poskitt, Farshid Vahid and Wenying Yao

      Version of Record online: 16 SEP 2015 | DOI: 10.1002/jae.2484

    6. You have full text access to this OnlineOpen article
      Estimating Health Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model (pages 1140–1158)

      Arnab Mukherji, Satrajit Roychoudhury, Pulak Ghosh and Sarah Brown

      Version of Record online: 16 APR 2015 | DOI: 10.1002/jae.2463

  2. Replication

    1. Top of page
    2. Research Articles
    3. Replication

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