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~isPartOf:"Journal of Applied Econometrics"
~person:"Marcellino, Massimiliano"
~person:"Pagan, Adrian"
~person:"Pesaran, M. Hashem"
~person:"Westerlund, Joakim"
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Marcellino, Massimiliano
Pagan, Adrian
Pesaran, M. Hashem
Westerlund, Joakim
Franses, Philip Hans
10
Koop, Gary
10
Koopman, Siem Jan
9
Kapetanios, George
8
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8
Pesaran, M Hashem
8
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7
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5
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4
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4
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4
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4
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4
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Journal of Applied Econometrics
CESifo Working Paper Series
133
CESifo working papers
122
CESifo Working Paper
103
Cambridge working papers in economics
90
DAE working paper
80
Discussion paper / Centre for Economic Policy Research
67
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58
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55
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53
Oxford bulletin of economics and statistics
46
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38
International journal of forecasting
35
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34
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Journal of Econometrics
32
Working papers / Innocenzo Gasparini Institute for Economic Research
32
Economics letters
31
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27
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1
Measurement of factor strength : Theory and practice
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of Applied Econometrics
36
(
2021
)
5
,
pp. 587-613
Persistent link: https://www.econbiz.de/10012632811
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2
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of Applied Econometrics
36
(
2021
)
5
,
pp. 495-516
Persistent link: https://www.econbiz.de/10012632809
Saved in:
3
A cross‐section average‐based principal components approach for fixed‐ T panels
Westerlund, Joakim
- In:
Journal of Applied Econometrics
35
(
2020
)
6
,
pp. 776-785
Persistent link: https://www.econbiz.de/10012273450
Saved in:
4
Assessing international commonality in macroeconomic uncertainty and its effects
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of Applied Econometrics
35
(
2020
)
3
,
pp. 273-293
Persistent link: https://www.econbiz.de/10012189318
Saved in:
5
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
Harding, Matthew
;
Lamarche, Carlos
;
Pesaran, M. Hashem
- In:
Journal of Applied Econometrics
35
(
2020
)
3
,
pp. 294-314
Persistent link: https://www.econbiz.de/10012189321
Saved in:
6
Estimation and inference for spatial models with heterogeneous coefficients : An application to US house prices
Aquaro, Michele
;
Bailey, Natalia
;
Pesaran, M. Hashem
- In:
Journal of Applied Econometrics
36
(
2020
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012273456
Saved in:
7
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere
Petrova, Yana
;
Westerlund, Joakim
- In:
Journal of Applied Econometrics
35
(
2020
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10012273454
Saved in:
8
CCE in fixed‐ T panels
Westerlund, Joakim
;
Petrova, Yana
;
Norkute, Milda
- In:
Journal of Applied Econometrics
34
(
2019
)
5
,
pp. 746-761
Persistent link: https://www.econbiz.de/10012082848
Saved in:
9
Large time‐varying parameter VARs : A nonparametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
- In:
Journal of Applied Econometrics
34
(
2019
)
7
,
pp. 1027-1049
Persistent link: https://www.econbiz.de/10012082856
Saved in:
10
Mixed‐frequency models with moving‐average components
Foroni, Claudia
;
Marcellino, Massimiliano
;
Stevanovic, …
- In:
Journal of Applied Econometrics
34
(
2019
)
5
,
pp. 688-706
Persistent link: https://www.econbiz.de/10012082842
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