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A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
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Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto; Costantini, Mauro; Osuntuyi, Anthony - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
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Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data
Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 160-172
Persistent link: https://www.econbiz.de/10011894483
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Estimating conditional average treatment effects
Abrevaya, Jason; Hsu, Yu-Chin; Lieli, Robert P. - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 485-505
Persistent link: https://www.econbiz.de/10011403224
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Do reductions in black market exchange rate premia cause inflation?
Gervais, Jean-Philippe; Larue, Bruno - In: Empirical economics : a journal of the Institute for … 26 (2001) 3, pp. 525-551
Persistent link: https://www.econbiz.de/10001609092
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Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods
Hoshino, Tadao - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1129-1148
Persistent link: https://www.econbiz.de/10010222429
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Counterfactual treatment effects : estimation and inference
Hsu, Yu-Chin; Lai, Tsung-Chih; Lieli, Robert P. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 240-255
Persistent link: https://www.econbiz.de/10012804104
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Testing the unconfoundedness assumption via inverse probability weighted estimators of (L)ATT
Donald, Stephen G.; Hsu, Yu-Chin; Lieli, Robert P. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 395-415
Persistent link: https://www.econbiz.de/10010488493
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On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
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Exchange rate pass-through, menu costs and threshold cointegration
Larue, Bruno; Gervais, Jean-Philippe; Rancourt, Yannick - In: Empirical economics : a journal of the Institute for … 38 (2010) 1, pp. 171-192
Persistent link: https://www.econbiz.de/10003938697