Narrow search
Showing 1 - 10 of 148
Cover Image
Assessing the performance of matching algorithms when selection into treatment is strong
Augurzky, Boris; Kluve, Jochen - In: Journal of applied econometrics 22 (2007) 3, pp. 533-557
Persistent link: https://www.econbiz.de/10003455473
Cover Image
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Cover Image
The rate of learning-by-doing : estimates from a search-matching model
Prat, Julien - In: Journal of applied econometrics 25 (2010) 6, pp. 929-962
Persistent link: https://www.econbiz.de/10008667434
Cover Image
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben; Bollerslev, Tim; Frederiksen, Per; … - In: Journal of applied econometrics 25 (2010) 2, pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Cover Image
Land of addicts? : an empirical investigation of habit-based asset pricing models
Chen, Xiaohong; Ludvigson, Sydney C. - In: Journal of applied econometrics 24 (2009) 7, pp. 1057-1093
Persistent link: https://www.econbiz.de/10003931091
Cover Image
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Cover Image
Nonparametric estimation of concave production technologies by entropic methods
Allon, Gad; Beenstock, Michael; Hackman, Steven T.; … - In: Journal of applied econometrics 22 (2007) 4, pp. 795-816
Persistent link: https://www.econbiz.de/10003550525
Cover Image
Bayesian inference for the gravity model
Ranjan, Priya; Tobias, Justin L. - In: Journal of applied econometrics 22 (2007) 4, pp. 817-838
Persistent link: https://www.econbiz.de/10003550533
Cover Image
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.; Ravazzolo, Francesco - In: Journal of applied econometrics 30 (2015) 4, pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Cover Image
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of applied econometrics 30 (2015) 4, pp. 529-550
Persistent link: https://www.econbiz.de/10011332871