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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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An algorithm for the solution of stochastic optimal control problems for large nonlinear econometric models
Hall, Stephen G. - In: Journal of applied econometrics 5 (1990) 4, pp. 393-399
Persistent link: https://www.econbiz.de/10001099934
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Special issue on microeconometrics of dynamic decision making
Kapteyn, Arie (contributor);  … - In: Journal of applied econometrics 10 (1995), pp. 1-195
Persistent link: https://www.econbiz.de/10001194281
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Optimal response to a shift in regulatory regime : the case of the US nuclear power industry
Rust, John - In: Journal of applied econometrics 10 (1995), pp. 75-118
Persistent link: https://www.econbiz.de/10001333893
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Fiscal policies and credit regimes : a TVAR approach
Ferraresi, Tommaso; Roventini, Andrea; Fagiolo, Giorgio - In: Journal of applied econometrics 30 (2015) 7, pp. 1047-1072
Persistent link: https://www.econbiz.de/10011431724
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Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.; Martin, Gael M.; Martin, Vance - In: Journal of applied econometrics 20 (2005) 3, pp. 377-404
Persistent link: https://www.econbiz.de/10002807211
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Rotterdam model versus almost ideal demand system : will the best specification please stand up?
Barnett, William A.; Seck, Ousmane - In: Journal of applied econometrics 23 (2008) 6, pp. 795-824
Persistent link: https://www.econbiz.de/10003766793
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Are risk-averse agents more optimistic? : a Bayesian estimation approach
Ben Mansour, Selima; Jouini, Elyès; Marin, Jean-Michel; … - In: Journal of applied econometrics 23 (2008) 6, pp. 843-860
Persistent link: https://www.econbiz.de/10003766812
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
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Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard; Dijk, Herman K. van - In: Journal of applied econometrics 21 (2006) 2, pp. 191-212
Persistent link: https://www.econbiz.de/10003310043