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Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei; Lee, Lung-fei; Yang, Kai - In: Journal of applied econometrics 39 (2024) 4, pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
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Estimating Euler equations with noisy data : two exact GMM estimators
Alan, Sule; Attanasio, Orazio P.; Browning, Martin James - In: Journal of applied econometrics 24 (2009) 2, pp. 309-324
Persistent link: https://www.econbiz.de/10003817851
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Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis; Walsh, Kieran - In: Journal of applied econometrics 32 (2017) 6, pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
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Generalized band spectrum estimation with an application to the New Keynesian Phillips curve
Choi, Jinho; Escanciano, Juan Carlos; Guo, Junjie - In: Journal of applied econometrics 37 (2022) 5, pp. 1055-1078
Persistent link: https://www.econbiz.de/10013464648
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International output convergence : evidence from an autocorrelation function approach
Caggiano, Giovanni; Leonida, Leone - In: Journal of applied econometrics 24 (2009) 1, pp. 139-162
Persistent link: https://www.econbiz.de/10003807553
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Nonlinear autoregressive leading indicator models of output in G-7 countries
Anderson, Heather M.; Athanasopoulos, George; Vahid, Farshid - In: Journal of applied econometrics 22 (2007) 1, pp. 63-87
Persistent link: https://www.econbiz.de/10003448509
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Codependence in cointegrated autoregressive models
Schleicher, Christoph - In: Journal of applied econometrics 22 (2007) 1, pp. 137-159
Persistent link: https://www.econbiz.de/10003448515
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The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit; Savin, N. Eugene - In: Journal of applied econometrics 23 (2008) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
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Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 28 (2013) 3, pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
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Generalized autoregressive score models with applications
Creal, Drew; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 28 (2013) 5, pp. 777-795
Persistent link: https://www.econbiz.de/10010351100