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Tests of international CAPM with time-varying covariances
Engel, Charles - In: Journal of applied econometrics 4 (1989) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10001066017
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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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Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity
Li, Tong; Zheng, Xiaoyong - In: Journal of applied econometrics 23 (2008) 6, pp. 699-728
Persistent link: https://www.econbiz.de/10003766756
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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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Econometrics of auctions by least squares
Rezende, Leonardo - In: Journal of applied econometrics 23 (2008) 7, pp. 925-948
Persistent link: https://www.econbiz.de/10003790494
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Random recursive partitioning : a matching method for the estimation of the average treatment effect
Porro, Giuseppe; Iacus, Stefano Maria - In: Journal of applied econometrics 24 (2009) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003807560
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Bayesian estimation of random-coefficients choice models using aggregate data
Musalem, Andrés; Bradlow, Eric T.; Raju, Jagmohan Singh - In: Journal of applied econometrics 24 (2009) 3, pp. 490-516
Persistent link: https://www.econbiz.de/10003825047
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Nonparametric estimation of a hedonic price function
Parmeter, Christopher F.; Henderson, Daniel J.; … - In: Journal of applied econometrics 22 (2007) 3, pp. 695-699
Persistent link: https://www.econbiz.de/10003455490
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Small-sample confidence intervals for multivariate impulse response functions at long horizons
Pesavento, Elena; Rossi, Barbara - In: Journal of applied econometrics 21 (2006) 8, pp. 1135-1155
Persistent link: https://www.econbiz.de/10003406258
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Limited information estimation and evaluation of DSGE models
Fukač, Martin; Pagan, Adrian R. - In: Journal of applied econometrics 25 (2010) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10008666815