Journal of Applied Econometrics

Volume 27.

(as bibtex)

56 references.

Articles

• 1-33. Dynamics and equilibrium in a structural model of wide-body commercial aircraft markets
  Smith, Loren K.
• 1037-1058. Learning from peers in signaling game experiments
  Lee, Lung-Fei, Kagel, John H., Liu, Xiaodong
• 1059-1075. Is God in the details? A reexamination of the role of religion in economic growth
  Tan, Chih Ming, Kourtellos, Andros, Durlauf, Steven N.
• 1076-1099. Estimating Engel curves under unit and item nonresponse
  Peracchi, Franco, Luca, Giuseppe De
• 108-128. Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach
  Kraay, Aart
• 1100-1115. Evaluating Californian under-age drunk driving laws: endogenous policy lags
  Kuo, Tzu-Chun
• 1116-1137. Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering
  Winter-Ebmer, Rudolf, Weber, Andrea, Pamminger, Christoph, Frühwirth-Schnatter, Sylvia
• 1138-1160. On the size distortion of tests after an overidentifying restrictions pretest
  Kumar, Gitanjali, Guggenberger, Patrik
• 1161-1173. An alternative measure of intergenerational income mobility based on a random coefficient model
  Murtazashvili, Irina
• 1174-1188. Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution
  Poel, Dirk Van den, Benoit, Dries F.
• 1189-1204. Finite-sample comparison of alternative methods for estimating dynamic panel data models
  Akay, Alpaslan
• 1205-1210. EViews 7.2
  Takaoka, Sumiko, McKenzie, C. R.
• 129-159. Measuring the impact of nonignorability in panel data with non-monotone nonresponse†
  Qian, Dr Yi, Xie, Hui
• 160-166. Innovation and competition: An unstable relationship
  Correa, Juan A.
• 167-172. RStudio: A Platform-Independent IDE for R and Sweave
  Racine, Jeffrey S.
• 173-204. Estimation of sample selection models with spatial dependence
  Schnier, Kurt Erik, Flores-Lagunes, Alfonso
• 205-234. Productivity and efficiency dynamics in Indian banking: An input distance function approach incorporating quality of inputs and outputs
  Kumbhakar, Subal C., Das, Abhiman
• 235-252. The impact of reserve prices on the perceived bias of expert appraisals of fine art
  Thompson, Rex, Smith, James L, McAndrew, Clare
• 253-268. Alternative technical efficiency measures: Skew, bias and scale
  Horrace, William C., Feng, Qu
• 269-295. Dynamic stochastic copula models: estimation, inference and applications
  Manner, Hans, Hafner, Christian M.
• 296-321. Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects
  Papageorgiou, Chris, Henn, Christian, Eicher, Theo S.
• 322-332. Specification and testing of models estimated by quadrature
  Silva, J. M. C. Santos, Dhaene, Geert
• 333-342. From market shares to consumer types: Duality in differentiated product demand estimation
  Kalouptsidi, Myrto
• 34-62. Traffic safety and vehicle choice: quantifying the effects of the ‘arms race’ on American roads
  Li, Shanjun
• 343-346. GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009)
  Farbmacher, Helmut
• 347-385. Estimation of nonlinear models with mismeasured regressors using marginal information
  Ridder, Geert, Hu, Yingyao
• 386-414. Modelling heterogeneity and dynamics in the volatility of individual wages
  Hospido, L.
• 415-439. Nonparametric estimation of the impact of taxes on female labor supply
  Kumar, Anil
• 440-473. Revealing the preferences of the US Federal Reserve
  Ilbas, Pelin
• 474-499. Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
  Phillips, Garry D. A., Iglesias, Emma M.
• 500-522. Modelling dependence using skew t copulas: Bayesian inference and applications
  Kohn, Robert J., Gan, Quan, Smith, Michael S.
• 525-553. Optimal monetary policy using an unrestricted VAR
  Wickens, Mike, Polito, Vito
• 554-573. Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework
  Shin, Yongcheol, Nguyen, Viet Hoang, Greenwood-Nimmo, Matthew
• 574-602. Term structure surprises: the predictive content of curvature, level, and slope
  Moench, Emanuel
• 603-624. An identification-robust test for time-varying parameters in the dynamics of energy prices
  Kichian, Maral, Khalaf, Lynda, Dufour, Jean-Marie, Bernard, Jean-Thomas
• 625-645. A blocking and regularization approach to high-dimensional realized covariance estimation
  Oomen, Roel C. A., Kyj, Lada M., Hautsch, Nikolaus
• 63-84. Selection in a field experiment with voluntary participation
  Klaauw, Bas Van der, Gautier, Professor Pieter A.
• 646-665. A simple, flexible estimator for count and other ordered discrete data
  Mroz, Thomas A.
• 666-685. Lose weight for a raise only if overweight: Marginal integration for semi-linear panel models
  Lee, Myoung-jae, Kan, Kamhon
• 686-694. The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’
  Zeugner, Stefan, Feldkircher, Martin
• 695-699. The political economy of financial reform: How robust are huang's findings?
  Elhorst, J. Paul, Haan, Jakob De, Zandberg, Eelco
• 705-740. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA
  Wan, Shui Ki, Ching, H. Steve, Hsiao, Cheng
• 741-772. FOSTERING EDUCATIONAL ENROLMENT THROUGH SUBSIDIES: THE ISSUE OF TIMING
  Fiorini, Mario
• 773-794. ‘DUAL’ GRAVITY: USING SPATIAL ECONOMETRICS TO CONTROL FOR MULTILATERAL RESISTANCE
  Koch, Wilfried, Ertur, Cem, Behrens, Kristian
• 795-811. WEIGHTED SMOOTH TRANSITION REGRESSIONS
  Osborn, Denise R., Becker, Ralf
• 812-830. BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS
  Luoto, Jani, Luoma, Arto, Lanne, Markku
• 831-846. A RANK-ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES
  Dijk, Bram Van, Paap, Richard, Fok, Dr Dennis
• 847-869. INDIVIDUAL VERSUS AGGREGATE INCOME ELASTICITIES FOR HETEROGENEOUS POPULATIONS
  Hildenbrand, Werner, Kneip, Alois, Paluch, Michal
• 85-107. Stochastic monotonicity in intergenerational mobility tables
  Forcina, Antonio, Fiorini, Mario, Dardanoni, Valentino
• 870-876. COMPARISON OF MODEL AVERAGING TECHNIQUES: ASSESSING GROWTH DETERMINANTS
  Parmeter, Christopher F., Amini, Shahram M.
• -. Testing distributional assumptions: A GMM aproach
  Meddahi, Nour, Bontemps, Christian
• -. Realized GARCH: a joint model for returns and realized measures of volatility
  Shek, Howard Howan, Huang, Zhuo, Hansen, Peter Reinhard
• -. Risk aversion, intertemporal substitution, and the term structure of interest rates
  Luger, Richard, Garcia, René
• -. Multivariate high-frequency-based volatility (HEAVY) models
  Sheppard, Kevin, Shephard, Neil, Noureldin, Diaa
• -. On the forecasting accuracy of multivariate GARCH models
  Violante, Francesco, Rombouts, Jeroen V. K., Laurent, Sébastien
• -. A comprehensive look at financial volatility prediction by economic variables
  Schrimpf, Andreas, Schmeling, Maik, Christiansen, Charlotte