The following pages link to Journal of Applied Econometrics (Q58369):
Displaying 22 items.
- MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA (Q58372) (← links)
- Bounds testing approaches to the analysis of level relationships (Q76570) (← links)
- ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R (Q76571) (← links)
- The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp (Q78590) (← links)
- Exploring the international linkages of the euro area: a global VAR analysis (Q78915) (← links)
- GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (Q82809) (← links)
- Forecasting with Global Vector Autoregressive Models: a Bayesian Approach (Q91942) (← links)
- IDENTIFYING CAUSAL MECHANISMS (PRIMARILY) BASED ON INVERSE PROBABILITY WEIGHTING (Q100181) (← links)
- Direct and indirect effects of continuous treatments based on generalized propensity score weighting (Q100507) (← links)
- Economic transition and growth (Q105606) (← links)
- Panel Data Models with Grouped Factor Structure Under Unknown Group Membership (Q114807) (← links)
- Measuring the impact of nonignorability in panel data with non-monotone nonresponse (Q122389) (← links)
- Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models (Q124759) (← links)
- NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS (Q125808) (← links)
- A simple framework for analysing bull and bear markets (Q128315) (← links)
- New frontiers for arch models (Q130727) (← links)
- On the forecasting accuracy of multivariate GARCH models (Q154360) (← links)
- Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution (Q154892) (← links)
- Asymptotic least-squares estimation efficiency considerations and applications (Q3197179) (← links)
- From a var model to a structural model, with an application to the wage–price spiral (Q3198775) (← links)
- Semiparametric efficiency bounds (Q3485742) (← links)
- The limiting distribution of extremal exchange rate returns (Q3984289) (← links)
