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~isPartOf:"Journal of applied econometrics"
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Statistical distribution
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Discussion paper / Centre for Economic Policy Research
18
The review of economics and statistics
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The review of financial studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Journal of political economy
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
2
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
3
Density forecasts with MIDAS models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 783-801
Persistent link: https://www.econbiz.de/10011862204
Saved in:
4
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
5
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
6
Identifying causal mechanisms (primarily) based on inverse probability weighting
Huber, Martin
- In:
Journal of applied econometrics
29
(
2014
)
6
,
pp. 920-943
Persistent link: https://www.econbiz.de/10010492759
Saved in:
7
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
8
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
9
Testing the signifance of income distribution changes over the 1980s business cycle : a cross-national comparison
Burkhauser, Richard V.
(
contributor
)
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 253-272
Persistent link: https://www.econbiz.de/10001405535
Saved in:
10
Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
Saved in:
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