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Search: isPartOf:"JOURNAL OF APPLIED ECONOMETRICS"
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Pesaran, M. Hashem
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31
Koop, Gary
25
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23
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Durlauf, Steven N.
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Kumbhakar, Subal C.
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Li, Mingliang
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11
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Journal of applied econometrics
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JOURNAL OF APPLIED ECONOMETRICS
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JOURNAL OF APPLIED ECONOMETRICS,J. Appl. Econ. 24: 1057–1093 (2009)
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1
Quantile-based test for heterogeneous treatment effects
Chung, EunYi
;
Olivares, Mauricio
- In:
Journal of applied econometrics
40
(
2025
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10015372703
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Exploiting news analytics for volatility forecasting
Tranberg Bodilsen, Simon
;
Lunde, Asger
- In:
Journal of applied econometrics
40
(
2025
)
1
,
pp. 18-36
Persistent link: https://www.econbiz.de/10015372704
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3
Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of applied econometrics
40
(
2025
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10015372710
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4
Multiple structural breaks in interactive effects panel data models
Ditzen, Jan
;
Karavias, Yiannis
;
Westerlund, Joakim
- In:
Journal of applied econometrics
40
(
2025
)
1
,
pp. 74-88
Persistent link: https://www.econbiz.de/10015372714
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5
Uncertainty, skewness, and the business cycle through the MIDAS lens
Castelnuovo, Efrem
;
Mori, Lorenzo
- In:
Journal of applied econometrics
40
(
2025
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10015372718
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6
Reassessing the predictive power of the yield spread for recessions in the United States
Coe, Patrick J.
;
Vahey, Shaun P.
- In:
Journal of applied econometrics
40
(
2025
)
2
,
pp. 231-236
Persistent link: https://www.econbiz.de/10015372747
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7
Model averaging and double machine learning
Ahrens, Achim
;
Hansen, Christian
;
Schaffer, Mark E.
; …
- In:
Journal of applied econometrics
40
(
2025
)
3
,
pp. 249-269
Persistent link: https://www.econbiz.de/10015372755
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8
Tracking economic activity with alternative high-frequency data
Eckert, Florian
;
Kronenberg, Philipp
;
Mikosch, Heiner
; …
- In:
Journal of applied econometrics
40
(
2025
)
3
,
pp. 270-290
Persistent link: https://www.econbiz.de/10015372760
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9
Standard errors for difference-in-difference regression
Hansen, Bruce E.
- In:
Journal of applied econometrics
40
(
2025
)
3
,
pp. 291-309
Persistent link: https://www.econbiz.de/10015372762
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10
Spread regression, skewness regression, and kurtosis regression with an application to the US wage structure
Chen, Qiang
;
Xiao, Zhijie
- In:
Journal of applied econometrics
40
(
2025
)
3
,
pp. 325-340
Persistent link: https://www.econbiz.de/10015372768
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