Search Results - isPartOf:"Journal of Applied Econometrics"

Multivariate GARCH models : a survey

Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-109

Persistent link: https://www.econbiz.de/10003310013

Economic development and the return to human capital : a smooth coefficient semiparametric approach

Mamuneas, Theofanis P.; Savvides, Andreas; Stengos, … - In: Journal of applied econometrics 21 (2006) 1, pp. 111-132

Persistent link: https://www.econbiz.de/10003310029

Estimation of multivariate models for time series of possibly different lengths

Patton, Andrew J. - In: Journal of applied econometrics 21 (2006) 2, pp. 147-173

Persistent link: https://www.econbiz.de/10003310036

Bayes model averaging of cyclical decompositions in economic time series

Kleijn, Richard; Dijk, Herman K. van - In: Journal of applied econometrics 21 (2006) 2, pp. 191-212

Persistent link: https://www.econbiz.de/10003310043

Timing structural change : a conditional probalistic approach

DeJong, David Neil; Liesenfeld, Roman; Richard, … - In: Journal of applied econometrics 21 (2006) 2, pp. 175-190

Persistent link: https://www.econbiz.de/10003310065

A bivariate count data model for household tourism demand

Hellström, Jörgen - In: Journal of applied econometrics 21 (2006) 2, pp. 213-226

Persistent link: https://www.econbiz.de/10003310069

Measuring welfare effects in models with random coefficients

Meijer, Erik; Rouwendal, Jan - In: Journal of applied econometrics 21 (2006) 2, pp. 227-244

Persistent link: https://www.econbiz.de/10003310071

Job separation in a non-stationary search model : a structural estimation to evaluate alternative unemployment insurance systems

García Peréz, José Ignacio - In: Journal of applied econometrics 21 (2006) 2, pp. 245-272

Persistent link: https://www.econbiz.de/10003310075

Reply to Ackerberg and Devereux and Blomquist and Dahlberg on "The case against jive"

Davidson, Russell; MacKinnon, James G. - In: Journal of applied econometrics 21 (2006) 6, pp. 843-844

Persistent link: https://www.econbiz.de/10003387934

Bayesian analysis of the two-part model with endogeneity: application to health care expenditure

Munkin, Murat K.; Deb, Partha; Trivedi, Pravin K. - In: Journal of Applied Econometrics 21 (2006) 7, pp. 1081-1099

This paper studies the effect of managed care on medical expenditure using a model in which the insurance status is assumed to be endogenous. Insurance plan choice is modeled through the multinomial probit model. The medical expenditure variable, the outcome of interest, has a significant...

Persistent link: https://www.econbiz.de/10005764684