Search Results - isPartOf:"Journal of Applied Econometrics"

Heterogeneous autoregressions in short panel data models

Pesaran, M. Hashem; Yang, Liying - In: Journal of applied econometrics 39 (2024) 7, pp. 1359-1378

Persistent link: https://www.econbiz.de/10015156862

Optimal multi-action treatment allocation : a two-phase field experiment to boost immigrant naturalization

Ahrens, Achim; Stampi-Bombelli, Alessandra; Kurer, Selina; … - In: Journal of applied econometrics 39 (2024) 7, pp. 1379-1395

Persistent link: https://www.econbiz.de/10015156864

The effect of plough agriculture on gender roles : a machine learning approach

Baiardi, Anna; Naghi, Andrea A. - In: Journal of applied econometrics 39 (2024) 7, pp. 1396-1402

Persistent link: https://www.econbiz.de/10015156865

Structural breaks and GARCH models of exchange rate volatility : re-examination and extension

Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407

Persistent link: https://www.econbiz.de/10015156866

Sectoral slowdowns in the United Kingdom : evidence from transmission probabilities and economic linkages

Janssens, Eva; Lumsdaine, Robin L. - In: Journal of applied econometrics 39 (2024) 1, pp. 22-40

Persistent link: https://www.econbiz.de/10014474431

Outlier robust inference in the instrumental variable model with applications to causal effects

Klooster, Jens; Zhelonkin, Mikhail - In: Journal of applied econometrics 39 (2024) 1, pp. 86-106

Persistent link: https://www.econbiz.de/10014474440

Did marginal propensities to consume change with the housing boom and bust?

Cho, Yunho; Morley, James C.; Singh, Aarti - In: Journal of applied econometrics 39 (2024) 1, pp. 174-199

Persistent link: https://www.econbiz.de/10014474450

A maximum likelihood bunching estimator of the elasticity of taxable income

Aronsson, Thomas; Jenderny, Katharina; Lanot, Gauthier - In: Journal of applied econometrics 39 (2024) 1, pp. 200-216

Persistent link: https://www.econbiz.de/10014474453

Nowcasting Euro area GDP with news sentiment : a tale of two crises

Ashwin, Julian; Kalamara, Eleni; Saiz, Lorena - In: Journal of applied econometrics 39 (2024) 5, pp. 887-905

Persistent link: https://www.econbiz.de/10015156790

On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization

Schmidheiny, Kurt; Siegloch, Sebastian - In: Journal of Applied Econometrics 38 (2023) 5, pp. 695-713

We discuss three important properties of panel data event study designs. First, assuming constant treatment effects before and/or after some event time, also known as binning, is a natural restriction, which identifies dynamic treatment effects in the absence of never‐treated units. Second,...

Persistent link: https://www.econbiz.de/10014503779