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  • Search: isPartOf:"Journal of Applied Econometrics"
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Year of publication
Subject
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Theorie 617 Theory 617 Estimation 384 Schätzung 384 USA 285 United States 283 Estimation theory 243 Schätztheorie 243 Forecasting model 162 Prognoseverfahren 162 Time series analysis 157 Zeitreihenanalyse 156 Panel 91 Panel study 91 VAR model 88 VAR-Modell 87 Bayes-Statistik 86 Bayesian inference 86 Großbritannien 85 United Kingdom 85 Volatility 83 Volatilität 83 Welt 83 World 83 Economic growth 61 Nichtparametrisches Verfahren 60 Nonparametric statistics 60 Wirtschaftswachstum 60 Schock 59 Shock 59 Regression analysis 57 Regressionsanalyse 57 Monte Carlo simulation 56 Monte-Carlo-Simulation 56 Cointegration 53 Geldpolitik 53 Monetary policy 53 Business cycle 52 Konjunktur 52 Impact assessment 47
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Online availability
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Undetermined 1,304 Free 560 CC license 1
Type of publication
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Article 4,309 Book / Working Paper 18
Type of publication (narrower categories)
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Article in journal 1,503 Aufsatz in Zeitschrift 1,503 Collection of articles of several authors 21 Sammelwerk 21 Article 18 Conference paper 11 Konferenzbeitrag 11 Konferenzschrift 6 Conference proceedings 4 Systematic review 3 Übersichtsarbeit 3 Rezension 2 Case study 1 Country report 1 Fallstudie 1 Länderbericht 1
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Language
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Undetermined 2,420 English 1,906 French 1
Author
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Pesaran, M. Hashem 48 Marcellino, Massimiliano 33 Franses, Philip Hans 31 Koop, Gary 25 Koopman, Siem Jan 23 Baltagi, Badi H. 22 Kapetanios, George 21 Paap, Richard 21 Clements, Michael P. 20 Tobias, Justin L. 19 Hsiao, Cheng 18 Sola, Martin 18 Clark, Todd E. 17 Kilian, Lutz 17 Canova, Fabio 16 Henderson, Daniel J. 15 Laurent, Sébastien 15 Papageorgiou, Chris 15 Manski, Charles F. 14 Osborn, Denise R. 14 Fanelli, Luca 13 MacKinnon, James G. 13 Phillips, Peter C. B. 13 Bai, Jushan 12 Durlauf, Steven N. 12 Jones, Andrew M. 12 Kumbhakar, Subal C. 12 Li, Mingliang 12 Lucas, André 12 Mitchell, James 12 Weeks, Melvyn 12 Westerlund, Joakim 12 Carriero, Andrea 11 Lahiri, Kajal 11 Ley, Eduardo 11 Parmeter, Christopher F. 11 Rust, John 11 Takaoka, Sumiko 11 Tsionas, Efthymios G. 11 Vahid, Farshid 11
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Institution
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Brookings Institution 1 Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge> 1 Conference on Social Insurance and Pension Research <2001, Århus> 1 London School of Economics and Political Science 1
Published in...
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Journal of applied econometrics 2,632 Journal of Applied Econometrics 1,533 International Journal of Applied Econometrics and Quantitative Studies 100 International journal of applied econometrics and quantitative studies : IJAEQS 60 Econometric models of event counts 8 Special issue on microeconometrics of dynamic decision making 8 The experiment in applied econometrics 6 JOURNAL OF APPLIED ECONOMETRICS 1 JOURNAL OF APPLIED ECONOMETRICS,J. Appl. Econ. 24: 1057–1093 (2009) 1 London School of Economics and Political Science - Working paper 1 NYU Salomon Center for the Study of Financial Institutions - Macro-Finance - Arbeitspapiere; S-MF-04-09 1 NYU Salomon Center for the Study of Financial Institutions - Macro-Finance - Working papers 1
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Source
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ECONIS (ZBW) 1,511 RePEc 1,366 OLC EcoSci 1,181 Other ZBW resources 249 EconStor 18 USB Cologne (business full texts) 2
Showing 4,221 - 4,230 of 4,327
Cover Image
Statistical Properties of Data Stretching.
Greenberg, E; Pollard, W A; Alpert, W T - In: Journal of Applied Econometrics 4 (1989) 4, pp. 383-91
This research examines the properties of an estimation procedure frequently used because observations on some variables are available only at higher levels of aggregation than others. When this occurs, data are often stretched by repeating observations on variables at higher levels of...
Persistent link: https://www.econbiz.de/10005252080
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Does School Matter for Educational Achievement? A Two-Way Nested-Error Components Analysis.
Montmarquette, Claude; Mahseredjian, Sophie - In: Journal of Applied Econometrics 4 (1989) 2, pp. 181-93
School effectiveness is a much-debated question both at an analytical level and as a policy issue. In this paper we used a two-way nested-error components educational production function model to evaluate the relative importance of latent class and school variables in explaining student school...
Persistent link: https://www.econbiz.de/10005252085
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Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications.
Turner, David S; Wallis, Kenneth F; Whitley, John D - In: Journal of Applied Econometrics 4 (1989) 4, pp. 317-44
This paper examines important differences in simulation properties of four leading U.K. macroeconometric models that arise from features of their labor market specification. Econometric evaluation of model equations and their subsequent respecification, together with sensitivity analysis of...
Persistent link: https://www.econbiz.de/10005252091
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The information in the term structure : some further results
Mishkin, Frederic S. - In: Journal of applied econometrics 3 (1988) 4, pp. 307-314
Persistent link: https://www.econbiz.de/10001071205
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Are price equations really money demand equations on their heads?
MacKinnon, James G. - In: Journal of applied econometrics 3 (1988) 4, pp. 295-305
Persistent link: https://www.econbiz.de/10001071207
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Volatility persistence and stock valuations : some empirical evidence using GARCH
Chou, Ray Yeutien - In: Journal of applied econometrics 3 (1988) 4, pp. 279-294
Persistent link: https://www.econbiz.de/10001071208
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Tobin's marginal "q" and tests of the firm's dynamic equilibrium
Galeotti, Marzio - In: Journal of applied econometrics 3 (1988) 4, pp. 267-277
Persistent link: https://www.econbiz.de/10001071210
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Seasonality and habit persistence in a life cycle model of consumption
Osborn, Denise R. - In: Journal of applied econometrics 3 (1988) 4, pp. 255-266
Persistent link: https://www.econbiz.de/10001071212
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Efficient estimation with panel data : an empirical comparison of instrumental variables estimators
Cornwell, Christopher Mark - In: Journal of applied econometrics 3 (1988) 2, pp. 149-155
Persistent link: https://www.econbiz.de/10001078429
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Asymptotic theory and econometric practice
Koenker, Roger - In: Journal of applied econometrics 3 (1988) 2, pp. 139-147
Persistent link: https://www.econbiz.de/10001078431
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