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Search: isPartOf:"Journal of Applied Econometrics"
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Pesaran, M. Hashem
48
Marcellino, Massimiliano
33
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31
Koop, Gary
25
Koopman, Siem Jan
23
Baltagi, Badi H.
22
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21
Paap, Richard
21
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20
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19
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18
Sola, Martin
18
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17
Kilian, Lutz
17
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16
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15
Laurent, Sébastien
15
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15
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14
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13
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13
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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.
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11
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11
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1
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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
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8
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JOURNAL OF APPLIED ECONOMETRICS
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JOURNAL OF APPLIED ECONOMETRICS,J. Appl. Econ. 24: 1057–1093 (2009)
1
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NYU Salomon Center for the Study of Financial Institutions - Macro-Finance - Arbeitspapiere; S-MF-04-09
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631
How to identify and forecast bull and bear markets?
Kole, Erik
;
Dijk, Dick van
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 120-139
Persistent link: https://www.econbiz.de/10011688491
Saved in:
632
Modeling and forecasting large realized covariance matrices and portfolio choice
Callot, Laurent A. F.
;
Kock, Anders Bredahl
;
Medeiros, …
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 140-158
Persistent link: https://www.econbiz.de/10011688494
Saved in:
633
Forecasting tail risks
De Nicolò, Gianni
;
Lucchetta, Marcella
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 159-170
Persistent link: https://www.econbiz.de/10011688505
Saved in:
634
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
635
State prices of conditional quantiles : new evidence on time variation in the pricing kernel
Metaxoglou, Konstantinos
;
Smith, Aaron D.
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 192-217
Persistent link: https://www.econbiz.de/10011688517
Saved in:
636
Wild bootstrap inference for wildly different cluster sizes
MacKinnon, James G.
;
Webb, Matthew
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 233-254
Persistent link: https://www.econbiz.de/10011689759
Saved in:
637
Estimation and solution of models with expectations and structural changes
Kulish, Mariano
;
Pagan, Adrian R.
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10011689766
Saved in:
638
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
639
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
640
Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
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