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Journal of applied econometrics
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1
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
Saved in:
2
Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni
;
Cavaliere, Giuseppe
;
Fanelli, Luca
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
Saved in:
3
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
4
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:
5
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
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
7
Euromind-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gian Luigi
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 683-703
Persistent link: https://www.econbiz.de/10011694793
Saved in:
8
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
9
Efficient estimation of Bayesian VARMAs with time‐varying coefficients
Chan, Joshua
;
Eisenstat, Eric
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1277-1297
Persistent link: https://www.econbiz.de/10011862722
Saved in:
10
A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 551-565
Persistent link: https://www.econbiz.de/10011642631
Saved in:
11
Forecasting consumption : the role of consumer confidence in real time with many predictors
Lahiri, Kajal
;
Monokroussos, George
;
Zhao, Yongchen
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1254-1275
Persistent link: https://www.econbiz.de/10011687477
Saved in:
12
Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
Saved in:
13
Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 929-955
Persistent link: https://www.econbiz.de/10010351092
Saved in:
14
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
15
Market fundamentals versus rational bubbles in stock prices : a Bayesian perspective
Balke, Nathan S.
;
Wohar, Mark E.
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 35-75
Persistent link: https://www.econbiz.de/10003807530
Saved in:
16
Sequential numerical integration in nonlinear state space models for microeconometric panel data
Heiss, Florian
- In:
Journal of applied econometrics
23
(
2008
)
3
,
pp. 373-389
Persistent link: https://www.econbiz.de/10003705122
Saved in:
17
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
Saved in:
18
Convergence in the trends and cycles of euro-zone income
Carvalho, Vasco M.
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 275-289
Persistent link: https://www.econbiz.de/10002729133
Saved in:
19
Estimating dynamic equilibrium economies : linear versus nonlinear likelihood
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 891-910
Persistent link: https://www.econbiz.de/10003243451
Saved in:
20
Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 611-636
Persistent link: https://www.econbiz.de/10002342792
Saved in:
21
Time-varying intercepts and equilibrium analysis : an extension of the dynamic almost ideal demand model
Deschamps, Jean-Philippe
- In:
Journal of applied econometrics
18
(
2003
)
2
,
pp. 209-236
Persistent link: https://www.econbiz.de/10001754966
Saved in:
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