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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Dynamic variable selection in dynamic logistic regression : an application to Internet subscription
Ramírez, Andrés
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012259995
Saved in:
2
Hide-and-Seek with time-series filters : a model-based Monte Carlo study
Kufenko, Vadim
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2335-2361
Persistent link: https://www.econbiz.de/10012313746
Saved in:
3
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan
;
Sobotka, Tomáš
;
Ziegler, Philipp
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941
Saved in:
4
Spatial econometric Monte Carlo studies: raising the bar
Lesage, James P.
;
Pace, R. Kelley
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011949744
Saved in:
5
Rank based cointegration testing for dynamic panels with fixed T
Juodis, Artūras
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 349-389
Persistent link: https://www.econbiz.de/10011949797
Saved in:
6
Size-corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 391-416
Persistent link: https://www.econbiz.de/10011949801
Saved in:
7
Revisiting the FDI impact on GDP growth in errors-in-variables models : a panel data GMM analysis allowing for error memory
Biørn, Erik
;
Han, Xuehui
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1379-1398
Persistent link: https://www.econbiz.de/10012019369
Saved in:
8
A Monte Carlo comparison of estimating the number of dynamic factors
Zhao, Zhao
;
Cui, Guowei
;
Wang, Shaoping
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1217-1241
Persistent link: https://www.econbiz.de/10011893009
Saved in:
9
Robust estimation of the Pareto tail index : a Monte Carlo analysis
Brzezinski, Michal
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011515460
Saved in:
10
A Monte Carlo study of the BE estimator for growth regressions
Ditzen, Jan
;
Gundlach, Erich
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10011515468
Saved in:
11
Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin
;
Lechner, Michael
;
Steinmayr, Andreas
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
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12
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
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13
Panel data dynamics with mis-measured variables : modeling and GMM estimation
Biørn, Erik
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10011292296
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14
Estimating the effect of technological factors from samples affected by collinearity : a data-weighted entropy approach
Fernández-Vázquez, Esteban
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
2
,
pp. 717-731
Persistent link: https://www.econbiz.de/10010391109
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15
On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.
;
Kejriwal, Mohitosh
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
3
,
pp. 973-998
Persistent link: https://www.econbiz.de/10010344368
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16
Decomposing the persistence of real exchange rates
Malliaropulos, Dimitrios
;
Panopulu, Aikaterinē
; …
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1217-1242
Persistent link: https://www.econbiz.de/10009748342
Saved in:
17
Robust estimation of the simplified multivariate GARCH model
Iqbal, Farhat
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1353-1372
Persistent link: https://www.econbiz.de/10009749477
Saved in:
18
Propensity score matching and variations on the balancing test
Lee, Wang-Sheng
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10009703638
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19
Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
Saved in:
20
Interval regression models with endogenous explanatory variables
Bettin, Giulia
;
Lucchetti, Riccardo
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
2
,
pp. 475-498
Persistent link: https://www.econbiz.de/10009630352
Saved in:
21
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio
;
Magazzini, Laura
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 145-152
Persistent link: https://www.econbiz.de/10009582138
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22
Testing for structural breaks in panel varying coefficient models : with an application to OECD health expenditure
Liu, Dandan
;
Li, Rui
;
Wang, Zijun
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 95-118
Persistent link: https://www.econbiz.de/10008859111
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23
Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Gabriel, Vasco J.
;
Martins, Luís Filipe
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 639-662
Persistent link: https://www.econbiz.de/10009381348
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24
Accounting for missing data in M-estimation : a general matching approach
Flossmann, Anton Leonhard
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
1
,
pp. 85-117
Persistent link: https://www.econbiz.de/10003938684
Saved in:
25
Testing the null of a low dimensional growth model
Jensen, Peter Sandholt
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
1
,
pp. 193-215
Persistent link: https://www.econbiz.de/10003938699
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26
Is the relative risk aversion parameter constant over time? : A multi-country study
Das, Samarjit
;
Sarkar, Nityananda
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
3
,
pp. 605-617
Persistent link: https://www.econbiz.de/10003951628
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27
Testing for cointegration using the Johansen methodology when variables are near-integrated : size distortions and partial remedies
Hjalmarsson, Erik
;
Österholm, Pär
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10003992868
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28
The demand for marijuana, tobacco and alcohol : inter-commodity interactions with uncertainty
Clements, Kenneth W.
;
Lan, Yihui
;
Zhao, Xueyan
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
1
,
pp. 203-239
Persistent link: https://www.econbiz.de/10003992903
Saved in:
29
A reappraisal of the evidence on PPP : a systematic investigation into MA roots in panel unit root tests and their implications
Fischer, Christoph
;
Porath, Daniel
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
3
,
pp. 767-792
Persistent link: https://www.econbiz.de/10008747607
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30
A note on the use of the LLC panel unit root test
Westerlund, Joakim
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 517-531
Persistent link: https://www.econbiz.de/10003900930
Saved in:
31
Critical values for the augmented efficient Wald test for fractional unit roots
Sephton, Peter S.
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 615-626
Persistent link: https://www.econbiz.de/10003900971
Saved in:
32
A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
Saved in:
33
Critical values of the augmented fractional Dickey-Fuller test
Sephton, Peter S.
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 437-450
Persistent link: https://www.econbiz.de/10003776707
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34
Tests for cointegration with two unknown regime shifts with an application to financial market integration
Hatemi-J, Abdulnasser
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 497-505
Persistent link: https://www.econbiz.de/10003776737
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35
Measuring uncertainty of the euro area NAIRU : Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework
Schumacher, Christian
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
2
,
pp. 357-379
Persistent link: https://www.econbiz.de/10003674896
Saved in:
36
Measuring chronic and transient components of poverty : a Bayesian approach
Hasegawa, Hikaru
;
Ueda, Kazuhiro
- In:
Empirical economics : a journal of the Institute for …
33
(
2007
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10003574312
Saved in:
37
Empirical size and power of some diagnostic tests applied to a distributed lag model
Hatzinikolaou, Dimitris
;
Stavrakoudis, Athanassios
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
3
,
pp. 631-643
Persistent link: https://www.econbiz.de/10003352682
Saved in:
38
Linear approximations to the quadratic almost ideal demand system
Matsuda, Toshinobu
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
3
,
pp. 663-675
Persistent link: https://www.econbiz.de/10003352685
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39
Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
Clements, Michael P.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 49-64
Persistent link: https://www.econbiz.de/10003307044
Saved in:
40
Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 165-182
Persistent link: https://www.econbiz.de/10003307069
Saved in:
41
Semiparametric estimation of conditional mean functions with missing data : combining parametric moments with matching
Frölich, Markus
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
2
,
pp. 333-367
Persistent link: https://www.econbiz.de/10003333353
Saved in:
42
A guide to the computation of stationarity tests
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
2
,
pp. 433-448
Persistent link: https://www.econbiz.de/10003333489
Saved in:
43
Estimating demand response with panel data
Lecocq, Sébastien
;
Robin, Jean-Marc
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
4
,
pp. 1043-1060
Persistent link: https://www.econbiz.de/10003388154
Saved in:
44
The performance analysis of chart patterns : Monte Carlo simulation and evidence from the euro/dollar foreign exchange market
Ben Omrane, Walid
;
Van Oppens, Hervé
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 947-971
Persistent link: https://www.econbiz.de/10003233827
Saved in:
45
Econometric estimation of a variable rate of depreciation of the capital stock
Hernández, José A.
;
Mauleón Torres, Ignacio
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
3
,
pp. 575-595
Persistent link: https://www.econbiz.de/10003108784
Saved in:
46
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
Ramalho, Joaquim J. S.
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
3
,
pp. 735-748
Persistent link: https://www.econbiz.de/10003109496
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47
Testing misspecified non-nested factor demand systems : some Monte Carlo results
Manera, Matteo
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
4
,
pp. 657-686
Persistent link: https://www.econbiz.de/10001717337
Saved in:
48
Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
Coe, Patrick J.
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 395-401
Persistent link: https://www.econbiz.de/10001655659
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49
Is there an asymmetric effect of monetary policy over time? : a Bayesian analysis using Austrian data
Kaufmann, Sylvia
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 277-297
Persistent link: https://www.econbiz.de/10001655310
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50
The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai
;
Yu, Shihti
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
4
,
pp. 721-726
Persistent link: https://www.econbiz.de/10001625682
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