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Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

Jochmann, Markus; Koop, Gary; Roberto Leon‐Gonzalez; … - In: Journal of Applied Econometrics 28 (2013) 1, pp. 62-81

Persistent link: https://www.econbiz.de/10011006397

Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks

Strachan, Rodney W. - In: Journal of Applied Econometrics 24 (2009) 2, pp. 245-247

Persistent link: https://www.econbiz.de/10010721630

Composite likelihood methods for large Bayesian VARs with stochastic volatility

Chan, Joshua C. C.; Eisenstat, Eric; Hou, Chenghan; … - In: Journal of Applied Econometrics 35 (2020) 6, pp. 692-711

Persistent link: https://www.econbiz.de/10012273457

Bayesian model comparison for time‐varying parameter VARs with stochastic volatility

Chan, Joshua C. C.; Eisenstat, Eric - In: Journal of Applied Econometrics 33 (2018) 4, pp. 509-532

Persistent link: https://www.econbiz.de/10012082765

Replication of the results in 'learning about heterogeneity in returns to schooling'

Chan, Joshua C. C. - In: Journal of Applied Econometrics 20 (2005) 3, pp. 439-443

A recent article (Koop and Tobias, 2004) proposes a direct way to characterize the extent of heterogeneity in returns to education. They investigate the adequacy of several competing models and conclude that returns to schooling are heterogeneous and are best modelled as a bivariate normal...

Persistent link: https://www.econbiz.de/10005764735