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Identifying the independent sources of consumption variation
Barigozzi, Matteo; Moneta, Alessio - In: Journal of applied econometrics 31 (2016) 2, pp. 420-449
Persistent link: https://www.econbiz.de/10011644342
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Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha; Jacobi, Liana - In: Journal of applied econometrics 31 (2016) 6, pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
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Tracking economic activity with alternative high-frequency data
Eckert, Florian; Kronenberg, Philipp; Mikosch, Heiner; … - In: Journal of applied econometrics 40 (2025) 3, pp. 270-290
Persistent link: https://www.econbiz.de/10015372760
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Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model
Eickmeier, Sandra - In: Journal of applied econometrics 24 (2009) 6, pp. 933-959
Persistent link: https://www.econbiz.de/10003886934
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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
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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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Efficient estimation of factor models with time and cross‐sectional dependence
Heinemann, Alexander - In: Journal of applied econometrics 32 (2017) 6, pp. 1107-1122
Persistent link: https://www.econbiz.de/10011862568
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Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia; Schumacher, Christian - In: Journal of applied econometrics 32 (2017) 6, pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
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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
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - In: Journal of applied econometrics 37 (2022) 3, pp. 583-602
Persistent link: https://www.econbiz.de/10013186701