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Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.; Manner, Hans - In: Journal of applied econometrics 27 (2012) 2, pp. 269-295
Persistent link: https://www.econbiz.de/10009618639
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A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C. A. - In: Journal of applied econometrics 27 (2012) 4, pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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Small-sample confidence intervals for multivariate impulse response functions at long horizons
Pesavento, Elena; Rossi, Barbara - In: Journal of applied econometrics 21 (2006) 8, pp. 1135-1155
Persistent link: https://www.econbiz.de/10003406258
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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Semiparametric estimation of a hedonic price function
Anglin, Paul M. - In: Journal of applied econometrics 11 (1996) 6, pp. 633-648
Persistent link: https://www.econbiz.de/10001211078
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Regression discontinuity design with multivalued treatments
Caetano, Carolina; Caetano, Gregorio; Escanciano, Juan … - In: Journal of applied econometrics 38 (2023) 6, pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
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A test for multimodality of regression derivatives with application to nonparametric growth regressions
Henderson, Daniel J. - In: Journal of applied econometrics 25 (2010) 3, pp. 458-480
Persistent link: https://www.econbiz.de/10008667541
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Semiparametric estimation of consumer demand systems inreal expenditure
Pendakur, Krishna; Sperlich, Stefan - In: Journal of applied econometrics 25 (2010) 3, pp. 420-457
Persistent link: https://www.econbiz.de/10008667544
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A semiparametric model for binary response and continuous outcomes under index heteroscedasticity
Klein, Roger W.; Vella, Francis - In: Journal of applied econometrics 24 (2009) 5, pp. 735-762
Persistent link: https://www.econbiz.de/10003931578
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Estimation of sample selection models with spatial dependence
Flores-Lagunes, Alfonso; Schnier, Kurt Erik - In: Journal of applied econometrics 27 (2012) 2, pp. 173-204
Persistent link: https://www.econbiz.de/10009618651