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Pesaran, M. Hashem
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Journal of applied econometrics
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2,742
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926
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1
Semiparametric analysis of German East-West migration intentions : facts and theory
Burda, Michael C.
;
Härdle, Wolfgang
;
Müller, Marlene
; …
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 525-541
Persistent link: https://www.econbiz.de/10001250503
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2
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
3
Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
Saved in:
4
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 617-639
Persistent link: https://www.econbiz.de/10001723717
Saved in:
5
Land of addicts? : an empirical investigation of habit-based asset pricing models
Chen, Xiaohong
;
Ludvigson, Sydney C.
- In:
Journal of applied econometrics
24
(
2009
)
7
,
pp. 1057-1093
Persistent link: https://www.econbiz.de/10003931091
Saved in:
6
Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 377-404
Persistent link: https://www.econbiz.de/10002807211
Saved in:
7
Analysing incomplete individual employment histories using indirect inference
Magnac, Thierry
- In:
Journal of applied econometrics
10
(
1995
),
pp. 153-169
Persistent link: https://www.econbiz.de/10001333890
Saved in:
8
Structural and frictional unemployment in an equilibrium search model with heterogeneous agents
Koning, Pierre
- In:
Journal of applied econometrics
10
(
1995
),
pp. 133-151
Persistent link: https://www.econbiz.de/10001333891
Saved in:
9
Estimation
of equilibrium wage distributions with heterogeneity
Bowlus, Audra J.
- In:
Journal of applied econometrics
10
(
1995
),
pp. 119-131
Persistent link: https://www.econbiz.de/10001333892
Saved in:
10
Demand for medical care by the elderly : a finite mixture approach
Deb, Partha
- In:
Journal of applied econometrics
12
(
1997
)
3
,
pp. 313-336
Persistent link: https://www.econbiz.de/10001336077
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