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On efficient estimation with panel data : an empirical comparison of instrumental variables estimators
Baltagi, Badi H. - In: Journal of applied econometrics 5 (1990) 4, pp. 401-406
Persistent link: https://www.econbiz.de/10001099932
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Cointegration in a macroeconomic system
Kunst, Robert M. - In: Journal of applied econometrics 5 (1990) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10001099940
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Bayesian inference for periodic regime-switching models
Ghysels, Eric - In: Journal of applied econometrics 13 (1998) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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Unemployment persistence : does the size of the shock matter?
Bianchi, Marco - In: Journal of applied econometrics 13 (1998) 3, pp. 283-304
Persistent link: https://www.econbiz.de/10001244191
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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
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A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias - In: Journal of applied econometrics 13 (1998) 3, pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
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Estimating the natural rate of unemployment and testing the natural rate hypothesis
Salemi, Michael K. - In: Journal of applied econometrics 14 (1999) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001356101
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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Cati, Regina Celia; Garcia, Márcio Gomes Pinto; … - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10001356107
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355