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Quantifying the uncertainty about the half-life if deviations from PPP
Kilian, Lutz; Zha, Tao - In: Journal of applied econometrics 17 (2002) 2, pp. 107-125
Persistent link: https://www.econbiz.de/10001667480
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Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 40 (2025) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10015372712
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Constructing density forecasts from quantile regressions : multimodality in macrofinancial dynamics
Mitchell, James; Poon, Aubrey; Zhu, Dan - In: Journal of applied econometrics 39 (2024) 5, pp. 790-812
Persistent link: https://www.econbiz.de/10015156775
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Testing for differences in survey-based density expectations : a compositional data approach
Dovern, Jonas; Glas, Alexander; Kenny, Geoff - In: Journal of applied econometrics 39 (2024) 6, pp. 1104-1122
Persistent link: https://www.econbiz.de/10015156822
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Applying beta-type size distributions to healthcare cost regressions
Jones, Andrew M.; Lomas, James; Rice, Nigel - In: Journal of applied econometrics 29 (2014) 4, pp. 649-670
Persistent link: https://www.econbiz.de/10010414863
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Nonparametric methods and local‐time‐based estimation for dynamic power law distributions
Fernholz, Ricardo T. - In: Journal of applied econometrics 32 (2017) 7, pp. 1244-1260
Persistent link: https://www.econbiz.de/10011862593
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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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Relative risk aversion and power-law distribution of macroeconomic disasters
Brzezinski, Michal - In: Journal of applied econometrics 30 (2015) 1, pp. 170-175
Persistent link: https://www.econbiz.de/10011333038
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Partial identification and inference for conditional distributions of treatment effects
Lee, Sungwon - In: Journal of applied econometrics 39 (2024) 1, pp. 107-127
Persistent link: https://www.econbiz.de/10014474442
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Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
Prüser, Jan; Huber, Florian - In: Journal of applied econometrics 39 (2024) 2, pp. 269-291
Persistent link: https://www.econbiz.de/10014517328