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Testing the signifance of income distribution changes over the 1980s business cycle : a cross-national comparison
Burkhauser, Richard V. (contributor) - In: Journal of applied econometrics 14 (1999) 3, pp. 253-272
Persistent link: https://www.econbiz.de/10001405535
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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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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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Censored density forecasts : production and evaluation
Mitchell, James; Weale, Martin - In: Journal of applied econometrics 38 (2023) 5, pp. 714-734
Persistent link: https://www.econbiz.de/10014338140
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Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.; Lewis, Logan T.; Stella, Andrea - In: Journal of applied econometrics 38 (2023) 5, pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
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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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Scaling and measurement error sensitivity of scoring rules for distribution forecasts
Kleen, Onno - In: Journal of applied econometrics 39 (2024) 5, pp. 833-849
Persistent link: https://www.econbiz.de/10015156777
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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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Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - In: Journal of applied econometrics 25 (2010) 4, pp. 621-634
Persistent link: https://www.econbiz.de/10008667470
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Evaluating density forecasts : forecast combinations, model mixtures, calibration and sharpness
Mitchell, James; Wallis, Kenneth Frank - In: Journal of applied econometrics 26 (2011) 6, pp. 1023-1040
Persistent link: https://www.econbiz.de/10009408832