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Skewness risk and bond prices
Ruge-Murcia, Francisco - In: Journal of applied econometrics 32 (2017) 2, pp. 379-400
Persistent link: https://www.econbiz.de/10011690214
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Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis; Walsh, Kieran - In: Journal of applied econometrics 32 (2017) 6, pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
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An examination of the dynamic behaviour of local governments using GMM bootstrapping methods
Dahlberg, Matz; Mörk, Eva - In: Journal of applied econometrics 15 (2000) 4, pp. 401-416
Persistent link: https://www.econbiz.de/10001509879
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Individual heterogeneity and censoring in panel data estimates of tobacco expenditure
Jones, Andrew M.; Labeaga, José M. - In: Journal of applied econometrics 18 (2003) 2, pp. 157-177
Persistent link: https://www.econbiz.de/10001754937
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Testing distributional assumptions : a GMM approach
Bontemps, Christian; Meddahi, Nour - In: Journal of applied econometrics 27 (2012) 6, pp. 978-1012
Persistent link: https://www.econbiz.de/10010219746
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GMM with many weak moment conditions : replication and application of Newey and Windmeijer (2009)
Farbmacher, Helmut - In: Journal of applied econometrics 27 (2012) 2, pp. 343-346
Persistent link: https://www.econbiz.de/10009618618
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Identifying the new Keynesian Phillips curve
Nason, James Michael; Smith, Gregor W. - In: Journal of applied econometrics 23 (2008) 5, pp. 525-551
Persistent link: https://www.econbiz.de/10003760412
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Estimating Euler equations with noisy data : two exact GMM estimators
Alan, Sule; Attanasio, Orazio P.; Browning, Martin James - In: Journal of applied econometrics 24 (2009) 2, pp. 309-324
Persistent link: https://www.econbiz.de/10003817851
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Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods
Atkinson, Scott Estes; Dorfman, Jeffrey H. - In: Journal of applied econometrics 24 (2009) 4, pp. 675-697
Persistent link: https://www.econbiz.de/10003846020
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Commodity price volatility and the sources of growth
Cavalcanti, Tiago; Mohaddes, Kamiar; Raissi, Mehdi - In: Journal of applied econometrics 30 (2015) 6, pp. 857-873
Persistent link: https://www.econbiz.de/10011431580