Narrow search
Showing 1 - 10 of 312
Cover Image
The macroeconomy as a random forest
Goulet Coulombe, Philippe - In: Journal of applied econometrics 39 (2024) 3, pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Cover Image
Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
Cover Image
Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of applied econometrics 37 (2022) 5, pp. 965-987
Persistent link: https://www.econbiz.de/10013464643
Cover Image
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Cover Image
An empirical application of stochastic volatility models
Mahieu, Ronald J. - In: Journal of applied econometrics 13 (1998) 4, pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Cover Image
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - In: Journal of applied econometrics 29 (2014) 5, pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Cover Image
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
Cover Image
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun; Horrace, William C.; Parmeter, Christopher F. - In: Journal of applied econometrics 39 (2024) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Cover Image
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
Centorrino, Samuele; Pérez-Urdiales, María; … - In: Journal of applied econometrics 39 (2024) 3, pp. 365-382
Persistent link: https://www.econbiz.de/10014517488
Cover Image
A flexible stochastic production frontier model with panel data
Wang, Taining; Yao, Feng; Kumbhakar, Subal - In: Journal of applied econometrics 39 (2024) 4, pp. 564-588
Persistent link: https://www.econbiz.de/10014562834