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Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber, Florian; Koop, Gary - In: Journal of applied econometrics 39 (2024) 7, pp. 1301-1320
Persistent link: https://www.econbiz.de/10015156859
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Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z. - In: Journal of applied econometrics 39 (2024) 4, pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
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Sequential testing of duration data : the case of the Pennsylvania "reemployment bonus" experiment
Bilias, Yannis - In: Journal of applied econometrics 15 (2000) 6, pp. 575-594
Persistent link: https://www.econbiz.de/10001544713
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How effective are unemployment benefit sanctions? : looking beyond unemployment exit
Arni, Patrick; Lalive, Rafael; Ours, Jan C. van - In: Journal of applied econometrics 28 (2013) 7, pp. 1153-1178
Persistent link: https://www.econbiz.de/10010351594
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Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of applied econometrics 30 (2015) 4, pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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Confronting price endogeneity in a duration model of residential subdivision development
Wrenn, Douglas H.; Klaiber, H. Allen; Newburn, David A. - In: Journal of applied econometrics 32 (2017) 3, pp. 661-682
Persistent link: https://www.econbiz.de/10011694790
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Partial identification and inference in duration models with endogenous censoring
Sakaguchi, Shosei - In: Journal of applied econometrics 39 (2024) 2, pp. 308-326
Persistent link: https://www.econbiz.de/10014517331
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The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo - In: Journal of applied econometrics 38 (2023) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
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Model uncertainty in cross-country growth regressions
Fernández, Carmen; Ley, Eduardo; Steel, Mark F. J. - In: Journal of applied econometrics 16 (2001) 5, pp. 563-576
Persistent link: https://www.econbiz.de/10001619237
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Bayesian semiparametric estimation of discrete duration models : an application of the Dirichlet process prior
Campolieti, Michele - In: Journal of applied econometrics 16 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001557362