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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
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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
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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
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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
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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
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Doubly robust uniform confidence band for the conditional average treatment effect function
Lee, Sokbae; Okui, Ryo; Whang, Yoon-jae - In: Journal of applied econometrics 32 (2017) 7, pp. 1207-1225
Persistent link: https://www.econbiz.de/10011862589
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Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.; Ravazzolo, Francesco - In: Journal of applied econometrics 30 (2015) 4, pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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The millennium peak in club convergence : a new look at distributional changes in the wealth of nations
Krause, Melanie - In: Journal of applied econometrics 32 (2017) 3, pp. 621-642
Persistent link: https://www.econbiz.de/10011694772
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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