Narrow search
Showing 1 - 10 of 372
Cover Image
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei; Hara, Naoko - In: Journal of applied econometrics 37 (2022) 4, pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Cover Image
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - In: Journal of applied econometrics 32 (2017) 4, pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Cover Image
Noncausal Bayesian vector autoregression
Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 31 (2016) 7, pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Cover Image
Mixed signals among tests for cointegration
Gregory, Allan W.; Haug, Alfred Albert; Lomuto, Nicoletta - In: Journal of applied econometrics 19 (2004) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
Cover Image
Permanent vs transitory components and economic fundamentals
Garratt, Anthony; Robertson, Donald; Wright, Stephen - In: Journal of applied econometrics 21 (2006) 4, pp. 521-542
Persistent link: https://www.econbiz.de/10003338662
Cover Image
Regression discontinuity design with multivalued treatments
Caetano, Carolina; Caetano, Gregorio; Escanciano, Juan … - In: Journal of applied econometrics 38 (2023) 6, pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
Cover Image
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
Cover Image
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens; Zhelonkin, Mikhail - In: Journal of applied econometrics 39 (2024) 1, pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
Cover Image
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Bates, Michael; Kim, Seolah - In: Journal of applied econometrics 39 (2024) 4, pp. 679-696
Persistent link: https://www.econbiz.de/10014562849
Cover Image
Covariate distribution balance via propensity scores
Sant'Anna, Pedro H. C.; Song, Xiaojun; Xu, Qi - In: Journal of applied econometrics 37 (2022) 6, pp. 1093-1120
Persistent link: https://www.econbiz.de/10013464658