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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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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan; Manganelli, Simone - In: Journal of applied econometrics 39 (2024) 1, pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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Nonparametric tests of tail behavior in stochastic frontier models
Horrace, William C.; Wang, Yulong - In: Journal of applied econometrics 37 (2022) 3, pp. 537-562
Persistent link: https://www.econbiz.de/10013186698
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Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 38 (2023) 2, pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
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Identifying program benefits when participation is misreported
Tommasi, Denni; Zhang, Lina - In: Journal of applied econometrics 39 (2024) 6, pp. 1123-1148
Persistent link: https://www.econbiz.de/10015156823
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State dependence and heterogeneity in health using a bias-corrected fixed-effects estimator
Carro, Jesus M.; Traferri, Alejandra - In: Journal of applied econometrics 29 (2014) 2, pp. 181-207
Persistent link: https://www.econbiz.de/10010414902
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik; Kiss, Tamás - In: Journal of applied econometrics 37 (2022) 7, pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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Addressing sample selection bias for machine learning methods
Brewer, Dylan; Carlson, Alyssa - In: Journal of applied econometrics 39 (2024) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10014517489
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Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - In: Journal of applied econometrics 14 (1999) 6, pp. 627-650
Persistent link: https://www.econbiz.de/10001440633