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Default estimation, correlated defaults, and expert information
Kiefer, Nicholas M. - In: Journal of applied econometrics 26 (2011) 2, pp. 173-192
Persistent link: https://www.econbiz.de/10008936922
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A maximum likelihood bunching estimator of the elasticity of taxable income
Aronsson, Thomas; Jenderny, Katharina; Lanot, Gauthier - In: Journal of applied econometrics 39 (2024) 1, pp. 200-216
Persistent link: https://www.econbiz.de/10014474453
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A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C. A. - In: Journal of applied econometrics 27 (2012) 4, pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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Panel probit with flexible correlated effects : quantifying technology spillovers in the presence of latent heterogeneity
Burda, Martin; Harding, Matthew C. - In: Journal of applied econometrics 28 (2013) 6, pp. 956-981
Persistent link: https://www.econbiz.de/10010351089
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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A regularization approach to common correlated effects estimation
Juodis, Artūras - In: Journal of applied econometrics 37 (2022) 4, pp. 788-810
Persistent link: https://www.econbiz.de/10013332722
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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - In: Journal of applied econometrics 32 (2017) 2, pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
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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
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Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix; McAleer, Michael - In: Journal of applied econometrics 17 (2002) 5, pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
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Quantifying the uncertainty about the half-life if deviations from PPP
Kilian, Lutz; Zha, Tao - In: Journal of applied econometrics 17 (2002) 2, pp. 107-125
Persistent link: https://www.econbiz.de/10001667480