JOURNAL ISSUE published April 1993 in Journal of Applied Econometrics

Partially overlapping time series: a new model for volatility dynamics in commodity futures

JOURNAL ARTICLE published March 2005 in Journal of Applied Econometrics

Authors: Aaron Smith

Estimating household consumption insurance

JOURNAL ARTICLE published August 2021 in Journal of Applied Econometrics

Research funded by Australian Research Council (DE130100806)

Authors: Arpita Chatterjee | James Morley | Aarti Singh

Estimating a nonlinear rational expectations commodity price model with unobservable state variables

JOURNAL ARTICLE published December 1995 in Journal of Applied Econometrics

Authors: Angus Deaton | Guy Laroque

A small monetary system for the euro area based on German data

JOURNAL ARTICLE published September 2006 in Journal of Applied Econometrics

Authors: Ralf Brüggemann | Helmut Lütkepohl

DOES CORESIDENCE IMPROVE AN ELDERLY PARENT'S HEALTH?

JOURNAL ARTICLE published September 2014 in Journal of Applied Econometrics

Research funded by Australian Research Council Discovery (DP110100773)

Authors: Meliyanni Johar | Shiko Maruyama

Linear household technologies

JOURNAL ARTICLE published May 2000 in Journal of Applied Econometrics

Authors: C. Andrea Bollino | Federico Perali | Nicola Rossi

Constructing the true cost of living index from the Engel curves of the PIGLOG model

JOURNAL ARTICLE published January 1989 in Journal of Applied Econometrics

Authors: Vanessa Fry | Panos Pashardes

The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters

JOURNAL ARTICLE published April 2016 in Journal of Applied Econometrics

Authors: Joshua Abel | Robert Rich | Joseph Song | Joseph Tracy

Nonresponse in panel data: The impact on estimates of a life cycle consumption function

JOURNAL ARTICLE published July 1992 in Journal of Applied Econometrics

Authors: Theo Nijman | Marno Verbeek

Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects

JOURNAL ARTICLE published March 2012 in Journal of Applied Econometrics

Authors: Theo S. Eicher | Christian Henn | Chris Papageorgiou

How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?

JOURNAL ARTICLE published April 2024 in Journal of Applied Econometrics

Authors: Robert Bernhardt | David Munro | Erin L. Wolcott

A high‐dimensional multinomial logit model

JOURNAL ARTICLE published April 2024 in Journal of Applied Econometrics

Authors: Didier Nibbering

Testing for homogeneity in demand systems when the regressors are nonstationary

JOURNAL ARTICLE published April 1995 in Journal of Applied Econometrics

Authors: Serena Ng

Assessing international commonality in macroeconomic uncertainty and its effects

JOURNAL ARTICLE published April 2020 in Journal of Applied Econometrics

Authors: Andrea Carriero | Todd E. Clark | Massimiliano Marcellino

Issue Information

JOURNAL ARTICLE published January 2021 in Journal of Applied Econometrics

Optimal Control of Heteroscedastic Macroeconomic Models

JOURNAL ARTICLE published November 2016 in Journal of Applied Econometrics

Authors: Vito Polito | Peter Spencer

A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”

JOURNAL ARTICLE published August 2019 in Journal of Applied Econometrics

Authors: Davaajargal Luvsannyam | Khuslen Batmunkh

npRmpi: A package for parallel distributed kernel estimation in R

JOURNAL ARTICLE published March 2011 in Journal of Applied Econometrics

Authors: Anson T. Y. Ho | Kim P. Huynh | David T. Jacho-Chávez

Does school matter for educational achievement? a two‐way nested‐error components analysis

JOURNAL ARTICLE published April 1989 in Journal of Applied Econometrics

Authors: Claude Montmarquette | Sophie Mahseredjian