Comments by Professor James Tobin

JOURNAL ARTICLE published September 1997 in Journal of Applied Econometrics

Authors: James Tobin

Forecast uncertainty: sources, measurement and evaluation

JOURNAL ARTICLE published June 2010 in Journal of Applied Econometrics

Authors: Matteo Ciccarelli | Kirstin Hubrich

Tests of seasonal integration and cointegration in multivariate unobserved component models

JOURNAL ARTICLE published May 2006 in Journal of Applied Econometrics

Authors: Fabio Busetti

INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH

JOURNAL ARTICLE published January 2014 in Journal of Applied Econometrics

Authors: Hans Dewachter | Leonardo Iania | Marco Lyrio

CATS in RATS: cointegration analysis of time series: version 1.01

JOURNAL ARTICLE published May 1998 in Journal of Applied Econometrics

Authors: David Tufte

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

Multivariate mixed proportional hazard modelling of the joint retirement of married couples

JOURNAL ARTICLE published January 2004 in Journal of Applied Econometrics

Authors: Mark Y. An | Bent Jesper Christensen | Nabanita Datta Gupta

Unobserved selection heterogeneity and the gender wage gap

JOURNAL ARTICLE published November 2017 in Journal of Applied Econometrics

Authors: Cecilia Machado

Ethnic wage differences in Malaysia: parametric and semiparametric estimation of the Chinese-Malay wage gap

JOURNAL ARTICLE published September 1998 in Journal of Applied Econometrics

Authors: Marcia M. A. Schafgans

Re‐examining the relationship between patience, risk‐taking, and human capital investment across countries*

JOURNAL ARTICLE published 31 March 2024 in Journal of Applied Econometrics

Authors: Alexandra de Gendre | Jan Feld | Nicolás Salamanca

An empirical model of the multi‐unit, sequential, clock auction

JOURNAL ARTICLE published December 2006 in Journal of Applied Econometrics

Authors: Stephen G. Donald | Harry J. Paarsch | Jacques Robert

Diagnostic tests for models based on individual data: A survey

JOURNAL ARTICLE published December 1989 in Journal of Applied Econometrics

Authors: Adrian Pagan | Frank Vella

Daily exchange rate behaviour and hedging of currency risk

JOURNAL ARTICLE published November 2000 in Journal of Applied Econometrics

Authors: Charles S. Bos | Ronald J. Mahieu | Herman K. Van Dijk

Earnings, unemployment, and housing in Britain

JOURNAL ARTICLE published May 2001 in Journal of Applied Econometrics

Authors: Gavin Cameron | John Muellbauer

Heterogeneity biases, distributional effects, and aggregate consumption: An empirical analysis using stratified microdata

JOURNAL ARTICLE published July 1995 in Journal of Applied Econometrics

Authors: Nicole M. Fortin

Mostly harmless simulations? Using Monte Carlo studies for estimator selection

JOURNAL ARTICLE published September 2019 in Journal of Applied Econometrics

Authors: Arun Advani | Toru Kitagawa | Tymon Słoczyński

NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS

JOURNAL ARTICLE published January 2014 in Journal of Applied Econometrics

Authors: James G. MacKinnon | Morten Ørregaard Nielsen

MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

JOURNAL ARTICLE published August 2013 in Journal of Applied Econometrics

Authors: Luc Bauwens | Christian M. Hafner | Diane Pierret

Do rural banks matter that much? Burgess and Pande (2005) reconsidered

JOURNAL ARTICLE published September 2022 in Journal of Applied Econometrics

Research funded by Grantová Agentura České Republiky (20‐14990S) | Grantová Agentura, Univerzita Karlova (1034519)

Authors: Nino Buliskeria | Jaromir Baxa

The multifaceted impact of US trade policy on financial markets

JOURNAL ARTICLE published April 2023 in Journal of Applied Econometrics

Authors: Lukas Boer | Lukas Menkhoff | Malte Rieth