Journal of Applied Econometrics Data Archive

JOURNAL ARTICLE published May 1996 in Journal of Applied Econometrics

Book review: Handbook of Matrices, Helmut Lütkepohl, Wiley, New York, 1996, ISBN 0-471-96688-6 (hardback), pp. xvi+304. Price A$195·95 (hardback), A$89·95 (paperback).

JOURNAL ARTICLE published July 1998 in Journal of Applied Econometrics

Authors: Darrell Turkington

JOURNAL ISSUE published January 2007 in Journal of Applied Econometrics

Age–period–cohort decomposition of aggregate data: an application to US and Japanese household saving rates

JOURNAL ARTICLE published November 2006 in Journal of Applied Econometrics

Authors: Kosei Fukuda

JOURNAL ISSUE published January 2006 in Journal of Applied Econometrics

JOURNAL ISSUE published January 2005 in Journal of Applied Econometrics

Modeling the conditional distribution of financial returns with asymmetric tails

JOURNAL ARTICLE published January 2020 in Journal of Applied Econometrics

Authors: Stephen Thiele

A new poolability test for cointegrated panels

JOURNAL ARTICLE published January 2011 in Journal of Applied Econometrics

Authors: Joakim Westerlund | Wolfgang Hess

Autobox: A review

JOURNAL ARTICLE published July 1988 in Journal of Applied Econometrics

Authors: Ronald Bewley

State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries

JOURNAL ARTICLE published September 2016 in Journal of Applied Econometrics

Research funded by Lancaster University, Department of Mathematics and Statistics (MAA1800)

Authors: Stefanos Dimitrakopoulos | Michalis Kolossiatis

Fat tails and spurious estimation of consumption‐based asset pricing models

JOURNAL ARTICLE published September 2017 in Journal of Applied Econometrics

Authors: Alexis Akira Toda | Kieran James Walsh

Simulation-based estimation of models with lagged latent variables

JOURNAL ARTICLE published December 1993 in Journal of Applied Econometrics

Authors: G. Laroque | B. Salanié

The time-varying behaviour of real interest rates: a re-evaluation of the recent evidence

JOURNAL ARTICLE published March 1999 in Journal of Applied Econometrics

Authors: Basma Bekdache

Earnings, unemployment, and housing in Britain

JOURNAL ARTICLE published May 2001 in Journal of Applied Econometrics

Authors: Gavin Cameron | John Muellbauer

The bilateral trade effects of announcement shocks: Brexit as a natural field experiment

JOURNAL ARTICLE published March 2022 in Journal of Applied Econometrics

Authors: Mustapha Douch | Terence Huw Edwards

Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonparametric Frontier Analysis

JOURNAL ARTICLE published August 2015 in Journal of Applied Econometrics

Authors: Camilla Mastromarco | Léopold Simar

Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models

JOURNAL ARTICLE published April 2011 in Journal of Applied Econometrics

Authors: Charles Bellemare | Alexander Sebald | Martin Strobel

The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

JOURNAL ARTICLE published December 1992 in Journal of Applied Econometrics

Authors: B. E. Hansen

Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations

JOURNAL ARTICLE published August 2020 in Journal of Applied Econometrics

Authors: Norman R. Swanson | Weiqi Xiong | Xiye Yang

Bivariate garch estimation of the optimal commodity futures Hedge

JOURNAL ARTICLE published April 1991 in Journal of Applied Econometrics

Authors: Richard T. Baillie | Robert J. Myers