Simultaneous confidence bands: Theory, implementation, and an application to SVARs
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2656
Macroeconomic forecast accuracy in a data‐rich environment
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2725
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2659
Switching generalized autoregressive score copula models with application to systemic risk
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2650
Structural VARs and noninvertible macroeconomic models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2665
To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2696
The puzzling effects of monetary policy in VARs: Invalid identification or missing information?
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2647
Selecting structural innovations in DSGE models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2664
Real‐time forecast combinations for the oil price
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2673
CCE in fixed-T panels
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2707
Decomposing the Effects of Monetary Policy Using an External Instruments SVAR
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2721
Estimating the U.S. output gap with state‐level data
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2705
Measuring the natural rate of interest: A note on transitory shocks
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2671
Commodity Prices and Fiscal Policy Design: Procyclical Despite a Rule
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2669
The Two-Sample Linear Regression Model with Interval-Censored Covariates
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2654
The Informativeness of Estimation Moments
来源期刊：Journal of Applied EconometricsDOI：10.1920/wp.cem.2020320
Actual and counterfactual growth incidence and delta Lorenz curves: Estimation and inference
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2663
Does global inflation help forecast inflation in industrialized countries
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2704
Panel parametric, semiparametric, and nonparametric construction of counterfactuals
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2702
Steady‐state modeling and macroeconomic forecasting quality
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2657
Endogenous Censoring in the Mixed Proportional Hazard Model with an Application to Optimal Unemployment Insurance
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2731
The cyclicality of R&D investment revisited
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2667
Estimating within‐cluster spillover effects using a cluster randomization with application to knowledge diffusion in rural India
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2658
The signal quality of grades across academic fields
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2684
Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2703
Private returns to R&D in the presence of spillovers, revisited
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2662
Extreme Returns and Intensity of Trading
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2738
Monetary policy, housing rents, and inflation dynamics
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2679
A robust approach to estimating production functions: Replication of the ACF procedure
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2697
Two Applications of wild bootstrap methods to Improve Inference in cluster-IV models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2710
Dynamic specification tests for dynamic factor models
来源期刊：Journal of Applied EconometricsDOI：10.1002/jae.2678
Telling tales from the tails: High-dimensional tail interdependence
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2708
Information flows and stock market volatility
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2649
Likelihood evaluation of models with occasionally binding constraints
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2729
Structural changes in heterogeneous panels with endogenous regressors
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2712
Heterogeneity in risk aversion and risk sharing regressions
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2686
Tests of Asset Pricing with Time-Varying Factor Loads
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2687
Measurement Error in Discrete Health Facility Choice Models: an Example from Urban Senegal.
来源期刊：Journal of applied econometricsDOI：10.1002/JAE.2739
Testing for time variation in the natural rate of interest
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2698
Bubbles and crises: Replicating the Anundsen et al. (2016) results
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2695
(Under)Mining local residential property values: A semiparametric spatial quantile autoregression
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2655
Systemic Risk and Bank Business Models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2666
The approximate solution of finite‐horizon discrete‐choice dynamic programming models
来源期刊：Journal of Applied EconometricsDOI：10.1002/JAE.2648
