Journal of Applied Econometrics

Title Publication Date Language Citations
Geographic poverty traps? A micro model of consumption growth in rural China2002/07/01English227
Value‐at‐risk for long and short trading positions2003/05/02English224
R&D and subsidies at the firm level: an application of parametric and semiparametric two‐step selection models2008/09/01English222
A double‐hurdle model of cigarette consumption1989/01/01English222
Wild Bootstrap Inference for Wildly Different Cluster Sizes2016/02/21English214
The cyclical and secular behaviour of the labour input: Comparing efficiency units and hours worked1993/01/01English213
Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility2014/01/21English212
A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA2011/01/04English208
Measuring forecast uncertainty by disagreement: The missing link2010/05/04English206
Modelling and forecasting multivariate realized volatility2010/02/01English203
More powerful panel data unit root tests with an application to mean reversion in real exchange rates2004/03/01English202
Stocks, bonds, money markets and exchange rates: measuring international financial transmission2010/03/30English202
Models for truncated counts1991/07/01English202
What caused the early millennium slowdown? Evidence based on vector autoregressions2005/01/01English202
Default priors and predictive performance in Bayesian model averaging, with application to growth determinants2009/08/11English201
Diagnostic tests for models based on individual data: A survey1989/12/01English201
Detecting multiple breaks in financial market volatility dynamics2002/09/01English201
MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA2012/11/12English197
The econometric analysis of models with risk terms1988/04/01English192
The interrelated dynamics of unemployment and low‐wage employment2007/04/01English190
A comprehensive look at financial volatility prediction by economic variables2012/08/11English190
Jumps, cojumps and macro announcements2010/03/29English188
Consumer benefits from increased competition in shopping outlets: Measuring the effect of Wal‐Mart2007/12/01English184
The asymmetric effects of uncertainty on inflation and output growth2004/09/01English179
A theoretical comparison between integrated and realized volatility2002/09/01English178
Stochastic frontier models with random coefficients2002/03/01English175
Heterogeneity and cross section dependence in panel data models: theory and applications introduction2007/03/01English173
Socio‐economic distance and spatial patterns in unemployment2002/07/01English170
Monetary policy and uncertainty in an empirical small open‐economy model2010/01/01English169
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns2006/01/01English167