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Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2024) BonferroniâType Tests for Return Predictability with Possibly Trending Predictors. Journal of Applied Econometrics, 40 (1). pp. 37-56. DOI https://doi.org/10.1002/jae.3094
Del Bono, Emilia and Kinsler, Josh and Pavan, Ronni (2022) Identification of dynamic latent factor models of skill formation with translog production. Journal of Applied Econometrics, 37 (6). pp. 1256-1265. DOI https://doi.org/10.1002/jae.2929
Kynigakis, Iason and Panopoulou, Ekaterini (2022) Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models. Journal of Applied Econometrics, 37 (3). pp. 603-639. DOI https://doi.org/10.1002/jae.2885
Balboa, Marina and Rodrigues, Paulo MM and Rubia, Antonio and Taylor, AM Robert (2021) Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. Journal of Applied Econometrics, 36 (5). pp. 544-565. DOI https://doi.org/10.1002/jae.2829
Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2021) Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. Journal of Applied Econometrics, 36 (1). pp. 45-70. DOI https://doi.org/10.1002/jae.2794
Nicoletti, C and Rabe, B (2019) Sibling spillover effects in school achievement. Journal of Applied Econometrics, 34 (4). pp. 482-501. DOI https://doi.org/10.1002/jae.2674
Chakravarty, Abhishek (2015) GenderâBiased Breastfeeding in Egypt: Examining the Fertility Preference Hypotheses of Jayachandran and Kuziemko (2011). Journal of Applied Econometrics, 30 (5). pp. 848-855. DOI https://doi.org/10.1002/jae.2445
Bauwens, L and Koop, G and Korobilis, D and Rombouts, JVK (2015) The contribution of structural break models to forecasting macroeconomic series. Journal of Applied Econometrics, 30 (4). pp. 596-620. DOI https://doi.org/10.1002/jae.2387
Johnston, D and Propper, C and Pudney, S and Shields, M (2014) Child mental health and educational attainment: multiple observers and the measurement error problem. Journal of Applied Econometrics, 29 (6). pp. 880-900. DOI https://doi.org/10.1002/jae.2359
Ermisch, John and Francesconi, Marco (2013) THE EFFECT OF PARENTAL EMPLOYMENT ON CHILD SCHOOLING. Journal of Applied Econometrics, 28 (5). pp. 796-822. DOI https://doi.org/10.1002/jae.2260
Dhaene, Geert and Santos Silva, JMC (2012) Specification and testing of models estimated by quadrature. Journal of Applied Econometrics, 27 (2). pp. 322-332. DOI https://doi.org/10.1002/jae.1196
Delavande, Adeline and Giné, Xavier and McKenzie, David (2011) Eliciting probabilistic expectations with visual aids in developing countries: how sensitive are answers to variations in elicitation design? Journal of Applied Econometrics, 26 (3). pp. 479-497. DOI https://doi.org/10.1002/jae.1233
Delavande, Adeline and Rohwedder, Susann (2011) Individuals' uncertainty about future social security benefits and portfolio choice. Journal of Applied Econometrics, 26 (3). pp. 498-519. DOI https://doi.org/10.1002/jae.1235
Korobilis, D (2011) VAR forecasting using Bayesian variable selection. Journal of Applied Econometrics, 28 (2). pp. 204-230. DOI https://doi.org/10.1002/jae.1271
Alan, Sule and Attanasio, Orazio and Browning, Martin (2009) Estimating Euler equations with noisy data: two exact GMM estimators. Journal of Applied Econometrics, 24 (2). pp. 309-324. DOI https://doi.org/10.1002/jae.1037
Hernandez, M and Pudney, S and Hancock, R (2007) The welfare cost of means-testing: pensioner participation in income support. Journal of Applied Econometrics, 22 (3). pp. 581-598. DOI https://doi.org/10.1002/jae.940
Francesconi, Marco and Nicoletti, Cheti (2006) Intergenerational mobility and sample selection in short panels. Journal of Applied Econometrics, 21 (8). pp. 1265-1293. DOI https://doi.org/10.1002/jae.910
Pudney, S (2004) Keeping off the grass? an econometric model of cannabis consumption in Britain. Journal of Applied Econometrics, 19 (4). pp. 435-453. DOI https://doi.org/10.1002/jae.746
Cappellari, L and Jenkins, SP (2004) Modelling low income transitions. Journal of Applied Econometrics, 19 (5). pp. 593-610. DOI https://doi.org/10.1002/jae.778
Santos Silva, Joao M C (2001) A score test for non-nested hypotheses with applications to discrete data models. Journal of Applied Econometrics, 16 (5). pp. 577-597.
Arulampalam, Wiji and Booth, Alison L (2000) Union status of young men in Britain: a decade of change. Journal of Applied Econometrics, 15 (3). pp. 289-310.
Booth, Alison L and Arulampalam, Wiji (2000) Union status of young men in Britain: a decade of change. Journal of Applied Econometrics, 15 (3). pp. 289-310. DOI https://doi.org/10.1002/1099-1255(200005
Windmeijer, F A G and Santos Silva, Joao M C (1997) Endogeneity in Count Data Models: An Application to Demand for Health Care. Journal of Applied Econometrics, 12 (3). pp. 281-94.
Chambers, Marcus J (1992) Estimation of a continuousâtime dynamic demand system. Journal of Applied Econometrics, 7 (1). pp. 53-64. DOI https://doi.org/10.1002/jae.3950070106