ヘルプ
ヘルプ

検索結果 372 件

Making text count: Economic forecasting using newspaper text

Making text count: Economic forecasting using newspaper text
デジタル記事
2022-06-21Journal of Applied Econometrics37 5p.896-919
全国の図書館
  • 掲載誌（ISSN）08837252

Extremal connectedness of hedge funds

Extremal connectedness of hedge funds
デジタル記事
2022-06Journal of Applied Econometrics37 5p.988-1009
全国の図書館
  • 掲載誌（ISSN）08837252

Identifying factor‐augmented vector autoregression models via changes in shock variances

Identifying factor‐augmented vector autoregression models via changes in shock variances
デジタル記事
2022-03-30Journal of Applied Econometrics37 4p.722-745
全国の図書館
  • 掲載誌（ISSN）08837252

Permutation tests for equality of distributions of functional data

Permutation tests for equality of distributions of functional data
デジタル記事
2021-09-02Journal of Applied Econometrics36 7p.861-877
全国の図書館
  • 掲載誌（ISSN）08837252

Measurement of factor strength: Theory and practice

Measurement of factor strength: Theory and practice
デジタル記事
2021-08Journal of Applied Econometrics36 5p.587-613
全国の図書館
  • 掲載誌（ISSN）08837252

Replicating the Levitt and Porter estimates of drunk driving

Replicating the Levitt and Porter estimates of drunk driving
デジタル記事
2020-07-09Journal of Applied Econometrics35 6p.786-796
全国の図書館
  • 掲載誌（ISSN）08837252

Testing for overconfidence statistically: A moment inequality approach

Testing for overconfidence statistically: A moment inequality approach
デジタル記事
2020-07-06Journal of Applied Econometrics35 7p.879-892
インターネットで読める全国の図書館
  • 掲載誌（ISSN）08837252

Refining the workhorse oil market model

Refining the workhorse oil market model
デジタル記事
2019-12-15Journal of Applied Econometrics35 1p.130-140
全国の図書館
  • 掲載誌（ISSN）08837252

Estimating and accounting for the output gap with large Bayesian vector autoregressions

Estimating and accounting for the output gap with large Bayesian vector autoregressions
デジタル記事
2019-11-19Journal of Applied Econometrics35 1p.1-18
全国の図書館
  • 掲載誌（ISSN）08837252

Measuring global economic activity

Measuring global economic activity
デジタル記事
2019-11-13Journal of Applied Econometrics36 3p.293-303
全国の図書館
  • 掲載誌（ISSN）08837252

The effect of oil supply shocks on US economic activity: What have we learned?

The effect of oil supply shocks on US economic activity: What have we learned?
デジタル記事
2019-11-13Journal of Applied Econometrics35 2p.141-159
全国の図書館
  • 掲載誌（ISSN）08837252

Likelihood evaluation of models with occasionally binding constraints

Likelihood evaluation of models with occasionally binding constraints
デジタル記事
2019-09-02Journal of Applied Econometrics34 7p.1073-1085
全国の図書館
  • 掲載誌（ISSN）08837252

Modeling the conditional distribution of financial returns with asymmetric tails

Modeling the conditional distribution of financial returns with asymmetric tails
デジタル記事
2019-08-30Journal of Applied Econometrics35 1p.46-60
全国の図書館
  • 掲載誌（ISSN）08837252

Estimation of linear dynamic panel data models with time‐invariant regressors

Estimation of linear dynamic panel data models with time‐invariant regressors
デジタル記事
2019-01-30Journal of Applied Econometrics34 4p.526-546
全国の図書館
  • 掲載誌（ISSN）08837252

NETS: Network estimation for time series

NETS: Network estimation for time series
デジタル記事
2019-01-11Journal of Applied Econometrics34 3p.347-364
全国の図書館
  • 掲載誌（ISSN）08837252

Measuring the natural rate of interest: A note on transitory shocks

Measuring the natural rate of interest: A note on transitory shocks
デジタル記事
2018-12-26Journal of Applied Econometrics34 3p.425-436
全国の図書館
  • 掲載誌（ISSN）08837252

Real‐time forecast combinations for the oil price

Real‐time forecast combinations for the oil price
デジタル記事
2018-12-21Journal of Applied Econometrics34 3p.456-462
全国の図書館
  • 掲載誌（ISSN）08837252

Systemic risk and bank business models

Systemic risk and bank business models
デジタル記事
2018-11-14Journal of Applied Econometrics34 3p.365-384
全国の図書館
  • 掲載誌（ISSN）08837252

Selecting structural innovations in DSGE models

Selecting structural innovations in DSGE models
デジタル記事
2018-11-05Journal of Applied Econometrics34 2p.205-220
全国の図書館
  • 掲載誌（ISSN）08837252

Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions

Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions
デジタル記事
2018-10-17Journal of Applied Econometrics34 2p.247-267
全国の図書館
  • 掲載誌（ISSN）08837252