Journal of Applied Econometrics

Early View Articles

Research Articles

Binary response panel data models with sample selection and self‐selection

  • Author: Anastasia Semykina, Jeffrey M. Wooldridge
  • Pub Online: Aug 08, 2017
  • DOI: 10.1002/jae.2592 (p )

An efficient Bayesian approach to multiple structural change in multivariate time series

  • Author: John M. Maheu, Yong Song
  • Pub Online: Oct 06, 2017
  • DOI: 10.1002/jae.2606 (p )


Normalized CES supply systems: Replication of Klump, McAdam, and Willman (2007)

  • Author: Kenneth G. Stewart
  • Pub Online: Jul 27, 2017
  • DOI: 10.1002/jae.2591 (p )

Research Articles

A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models

  • Author: Mark Bognanni, Edward Herbst
  • Pub Online: Aug 07, 2017
  • DOI: 10.1002/jae.2582 (p )

Multivariate choices and identification of social interactions

  • Author: Ethan Cohen‐Cole, Xiaodong Liu, Yves Zenou
  • Pub Online: Jul 31, 2017
  • DOI: 10.1002/jae.2590 (p )


Measuring the diffusion of housing prices across space and over time: Replication and further evidence

  • Author: Shulin Shen, Jindong Pang
  • Pub Online: Oct 04, 2017
  • DOI: 10.1002/jae.2607 (p )

Research Articles

Estimating global bank network connectedness

  • Author: Mert Demirer, Francis X. Diebold, Laura Liu, Kamil Yilmaz
  • Pub Online: Jul 31, 2017
  • DOI: 10.1002/jae.2585 (p )


Research Articles

Identification issues in the public/private wage gap, with an application to Italy

  • Author: Domenico Depalo
  • Pub Online: Dec 11, 2017
  • DOI: 10.1002/jae.2608 (p )

A generalized focused information criterion for GMM

  • Author: Minsu Chang, Francis J. DiTraglia
  • Pub Online: Jan 11, 2018
  • DOI: 10.1002/jae.2614 (p )

Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements

  • Author: Marco Bee, Debbie J. Dupuis, Luca Trapin
  • Pub Online: Jan 11, 2018
  • DOI: 10.1002/jae.2615 (p )

Increasing the credibility of the twin birth instrument

  • Author: Helmut Farbmacher, Raphael Guber, Johan Vikström
  • Pub Online: Jan 11, 2018
  • DOI: 10.1002/jae.2616 (p )

A multilevel factor model: Identification, asymptotic theory and applications

  • Author: In Choi, Dukpa Kim, Yun Jung Kim, Noh‐Sun Kwark
  • Pub Online: Jan 16, 2018
  • DOI: 10.1002/jae.2611 (p )

Policy uncertainty and aggregate fluctuations

  • Author: Haroon Mumtaz, Paolo Surico
  • Pub Online: Jan 19, 2018
  • DOI: 10.1002/jae.2613 (p )

Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions

  • Author: Roberto A. De Santis, Srečko Zimic
  • Pub Online: May 10, 2018
  • DOI: 10.1002/jae.2627 (p )
Page:   Prev 1 2 3 4 Next

Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.