The boosted Hodrick‐Prescott filter is more general than you might think.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1260, doi. 10.1002/jae.3086
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Works matching IS 08837252 AND DT 2024 AND VI 39 AND IP 7
Results: 13
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Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1403, doi. 10.1002/jae.3091
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Sudden stop: Supply and demand shocks in the German natural gas market.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1282, doi. 10.1002/jae.3089
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The benefits of forecasting inflation with machine learning: New evidence.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1321, doi. 10.1002/jae.3088
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5
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1301, doi. 10.1002/jae.3087
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6
Optimal multi‐action treatment allocation: A two‐phase field experiment to boost immigrant naturalization.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1379, doi. 10.1002/jae.3092
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7
Heterogeneous autoregressions in short T panel data models.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1359, doi. 10.1002/jae.3085
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8
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1245, doi. 10.1002/jae.3084
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9
The effect of plough agriculture on gender roles: A machine learning approach.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1396, doi. 10.1002/jae.3083
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10
Panel treatment effects measurement: Factor or linear projection modelling?
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1332, doi. 10.1002/jae.3081
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11
Agglomerative hierarchical clustering for selecting valid instrumental variables.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1201, doi. 10.1002/jae.3078
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12
Nowcasting Norwegian household consumption with debit card transaction data.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1220, doi. 10.1002/jae.3076
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13
Issue Information.
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- Journal of Applied Econometrics, 2024, v. 39, n. 7, p. 1199, doi. 10.1002/jae.2993
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- Article