Journal of Applied Econometrics

Computation and analysis of multiple structural change models

A simple panel unit root test in the presence of cross‐section dependence

Bounds testing approaches to the analysis of level relationships

Estimating consumer preferences using market data—an application to us automobile demand

Macroeconomic forecasting and structural change

Doubly Robust Estimation of Causal Effects with Multivalued Treatments: An Application to the Returns to Schooling

Forecasting in cointegrated systems

Efficiency externalities of trade and alternative forms of foreign investment in OECD countries

A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

What do we learn from the price of crude oil futures?