Journal of Applied Econometrics
1986 - 2009
Edited by M. Hashem Pesaran from John Wiley & Sons, Ltd. Series data maintained by Christopher F. Baum (). Access Statistics for this journal.
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Volume 24, issue 4, 2009
- Risk of catastrophic terrorism: an extreme value approach pp. 537-559

- Hamid Mohtadi and Antu Panini Murshid
- On portfolio optimization: How and when do we benefit from high-frequency data? pp. 560-582

- Qianqiu Liu
- Assessing the prudence of economic forecasts in the EU pp. 583-606

- G. A. Christodoulakis and E. C. Mamatzakis
- Boosting diffusion indices pp. 607-629

- Jushan Bai and Serena Ng
- Steady-state priors for vector autoregressions pp. 630-650

- Mattias Villani
- On the effect of prior assumptions in Bayesian model averaging with applications to growth regression
This article was published online on 30 March 2009. An error was subsequently identified. This notice is included in the online and print versions to indicate that both have been corrected [6 April 2009]. pp. 651-674 
- Eduardo Ley and Mark F.J. Steel
- Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods pp. 675-697

- Scott E. Atkinson and Jeffrey H. Dorfman
- Econometrics with Python pp. 698-704

- Christine Choirat and Raffello Seri
Volume 24, issue 1, 2009
- Annual miles drive used car prices pp. 1-33

- Maxim Engers, Monica E. Hartmann and Steven Stern
- Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective pp. 35-75

- Nathan Balke and Mark Wohar
- Does the option market produce superior forecasts of noise-corrected volatility measures? pp. 77-104

- Gael Margaret Martin, Andrew Reidy and Jill Wright
- Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions pp. 105-138

- Guohua Feng and Apostolos Serletis
- International output convergence: evidence from an autocorrelation function approach pp. 139-162

- Giovanni Caggiano and Leone Leonida
- Random Recursive Partitioning: a matching method for the estimation of the average treatment effect pp. 163-185

- Giuseppe Porro and Stefano Maria Iacus
- Hours per capita and productivity: evidence from correlated unobserved components models pp. 187-206

- Arabinda Basistha
- Journal of Applied Econometrics Dissertation Prize pp. 207-207

- M Hashem Pesaran
Volume 23, issue 7, 2008
- Introduction to the special issue on the Econometrics of Auctions pp. 867-869

- Pierre Dubois, Marc Ivaldi and Thierry Magnac
- Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data pp. 871-896

- Jingfeng Lu and Isabelle Perrigne
- Multi-round procurement auctions with secret reserve prices: theory and evidence pp. 897-923

- Lu Ji and Tong Li
- Econometrics of auctions by least squares pp. 925-948

- Leonardo Rezende
- Nonparametric identification and estimation of a class of common value auction models pp. 949-964

- Philippe Février
- Approximation of Nash equilibria in Bayesian games pp. 965-981

- Olivier Armantier, Jean-Pierre Florens and Jean-Francois Richard
Volume 23, issue 6, 2008
- Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity pp. 699-728

- Tong Li and Xiaoyong Zheng
- R&D and subsidies at the firm level: an application of parametric and semiparametric two-step selection models pp. 729-747

- Katrin Hussinger
- Efficiency externalities of trade and alternative forms of foreign investment in OECD countries pp. 749-766

- Krishna G. Iyer, Alicia Rambaldi and Kam Ki Tang
- The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity pp. 767-793

- Brendan Kline and Justin L. Tobias
- Rotterdam model versus almost ideal demand system: will the best specification please stand up? pp. 795-824

- William Barnett and Ousmane Seck
- Semiparametric hedonic price models: assessing the effects of agricultural nonpoint source pollution pp. 825-842

- Christophe Bontemps, Michel Simioni and Yves Surry
- Are risk-averse agents more optimistic? A Bayesian estimation approach pp. 843-860

- Selima Ben Mansour, Elyès Jouini, Jean-Michel Marin, Clotilde NAPP and Christian Robert
- Review of np software for R pp. 861-865
- Teresa D. Harrison
Volume 23, issue 5, 2008
- Identifying the new Keynesian Phillips curve pp. 525-551

- James Nason and Gregor W. Smith
- Learning, forecasting and structural breaks pp. 553-583

- John M. Maheu and Stephen Gordon
- Jumps in cross-sectional rank and expected returns: a mixture model pp. 585-606

- Gloria González-Rivera, Tae-Hwy Lee and Santosh Mishra
- Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests pp. 607-638

- Daniel J. Henderson, Christopher F. Parmeter and R. Robert Russell
- Are output growth-rate distributions fat-tailed? some evidence from OECD countries pp. 639-669

- Giorgio Fagiolo, Mauro Napoletano and Andrea Roventini
- Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging pp. 671-682

- Winford H. Masanjala and Chris Papageorgiou
- Bayes estimates of distance-to-market: transactions costs, cooperatives and milk-market development in the Ethiopian highlands pp. 683-696

- Garth Holloway, Simeon Ehui and Amare Teklu
Volume 23, issue 4, 2008
- The estimation of utility-consistent labor supply models by means of simulated scores pp. 395-422

- Hans Bloemen and Arie Kapteyn
- An alternative approach to estimate the wage returns to private-sector training pp. 423-434

- Edwin Leuven and Hessel Oosterbeek
- Comparing smooth transition and Markov switching autoregressive models of US unemployment pp. 435-462

- Philippe J. Deschamps
- A nonparametric decomposition of the Mexican American average wage gap pp. 463-485

- Ricardo Mora Villarrubia
- Testing for country heterogeneity in growth models using a finite mixture approach pp. 487-514

- Marco Alfo, Giovanni Trovato and Robert Waldmann
- Maxima: An open source computer algebra system pp. 515-523

- Jinhu Li and Jeffrey Scott Racine
Volume 23, issue 3, 2008
- A bounds analysis of school completion rates in Australia pp. 287-304

- Tue Gørgens and Chris Ryan
- From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity? pp. 305-327

- Andrea Ichino, Fabrizia Mealli and Tommaso Nannicini
- Inferring disability status from corrupt data pp. 329-349

- Brent Kreider and John V. Pepper
- Learning and fatigue during choice experiments: a comparison of online and mail survey modes pp. 351-371

- Scott J. Savage and Donald M. Waldman
- Sequential numerical integration in nonlinear state space models for microeconometric panel data pp. 373-389

- Florian Heiss
- March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors pp. 391-393

- M Hashem Pesaran
Volume 23, issue 2, 2008
- Is gravity linear? pp. 137-172

- Daniel J. Henderson and Daniel L. Millimet
- Bayesian counterfactual analysis of the sources of the great moderation pp. 173-191

- Chang-Jin Kim, James Morley and Jeremy Piger
- Panel cointegration tests of the Fisher effect pp. 193-233

- Joakim Westerlund
- Using the variance structure of the conditional autoregressive spatial specification to model knowledge spillovers pp. 235-256

- Olivier Parent and James P. LeSage
- The effect of seasonal adjustment on the properties of business cycle regimes pp. 257-278

- Antonio Matas-Mir, Denise Osborn and Marco Jacopo Lombardi
- The GNU|Linux platform and freedom respecting software for economists pp. 279-286

- A. Talha Yalta and Riccardo (Jack) Lucchetti
Volume 23, issue 1, 2008
- International dynamic risk sharing pp. 1-16

- Giuseppe Cavaliere, Luca Fanelli and Attilio Gardini
- Extreme US stock market fluctuations in the wake of 9|11 pp. 17-42

- S. T. M. Straetmans, W. F. C. Verschoor and C. C. P. Wolff
- Multivariate partial adjustment of financial ratios: a Bayesian hierarchical approach pp. 43-64

- Jose Luis Gallizo, Pilar Gargallo and Manuel Salvador
- Structural breaks and GARCH models of exchange rate volatility pp. 65-90

- David E. Rapach and Jack K. Strauss
- The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model pp. 91-109

- Surajit Ray and N. E. Savin
- A unified approach to standardized-residuals-based correlation tests for GARCH-type models pp. 111-133

- Yi-Ting Chen
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