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Journal of Applied Econometrics
1986 - 2010
Edited by M. Hashem Pesaran
from John Wiley & Sons, Ltd.
This journal is continued by Journal of Applied Econometrics .
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Volume 13, issue 6 , 1998
Intertemporal substitution in import demand and habit formation pp. 589-612 David de la Croix and Jean-Pierre Urbain Causal ordering and 'The bank lending channel' pp. 613-626 Stephen Perez A general dependence test and applications pp. 627-644 David Johnson and Robert McClelland Excess capacity: a permanent characteristic of US airlines? pp. 645-657 Badi H. Baltagi , James M. Griffin and Sharada R. Vadali Optimal univariate inflation forecasting with symmetric stable shocks pp. 659-670 Prasad V. Bidarkota and J. Huston McCulloch Comment: on the estimation of simultaneous-equations error-components models with an application to a model of developing country foreign trade pp. 671-671 Steven S. Vickner and Stephen P. Davies XploRe 4.0, an interactive statistical computing environment pp. 673-679 Gilles Teyssière Book Review: Time Series and Dynamic Models, Christian Gourieroux and Alain Monfort, Cambridge University Press, Cambridge, 1997 pp. 681-684 Colin Ross McKenzie Volume 13, issue 5 , 1998
Introduction: application of semiparametric methods for micro-data pp. 431-433 Joel L. Horowitz , Myoung-jae Lee , Bertrand Melenberg and Arthur van Soest Semiparametric estimation and consumer demand pp. 435-461 Richard Blundell , Alan S Duncan and Krishna Pendakur Intrahousehold resource allocation in rural Pakistan: a semiparametric analysis pp. 463-480 Sonia Radhika Bhalotra and Cliff Attfield Ethnic wage differences in Malaysia: parametric and semiparametric estimation of the Chinese-Malay wage gap pp. 481-504 Marcia M. A. Schafgans Individual demands from household aggregates: time and age variation in the composition of diet pp. 505-524 Andrew Chesher Semiparametric analysis of German East-West migration intentions: facts and theory pp. 525-541 Michael Christopher Burda , Wolfgang Karl Härdle , Marlene Müller and Axel Werwatz A comparison of parametric and semiparametric estimates of the effect of spousal health insurance coverage on weekly hours worked by wives pp. 543-565 Craig A. Olson Testing the predictive value of subjective labour supply data pp. 567-585 Rob Euwals , Bertrand Melenberg and Arthur van Soest Volume 13, issue 4 , 1998
An empirical application of stochastic volatility models pp. 333-360 Ronald Mahieu and Peter C. Schotman Robustness tests of the augmented Solow model pp. 361-375 Jonathan Temple An analysis of technology, productivity, and regulatory distortion in the interstate natural gas transmission industry: 1977-1985 pp. 377-395 Robin C. Sickles and Mary L. Streitwieser The age profile of mobility measures: an application to earnings in West Germany pp. 397-409 Mark Trede Review of PcGive Professional 9.0 For Windows pp. 411-420 Jaime Marquez Book review: Handbook of Matrices, Helmut Lütkepohl, Wiley, New York, 1996 pp. 421-423 Darrell Turkington Volume 13, issue 3 , 1998
Stylized facts of daily return series and the hidden Markov model pp. 217-244 Tobias Rydén , Timo Teräsvirta and Stefan Åsbrink A threshold error-correction model for intraday futures and index returns pp. 245-263 Martin Martens , Paul Kofman and Ton Vorst Substitution, risk aversion, taste shocks and equity premia pp. 265-281 Michel Normandin and Pascal St-Amour Unemployment persistence: does the size of the shock matter? pp. 283-304 Marco Bianchi and Gylfi Zoega Identifying the source of dynamics in disaggregated import data pp. 305-320 Kenneth Kasa CATS in RATS: cointegration analysis of time series: version 1.01 pp. 321-330 David Tufte Volume 13, issue 2 , 1998
Alternative functional forms for production, cost and returns to scale functions pp. 101-127 Arnold Zellner and Hang Ryu Bayesian inference for periodic regime-switching models pp. 129-143 Eric Ghysels , Robert E. McCulloch and Ruey S. Tsay Testing non-nested semiparametric models: an application to Engel curves specification pp. 145-162 Miguel A. Delgado and Juan Mora Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men pp. 163-183 Francis Vella and Marno Verbeek Does more calculus improve student learning in intermediate micro- and macroeconomic theory? pp. 185-202 J. S. Butler , T. Aldrich Finegan and John J. Siegfried Easyreg: version 1.12 pp. 203-207 Peter Sephton Book review: Basic Econometrics, Damodar N. Gujarati, McGraw-Hill, New York, 1995 pp. 209-212 Jakob B. Madsen Volume 13, issue 1 , 1998
The dynamics of changes in the female wage distribution in the USA: a quantile regression approach pp. 1-30 Moshe Buchinsky An EMS target zone model in discrete time pp. 31-48 Kees G. Koedijk , Philip Alexander Stork and Casper G. de Vries The conditional heteroscedasticity of the yen-dollar exchange rate pp. 49-55 Y. K. Tse Modelling money demand in Germany pp. 57-76 Andreas Beyer Microfit 4.0 pp. 77-89 Colin Ross McKenzie Book review: Periodicity and Stochastic Trends in Economic Time Series, Philip Hans Franses, Oxford University Press, Oxford, 1996 pp. 91-95 Kenneth Leong Volume 12, issue 6 , 1997
Interdependent Preferences: An Econometric Analysis pp. 665-86 Kapteyn, Arie, et al The Dynamic Laurent Flexible Form and the Demand for Money pp. 687-99 Adrian R Fleissig Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries? pp. 701-14 E Philip Davis and Gabriel Fagan Understanding Spot and Forward Exchange Rate Regressions pp. 715-34 Weike Hai , Nelson C. Mark and Yangru Wu MATLAB as an Econometric Programming Environment pp. 735-44 Francisco Cribari-Neto and Mark J. Jensen Volume 12, issue 5 , 1997
Design of the Experiment pp. 459-65 Jan R. Magnus and Mary S Morgan Organization of the Experiment pp. 467-76 Jan R. Magnus and Mary S Morgan On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands pp. 477-98 Heather M. Anderson and Farshid Vahid On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments pp. 498-500 Peter Schmidt On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments pp. 500 Jan Salomon Cramer On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments pp. 500-503 M Hashem Pesaran On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply pp. 503-07 Heather M. Anderson and Farshid Vahid The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model pp. 509-23 Hans van Driel , Venuta Nadall and Kees Zeelenberg The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments pp. 523-27 Michael R. Wickens The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments pp. 527-29 M Hashem Pesaran The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments pp. 529-30 Arie Kapteyn The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Reply pp. 530-32 Hans van Driel , Venuta Nadall and Kees Zeelenberg Revisiting Tobin's 1950 Study of Food Expenditure pp. 533-53 Edward E. Leamer Revisiting Tobin's 1950 Study of Food Expenditure: Comments pp. 553-57 Michael McAleer Revisiting Tobin's 1950 Study of Food Expenditure: Comments pp. 557-58 Anton P Barten Revisiting Tobin's 1950 Study of Food Expenditure: Comments pp. 558-59 Peter Schmidt Revisiting Tobin's 1950 Study of Food Expenditure: Reply pp. 559-61 Edward E. Leamer Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach pp. 563-86 Peter Michael Bearse , Hamparsum Bozdogan and Alan M Schlottmann Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments pp. 586-87 M Hashem Pesaran Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments pp. 587-89 Michael McAleer Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments pp. 589-90 Arie Kapteyn Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Reply pp. 590-92 Peter Michael Bearse , Hamparsum Bozdogan and Alan M Schlottmann A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands pp. 593-608 Haiyan Song , Xiaming Liu and Peter Romilly A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments pp. 608-10 Michael R. Wickens A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments pp. 611-12 Jan Salomon Cramer A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments pp. 611 Kenneth Frank Wallis A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Reply pp. 612-13 Haiyan Song , Xiaming Liu and Peter Romilly Statistical Demand Functions for Food in the USA and the Netherlands pp. 615-37 Denis de Crombrugghe , Franz C. Palm and Jean-Pierre Urbain Statistical Demand Functions for Food in the USA and the Netherlands: Comments pp. 637-40 Kenneth Frank Wallis Statistical Demand Functions for Food in the USA and the Netherlands: Comments pp. 640-42 Michael McAleer Statistical Demand Functions for Food in the USA and the Netherlands: Comments pp. 642-43 Anton P Barten Statistical Demand Functions for Food in the USA and the Netherlands: Reply pp. 643-45 Denis de Crombrugghe , Franz C. Palm and Jean-Pierre Urbain Comments by Professor James Tobin pp. 647-50 James Tobin The Data: A Brief Description pp. 651-61 Jan R. Magnus and Mary S Morgan Volume 12, issue 4 , 1997
Growth and Convergence in Multi-country Empirical Stochastic Solow Model pp. 357-92 Kevin Charles Lee , M Hashem Pesaran and Ronald Patrick Smith Testing for Convergence: Evidence from Non-parametric Multimodality Tests pp. 393-409 Marco Bianchi Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points pp. 411-34 Stephen Gordon Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models pp. 435-44 Sarah E Culver and David H. Papell TSP 4.4: A Review pp. 445-53 Julian Silk Volume 12, issue 3 , 1997
Count Data Regression Using Series Expansions: With Applications pp. 203-23 A. Colin Cameron and Per Johansson Semi-Parametric Estimation of Hurdle Regression Models with an Application to Medicaid Utilization pp. 225-43 Shiferaw Gurmu Estimating the Innovation Function from Patent Numbers: GMM on Count Panel Data pp. 243-63 Bruno Crépon and Emmanuel Duguet Patents, R&D, and Technological Spillovers at the Firm Level: Some Evidence from Econometric Count Models for Panel Data pp. 265-80 Michele Cincera Endogeneity in Count Data Models: An Application to Demand for Health Care pp. 281-94 Frank Windmeijer and João M.C. Santos Silva Economic Incentives and Hospitalization in Germany pp. 295-311 Geil, Peter, et al Demand for Medical Care by the Elderly: A Finite Mixture Approach pp. 313-36 Partha Deb and Pravin K Trivedi Heterogeneity, Excess Zeros, and the Structure of Count Data Models pp. 337-50 John Mullahy Volume 12, issue 2 , 1997
Numerical Methods for Estimation and Inference in Bayesian VAR-Models pp. 99-132 K Rao Kadiyala and Sune Karlsson Statistical Inference via Bootstrapping for Measures of Inequality pp. 133-50 Jeffrey A Mills and Sourushe Zandvakili Cointegration and Changes in Regime: The Japanese Consumption Function pp. 151-68 Stephen George Hall , Zacharias Psaradakis and Martin Sola Feasible Cross-Validatory Model Selection for General Stationary Processes pp. 169-79 Jeffrey Scott Racine A Review of RATS v4.2: Benchmarking Numerical Accuracy pp. 181-90 B D McCullough Volume 12, issue 1 , 1997
Cox Regression with Alternative Concepts of Waiting Time: The New Orleans Yellow Fever Epidemic of 1853 pp. 1-25 Insan Tunali and Jonathan Pritchett Permanent and Transitory Shocks, and the UK Business Cycle pp. 27-48 Morten Overgaard Ravn Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets pp. 49-65 Fabio Fornari and Antonio Mele A Predictive Approach to Model Selection and Multicollinearity pp. 67-75 Edward Greenberg and Robert Parks Econometric Programming Environments: GAUSS, Ox and S-PLUS pp. 77-89 Francisco Cribari-Neto
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