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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 15, issue 6 , 2000
Introduction: inference and decision making pp. 545-546 John Geweke , John Philip Rust and Herman K. van Dijk Measuring the equilibrium effects of unemployment benefits dispersion pp. 547-574 Aico van Vuuren , Gerard J. van den Berg and Geert Ridder Sequential testing of duration data: the case of the Pennsylvania 'reemployment bonus' experiment pp. 575-594 Yannis Bilias Serially correlated variables in dynamic, discrete choice models pp. 595-624 Todd R. Stinebrickner Econometric applications of maxmin expected utility pp. 625-644 Gary Chamberlain Loss function-based evaluation of DSGE models pp. 645-670 Frank Schorfheide Daily exchange rate behaviour and hedging of currency risk pp. 671-696 Charles S. Bos , Ronald Mahieu and Herman K. van Dijk A multivariate latent factor decomposition of international bond yield spreads pp. 697-715 Mardi Dungey , Vance Lindsay Martin and Adrian Rodney Pagan A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables pp. 717-744 Richard Paap and Philip Hans Franses Volume 15, issue 5 , 2000
Mixed MNL models for discrete response pp. 447-470 Daniel L. McFadden and Kenneth Train Tests for multiple forecast encompassing pp. 471-482 David Harvey and Paul Newbold Uncovering financial markets' beliefs about inflation targets pp. 483-512 Francisco J. Ruge-Murcia Near unit roots, cointegration, and the term structure of interest rates pp. 513-529 Markku Lanne Econometrics with Octave pp. 531-542 Dirk Eddelbuettel Volume 15, issue 4 , 2000
Wage differentials across firms: an application of multilevel modelling pp. 343-354 Ana Rute Cardoso Incomplete information and the time series behaviour of consumption pp. 355-366 David Demery and Nigel W. Duck Gender, race, pay and promotion in the British nursing profession: estimation of a generalized ordered probit model pp. 367-399 Stephen Pudney and Michael Shields An examination of the dynamic behaviour of local governments using GMM bootstrapping methods pp. 401-416 Matz Dahlberg and Eva Johansson The cost and technological structure of aluminium smelters worldwide pp. 417-432 Robert Gagné and Carmine Nappi Financial analysis package for GAUSS pp. 433-438 Peter Sephton Volume 15, issue 3 , 2000
Determining market power exertion between buyers and sellers pp. 225-252 Kellie Curry Raper , H. Alan Love and C. Richard Shumway Box-Cox quantile regression and the distribution of firm sizes pp. 253-274 José António Ferreira Machado and José Mata Linear household technologies pp. 275-287 Carlo Andrea Bollino , Federico Perali and Nicola Rossi Union status of young men in Britain: a decade of change pp. 289-310 Wiji Arulampalam and Alison Lee Booth Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations pp. 311-329 David N. DeJong , Beth Fisher Ingram and Charles H. Whiteman The Cygwin tools: a GNU toolkit for Windows pp. 331-341 Jeffrey Scott Racine Volume 15, issue 2 , 2000
An empirical analysis of alternative parametric ARCH models pp. 117-136 Geoffrey F. Loudon , Wing H. Watt and Pradeep K. Yadav Stochastic volatility models: conditional normality versus heavy-tailed distributions pp. 137-160 Roman Liesenfeld and Robert C. Jung Real exchange rate behaviour: evidence from black markets pp. 161-185 Kul B Luintel Scale economies in electricity distribution: a semiparametric analysis pp. 187-210 Adonis Yatchew Review of GAUSS for Windows, including its numerical accuracy pp. 211-220 Hrishikesh D. Vinod Volume 15, issue 1 , 2000
Multiple comparisons with the best, with economic applications pp. 1-26 William C. Horrace and Peter Schmidt Business cycle non-linearities in UK consumption and production pp. 27-43 Nadir Ocal and Denise Osborn The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence pp. 45-58 Kevin Grier and Mark J. Perry Asymptotically perfect and relative convergence of productivity pp. 59-81 Bart Hobijn and Philip Hans Franses US deficit sustainability: a new approach based on multiple endogenous breaks pp. 83-105 Gael Margaret Martin Econometric software reliability and nonlinear estimation in EViews: comment pp. 107-110 David M. Lilien Reply pp. 111-111 B D McCullough Volume 14, issue 6 , 1999
Conducting Inference in Semiparametric Duration Models under Inequality Restrictions on the Shape of the Hazard Implied by Job Search Theory pp. 587-605 Charles J Romeo Identifying Interdependent Behaviour in an Empirical Model of Labour Supply pp. 607-26 Thomas Aronsson , Sören Blomquist and Hans Sacklen Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market pp. 627-50 Douglas James Hodgson Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common-Value and the Independent-Private-Values Paradigms pp. 651-76 Samita Sareen Bayesian Analysis, Computation and Communication Software pp. 677-89 Gary Koop Volume 14, issue 5 , 1999
Exchange Rate Target Zone Models: A Bayesian Evaluation pp. 461-90 Kai Li Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? pp. 491-510 Lutz Kilian Investigating Stability and Linearity of a German M1 Money Demand Function pp. 511-25 Helmut Lütkepohl , Timo Teräsvirta and Juergen Wolters Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach pp. 527-38 Zhenjuan Liu and Thanasis Stengos Testing for ARCH in the Presence of Additive Outliers pp. 539-62 Dick van Dijk , Philip Hans Franses and André Lucas Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration pp. 563-77 James MacKinnon , Alfred A. Haug and Leo Michelis Volume 14, issue 4 , 1999
Learning and Decision Costs in One-Person Games pp. 335-57 Charles Romeo and Barry Sopher Another Look at Swedish Business Cycles, 1861-1988 pp. 359-78 Joakim Skalin and Timo Teräsvirta Estimating the Discount Rate Policy Reaction Function of the Monetary Authority pp. 379-401 Woon Gyu Choi Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints pp. 403-22 Rolf Aaberge , Ugo Colombino and Steinar Strøm Applied Econometrics Rankings: 1989-1995 pp. 423-41 Badi H. Baltagi The Linux Operating System: Debian GNU/Linux pp. 443-52 James MacKinnon Volume 14, issue 3 , 1999
Estimation in Large and Disaggregated Demand Systems: An Estimator for Conditionally Linear Systems pp. 209-32 Richard Blundell and Jean-Marc Robin The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation pp. 233-52 Gregory S Amacher and Daniel M. Hellerstein Testing the Significance of Income Distribution Changes over the 1980s Business Cycle: A Cross-National Comparison pp. 253-72 Burkhauser, Richard V, et al Common Cycles in Seasonal Non-stationary Time Series pp. 273-91 Gianluca Cubadda Testing the Random Walk Hypothesis for Real Exchange Rates pp. 293-308 In Choi Testing for a Unit Root in the Volatility of Asset Returns pp. 309-18 Jonathan H. Wright R: Yet Another Econometric Programming Environment pp. 319-29 Francisco Cribari-Neto and Spyros G Zarkos Volume 14, issue 2 , 1999
A Non-linear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Returns pp. 101-21 Toshiaki Watanabe A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models pp. 123-41 Michael Peter Clements and Jeremy Smith Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test pp. 143-54 Stephen George Hall , Zacharias Psaradakis and Martin Sola Estimating the LQAC Model with I(2) Variables pp. 155-70 Tom Engsted and Niels Haldrup The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence pp. 171-90 Basma Bekdache Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP pp. 191-202 B D McCullough Volume 14, issue 1 , 1999
Estimating the Natural Rate of Unemployment and Testing the Natural Rate Hypothesis pp. 1-25 Michael K Salemi Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data pp. 27-56 Regina Celia Cati , Marcio G. P. Garcia and Pierre Perron Jackknife Instrumental Variables Estimation pp. 57-67 Joshua D Angrist , Guido Imbens and Alan B. Krueger Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments pp. 69-88 Sören Blomquist and Matz Dahlberg
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