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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 19, issue 6 , 2004
Special issue on the econometrics of social insurance pp. 647-648 Bent Jesper Christensen , Nabanita Datta Gupta and John Philip Rust How large is the bias in self-reported disability? pp. 649-670 Hugo Benítez-Silva , Moshe Buchinsky , Hiu Man Chan , Sofia Cheidvasser and John Philip Rust Dynamic programming model estimates of Social Security Disability Insurance application timing pp. 671-685 Richard V. Burkhauser , J. S. Butler and Gulcin Gumus Multivariate mixed proportional hazard modelling of the joint retirement of married couples pp. 687-704 Mark Yuying An , Bent Jesper Christensen and Nabanita Datta Gupta On the distribution and dynamics of health care costs pp. 705-721 Eric Baird French and John Bailey Jones Social security, pensions and retirement behaviour within the family pp. 723-737 Alan L. Gustman and Thomas L. Steinmeier A structural dynamic analysis of retirement behaviour in the Netherlands pp. 739-759 Arjan Heyma The effects of subjective survival on retirement and Social Security claiming pp. 761-775 Michael D. Hurd , James P. Smith and Julie Margaretta Zissimopoulos Retirement behaviour of Dutch elderly households pp. 777-793 Mauro Mastrogiacomo , Rob Alessie and Maarten Lindeboom A dynamic programming approach to model the retirement behaviour of blue-collar workers in Sweden pp. 795-807 Anders Karlstrom , Mårten Palme and Ingemar Svensson Reporting sick: are sporting events contagious? pp. 809-823 Peter Skogman Thoursie Volume 19, issue 5 , 2004
Making inferences about the polarization, welfare and poverty of nations: a study of 101 countries 1970-1995 pp. 537-550 Gordon Anderson The asymmetric effects of uncertainty on inflation and output growth pp. 551-565 Kevin Grier , Ólan Thomas Henry , Nilss Olekalns and K Shields The role of environmental factors in growth accounting pp. 567-591 Byung M. Jeon and Robin C. Sickles Modelling low income transitions pp. 593-610 Lorenzo Cappellari and Stephen P. Jenkins Convergence in European GDP series: a multivariate common converging trend-cycle decomposition pp. 611-636 Rob Ernst Luginbuhl and Siem Jan Koopman Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach pp. 637-642 Albert K. C. Tsui and Kin-Yip Ho Volume 19, issue 4 , 2004
Keeping off the grass? An econometric model of cannabis consumption in Britain pp. 435-453 Stephen Pudney Health care reform and the number of doctor visits-an econometric analysis pp. 455-472 Rainer Winkelmann The dynamics of health in the British Household Panel Survey pp. 473-503 Paul Contoyannis , Andrew Michael Jones and Nigel Rice Nonparametric analysis of returns to scale in the US hospital industry pp. 505-524 Paul W. Wilson and Kathleen Carey Review of PcGive 10 pp. 525-531 Bernd Hayo Predictor relevance and extramarital affairs pp. 533-535 QI Li and Jeffrey Scott Racine Volume 19, issue 3 , 2004
Health insurance and savings over the life cycle-a semiparametric smooth coefficient estimation pp. 295-322 Shin-Yi Chou , Jin-Tan Liu and Cliff J. Huang Selection correction and sensitivity analysis for ordered treatment effect on count response pp. 323-337 Myoung-jae Lee Why were changes in the federal funds rate smaller in the 1990s? pp. 339-354 Arabinda Basistha and Richard Startz Long-run monetary neutrality and long-horizon regressions pp. 355-373 Patrick J. Coe and James M. Nason A microeconometric evaluation of rehabilitation of long-term sickness in Sweden pp. 375-396 Markus Frölich , Almas Heshmati and Michael Lechner Projection pursuit regression and disaggregate productivity effects: the case of the Indian blast furnaces pp. 397-418 Sanghamitra Das and Ramprasad Sengupta Poverty comparisons with dependent samples pp. 419-428 Buhong Zheng ExpEnd: GAUSS code for panel count-data models pp. 429-434 Andres Romeu Volume 19, issue 2 , 2004
More powerful panel data unit root tests with an application to mean reversion in real exchange rates pp. 147-170 L. Vanessa Smith , Stephen Leybourne , Tae-Hwan Kim and Paul Newbold The Solow model with CES technology: nonlinearities and parameter heterogeneity pp. 171-201 Winford H. Masanjala and Chris Papageorgiou Do dropouts suffer from dropping out? Estimation and prediction of outcome gains in generalized selection models pp. 203-225 Mingliang Li , Dale J. Poirier and Justin Tobias Distance, trade and FDI: a Hausman-Taylor SUR approach pp. 227-246 Peter H. Egger and Michael Pfaffermayr Short-term monitoring of fiscal policy discipline pp. 247-265 Gonzalo Camba-Mendez and Ana Lamo Bayesian geoadditive modelling of breastfeeding initiation in Nigeria pp. 267-281 Samson B. Adebayo FinMetrics: analysis of financial data in S-PLUS pp. 283-290 Ruud H. Koning Volume 19, issue 1 , 2004
Nonlinear effects of exchange rate volatility on the volume of bilateral exports pp. 1-23 Christopher F Baum , Mustafa Caglayan and Neslihan Ozkan The stochastic implications of rent maximization: an application to stumpage rates for timber in British Columbia pp. 25-48 M. Ryan Haley and Harry J Paarsch Temporary layoffs and split population models pp. 49-67 Kostas Mavromaras and Chris D Orme On Markov error-correction models, with an application to stock prices and dividends pp. 69-88 Zacharias Psaradakis , Martin Sola and Fabio Spagnolo Mixed signals among tests for cointegration pp. 89-98 Allan W. Gregory , Alfred A. Haug and Nicoletta Lomuto Estimating the economic return to educational levels using data on twins pp. 99-119 Gunnar Isacsson Can inflation data improve the real-time reliability of output gap estimates? pp. 121-133 Christophe Planas and Alessandro Rossi LISREL 8.54: A program for structural equation modelling with latent variables pp. 135-141 Dario Cziráky Volume 18, issue 6 , 2003
Poverty in America 1970-1990: who did gain ground? An application of stochastic dominance criteria employing simultaneous inequality tests in a partial panel pp. 621-640 Gordon Anderson Value-at-risk for long and short trading positions pp. 641-663 Pierre Giot and Sébastien Laurent A practical log-linear aggregation method with examples: heterogeneous income growth in the USA pp. 665-678 Pedro H. Albuquerque Structural estimates of the intergenerational education correlationAn earlier version of this paper was presented at the conference 'The Econometrics of Strategic Decision Making' held at Yale University (Cowles Foundation) in May 2000.
pp. 679-696 Christian Belzil and Jörgen Hansen Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data pp. 697-723 Denis Fougere and Thierry Kamionka Multivariate GARCH models: software choice and estimation issues pp. 725-734 Gita Persand , Chris Brooks and Simon P. Burke Volume 18, issue 5 , 2003
Special issue on empirical analysis of social interactions pp. 499-499 Steven N. Durlauf and Robert Moffitt Peer effects, financial aid and selection of students into colleges and universities: an empirical analysis pp. 501-525 Holger Sieg , Dennis Epple and Richard Evans Romano Does peer ability affect student achievement? pp. 527-544 Jacob M. Markman , Eric A. Hanushek , John F. Kain and Steven G. Rivkin Correlations between sisters and neighbouring girls in their subsequent income as adults pp. 545-562 Marianne Elizabeth Page and Gary Solon Neighbourhood effects and housing demand pp. 563-584 Yannis M. Ioannides and Jeffrey Zabel Interdependence in worker productivity pp. 585-604 Joshua Herries , Daniel . Rees and Jeffrey S. Zax Identification of local interaction models with imperfect location data pp. 605-618 Timothy Guy Conley and Giorgio Topa Journal of applied econometrics scholars programme pp. 619-619 M Hashem Pesaran Volume 18, issue 4 , 2003
Incentive effects in the demand for health care: a bivariate panel count data estimation pp. 387-405 Andreas Million , Regina Therese Riphahn and Achim Wambach Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market pp. 407-426 Matthew T. Holt and Andrew M. McKenzie A new coincident index of business cycles based on monthly and quarterly series pp. 427-443 Roberto S. Mariano and Yasutomo Murasawa Evaluating interval forecasts of high-frequency financial data pp. 445-456 Michael Peter Clements and Nick Taylor Inferring the private information content of trades: a regime-switching approachThe views presented in the paper are not necessarily shared by the European Central Bank.
pp. 457-470 Ken Nyholm Testing long-run PPP with infinite-variance returns pp. 471-484 Barry Falk and Chun-Hsuan Wang Review of mathStatica (v.1): an add-on to Mathematica pp. 485-491 Hrishikesh D. Vinod Volume 18, issue 3 , 2003
Party loyalty as habit formation pp. 251-269 Ron Shachar On detrending and cyclical asymmetry pp. 271-289 Zacharias Psaradakis and Martin Sola Estimation of sons' intergenerational earnings mobility in the presence of censoring pp. 291-314 Alexandra Minicozzi A finite-sample hierarchical analysis of wage variation across public high schools: evidence from the NLSY and high school and beyond pp. 315-336 Justin L. Tobias and Mingliang Li Identification and estimation of a class of household production models pp. 337-369 Marcel Kerkhofs and Peter Kooreman Managing econometric projects using Perl pp. 371-378 Giovanni Baiocchi Discrete choice methods with simulation, Kenneth E. Train, Cambridge University Press, 2003, ISBN: 0-521-81696-3, pp. 334 pp. 379-383 Melvyn Weeks Volume 18, issue 2 , 2003
A rational rank four demand system pp. 127-135 Arthur Lewbel Long-range dependence in Spanish political opinion poll series pp. 137-155 Laura Mayoral , Juan J. Dolado and Jesus Gonzalo Individual heterogeneity and censoring in panel data estimates of tobacco expenditure pp. 157-177 Andrew Michael Jones and Jose M. Labeaga Asymmetry in first-price auctions with affiliated private values pp. 179-207 Quang Vuong , Sandra Campo and Isabelle Perrigne Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model pp. 209-236 Philippe J. Deschamps Retesting Fair's (1978) model on infidelity pp. 237-239 Curt Wells 2002: A LIMDEP odyssey pp. 241-247 Colin Ross McKenzie and Sumiko Takaoka Volume 18, issue 1 , 2003
Computation and analysis of multiple structural change models pp. 1-22 Jushan Bai and Pierre Perron A simple framework for analysing bull and bear markets pp. 23-46 Adrian Rodney Pagan and Kirill Sossounov Are differences in firm size transitory or permanent? pp. 47-59 Giovanni Urga , Paul A. Geroski , S. Lazarova and Chris Walters Precautionary motives and portfolio decisions pp. 61-77 Stefan Hochguertel Evidence on agglomeration economies, diseconomies, and growth pp. 79-104 Christopher H. Wheeler GRETL: Econometric software for the GNU generation pp. 105-110 Giovanni Baiocchi and Walter Distaso Introducing a replication section pp. 111-111 M Hashem Pesaran A structural model of aggregate US job flows: another look pp. 113-118 Philipp Schmidt-Dengler
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