Journal of Applied Econometrics

1986 - 2009

Edited by M. Hashem Pesaran

from John Wiley & Sons, Ltd.
Series data maintained by Christopher F. Baum ().

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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 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 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 Y An, Bent Jesper Christensen and Nabanita Datta Gupta

On the distribution and dynamics of health care costs pp. 705-721

Eric 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, Marten 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 Jenkins

Convergence in European GDP series: a multivariate common converging trend-cycle decomposition pp. 611-636

Rob Luginbuhl and Siem Jan Koopman

Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach pp. 637-642

Albert K. 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 Coe and James 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 Koning

Volume 19, issue 1, 2004

Nonlinear effects of exchange rate volatility on the volume of bilateral exports pp. 1-23

Christopher 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 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 correlation

An 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 Hanushek, John F. Kain and Steven G. Rivkin

Correlations between sisters and neighbouring girls in their subsequent income as adults pp. 545-562

Marianne E. Page and Gary Solon

Neighbourhood effects and housing demand pp. 563-584

Yannis Ioannides and Jeffrey Zabel

Interdependence in worker productivity pp. 585-604

Joshua Herries, Daniel I. Rees and Jeffrey S. Zax

Identification of local interaction models with imperfect location data pp. 605-618

Timothy G. 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 approach

The 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

C. R. 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