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Journal of Applied Econometrics

1986 - 2010

Current editor(s): 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 Downloads
Bent Jesper Christensen, Nabanita Datta Gupta and John Philip Rust
How large is the bias in self-reported disability? pp. 649-670 Downloads
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 Downloads
Richard V. Burkhauser, J. S. Butler and Gulcin Gumus
Multivariate mixed proportional hazard modelling of the joint retirement of married couples pp. 687-704 Downloads
Mark Yuying An, Bent Jesper Christensen and Nabanita Datta Gupta
On the distribution and dynamics of health care costs pp. 705-721 Downloads
Eric Baird French and John Bailey Jones
Social security, pensions and retirement behaviour within the family pp. 723-737 Downloads
Alan L. Gustman and Thomas L. Steinmeier
A structural dynamic analysis of retirement behaviour in the Netherlands pp. 739-759 Downloads
Arjan Heyma
The effects of subjective survival on retirement and Social Security claiming pp. 761-775 Downloads
Michael D. Hurd, James P. Smith and Julie Margaretta Zissimopoulos
Retirement behaviour of Dutch elderly households pp. 777-793 Downloads
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 Downloads
Anders Karlstrom, Mårten Palme and Ingemar Svensson
Reporting sick: are sporting events contagious? pp. 809-823 Downloads
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 Downloads
Gordon Anderson
The asymmetric effects of uncertainty on inflation and output growth pp. 551-565 Downloads
Kevin Grier, Ólan Thomas Henry, Nilss Olekalns and K Shields
The role of environmental factors in growth accounting pp. 567-591 Downloads
Byung M. Jeon and Robin C. Sickles
Modelling low income transitions pp. 593-610 Downloads
Lorenzo Cappellari and Stephen P. Jenkins
Convergence in European GDP series: a multivariate common converging trend-cycle decomposition pp. 611-636 Downloads
Rob Ernst Luginbuhl and Siem Jan Koopman
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach pp. 637-642 Downloads
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 Downloads
Stephen Pudney
Health care reform and the number of doctor visits-an econometric analysis pp. 455-472 Downloads
Rainer Winkelmann
The dynamics of health in the British Household Panel Survey pp. 473-503 Downloads
Paul Contoyannis, Andrew Michael Jones and Nigel Rice
Nonparametric analysis of returns to scale in the US hospital industry pp. 505-524 Downloads
Paul W. Wilson and Kathleen Carey
Review of PcGive 10 pp. 525-531
Bernd Hayo
Predictor relevance and extramarital affairs pp. 533-535 Downloads
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 Downloads
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 Downloads
Myoung-jae Lee
Why were changes in the federal funds rate smaller in the 1990s? pp. 339-354 Downloads
Arabinda Basistha and Richard Startz
Long-run monetary neutrality and long-horizon regressions pp. 355-373 Downloads
Patrick J. Coe and James M. Nason
A microeconometric evaluation of rehabilitation of long-term sickness in Sweden pp. 375-396 Downloads
Markus Frölich, Almas Heshmati and Michael Lechner
Projection pursuit regression and disaggregate productivity effects: the case of the Indian blast furnaces pp. 397-418 Downloads
Sanghamitra Das and Ramprasad Sengupta
Poverty comparisons with dependent samples pp. 419-428 Downloads
Buhong Zheng
ExpEnd: GAUSS code for panel count-data models pp. 429-434 Downloads
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 Downloads
L. Vanessa Smith, Stephen Leybourne, Tae-Hwan Kim and Paul Newbold
The Solow model with CES technology: nonlinearities and parameter heterogeneity pp. 171-201 Downloads
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 Downloads
Mingliang Li, Dale J. Poirier and Justin Tobias
Distance, trade and FDI: a Hausman-Taylor SUR approach pp. 227-246 Downloads
Peter H. Egger and Michael Pfaffermayr
Short-term monitoring of fiscal policy discipline pp. 247-265 Downloads
Gonzalo Camba-Mendez and Ana Lamo
Bayesian geoadditive modelling of breastfeeding initiation in Nigeria pp. 267-281 Downloads
Samson B. Adebayo
FinMetrics: analysis of financial data in S-PLUS pp. 283-290 Downloads
Ruud H. Koning

Volume 19, issue 1, 2004

Nonlinear effects of exchange rate volatility on the volume of bilateral exports pp. 1-23 Downloads
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 Downloads
M. Ryan Haley and Harry J Paarsch
Temporary layoffs and split population models pp. 49-67 Downloads
Kostas Mavromaras and Chris D Orme
On Markov error-correction models, with an application to stock prices and dividends pp. 69-88 Downloads
Zacharias Psaradakis, Martin Sola and Fabio Spagnolo
Mixed signals among tests for cointegration pp. 89-98 Downloads
Allan W. Gregory, Alfred A. Haug and Nicoletta Lomuto
Estimating the economic return to educational levels using data on twins pp. 99-119 Downloads
Gunnar Isacsson
Can inflation data improve the real-time reliability of output gap estimates? pp. 121-133 Downloads
Christophe Planas and Alessandro Rossi
LISREL 8.54: A program for structural equation modelling with latent variables pp. 135-141 Downloads
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 Downloads
Gordon Anderson
Value-at-risk for long and short trading positions pp. 641-663 Downloads
Pierre Giot and Sébastien Laurent
A practical log-linear aggregation method with examples: heterogeneous income growth in the USA pp. 665-678 Downloads
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 Downloads
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 Downloads
Denis Fougere and Thierry Kamionka
Multivariate GARCH models: software choice and estimation issues pp. 725-734 Downloads
Gita Persand, Chris Brooks and Simon P. Burke

Volume 18, issue 5, 2003

Special issue on empirical analysis of social interactions pp. 499-499 Downloads
Steven N. Durlauf and Robert Moffitt
Peer effects, financial aid and selection of students into colleges and universities: an empirical analysis pp. 501-525 Downloads
Holger Sieg, Dennis Epple and Richard Evans Romano
Does peer ability affect student achievement? pp. 527-544 Downloads
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 Downloads
Marianne Elizabeth Page and Gary Solon
Neighbourhood effects and housing demand pp. 563-584 Downloads
Yannis M. Ioannides and Jeffrey Zabel
Interdependence in worker productivity pp. 585-604 Downloads
Joshua Herries, Daniel . Rees and Jeffrey Zax
Identification of local interaction models with imperfect location data pp. 605-618 Downloads
Timothy Guy Conley and Giorgio Topa
Journal of applied econometrics scholars programme pp. 619-619 Downloads
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 Downloads
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 Downloads
Matthew T. Holt and Andrew M. McKenzie
A new coincident index of business cycles based on monthly and quarterly series pp. 427-443 Downloads
Roberto S. Mariano and Yasutomo Murasawa
Evaluating interval forecasts of high-frequency financial data pp. 445-456 Downloads
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 Downloads
Ken Nyholm
Testing long-run PPP with infinite-variance returns pp. 471-484 Downloads
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 Downloads
Ron Shachar
On detrending and cyclical asymmetry pp. 271-289 Downloads
Zacharias Psaradakis and Martin Sola
Estimation of sons' intergenerational earnings mobility in the presence of censoring pp. 291-314 Downloads
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 Downloads
Justin L. Tobias and Mingliang Li
Identification and estimation of a class of household production models pp. 337-369 Downloads
Marcel Kerkhofs and Peter Kooreman
Managing econometric projects using Perl pp. 371-378 Downloads
Giovanni Baiocchi
Discrete choice methods with simulation, Kenneth E. Train, Cambridge University Press, 2003, ISBN: 0-521-81696-3, pp. 334 pp. 379-383 Downloads
Melvyn Weeks

Volume 18, issue 2, 2003

A rational rank four demand system pp. 127-135 Downloads
Arthur Lewbel
Long-range dependence in Spanish political opinion poll series pp. 137-155 Downloads
Laura Mayoral, Juan J. Dolado and Jesus Gonzalo
Individual heterogeneity and censoring in panel data estimates of tobacco expenditure pp. 157-177 Downloads
Andrew Michael Jones and Jose M. Labeaga
Asymmetry in first-price auctions with affiliated private values pp. 179-207 Downloads
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 Downloads
Philippe J. Deschamps
Retesting Fair's (1978) model on infidelity pp. 237-239 Downloads
Curt Wells
2002: A LIMDEP odyssey pp. 241-247 Downloads
Colin Ross McKenzie and Sumiko Takaoka

Volume 18, issue 1, 2003

Computation and analysis of multiple structural change models pp. 1-22 Downloads
Jushan Bai and Pierre Perron
A simple framework for analysing bull and bear markets pp. 23-46 Downloads
Adrian Rodney Pagan and Kirill Sossounov
Are differences in firm size transitory or permanent? pp. 47-59 Downloads
Giovanni Urga, Paul A. Geroski, S. Lazarova and Chris Walters
Precautionary motives and portfolio decisions pp. 61-77 Downloads
Stefan Hochguertel
Evidence on agglomeration economies, diseconomies, and growth pp. 79-104 Downloads
Christopher H. Wheeler
GRETL: Econometric software for the GNU generation pp. 105-110 Downloads
Giovanni Baiocchi and Walter Distaso
Introducing a replication section pp. 111-111 Downloads
M Hashem Pesaran
A structural model of aggregate US job flows: another look pp. 113-118 Downloads
Philipp Schmidt-Dengler
Page updated 2014-10-21