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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 . Series data maintained by Wiley-Blackwell Digital Licensing ().
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Volume 22, issue 7 , 2007
The Econometrics of Industrial Organization pp. 1153-1156
Luc Bauwens , Alvaro Escribano and Michel Lubrano
Consumer benefits from increased competition in shopping outlets: Measuring the effect of Wal-Mart pp. 1157-1177
Jerry Hausman and Ephraim Leibtag
Quantifying the supply-side benefits from forward contracting in wholesale electricity markets pp. 1179-1209
Frank A. Wolak
Finite sample inference methods for dynamic energy demand models pp. 1211-1226
Jean-Thomas Bernard , Nadhem Idoudi , Lynda Khalaf and Clement Yelou
Semi-structural models of advertising competition pp. 1227-1246
Joris Pinkse and Margaret Emily Slade
Estimating market power in a two-sided market: The case of newspapers pp. 1247-1266
Elena Argentesi and Lapo Filistrucchi
Concessions of infrastructure in Latin America: Government-led renegotiation pp. 1267-1294
J. Luis Guasch , Jean-Jacques Laffont and Stephane Straub
Bargaining powers and market segmentation in freight transport pp. 1295-1313
Michel Mouchart and Marie Vandresse
Complementarities in automobile production pp. 1315-1345
Johannes Van Biesebroeck
The relationship between R&D collaboration, subsidies and R&D performance: Empirical evidence from Finland and Germany pp. 1347-1366
Dirk Czarnitzki , Bernd Ebersberger and Andreas Fier
Statistical inference for aggregates of Farrell-type efficiencies pp. 1367-1394
Leopold Simar and Valentin Zelenyuk
Journal of Applied Econometrics Dissertation Prize pp. 1395-1395
M Hashem Pesaran
Volume 22, issue 6 , 2007
An extortionary guerrilla movement pp. 995-1011
Norman Offstein
Meta-analysis in model implementation: choice sets and the valuation of air quality improvements pp. 1013-1031
Spencer Banzhaf and V. Kerry Smith
Growth, technological interdependence and spatial externalities: theory and evidence pp. 1033-1062
Cem Ertur and Wilfried KOCH
Permanent and transitory wages of British men, 1975-2001: year, age and cohort effects pp. 1063-1093
Adriaan Kalwij and Rob Alessie
Identification of parameters in normal error component logit-mixture (NECLM) models pp. 1095-1125
Joan L. Walker , Moshe Ben-Akiva and Denis Bolduc
Efficiency of the California electricity reserves market pp. 1127-1144
Konstantinos Metaxoglou and Aaron Smith
EViews 5.1 pp. 1145-1152
Colin Ross McKenzie and Sumiko Takaoka
Volume 22, issue 5 , 2007
Model-free evaluation of directional predictability in foreign exchange markets pp. 855-889
Jaehun Chung and Yongmiao Hong
Asymmetric power distribution: Theory and applications to risk measurement pp. 891-921
Ivana Komunjer
An evaluation of the life cycle effects of minimum pensions on retirement behavior pp. 923-950
Sergi Jimenez-Martin and Alfonso Ramon Sanchez Martin
International welfare comparisons and nonparametric testing of multivariate stochastic dominance pp. 951-969
Brian Daniel McCaig and Adonis Yatchew
Semi-nonparametric competing risks analysis of recidivism pp. 971-993
Herman J. Bierens and Jose R. Carvalho
Volume 22, issue 4 , 2007
The policy environment and relative price efficiency of Egyptian private sector manufacturing: 1987|88-1995|96 pp. 703-728
Lullit Getachew and Robin C. Sickles
Identifying technically efficient fishing vessels: a non-empty, minimal subset approach pp. 729-745
Alfonso Flores-Lagunes , William C. Horrace and Kurt E. Schnier
Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship pp. 747-765
Jonathan B. Hill
Money demand function estimation by nonlinear cointegration pp. 767-793
Youngsoo Bae and Robert de jong
Nonparametric estimation of concave production technologies by entropic methods pp. 795-816
Gad Allon , Michael Beenstock , Steven Hackman , Ury Passy and Alexander Shapiro
Bayesian inference for the gravity model pp. 817-838
Priya Ranjan and Justin L. Tobias
Small-sample bias in synthetic cohort models of labor supply pp. 839-848
Paul J. Devereux
GRETL 1.6.0 and its numerical accuracy pp. 849-854
A. Talha Yalta and A. Yasemin Yalta
Volume 22, issue 3 , 2007
Unemployment and liquidity constraints pp. 479-510
Yannis M. Ioannides and Vassilis Argyrou Hajivassiliou
The interrelated dynamics of unemployment and low-wage employment pp. 511-531
Mark Stewart
Assessing the performance of matching algorithms when selection into treatment is strong pp. 533-557
Jochen Kluve and Boris Augurzky
Sectoral adjustment of employment to shifts in outsourcing and trade: evidence from a dynamic fixed effects multinomial logit model pp. 559-580
Michael Pfaffermayr , Peter H. Egger and Andrea Weber
The welfare cost of means-testing: pensioner participation in income support pp. 581-598
Stephen Pudney , Monica Hernandez and Ruth Hancock
A discrete-choice model with social interactions: with an application to high school teen behavior pp. 599-624
Peter Kooreman and Adriaan Soetevent
Habits and heterogeneity in demands: a panel data analysis pp. 625-640
M. Dolores Collado and Martin Browning
Discounting the distant future: How much does model selection affect the certainty equivalent rate? pp. 641-656
Phoebe Koundouri , Theologos Pantelidis , Ben Groom and Ekaterini Panopoulou
Correcting for bias in retrospective data pp. 657-675
Zvi Eckstein and Ron Shachar
Finite sample evidence of IV estimators under weak instruments pp. 677-694
Alfonso Flores-Lagunes
Nonparametric estimation of a hedonic price function pp. 695-699
Daniel J. Henderson , Christopher F. Parmeter and Subal C. Kumbhakar
Journal of Applied Econometrics Annual Lecture Series pp. 701-701
Mark W. Watson
Volume 22, issue 2 , 2007
Heterogeneity and cross section dependence in panel data models: theory and applications introduction pp. 229-232
M Hashem Pesaran and Badi H. Baltagi
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices pp. 233-264
Timothy K. Chue and In Choi
A simple panel unit root test in the presence of cross-section dependence pp. 265-312
M Hashem Pesaran
Dynamic factor extraction of cross-sectional dependence in panel unit root tests pp. 313-338
George Kapetanios
Panel unit root tests and spatial dependence pp. 339-360
Georges BRESSON , Badi H. Baltagi and Alain Pirotte
Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors pp. 361-381
Yongcheol Shin and Laura Serlenga
An empirical analysis of nonstationarity in a panel of interest rates with factors pp. 383-400
Benoit Perron and Hyungsik Roger Moon
Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units pp. 401-428
Stefano Fachin
Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach pp. 429-451
Peter Pedroni
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients pp. 453-475
Yan Shen , Greg Weeks , Cheng Hsiao and Boqing Wang
Volume 22, issue 1 , 2007
Exploring the international linkages of the euro area: a global VAR analysis pp. 1-38
Filippo di Mauro , L. Vanessa Smith , Stephane Dees and M Hashem Pesaran
The transmission mechanism in a changing world pp. 39-61
Ana Beatriz Galvão , Michael John Artis and Massimiliano Marcellino
Nonlinear autoregressive leading indicator models of output in G-7 countries pp. 63-87
George Athanasopoulos , Heather M. Anderson and Farshid Vahid
Unravelling financial market linkages during crises pp. 89-119
Vance Lindsay Martin and Mardi Dungey
An evaluation of the forecasts of the federal reserve: a pooled approach pp. 121-136
Fred Joutz , Michael Peter Clements and Herman O. Stekler
Codependence in cointegrated autoregressive models pp. 137-159
Christoph Schleicher
Expectation horizon and the Phillips Curve: the solution to an empirical puzzle pp. 161-178
Charles R. Nelson and Jaejoon Lee
Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty pp. 179-213
Marc P. Giannoni
I ran four million probits last night: HPC clustering with ParallelKnoppix pp. 215-223
Michael Creel