Journal of Applied Econometrics

1986 - 2009

Edited by M. Hashem Pesaran

from John Wiley & Sons, Ltd.
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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 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

C. R. 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 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 M. 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 Ioannides and Vassilis 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 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 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 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