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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 3, issue 4 , 1988
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n pp. 255-66 Denise Osborn Tobin's Marginal 'q' and Tests of the Firm's Dynamic Equilibrium pp. 267-77 Marzio Galeotti Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch pp. 279-94 Ray Yeutien Chou Are Price Equations Really Money Demand Equations on Their Heads? pp. 295-305 James MacKinnon and Ross D Milbourne The Information in the Term Structure: Some Further Results pp. 307-14 Frederic Mishkin Volume 3, issue 3 , 1988
Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results pp. 169-86 Nicholas M. Kiefer Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity pp. 187-202 Tom McCurdy and Ieuan G Morgan A Stochastic Frontier Cost Function for Residential Child Care Provision pp. 203-14 Michael D Hughes Money Stock Targeting and Money Supply: An Intertemporal Optimization Approach (with an Application to Canada) pp. 215-28 Jean Mercenier and Khalid Sekkat Choice of Employment Status and the Wages of Employees and the Self-employed: Some Further Evidence pp. 229-34 Andrew M Gill Statistical Software Tools (SST) Version 1.1: A Review pp. 235-39 Pravin K Trivedi AUTOBOX: A Review pp. 240-44 Ronald Bewley SHAZAM: A Response pp. 245-47 K J White Volume 3, issue 2 , 1988
The Econometric Analysis of Models with Risk Terms pp. 87-105 Adrian Rodney Pagan and Aman Ullah In Pursuit of Monopoly Power: Recent Quantitative Work in Industrial Economics pp. 107-23 Paul A. Geroski Formation of Firms' Production Decisions in Finnish Manufacturing Industries pp. 125-37 Markku Rahiala and Timo Teräsvirta Asymptotic Theory and Econometric Practice pp. 139-47 Roger Koenker Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators pp. 149-55 Christopher Cornwell and Peter Rupert Professor Chow's Econometrics: A Review pp. 157-64 Andrew J Hughes Hallett Volume 3, issue 1 , 1988
A Keynesian Macro-econometric Model of the UK: 1955-1984 pp. 1-33 Meghnad Desai and Guglielmo Weber Semiparametric Econometrics: A Survey pp. 35-51 Peter M. Robinson Prices, Wages, and Import Prices in Israel: 1970-1983 pp. 53-67 Rafi Melnick A Test for the Existence of Allocative Inefficiency in Firms pp. 69-80 C A Melfi and Alan J Rogers Volume 2, issue 4 , 1987
A Stock-flow Consistent Macro-econometric Model of the UK Economy--Part II pp. 259-307 E Philip Davis A Quantitative Reassessment of the Purchasing Power Parity Hypothesis: Evidence from Norway and the United Kingdom pp. 309-33 Hali Edison and Jan Tore Klovland Sluggish Quantity Adjustment in a Non-clearing Market--A Disequilibrium Econometric Application to the Loan Market pp. 335-49 F X Browne Volume 2, issue 3 , 1987
Cliometrics, 1971-1986: A Survey pp. 171-92 Nicholas Crafts Minute to Minute: Efficiency, Normality, and Randomness in Intra-daily Asset Prices pp. 193-214 Lauren J Feinstone A Micro-econometric Analysis of Vacation Behaviour pp. 215-26 Arthur van Soest and Peter Kooreman A Parametric Test of the Negativity of the Substitution Matrix pp. 227-35 David A Kodde and Franz C. Palm Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic pp. 237-45 Richard J. Smith Unemployment, Disequilibrium and the Short-run Phillips Curve: Correction and Extension pp. 247-49 Richard E Quandt and Harvey Rosen Volume 2, issue 2 , 1987
The Performance of Coal-Burning Electric Generating Units in the United States: 1960-1980 pp. 85-109 Paul Joskow and Richard Schmalensee A Stock-Flow Consistent Macro-econometric Model of the UK Economy--Part I pp. 111-32 E Philip Davis Macroeconometric Model Comparison and Evaluation Techniques: A Practical Appraisal pp. 133-44 William R Parke An Empirical Model of a Household's Choice of Activities pp. 145-58 Claude Montmarquette and Luc Monty Empirical Evidence on the Sign of the Slope of the Hazard Rate from Unemployment from a Fixed Effects Model pp. 159-68 Chris M Alaouze Volume 2, issue 1 , 1987
Alternative Modes of Deficit Financing and Endogeneous Monetary and Fiscal Policy in the U.S.A. 1923-1982 pp. 1-25 Stephen J Turnovsky and Mark E. Wohar A Bayesian Approach to Assessing the Robustness of Hedonic Property pp. 27-45 Scott E Atkinson and Thomas D Crocker A Forward Looking Model of the Exchange Rate pp. 47-60 Stephen George Hall Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis pp. 61-68 Allan W. Gregory and Michael R. Veall On Estimating Dynamic Factor Demands pp. 69-75 S F Mahmud , A. Leslie Robb and William M Scarth Volume 1, issue 4 , 1986
An Econometric Model of U.K. Manufacturing Employment Using Survey Data on Expected Output pp. 297-316 Simon Wren-Lewis An Adjustment Procedure for Predicting Systematic Risk pp. 317-32 Anil Kumar Bera and Srinivasan Kannan A Flexible Dynamic Model of Multiproduct Technology for the West German Economy pp. 333-44 Shinichiro Nakamura Differential Mortality in Rural Bangladesh pp. 345-53 James McIntosh , Stephen E Satchell and Anjum Nasim Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis pp. 355-65 Keith Cuthbertson and Mark P. Taylor Volume 1, issue 3 , 1986
Capital Utilization and Capital Accumulation: Theory and Evidence pp. 211-34 Matthew D. Shapiro Unemployment, Disequilibrium and the Short Run Phillips Curve: An Econometric Approach pp. 235-53 Richard E Quandt and Harvey Rosen The Behaviour of U.K. Export Prices of Manufactured Goods 1970-1983 pp. 255-75 Keith Cuthbertson Zero Expenditures and the Estimation of Engel Curves pp. 277-86 Michael Keen The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence pp. 287-94 Baldev Raj and Pierre Siklos Volume 1, issue 2 , 1986
An Event History Approach to the Evaluation of Training, Recruitment and Employment Programmes pp. 109-26 Geert Ridder Exact Inference in the Inequality Constrained Normal Linear Regression Model pp. 127-41 John Geweke An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate pp. 143-62 Peter N Smith and Michael R. Wickens Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model pp. 163-83 Stephen George Hall , S G B Henry and C B Johns Commodity and Asset Demands with and without Quantity Constraints in the Labour Market pp. 185-208 Camille Bronsard and Lise Salvas-Bronsard Volume 1, issue 1 , 1986
Nobel Memorial Lecture 1984: The Accounts of Society pp. 5-28 Richard Stone Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests pp. 29-53 A. Colin Cameron and Pravin K Trivedi Selection Criteria for a Microeconometric Model of Labour Supply pp. 55-80 Richard Blundell and Costas Meghir On Estimating the Effects of Peak Demand Pricing pp. 81-93 Michael R. Veall An Empirical Analysis of Self-employment in the U.K pp. 95-108 Hedley Rees and Anup Shah
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