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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 9, issue S, 1994

Calibration and Econometric Research: An Overview: Introduction pp. S1-10 Downloads
Adrian Pagan
The RBC Models through Statistical Inference: An Application with French Data pp. S11-35 Downloads
Patrick Fève and Francois Langot
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models pp. S37-70 Downloads
James Nason and Timothy Cogley
Asset Trading, Transaction Costs and the Equity Premium pp. S71-94 Downloads
Stephen J Fisher
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence pp. S95-112 Downloads
Carlo Favero, M Pesaran and Sunil Sharma
Cyclical Properties of a Real Business Cycle Model pp. S113-22 Downloads
Paul Söderlind
Statistical Inference in Calibrated Models pp. S123-44 Downloads
Fabio Canova
The Linear Quadratic Adjustment Cost Model and the Demand for Labour pp. S145-59 Downloads
Tom Engsted and Niels Haldrup

Volume 9, issue 4, 1994

A Structural Model of Aircraft Engine Maintenance pp. 351-68 Downloads
David Kennet
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences pp. 369-88 Downloads
Gary Koop and D J Poirier
Unemployment Dynamics and Labour Market Tightness: An Empirical Evaluation of Matching Function Models pp. 389-419 Downloads
Paul Storer
Attrition in Longitudinal Panel Data and the Empirical Analysis of Dynamic Labour Market Behaviour pp. 421-35 Downloads
Gerard van den Berg, Maarten Lindeboom and Geert Ridder
Allocation of Individuals to Job Levels under Rationing pp. 437-51 Downloads
Joop Hartog, Geert Ridder and Michael Visser
The Determinants of Australian Trade Union Membership pp. 453-68 Downloads
Jeff Borland and Sam Ouliaris
A Review of Stata 3.1 pp. 469-77 Downloads
Christopher Ferrall

Volume 9, issue 3, 1994

Modelling the UK Gilt-Edged Market pp. 231-53 Downloads
James Davidson, G Madonia and Peter Westaway
Estimation of Econometric Models of Some Discrete Games pp. 255-68 Downloads
Peter Kooreman
The Cyclical Nature of Markups in Canadian Manufacturing: A Production Theory Approach pp. 269-82 Downloads
Catherine Morrison Paul
The Response of Small and Medium-Size Business Customers to Time-of-Use (TOU) Electricity Rates in Israel pp. 283-304 Downloads
D J Aigner, J Newman and A Tishler
Energy Crises and Change of Technology pp. 305-20 Downloads
Pekka Ilmakunnas and H Torma
Testing the Proportional Hazards Assumption in the Presence of Unmeasured Heterogeneity pp. 321-34 Downloads
Brian McCall
Review of STATGRAPHICS pp. 335-41 Downloads
N Davies and Andrew Tremayne

Volume 9, issue 2, 1994

A Simulation Estimation Analysis of the External Debt Crises of Developing Countries pp. 109-31 Downloads
Vassilis Hajivassiliou
A Symmetric Approach to the Labour Market with the Household as the Unit of Observation pp. 133-61 Downloads
E Eggink, J P Hop and Bernard van Praag
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration pp. 163-79 Downloads
Hisashi Tanizaki and Roberto Mariano
Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series pp. 181-200 Downloads
Nathan Balke and Thomas Fomby
Estimates of the Demand for Medical Care under Different Functional Forms pp. 201-18 Downloads
Janet Hunt-McCool, B F Kiker and Ying Chu Ng
SC Version 1.107: A Review pp. 219-23 Downloads
G Austin

Volume 9, issue 1, 1994

Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand pp. 1-18 Downloads
N M Arguea, Cheng Hsiao and G A Taylor
Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? pp. 19-29 Downloads
Marco Bonomo and René Garcia
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model pp. 31-45 Downloads
Frank de Jong
Economic Fluctuations, Market Power, and Returns to Scale: Evidence from Firm-Level Data pp. 47-69 Downloads
Bob Chirinko and Steven Fazzari
Immigrant Earnings, Relative to What? The Importance of Earnings Function Specification and Comparison Points pp. 71-90 Downloads
A M Yuengert
LIMDEP, Version 6.0: A Review pp. 91-98 Downloads
Harry Paarsch

Volume 8, issue S, 1993

Bayesian Estimation of Manufacturing Effects in a Fuel Economy Model pp. S5-18 Downloads
R W Andrews, J O Berger and M H Smith
Bayesian Treatment of the Independent Student- t Linear Model pp. S19-40 Downloads
John Geweke
Non-stationarity in GARCH Models: A Bayesian Analysis pp. S41-61 Downloads
Frank Kleibergen and Herman van Dijk
Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions pp. S63-84 Downloads
Anthony Smith
Indirect Inference pp. S85-118 Downloads
Christian Gourieroux, Alain Monfort and Eric Renault
Simulation-Based Estimation of Models with Lagged Latent Variables pp. S119-33 Downloads
Guy Laroque and Bernard Salanié
Fitting Nonlinear Time-Series Models with Applications to Stochastic Variance Models pp. S135-52 Downloads
Neil Shephard
Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models pp. S153-73 Downloads
Jon Danielsson and Jean-Francois Richard

Volume 8, issue 4, 1993

Common Trends and Common Cycles pp. 341-60 Downloads
Farshid Vahid and Robert Engle
How Does the Benefit Effect Vary as Unemployment Spells Lengthen? pp. 361-81 Downloads
W Narendranathan and Mark Stewart
A Count-Amount Model with Endogenous Recording of Observations pp. 383-95 Downloads
Bernard van Praag and E M Vermeulen
A Latent Class Poisson Regression Model for Heterogeneous Count Data pp. 397-411 Downloads
Wedel, M, et al
Microsoft 3.0: A Review pp. 413-19 Downloads
Colin McKenzie

Volume 8, issue 3, 1993

Detrending, Stylized Facts and the Business Cycle pp. 231-47 Downloads
Andrew Harvey and A Jaeger
Income and Wealth Inequality and the Life Cycle: A Non-parametric Analysis for China pp. 249-76 Downloads
Stephen Pudney
Production Cost Structure of U.S. Hospital Pharmacies: Time-Series, Cross-Sectional Bed Size Evidence pp. 277-94 Downloads
Albert Okunade
The Long-Run Implications of the Production Smoothing Model of Inventories: An Empirical Test pp. 295-306 Downloads
Robert Rossana
GAUSS and MATLAB: A Comparison pp. 307-24 Downloads
John Rust

Volume 8, issue 2, 1993

Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration pp. 115-28 Downloads
David DeJong
Compositional Change, Aggregation, and Dynamic Factor Demand: Estimates on a Panel of Manufacturing Firms pp. 129-48 Downloads
P Wolfson
Structural Shifts in the Manufacturing Export Performance of OECD Economies pp. 149-62 Downloads
Michael Landesmann and Andy Snell
International Real Interest Rate Equalization: A Multivariate Time-Series Approach pp. 163-74 Downloads
Peter Kugler and Klaus Neusser
An Adjustment Cost Model of Long-Term Employment in Japan pp. 175-94 Downloads
Shinichiro Nakamura
Joint Tests for Regularity and Autocorrelation in Allocation Systems pp. 195-211 Downloads
Philippe Deschamps
Review of S-Plus pp. 213-19 Downloads
J Hallman
PC-Naive 6.01: A Review pp. 221-25 Downloads
A P Kilduff

Volume 8, issue 1, 1993

New Effects in a High-Frequency Model of the Sterling-Dollar Exchange Rate pp. 1-13 Downloads
Goodhart, C A E, et al
Intra-day Futures Price Volatility: Information Effects and Variance Persistence pp. 15-30 Downloads
P R Locke and C L Sayers
Threshold Arch Models and Asymmetries in Volatility pp. 31-49 Downloads
R Rabemananjara and Jean-Michel Zakoian
Testing the Differences between the Determinants of Moody's and Standard & Poor's Ratings: An Application of Smooth Simulated Maximum Likelihood Estimation pp. 51-69 Downloads
Choon-Geol Moon and Janet G Stotsky
The Cyclical and Secular Behaviour of the Labour Input: Comparing Efficiency Units and Hours Worked pp. 71-80 Downloads
Gary Hansen
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade pp. 81-92 Downloads
Terrence Kinal and Kajal Lahiri
An Analysis of Publication Lags in Econometrics pp. 93-100 Downloads
Pravin Trivedi
Software Reviews: GAIM 1.1 pp. 101-07 Downloads
Alan Harrison
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