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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 9, issue S , 1994
Calibration and Econometric Research: An Overview: Introduction pp. S1-10 Adrian Rodney Pagan The RBC Models through Statistical Inference: An Application with French Data pp. S11-35 Patrick Fève and Francois Langot Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models pp. S37-70 James M. Nason and Timothy Cogley Asset Trading, Transaction Costs and the Equity Premium pp. S71-94 Stephen J Fisher A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence pp. S95-112 Carlo Favero , M Hashem Pesaran and Sunil Sharma Cyclical Properties of a Real Business Cycle Model pp. S113-22 Paul Söderlind Statistical Inference in Calibrated Models pp. S123-44 Fabio Canova The Linear Quadratic Adjustment Cost Model and the Demand for Labour pp. S145-59 Tom Engsted and Niels Haldrup Volume 9, issue 4 , 1994
A Structural Model of Aircraft Engine Maintenance pp. 351-68 David Mark Kennet Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences pp. 369-88 Gary Koop and D J Poirier Unemployment Dynamics and Labour Market Tightness: An Empirical Evaluation of Matching Function Models pp. 389-419 Paul Storer Attrition in Longitudinal Panel Data and the Empirical Analysis of Dynamic Labour Market Behaviour pp. 421-35 Gerard J. van den Berg , Maarten Lindeboom and Geert Ridder Allocation of Individuals to Job Levels under Rationing pp. 437-51 Joop Hartog , Geert Ridder and Michael Visser The Determinants of Australian Trade Union Membership pp. 453-68 Jeff Borland and Sam Ouliaris A Review of Stata 3.1 pp. 469-77 Christopher Ferrall Volume 9, issue 3 , 1994
Modelling the UK Gilt-Edged Market pp. 231-53 James E. H. Davidson , G Madonia and Peter F Westaway Estimation of Econometric Models of Some Discrete Games pp. 255-68 Peter Kooreman The Cyclical Nature of Markups in Canadian Manufacturing: A Production Theory Approach pp. 269-82 Catherine J. Morrison Paul The Response of Small and Medium-Size Business Customers to Time-of-Use (TOU) Electricity Rates in Israel pp. 283-304 D J Aigner , J Newman and A Tishler Energy Crises and Change of Technology pp. 305-20 Pekka Ilmakunnas and H Torma Testing the Proportional Hazards Assumption in the Presence of Unmeasured Heterogeneity pp. 321-34 Brian McCall Review of STATGRAPHICS pp. 335-41 N Davies and Andrew R. Tremayne Volume 9, issue 2 , 1994
A Simulation Estimation Analysis of the External Debt Crises of Developing Countries pp. 109-31 Vassilis Argyrou Hajivassiliou A Symmetric Approach to the Labour Market with the Household as the Unit of Observation pp. 133-61 E Eggink , J P Hop and Bernard M.S. van Praag Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration pp. 163-79 Hisashi Tanizaki and Roberto S. Mariano Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series pp. 181-200 Nathan Balke and Thomas B. Fomby Estimates of the Demand for Medical Care under Different Functional Forms pp. 201-18 Janet Hunt-McCool , B F Kiker and Ying Chu Ng SC Version 1.107: A Review pp. 219-23 G Austin Volume 9, issue 1 , 1994
Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand pp. 1-18 N M Arguea , Cheng Hsiao and G A Taylor Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? pp. 19-29 Marco Antonio Bonomo and René Garcia A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model pp. 31-45 F de Jong Economic Fluctuations, Market Power, and Returns to Scale: Evidence from Firm-Level Data pp. 47-69 Bob Chirinko and Steven Mark Fazzari Immigrant Earnings, Relative to What? The Importance of Earnings Function Specification and Comparison Points pp. 71-90 A M Yuengert LIMDEP, Version 6.0: A Review pp. 91-98 Harry J Paarsch Volume 8, issue S , 1993
Bayesian Estimation of Manufacturing Effects in a Fuel Economy Model pp. S5-18 R W Andrews , J O Berger and M H Smith Bayesian Treatment of the Independent Student- t Linear Model pp. S19-40 John Geweke Non-stationarity in GARCH Models: A Bayesian Analysis pp. S41-61 Frank Kleibergen and Herman K. van Dijk Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions pp. S63-84 Anthony A. Smith Indirect Inference pp. S85-118 Christian S. Gourieroux , Alain Monfort and Eric Michel Renault Simulation-Based Estimation of Models with Lagged Latent Variables pp. S119-33 Guy Laroque and Bernard Salanié Fitting Nonlinear Time-Series Models with Applications to Stochastic Variance Models pp. S135-52 Neil Shephard Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models pp. S153-73 Jon Danielsson and Jean-Francois Richard Volume 8, issue 4 , 1993
Common Trends and Common Cycles pp. 341-60 Farshid Vahid and Robert F. Engle How Does the Benefit Effect Vary as Unemployment Spells Lengthen? pp. 361-81 W Narendranathan and Mark Stewart A Count-Amount Model with Endogenous Recording of Observations pp. 383-95 Bernard M.S. van Praag and E M Vermeulen A Latent Class Poisson Regression Model for Heterogeneous Count Data pp. 397-411 Wedel, M, et al Microsoft 3.0: A Review pp. 413-19 Colin Ross McKenzie Volume 8, issue 3 , 1993
Detrending, Stylized Facts and the Business Cycle pp. 231-47 Andrew C. Harvey and A Jaeger Income and Wealth Inequality and the Life Cycle: A Non-parametric Analysis for China pp. 249-76 Stephen Pudney Production Cost Structure of U.S. Hospital Pharmacies: Time-Series, Cross-Sectional Bed Size Evidence pp. 277-94 Albert A. Okunade The Long-Run Implications of the Production Smoothing Model of Inventories: An Empirical Test pp. 295-306 Robert J. Rossana GAUSS and MATLAB: A Comparison pp. 307-24 John Philip Rust Volume 8, issue 2 , 1993
Bayesian Inference in Limited Dependent Variable Models: An Application to Measuring Strike Duration pp. 115-28 David N. DeJong Compositional Change, Aggregation, and Dynamic Factor Demand: Estimates on a Panel of Manufacturing Firms pp. 129-48 P Wolfson Structural Shifts in the Manufacturing Export Performance of OECD Economies pp. 149-62 Michael Alroy Landesmann and Andy Snell International Real Interest Rate Equalization: A Multivariate Time-Series Approach pp. 163-74 Peter Kugler and Klaus Neusser An Adjustment Cost Model of Long-Term Employment in Japan pp. 175-94 Shinichiro Nakamura Joint Tests for Regularity and Autocorrelation in Allocation Systems pp. 195-211 Philippe J. Deschamps Review of S-Plus pp. 213-19 J Hallman PC-Naive 6.01: A Review pp. 221-25 A P Kilduff Volume 8, issue 1 , 1993
New Effects in a High-Frequency Model of the Sterling-Dollar Exchange Rate pp. 1-13 Goodhart, C A E, et al Intra-day Futures Price Volatility: Information Effects and Variance Persistence pp. 15-30 P R Locke and C L Sayers Threshold Arch Models and Asymmetries in Volatility pp. 31-49 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 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 Gary D. Hansen On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade pp. 81-92 Terrence Kinal and Kajal Lahiri An Analysis of Publication Lags in Econometrics pp. 93-100 Pravin K Trivedi Software Reviews: GAIM 1.1 pp. 101-07 Alan Harrison
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