Journal of Applied Econometrics

1986 - 2009

Edited by M. Hashem Pesaran

from John Wiley & Sons, Ltd.
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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 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 Soderlind

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, M 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 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 A R Tremayne

Volume 9, issue 2, 1994

A Simulation Estimation Analysis of the External Debt Crises of Developing Countries pp. 109-31

Vassilis 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

Hunt-McCool, Janet, 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 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

J 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 E 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 Richard, J-F

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

C R 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 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 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

Moon, Choon-Geol and Janet G Stotsky

The Cyclical and Secular Behaviour of the Labour Input: Comparing Efficiency Units and Hours Worked pp. 71-80

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

T Kinal and Kajal Lahiri

An Analysis of Publication Lags in Econometrics pp. 93-100

Pravin Trivedi

Software Reviews: GAIM 1.1 pp. 101-07

A Harrison