Empirical Economics

1976 - 2008

Edited by Badi H. Baltagi, Heather M. Anderson and Bernd Fitzenberger

from Springer
Series data maintained by Christopher F Baum ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 18, issue 4, 1993

New Developments in Time Series Econometrics: An Overview pp. 557-64

Jean-Marie Dufour and Baldev Raj

Usefulness of Linear Transformations in Multivariate Time-Series Analysis pp. 567-93

George C Tiao, Ruey S Tsay and Taychang Wang

VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling pp. 595-622

Katarina Juselius

Inference in Expectations Models of the Term Structure: A Non-parametric Approach pp. 623-38

Bryan Campbell and John W. Galbraith

Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry pp. 639-71

Franz C. Palm, H M M Peeters and Gerard Pfann

Parameter Constancy in Cointegrating Regressions pp. 675-706

Carmela E Quintos and Peter C. B. Phillips

The HUMP-Shaped Behavior of Macroeconomic Fluctuations pp. 707-27

Pierre Perron

The pp. 729-43

Helmut Lutkepohl

On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data pp. 747-60

Eric Ghysels, Hahn S Lee and Pierre Siklos

Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series pp. 761-76

Robert M. Kunst

A Note on Johansen's Cointegration Procedure When Trends Are Present pp. 777-89

Pierre Perron and John Y. Campbell

Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models pp. 791-806

Chung, Ching-Fan and Richard T. Baillie

Volume 18, issue 3, 1993

Alternative Interpretations of Hours Information in an Econometric Model of Labour Supply pp. 393-415

Richard Blundell, Francois Laisney and Michael Lechner

Exchange Rate Dynamics and Currency Unification: The Ostmark-DM Rate pp. 417-29

Michael Christopher Burda and Stefan Gerlach

Is Money an Omitted Variable in the Production Function? Some Further Results pp. 431-45

M Aynul Hasan and Syed F Mahmud

Measuring the Placement Effects of Two Wage-Subsidy Schemes for the Long-Term Unemployed pp. 447-68

Jaap de Koning

Scale Economies in Manufacturing: Problems of Robust Estimation pp. 469-80

Jati K Sengupta and Kumiko Okamura

Increasing Foreign Supply of Intermediates and Less Reliance on Domestic Resources: The Production Structure of the Swedish Economy, 1957-1980 pp. 481-500

Goran Ostblom

The Formation of Production Expectations in Manufacturing Industry for Nine Industrialized Countries pp. 501-21

Jakob B. Madsen

Testing for Capital Mobility: A Random Coefficients Approach pp. 523-41

Saleh Amirkhalkhali and Atul A Dar

Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach pp. 543-56

Robert Jung and Rainer Winkelmann

Volume 18, issue 2, 1993

Random Parameters and Self-Selection Models pp. 197-213

Pramila Krishnan

An Econometric Analysis of Housing as Both a Consumption Good and a Risky Asset pp. 215-31

Frank Trevor Denton, A. Leslie Robb and B Byron Spencer

An Empirical Comparison of Nonparametric and Parametric Engel Functions pp. 233-49

Christopher J Nicol

The Impact of Employers' Recruitment Behaviour on the Allocation of Vacant Jobs to Unemployed Job Seekers pp. 251-69

Cees Gorter, Peter Nijkamp and Piet Rietveld

A Convenient Test of Functional Form for Pooled Econometric Models pp. 271-80

Alexander C Larson and John S Watters

A Comparison of the Kernel and the ARIMA Estimates of Inflationary Expectations: Some Evidence from Canada pp. 281-88

Tomson Ogwang

Expected Job Loss in East Germany Shortly before German Unification pp. 289-306

Michael Lechner, Friedhelm Pfeiffer and O'Shea, Linda Giesecke

The Box-Cox Transformation-of-Variables in Regression pp. 307-19

Minbo Kim and R Carter Hill

Seasonality in Macroeconomic Time Series pp. 321-35

Svend Hylleberg, Clara Jorgensen and Nils Karl Sorensen

A Simultaneous Discrete Choice Model of Labor Supply and Wages for Married Women in Switzerland pp. 337-56

Michael Gerfin

Productivity, Earnings, and Profit Sharing--An Econometric Analysis of Alternative Models pp. 357-80

Olaf Hübler

On Testing the Logistic Assumption in Binary Dependent Variable Models pp. 381-92

Jonathan M Thomas

Volume 18, issue 1, 1993

Autocorrelation and Heteroskedasticity in Equations Describing the Demand for Money during Rapid Inflations pp. 1-19

Hans Jurgen Jaksch

Testing for Separability between Commodity Demand and Labour Supply in West Germany pp. 21-56

Helmut Kaiser

A Dynamic Specification of an AIDS Import Allocation Model pp. 57-73

B J van Heeswijk, P M C de Boer and R Harkema

Portfolio Efficiency of a Dynamic Capital Asset Pricing Model: Empirical Evidence on Finnish and Swedish Stock Data pp. 75-93

Ralf Ostermark

An Empirical Note on Euro Market Interest Rates, Domestic Interest Rates and the Expectations Theory of the Term Structure pp. 95-101

Peter Kugler and Hansjorg Borutta

Still More on the Speed of Adjustment in Inventory Models: A Lesson in Aggregation pp. 103-27

Helmut Seitz

Consumer Allocation Models: Choice of Functional Form pp. 129-58

Anton P Barten

Dynamically Inefficient Equilibria in the Auerbach-Kotlikoff Model pp. 159-72

Martin Larch

An International Study of Persistence in Output: Parametric Estimates using the Data Dependent Systems Approach pp. 173-95

Baldev Raj

Volume 17, issue 4, 1992

Financial Innovations and Currency Demand: Some New Evidence pp. 451-61

Matti Viren

Real Business Cycles: Is Neglecting Demand Shocks Justified? pp. 463-84

Horst Entorf

Forecasting with Leading Indicators: Does the New Index Lead? pp. 485-505

Kamran M Dadkhah and Fatemeh Zahedi

Some Empirical Tests of the Arbitrage Pricing Theory Using Transformation Analysis pp. 507-22

Yli-Olli, Paavo and Ilkka Virtanen

The Relative Importance of Demand and Supply Shocks: Some International Evidence pp. 523-35

Peter Kugler

Union Membership in the Netherlands: A Cross-Sectional Analysis pp. 537-64

Annette van den Berg and Wim Groot

Generalized Entropy Measures of Long-Run Inequality and Stability among Male Headed Households pp. 565-81

Sourushe Zandvakili

Insiders and Outsiders in Wage Formation: The Dutch Case pp. 583-602

J J Graafland

Volume 17, issue 3, 1992

Consumer Demand, 'Full Income' and Real Wages pp. 333-45

Kevin Dowd

Testing for Fixity of the Labour Input under Non Competitive Behaviour in Italian and French Manufacturing pp. 347-61

Angelo M Carndani and Marzio Galeotti

Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation pp. 363-82

Klaus Neusser

Multiple Time Series Analysis of Simultaneous Equations Model Specification pp. 383-99

Alok K Bohara and Robert F McNown

An Almost Ideal Demand System for Alcoholic Beverages in British Columbia pp. 401-18

Andrew G Alley, Donald G Ferguson and Kenneth G Stewart

Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty pp. 419-50

Philippe J. Deschamps

Volume 17, issue 2, 1992

Immigrant Earnings Differentials in Canada: A More General Specification of Age and Experience Effects pp. 221-38

Michael Abbott and Charles Beach

Testing the Efficiency of the Athens Stock Exchange: Some Results from the Banking Sector pp. 239-52

Thanasis Stengos and E Panas

On the Simultaneity of Innovations and Market Structure pp. 253-72

Winfried Pohlmeier

Do They Come Back Again? Job Search, Labour Market Segmentation and State Dependence as Explanations of Repeat Unemployment pp. 273-92

Rudolf Winter-Ebmer and Josef Zweimüller

The Intertemporal Substitution Effect of Government Purchases on the Interest Rate: Empirical Estimates for the Netherlands pp. 293-302

Jakob de Haan and Dick Zelhorst

Using Survey Data to Test Market Efficiency in the Foreign Exchange Markets pp. 303-14

Peter C Liu and G S Maddala

Measuring Income Responses: A Log-Quadratic Demand Model for Consumers in India pp. 315-21

Amita Majumder

The Demand for Football: Some Evidence on Outcome Uncertainty pp. 323-31

David A. Peel and Dennis A Thomas

Volume 17, issue 1, 1992

Panel Data Analysis: Introduction and Overview pp. 1-8

Baldev Raj and Badi Baltagi

Can Cohort Data Be Treated as Genuine Panel Data? pp. 9-23

Marno Verbeek and Theo Nijman

Estimating Time-Dependent Means in Dynamic Models for Cross-sections of Time Series pp. 25-33

Pablo Marshall

Using Panel Data to Estimate Risk Effects in Seemingly Unrelated Production Functions pp. 35-49

Guang H Wan, William Edward Griffiths and Jock R Anderson

The Bias of Some Estimators for Panel Data Models with Measurement Errors pp. 51-66

Erik Biorn

Models for Which the MLE and the Conditional MLE Coincide pp. 67-75

Christopher Cornwell and Peter Schmidt

Exact Equivalence of Instrumental Variable Estimators in an Error Component Structural System pp. 77-84

N S Revankar

A Survey of Recent Theoretical Developments in the Econometrics of Panel Data pp. 85-109

Badi Baltagi and Baldev Raj

Estimation and Specification Analysis of Models of Dividend Behavior Based on Censored Panel Data pp. 111-24

Byeong Soo Kim and G S Maddala

Econometric Modelling of Canadian Long Distance Calling: A Comparison of Aggregate Time Series versus Point-to-Point Panel Data Approaches pp. 125-40

Appelbe, Trent W, et al

A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics pp. 141-51

Steven C Johnson and Kajal Lahiri

Heterogeneous Labor and the Dynamics of Aggregate Labor Demand: Some Estimations Using Panel Data pp. 153-68

Georges BRESSON, Francis Kramarz and Patrick SEVESTRE

How Fragile Are Male Labor Supply Function Estimates? pp. 169-82

Karen Smith Conway and Thomas J. Kniesner

Unemployment Compensation and Episodes of Nonemployment pp. 183-204

R Mark Gritz and Thomas MaCurdy

A Random Coefficient Simultaneous Equation System with an Application to Direct Foreign Investment by French Firms pp. 205-20

Pietro Balestra and Syoum Negassi