Journal of Applied Econometrics

1986 - 2010

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum ().

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A Re-examination of the Q Theory of Investment Using U.S. Firm Data pp. 309-25: Huntley Schaller
Unions and the Financial Performance of British Private Sector Establishments pp. 327-50: Stephen Machin and Mark Stewart
Cointegration in a Macroeconomic System pp. 351-65: Robert Kunst and Klaus Neusser
Purchasing Power Parity as a Long-Run Relation pp. 367-79: Jayendu Patel
Full Information Estimation and Stochastic Simulation of Models with Rational Expectations pp. 381-92: Ray Fair and John Taylor
An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models pp. 393-99: Stephen Hall and M J Stephenson
On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators pp. 401-06: Badi Baltagi and Sophon Khanti-Akom

From a VAR Model to a Structural Model, with an Application to the Wage-Price Spiral pp. 203-27: Alain Monfort and R Rabemananjara
Asymptotic Least-Squares Estimation Efficiency Considerations and Applications pp. 229-43: D A Kodde, Franz Palm and Gerard Pfann
The Dynamics of Job Separation: The Case of Federal Employees pp. 245-62: Matthew Black, Robert Moffitt and John Warner
The Dynamics of Job Separation: The Case of Federal Employees: Comment pp. 263-68: Glenn A Gotz
The Dynamics of Job Separation: The Case of the Federal Employees: Reply pp. 269-72: Matthew Black, Robert Moffitt and John Warner
A Comparison among Partial Adjustment, Rational Expectations and Error Correction Estimates of the Canadian Demand for Money pp. 273-91: M W Keil and W Richardson
'XploRe'-ing the World of Nonparametric Analysis pp. 293-98: Pin T Ng and Robin Sickles
N-Kernel: A Review pp. 299-304: Miguel Delgado and Thanasis Stengos

Semiparametric Efficiency Bounds pp. 99-135: Whitney Newey
Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models pp. 137-50: Frederic P Sterbenz and Giorgio Calzolari
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey pp. 151-66: Rob Alessie, Raymond Gradus and Bertrand Melenberg
The Measurement of Rationing and the Treatment of Structural Change in the UK Mortgage Market pp. 167-87: Geoff Meen
Distribution of Personal Income: Development of a New Model and Its Application to U.S. Income Data pp. 189-96: Amita Majumder and Satya Chakravarty

Flexible Parametric Estimation of Duration and Competing Risk Models pp. 1-28: Aaron Han and Jerry Hausman
Interpreting an Error Correction Model: Partial Adjustment, Forward-Looking Behaviour, and Dynamic International Money Demand pp. 29-46: Ian Domowitz and Craig Hakkio
Seasonal Adjustment and Measuring Persistence in Output pp. 47-58: Albert Jaeger and Robert Kunst
Estimating Stochastic Frontier Systems with Unbalanced Panel Data: The Case of Floor Tile Manufactories in Egypt pp. 59-74: James Seale
On Measuring Economic Efficiency pp. 75-85: Kaliappa Kalirajan

Planning, Criticism, and Revision pp. S5-27: Edward Leamer
Diagnostic Tests for Models Based on Individual Data: A Survey pp. S29-59: Adrian Pagan and Francis Vella
Specification Testing in Censored Regression Models: Parametric and Semiparametric Methods pp. S61-86: Joel L Horowitz and George R Neumann
Strategic Bargaining Models and Interpretation of Strike Data pp. S87-130: John Kennan and Robert Wilson
Self-Selection in the Residential Electricity Time-of-Use Pricing Experiments pp. S131-44: Dennis J Aigner and Khalifa Ghali
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models pp. S145-59: Clive Granger and Tae Hwy Lee
Monetary Policy and the Stability of Macroeconomic Relationships pp. S161-78: John Taylor

Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications pp. 317-44: David S Turner, Kenneth Wallis and John D Whitley
Models of Military Expenditure pp. 345-59: Ronald Smith
A Monte Carlo Comparison of Semiparametric Tobit Estimators pp. 361-82: Choon-Geol Moon
Statistical Properties of Data Stretching pp. 383-91: Edward Greenberg, W A Pollard and William Alpert
Survival Analysis Software on MS/PC-DTS Computers pp. 393-414: Goldstein, Richard, et al

Output and Unemployment Dynamics in the United States: 1950-1985 pp. 213-37: George Evans
The Relationship between the Level and Variability of Inflation: Theory and Evidence pp. 239-50: Panicos Demetriades
A Qualitative Response Analysis of UK Firms' Employment and Output Decisions pp. 251-64: James McIntosh, Fabio Schiantarelli and William Low
An Examination of the Equilibrium Specification and Structure of Production for Canadian Telecommunications pp. 265-82: Jeffrey Bernstein
Consistent Estimation When the Left-Hand Variable is Exogenous over Part of the Sample Period pp. 283-93: U Kohli
A Random Walk through the Gibson Paradox pp. 295-303: P. Dean Corbae and Sam Ouliaris
Forecast Master: A Review pp. 305-07: Richard Baillie

The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence pp. 103-17: Nicholas Crafts, Stephen Leybourne and Terence C Mills
Tests of International CAPM with Time-Varying Covariances pp. 119-38: Charles Engel and Anthony Rodrigues
Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation pp. 139-59: Gary Shea
Fiscal and Monetary Policy Co-ordination: A Differential Game Approac h pp. 161-79: Maria Luisa Petit
Does School Matter for Educational Achievement? A Two-Way Nested-Error Components Analysis pp. 181-93: Claude Montmarquette and Sophie Mahseredjian
Structural Time Series Analysis and Modelling Package: A Review pp. 195-204: Francis Diebold
MTS: A Review pp. 205-06: Mark Watson

The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model pp. 1-21: Francis Diebold and Marc Nerlove
A Double-Hurdle Model of Cigarette Consumption pp. 23-39: Andrew Jones
Constructing the True Cost of Living Index from the Engel Curves of the Piglog Model pp. 41-56: Vanessa Fry and Panos Pashardes
Production of Public Safety: Are Socioeconomic Characteristics of Local Communities Important Factors? pp. 57-71: Kwabena Gyimah-Brempong
Econometric Modelling on Microcomputers: A Review of Major Software Packages pp. 73-92: Jean-Louis Brillet
NAG Fortran Workstation Library: A Review pp. 93-96: Kenneth J White