Journal of Applied Econometrics

1986 - 2010

Continued by Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
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Volume 15, issue 6, 2000

Introduction: inference and decision making pp. 545-546

John Geweke, John Rust and Herman van Dijk

Measuring the equilibrium effects of unemployment benefits dispersion pp. 547-574

Aico van Vuuren, Gerard van den Berg and Geert Ridder

Sequential testing of duration data: the case of the Pennsylvania 'reemployment bonus' experiment pp. 575-594

Yannis Bilias

Serially correlated variables in dynamic, discrete choice models pp. 595-624

Todd Stinebrickner

Econometric applications of maxmin expected utility pp. 625-644

Gary Chamberlain

Loss function-based evaluation of DSGE models pp. 645-670

Frank Schorfheide

Daily exchange rate behaviour and hedging of currency risk pp. 671-696

Charles Bos, Ronald Mahieu and Herman van Dijk

A multivariate latent factor decomposition of international bond yield spreads pp. 697-715

Mardi Dungey, Vance Martin and Adrian Pagan

A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables pp. 717-744

Richard Paap and Philip Hans Franses

Volume 15, issue 5, 2000

Mixed MNL models for discrete response pp. 447-470

Daniel McFadden and Kenneth Train

Tests for multiple forecast encompassing pp. 471-482

David Harvey and Paul Newbold

Uncovering financial markets' beliefs about inflation targets pp. 483-512

Francisco Ruge-Murcia

Near unit roots, cointegration, and the term structure of interest rates pp. 513-529

Markku Lanne

Econometrics with Octave pp. 531-542

Dirk Eddelbuettel

Volume 15, issue 4, 2000

Wage differentials across firms: an application of multilevel modelling pp. 343-354

Ana Rute Cardoso

Incomplete information and the time series behaviour of consumption pp. 355-366

David Demery and Nigel W. Duck

Gender, race, pay and promotion in the British nursing profession: estimation of a generalized ordered probit model pp. 367-399

Stephen Pudney and Michael Shields

An examination of the dynamic behaviour of local governments using GMM bootstrapping methods pp. 401-416

Matz Dahlberg and Eva Johansson

The cost and technological structure of aluminium smelters worldwide pp. 417-432

Robert Gagné and Carmine Nappi

Financial analysis package for GAUSS pp. 433-438

Peter Sephton

Volume 15, issue 3, 2000

Determining market power exertion between buyers and sellers pp. 225-252

Kellie Raper, H. Love and C. Shumway

Box-Cox quantile regression and the distribution of firm sizes pp. 253-274

José António Machado and José Mata

Linear household technologies pp. 275-287

Carlo Andrea Bollino, Federico Perali and Nicola Rossi

Union status of young men in Britain: a decade of change pp. 289-310

Wiji Arulampalam and Alison Booth

Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations pp. 311-329

David DeJong, Beth Ingram and Charles Whiteman

The Cygwin tools: a GNU toolkit for Windows pp. 331-341

Jeffrey Racine

Volume 15, issue 2, 2000

An empirical analysis of alternative parametric ARCH models pp. 117-136

Geoffrey F. Loudon, Wing H. Watt and Pradeep K. Yadav

Stochastic volatility models: conditional normality versus heavy-tailed distributions pp. 137-160

Roman Liesenfeld and Robert Jung

Real exchange rate behaviour: evidence from black markets pp. 161-185

Kul Luintel

Scale economies in electricity distribution: a semiparametric analysis pp. 187-210

Adonis Yatchew

Review of GAUSS for Windows, including its numerical accuracy pp. 211-220

Hrishikesh Vinod

Volume 15, issue 1, 2000

Multiple comparisons with the best, with economic applications pp. 1-26

William Horrace and Peter Schmidt

Business cycle non-linearities in UK consumption and production pp. 27-43

Nadir Ocal and Denise Osborn

The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence pp. 45-58

Kevin Grier and Mark J. Perry

Asymptotically perfect and relative convergence of productivity pp. 59-81

Bart Hobijn and Philip Hans Franses

US deficit sustainability: a new approach based on multiple endogenous breaks pp. 83-105

Gael Martin

Econometric software reliability and nonlinear estimation in EViews: comment pp. 107-110

David M. Lilien

Reply pp. 111-111

B McCullough

Volume 14, issue 6, 1999

Conducting Inference in Semiparametric Duration Models under Inequality Restrictions on the Shape of the Hazard Implied by Job Search Theory pp. 587-605

Charles J Romeo

Identifying Interdependent Behaviour in an Empirical Model of Labour Supply pp. 607-26

Thomas Aronsson, Sören Blomquist and Hans Sacklen

Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market pp. 627-50

Douglas Hodgson

Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common-Value and the Independent-Private-Values Paradigms pp. 651-76

Samita Sareen

Bayesian Analysis, Computation and Communication Software pp. 677-89

Gary Koop

Volume 14, issue 5, 1999

Exchange Rate Target Zone Models: A Bayesian Evaluation pp. 461-90

Kai Li

Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions? pp. 491-510

Lutz Kilian

Investigating Stability and Linearity of a German M1 Money Demand Function pp. 511-25

Helmut Lütkepohl, Timo Teräsvirta and Juergen Wolters

Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach pp. 527-38

Zhenjuan Liu and Thanasis Stengos

Testing for ARCH in the Presence of Additive Outliers pp. 539-62

Dick van Dijk, Philip Hans Franses and Andre Lucas

Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration pp. 563-77

James MacKinnon, Alfred Haug and Leo Michelis

Volume 14, issue 4, 1999

Learning and Decision Costs in One-Person Games pp. 335-57

Charles Romeo and Barry Sopher

Another Look at Swedish Business Cycles, 1861-1988 pp. 359-78

Joakim Skalin and Timo Teräsvirta

Estimating the Discount Rate Policy Reaction Function of the Monetary Authority pp. 379-401

Woon Gyu Choi

Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints pp. 403-22

Rolf Aaberge, Ugo Colombino and Steinar Strøm

Applied Econometrics Rankings: 1989-1995 pp. 423-41

Badi Baltagi

The Linux Operating System: Debian GNU/Linux pp. 443-52

James MacKinnon

Volume 14, issue 3, 1999

Estimation in Large and Disaggregated Demand Systems: An Estimator for Conditionally Linear Systems pp. 209-32

Richard Blundell and Jean-Marc Robin

The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation pp. 233-52

Gregory S Amacher and Daniel Hellerstein

Testing the Significance of Income Distribution Changes over the 1980s Business Cycle: A Cross-National Comparison pp. 253-72

Richard Burkhauser, Amy Cutts, Mary Daly and Stephen Jenkins

Common Cycles in Seasonal Non-stationary Time Series pp. 273-91

Gianluca Cubadda

Testing the Random Walk Hypothesis for Real Exchange Rates pp. 293-308

In Choi

Testing for a Unit Root in the Volatility of Asset Returns pp. 309-18

Jonathan Wright

R: Yet Another Econometric Programming Environment pp. 319-29

Francisco Cribari-Neto and Spyros G Zarkos

Volume 14, issue 2, 1999

A Non-linear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Returns pp. 101-21

Toshiaki Watanabe

A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models pp. 123-41

Michael Clements and Jeremy Smith

Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test pp. 143-54

Stephen Hall, Zacharias Psaradakis and Martin Sola

Estimating the LQAC Model with I(2) Variables pp. 155-70

Tom Engsted and Niels Haldrup

The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence pp. 171-90

Basma Bekdache

Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP pp. 191-202

B McCullough

Volume 14, issue 1, 1999

Estimating the Natural Rate of Unemployment and Testing the Natural Rate Hypothesis pp. 1-25

Michael K Salemi

Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data pp. 27-56

Regina Celia Cati, Marcio Garcia and Pierre Perron

Jackknife Instrumental Variables Estimation pp. 57-67

Joshua Angrist, Guido Imbens and Alan Krueger

Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments pp. 69-88

Sören Blomquist and Matz Dahlberg