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 13, issue 6, 1998

Intertemporal substitution in import demand and habit formation pp. 589-612

David de la Croix and Jean-Pierre Urbain

Causal ordering and 'The bank lending channel' pp. 613-626

Stephen Perez

A general dependence test and applications pp. 627-644

David Johnson and Robert McClelland

Excess capacity: a permanent characteristic of US airlines? pp. 645-657

Badi Baltagi, James M. Griffin and Sharada R. Vadali

Optimal univariate inflation forecasting with symmetric stable shocks pp. 659-670

Prasad Bidarkota and J. Huston McCulloch

Comment: on the estimation of simultaneous-equations error-components models with an application to a model of developing country foreign trade pp. 671-671

Steven Vickner and Stephen P. Davies

XploRe 4.0, an interactive statistical computing environment pp. 673-679

Gilles Teyssière

Book Review: Time Series and Dynamic Models, Christian Gourieroux and Alain Monfort, Cambridge University Press, Cambridge, 1997 pp. 681-684

Colin McKenzie

Volume 13, issue 5, 1998

Introduction: application of semiparametric methods for micro-data pp. 431-433

Joel Horowitz, Myoung-jae Lee, Bertrand Melenberg and Arthur van Soest

Semiparametric estimation and consumer demand pp. 435-461

Richard Blundell, Alan Duncan and Krishna Pendakur

Intrahousehold resource allocation in rural Pakistan: a semiparametric analysis pp. 463-480

Sonia Bhalotra and Cliff Attfield

Ethnic wage differences in Malaysia: parametric and semiparametric estimation of the Chinese-Malay wage gap pp. 481-504

Marcia M. A. Schafgans

Individual demands from household aggregates: time and age variation in the composition of diet pp. 505-524

Andrew Chesher

Semiparametric analysis of German East-West migration intentions: facts and theory pp. 525-541

Michael Burda, Wolfgang Härdle, Marlene Müller and Axel Werwatz

A comparison of parametric and semiparametric estimates of the effect of spousal health insurance coverage on weekly hours worked by wives pp. 543-565

Craig A. Olson

Testing the predictive value of subjective labour supply data pp. 567-585

Rob Euwals, Bertrand Melenberg and Arthur van Soest

Volume 13, issue 4, 1998

An empirical application of stochastic volatility models pp. 333-360

Ronald Mahieu and Peter C. Schotman

Robustness tests of the augmented Solow model pp. 361-375

Jonathan Temple

An analysis of technology, productivity, and regulatory distortion in the interstate natural gas transmission industry: 1977-1985 pp. 377-395

Robin Sickles and Mary L. Streitwieser

The age profile of mobility measures: an application to earnings in West Germany pp. 397-409

Mark Trede

Review of PcGive Professional 9.0 For Windows pp. 411-420

Jaime Marquez

Book review: Handbook of Matrices, Helmut Lütkepohl, Wiley, New York, 1996 pp. 421-423

Darrell Turkington

Volume 13, issue 3, 1998

Stylized facts of daily return series and the hidden Markov model pp. 217-244

Tobias Rydén, Timo Teräsvirta and Stefan Åsbrink

A threshold error-correction model for intraday futures and index returns pp. 245-263

Martin Martens, Paul Kofman and Ton Vorst

Substitution, risk aversion, taste shocks and equity premia pp. 265-281

Michel Normandin and Pascal St-Amour

Unemployment persistence: does the size of the shock matter? pp. 283-304

Marco Bianchi and Gylfi Zoega

Identifying the source of dynamics in disaggregated import data pp. 305-320

Kenneth Kasa

CATS in RATS: cointegration analysis of time series: version 1.01 pp. 321-330

David Tufte

Volume 13, issue 2, 1998

Alternative functional forms for production, cost and returns to scale functions pp. 101-127

Arnold Zellner and Hang Ryu

Bayesian inference for periodic regime-switching models pp. 129-143

Eric Ghysels, Robert E. McCulloch and Ruey S. Tsay

Testing non-nested semiparametric models: an application to Engel curves specification pp. 145-162

Miguel Delgado and Juan Mora

Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men pp. 163-183

Francis Vella and Marno Verbeek

Does more calculus improve student learning in intermediate micro- and macroeconomic theory? pp. 185-202

J. Butler, T. Aldrich Finegan and John Siegfried

Easyreg: version 1.12 pp. 203-207

Peter Sephton

Book review: Basic Econometrics, Damodar N. Gujarati, McGraw-Hill, New York, 1995 pp. 209-212

Jakob Madsen

Volume 13, issue 1, 1998

The dynamics of changes in the female wage distribution in the USA: a quantile regression approach pp. 1-30

Moshe Buchinsky

An EMS target zone model in discrete time pp. 31-48

Kees G. Koedijk, Philip Stork and Casper de Vries

The conditional heteroscedasticity of the yen-dollar exchange rate pp. 49-55

Y. K. Tse

Modelling money demand in Germany pp. 57-76

Andreas Beyer

Microfit 4.0 pp. 77-89

Colin McKenzie

Book review: Periodicity and Stochastic Trends in Economic Time Series, Philip Hans Franses, Oxford University Press, Oxford, 1996 pp. 91-95

Kenneth Leong

Volume 12, issue 6, 1997

Interdependent Preferences: An Econometric Analysis pp. 665-86

Kapteyn, Arie, et al

The Dynamic Laurent Flexible Form and the Demand for Money pp. 687-99

Adrian R Fleissig

Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries? pp. 701-14

E Davis and Gabriel Fagan

Understanding Spot and Forward Exchange Rate Regressions pp. 715-34

Weike Hai, Nelson Mark and Yangru Wu

MATLAB as an Econometric Programming Environment pp. 735-44

Francisco Cribari-Neto and Mark Jensen

Volume 12, issue 5, 1997

Design of the Experiment pp. 459-65

Jan Magnus and Mary S Morgan

Organization of the Experiment pp. 467-76

Jan Magnus and Mary S Morgan

On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands pp. 477-98

Heather Anderson and Farshid Vahid

On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments pp. 498-500

Peter Schmidt

On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments pp. 500-503

Mohammad Pesaran

On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments pp. 500

Jan Cramer

On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply pp. 503-07

Heather Anderson and Farshid Vahid

The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model pp. 509-23

Hans van Driel, Venuta Nadall and Kees Zeelenberg

The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments pp. 523-27

Michael Wickens

The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments pp. 527-29

Mohammad Pesaran

The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments pp. 529-30

Arie Kapteyn

The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Reply pp. 530-32

Hans van Driel, Venuta Nadall and Kees Zeelenberg

Revisiting Tobin's 1950 Study of Food Expenditure pp. 533-53

Edward Leamer

Revisiting Tobin's 1950 Study of Food Expenditure: Comments pp. 553-57

Michael McAleer

Revisiting Tobin's 1950 Study of Food Expenditure: Comments pp. 557-58

Anton P Barten

Revisiting Tobin's 1950 Study of Food Expenditure: Comments pp. 558-59

Peter Schmidt

Revisiting Tobin's 1950 Study of Food Expenditure: Reply pp. 559-61

Edward Leamer

Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach pp. 563-86

Peter Bearse, Hamparsum Bozdogan and Alan M Schlottmann

Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments pp. 586-87

Mohammad Pesaran

Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments pp. 587-89

Michael McAleer

Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments pp. 589-90

Arie Kapteyn

Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Reply pp. 590-92

Peter Bearse, Hamparsum Bozdogan and Alan M Schlottmann

A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands pp. 593-608

Haiyan Song, Xiaming Liu and Peter Romilly

A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments pp. 608-10

Michael Wickens

A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments pp. 611-12

Jan Cramer

A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments pp. 611

Kenneth Wallis

A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Reply pp. 612-13

Haiyan Song, Xiaming Liu and Peter Romilly

Statistical Demand Functions for Food in the USA and the Netherlands pp. 615-37

Denis de Crombrugghe, Franz Palm and Jean-Pierre Urbain

Statistical Demand Functions for Food in the USA and the Netherlands: Comments pp. 637-40

Kenneth Wallis

Statistical Demand Functions for Food in the USA and the Netherlands: Comments pp. 640-42

Michael McAleer

Statistical Demand Functions for Food in the USA and the Netherlands: Comments pp. 642-43

Anton P Barten

Statistical Demand Functions for Food in the USA and the Netherlands: Reply pp. 643-45

Denis de Crombrugghe, Franz Palm and Jean-Pierre Urbain

Comments by Professor James Tobin pp. 647-50

James Tobin

The Data: A Brief Description pp. 651-61

Jan Magnus and Mary S Morgan

Volume 12, issue 4, 1997

Growth and Convergence in Multi-country Empirical Stochastic Solow Model pp. 357-92

Kevin Lee, Mohammad Pesaran and Ronald Smith

Testing for Convergence: Evidence from Non-parametric Multimodality Tests pp. 393-409

Marco Bianchi

Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points pp. 411-34

Stephen Gordon

Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models pp. 435-44

Sarah E Culver and David Papell

TSP 4.4: A Review pp. 445-53

Julian Silk

Volume 12, issue 3, 1997

Count Data Regression Using Series Expansions: With Applications pp. 203-23

A. Cameron and Per Johansson

Semi-Parametric Estimation of Hurdle Regression Models with an Application to Medicaid Utilization pp. 225-43

Shiferaw Gurmu

Estimating the Innovation Function from Patent Numbers: GMM on Count Panel Data pp. 243-63

Bruno Crépon and Emmanuel Duguet

Patents, R&D, and Technological Spillovers at the Firm Level: Some Evidence from Econometric Count Models for Panel Data pp. 265-80

Michele Cincera

Endogeneity in Count Data Models: An Application to Demand for Health Care pp. 281-94

Frank Windmeijer and João Santos Silva

Economic Incentives and Hospitalization in Germany pp. 295-311

Geil, Peter, et al

Demand for Medical Care by the Elderly: A Finite Mixture Approach pp. 313-36

Partha Deb and Pravin Trivedi

Heterogeneity, Excess Zeros, and the Structure of Count Data Models pp. 337-50

John Mullahy

Volume 12, issue 2, 1997

Numerical Methods for Estimation and Inference in Bayesian VAR-Models pp. 99-132

K Rao Kadiyala and Sune Karlsson

Statistical Inference via Bootstrapping for Measures of Inequality pp. 133-50

Jeffrey A Mills and Sourushe Zandvakili

Cointegration and Changes in Regime: The Japanese Consumption Function pp. 151-68

Stephen Hall, Zacharias Psaradakis and Martin Sola

Feasible Cross-Validatory Model Selection for General Stationary Processes pp. 169-79

Jeffrey Racine

A Review of RATS v4.2: Benchmarking Numerical Accuracy pp. 181-90

B McCullough

Volume 12, issue 1, 1997

Cox Regression with Alternative Concepts of Waiting Time: The New Orleans Yellow Fever Epidemic of 1853 pp. 1-25

Insan Tunali and Jonathan Pritchett

Permanent and Transitory Shocks, and the UK Business Cycle pp. 27-48

Morten Ravn

Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets pp. 49-65

Fabio Fornari and Antonio Mele

A Predictive Approach to Model Selection and Multicollinearity pp. 67-75

Edward Greenberg and Robert Parks

Econometric Programming Environments: GAUSS, Ox and S-PLUS pp. 77-89

Francisco Cribari-Neto