Economics at your fingertips  

Journal of Applied Econometrics

1986 - 2010

Continued by Journal of Applied Econometrics.

Current editor(s): M. Hashem Pesaran

From John Wiley & Sons, Ltd.
Series data maintained by Wiley-Blackwell Digital Licensing ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 11, issue 6, 1996

Numerical Distribution Functions for Unit Root and Cointegration Tests pp. 601-18 Downloads
James MacKinnon
Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates pp. 619-32 Downloads
Leslie Papke and Jeffrey Wooldridge
Semiparametric Estimation of a Hedonic Price Function pp. 633-48 Downloads
Paul Anglin and Ramazan Gencay
Comparing Fourier and Translog Specifications of Multiproduct Technology: Evidence from an Incomplete Panel of French Farmers pp. 649-67 Downloads
Ivaldi, Marc, et al
A Non-linear Model of the Real US-UK Exchange Rate pp. 669-86 Downloads
John Creedy, Jeanette Lye and Vance Martin
GAUSSX: Version 3.4 pp. 687-93 Downloads
Richard Pierse

Volume 11, issue 5, 1996

Can We Improve the Perceived Quality of Economic Forecasts? pp. 455-73 Downloads
Clive Granger
Intercept Corrections and Structural Change pp. 475-94 Downloads
Michael Clements and David Hendry
Assessing Forecast Performance in a Cointegrated System pp. 495-517 Downloads
Dennis L Hoffman and Robert Rasche
Co-integration Constraint and Forecasting: An Empirical Examination pp. 519-38 Downloads
Jin-Lung (henry) Lin and Ruey S Tsay
Estimating Time Series Models Using the Relevant Cost Function pp. 539-60 Downloads
Andrew A Weiss
Further Results on Forecasting and Model Selection under Asymmetric Loss pp. 561-71 Downloads
Peter Christoffersen and Francis Diebold
Stock Market Volatility and the Business Cycle pp. 573-93 Downloads
James Hamilton and Lin Gang

Volume 11, issue 4, 1996

The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous pp. 343-61 Downloads
Tor Klette and Zvi Griliches
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory pp. 363-81 Downloads
Paul Söderlind and Anders Vredin
Persistence of Shocks on Seasonal Processes pp. 383-98 Downloads
Tommaso Proietti
Analytic Derivatives and the Computation of GARCH Estimates pp. 399-417 Downloads
Gabriele Fiorentini, Giorgio Calzolari and Lorenzo Panattoni
Credit Rationing and Threshold Effects in the Relation between Money and Output pp. 419-29 Downloads
John Galbraith
Computing Median Unbiased Estimates in Macroeconometric Models pp. 431-35 Downloads
Ray Fair
Systems Estimation: A Comparison of SAS, SHAZAM and TSP pp. 437-50 Downloads
Julian Silk

Volume 11, issue 3, 1996

Regime Switching as a Test for Exchange Rate Bubbles pp. 219-51 Downloads
Simon van Norden
On a Double-Threshold Autoregressive Heteroscedastic Time Series Model pp. 253-74 Downloads
C W Li and W K Li
The Excess Co-movement of Commodity Prices Reconsidered pp. 275-91 Downloads
Partha Deb, Pravin Trivedi and Panayotis Varangis
Occupational Pensions and Job Mobility in Britain: Estimation of a Random-Effects Competing Risks Model pp. 293-320 Downloads
Fabrizia Mealli and Stephen Pudney
Parametric and Semi-parametric Estimation of the Binary Response Model of Labor Market Participation pp. 321-39 Downloads
Michael Gerfin

Volume 11, issue 2, 1996

A Time Series Analysis of Real Wages, Consumption, and Asset Returns pp. 119-34 Downloads
Thomas Cooley and Masao Ogaki
Measuring Underlying Economic Activity pp. 135-51 Downloads
Anthony Garratt and Stephen Hall
Money Demand Revisited: An Operational Subjective Approach pp. 153-68 Downloads
Gail Blattenberger
Panel Estimates of a Two-Tiered Earnings Frontier pp. 169-78 Downloads
Solomon Polachek and Bong Joon Yoon
Incorporating Monotonicity and Concavity Conditions in Flexible Functional Forms pp. 179-94 Downloads
Dek Terrell
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP pp. 195-98 Downloads
Bruce Hansen
Object-Oriented Econometrics: Matrix Programming in C++ Using GCC and NEWMAT pp. 199-209 Downloads
Dirk Eddelbuttel

Volume 11, issue 1, 1996

Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s pp. 1-22 Downloads
Peter Phillips, James W McFarland and Patrick C McMahon
Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model pp. 23-40 Downloads
Richard Baillie, Ching-Fan Chung and Margie A Tieslau
Transient Fads and the Crash of '87 pp. 41-58 Downloads
Chang-Jin Kim and Myung-Jig Kim
Parametric and Semi-parametric Modelling of Vacation Expenditures pp. 59-76 Downloads
Bertrand Melenberg and Arthur van Soest
Measurement of Total Factor Productivity Growth and Biases in Technological Change in Western Australian Agriculture pp. 77-91 Downloads
Timothy Coelli
Money Stock Targeting and Money Supply: A Closer Examination of the Data pp. 93-104 Downloads
Robert Amano and Tony Wirjanto
PcGive Professional (Version 8) and Eviews (MicroTSP for Windows Version 1.1A): A Comparative Review pp. 105-15 Downloads
Mark Wohar

Volume 10, issue S, 1995

Introduction: The Microeconometrics of Dynamic Decision Making pp. S1-7 Downloads
Arie Kapteyn, Nicholas Kiefer and John Rust
Estimating a Nonlinear Rational Expectations Commodity Price Model with Unobservable State Variables pp. S9-40 Downloads
Angus Deaton and Guy Laroque
An Empirical Model of Asset Replacement in Dairy Production pp. S41-55 Downloads
Mario Miranda and Gary D Schnitkey
An Investigation of the Harvest Decision of Timber Firms in the South-East United States pp. S57-74 Downloads
Bill Provencher
Optimal Response to a Shift in Regulatory Regime: The Case of the US Nuclear Power Industry pp. S75-118 Downloads
John Rust and Geoffrey Rothwell
Estimation of Equilibrium Wage Distributions with Heterogeneity pp. S119-31 Downloads
Audra Bowlus, Nicholas Kiefer and George R Neumann
Structural and Frictional Unemployment in an Equilibrium Search Model with Heterogeneous Agents pp. S133-51 Downloads
Pierre Koning, Geert Ridder and Gerard van den Berg
Analysing Incomplete Individual Employment Histories Using Indirect Inference pp. S153-69 Downloads
Thierry Magnac, Jean-Marc Robin and Michael Visser
Real-Time Pricing of Electricity for Residential Customers: Econometric Analysis of an Experiment pp. S171-91 Downloads
Aubin, Christophe, et al

Volume 10, issue 4, 1995

Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks pp. 347-64 Downloads
Chung-Ming Kuan and Tung Liu
Multiple Regimes and Cross-Country Growth Behaviour pp. 365-84 Downloads
Steven Durlauf and Paul Johnson
Modelling Market Fundamentals: A Model of the Aluminum Market pp. 385-410 Downloads
Christopher L Gilbert
A Class of Binary Response Models for Grouped Duration Data pp. 411-31 Downloads
Glenn T Sueyoshi
Cyclical Output, Cyclical Unemployment, and Okun's Coefficient: A New Approach pp. 433-45 Downloads
Christian Weber
Japan's Financial Deregulation and Linkage of the Gensaki and Euroyen Deposit Markets pp. 447-67 Downloads
Wen-Ling Lin
Review of SIMPC 3.81 pp. 469-76 Downloads
R J Black

Volume 10, issue 3, 1995

The Structure of Technology in Brazilian Sugarcane Production, 1975-87: An Application of a Modified Symmetric Generalized McFadden Cost Function pp. 221-32 Downloads
Kevin Rask
Institutional Hypothesis of the Long-Run Income Velocity of Money and Parameter Stability of the Equilibrium Relationship pp. 233-53 Downloads
Baldev Raj
Spectral Tests of the Martingale Hypothesis for Exchange Rates pp. 255-71 Downloads
Wai Mun Fong and Sam Ouliaris
Maximum Likelihood Estimation of a Garch-Stable Model pp. 273-85 Downloads
Shi-Miin Liu and B Brorsen
Heterogeneity Biases, Distributional Effects, and Aggregate Consumption pp. 287-311 Downloads
Nicole Fortin
A Simple and Efficient Method for Estimating the Magnitude and Precision of Welfare Changes pp. 313-27 Downloads
Jon Breslaw and Barry Smith
The Maple Computer Algebra System: A Review pp. 329-37 Downloads
John Hutton and James Hutton

Volume 10, issue 2, 1995

Convergence in International Output pp. 97-108 Downloads
Andrew Bernard and Steven Durlauf
A Nonlinear Approach to US GNP pp. 109-25 Downloads
Simon Potter
Forecasting in Cointegration Systems pp. 127-46 Downloads
Michael Clements and David Hendry
Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary pp. 147-63 Downloads
Serena Ng
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing pp. 165-85 Downloads
Jeremy Smith and Michael McAleer
Semi-parametric Estimation of Simultaneous Equations with Limited Dependent Variables: A Case Study of Female Labour Supply pp. 187-200 Downloads
Myoung-jae Lee
The Distribution of Personal Income: Revisited pp. 201-04 Downloads
James McDonald and Anand Mantrala
Review of Coint 2.0 pp. 205-10 Downloads
Serena Ng

Volume 10, issue 1, 1995

Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model pp. 1-15 Downloads
Pim Adang and Bertrand Melenberg
Cointegration Tests of Present Value Models with a Time-Varying Discount Factor pp. 17-31 Downloads
Allan Timmermann
Labour-Use Efficiency in Swedish Social Insurance Offices pp. 33-47 Downloads
Subal Kumbhakar and Lennart Hjalmarsson
Separability Test for the Electricity Supply Industry pp. 49-60 Downloads
Byung-Joo Lee
Efficiency in the Provision of University Teaching and Research: An Empirical Analysis of UK Universities pp. 61-72 Downloads
J C Glass, Donal G McKillop and N Hyndman
Certificate-of-Need Regulation and the Diffusion of Innovations: A Random Coefficient Model pp. 73-78 Downloads
Steven B Caudill, Jon Ford and David L Kaserman
PcGive Professional 8: A Review pp. 79-86 Downloads
Alvaro Escribano
Page updated 2017-10-23