Empirical Economics

1976 - 2025

Current editor(s): Robert M. Kunst, Arthur H.O. van Soest, Bertrand Candelon, Subal C. Kumbhakar and Joakim Westerlund

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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 Galbraith

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

Franz Palm, Marga Peeters and Gerard Pfann

Parameter Constancy in Cointegrating Regressions pp. 675-706

Carmela E Quintos and Peter Phillips

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

Pierre Perron

The pp. 729-43

Helmut Lütkepohl

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

Eric Ghysels, Hahn Lee and Pierre Siklos

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

Robert Kunst

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

Pierre Perron and John Campbell

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

Ching-Fan Chung and Richard 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 Burda and Stefan Gerlach

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

M Aynul Hasan and Syed 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 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 Denton, A. 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 Linda Giesecke O'Shea

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

Minbo Kim and Carter Hill

Seasonality in Macroeconomic Time Series pp. 321-35

Svend Hylleberg, Clara Jorgensen and Nils Karl Sørensen

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, Paul 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

Paavo Yli-Olli 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

Johan 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 Bohara and Robert McNown

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

Andrew G Alley, Donald G Ferguson and Kenneth Stewart

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

Philippe 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 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

Guanghua Wan, William Griffiths and Jock 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

Trent W Appelbe, C.R. Dineen, D.L. Solvason and Cheng Hsiao

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 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