Journal Applied Econometrics 2006
Volume 21, n°8 (December 2006)
Research Articles
- CO Catherine Y, LANDON-LANE John S., YUN Myeong-Su - Inter-state dynamics of invention activities, 1930-2000, pp. 1111-1134
- PESAVENTO Elena, ROSSI Barbara - Small-sample confidence intervals for multivariate impulse response functions at long horizons, pp.1135-1155
- LANNE Markku - Nonlinear dynamics of interest rate and inflation, pp. 1157-1168
- BALI Turan G., PENG Lin - Is there a risk-return trade-off? Evidence from high-frequency data, pp. 1169-1198
- LAHIRI Kajal, LIU Fushang - Modelling multi-period inflation uncertainty using a panel of density forecasts, pp.1199-1219
- DONALD Stephen G., PAARSCH Harry J., ROBERT Jacques - An empirical model of the multi-unit, sequential, clock auction, pp. 1221-1247
- BANERJEE Anindya, MIZEN Paul - A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated, pp. 1249-1264
- FRANCESCONI Marco, NICOLETTI Cheti - Intergenerational mobility and sample selection in short panels, pp.1265-1293
- DOMINITZ Jeff, SHERMAN Robert P.- Identification and estimation of bounds on school performance measures: a nonparametric analysis of a mixture model with verification, pp. 1295-1326
Volume 21, n°7 (November 2006)
Research Articles
- VAN OURS Jan C. - Cannabis, cocaine and jobs, pp. 897-917
- SIMONSEN Marianne, SKIPPER Lars - The costs of motherhood: an analysis using matching estimators, pp. 919-934
- BLAU David M., GILLESKIE Donna B. - Health insurance and retirement of married couples, pp. 935-953
- CARRO Jesús M., MIRA Pedro - A dynamic model of contraceptive choice of Spanish couples, pp. 955-980
- FUKUDA Kosei - Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates p 981-998)
- MAITRA Pushkar, VAHID Farshid - The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition, pp.999-1018
- UNAYAMA The Engel curve for alcohol and the rank of demand systems, pp. 1019-1038
- HO Katherine - The welfare effects of restricted hospital choice in the US medical care market, pp. 1039-1079
- DEB Partha, MUNKIN Murat K., TRIVEDI Pravin K. - Bayesian analysis of the two-part model with endogeneity: application to health care expenditure, pp. 1081-1099
Replication Sections
- WANG Zijun - Convergence of productivity: a comment, pp. 1101-1102
Software Reviews
- MIXON J. Wilson jr., SMITH Ryan J. - Teaching undergraduate econometrics with GRETL, pp 1103-1107
Volume 21, n°6 (September-October 2006)
Research Articles
- BRÜGGEMANN Ralf, LÜTKEPOHL Helmut - A small monetary system for the euro area based on German data, pp. 683-702
- ISIKLAR Gultekin, LAHIRI Kajal, LOUNGANI Prakash - How quickly do forecasters incorporate news? Evidence from cross-country surveys, pp. 703-725
- YANG Jian, HSIAO Cheng, LI Qi, WANG Zijun - The emerging market crisis and stock market linkages: further evidence, pp. 727-744
- ARMANTIER Olivier, SBA�? Erwann -Estimation and comparison of treasury auction formats when bidders are asymmetric, pp. 745-779
- WILKE Ralf A.- Semi-parametric estimation of consumption-based equivalence scales: the case of Germany, pp. 781-802
- DAGSVIK John K., STROM Steinar - Sectoral labour supply, choice restrictions and functional form, pp. 803-826
- DAVIDSON Russell, MacKINNON James G. - The case against JIVE, pp. 827-833
ACKERBERG Daniel A., DEVEREUX Paul J. - Comment on The case against JIVE, pp. 835-838
BLOMQUIST Sören, DAHLBERG Matz - The case against JIVE: a comment, pp. 839-841
DAVIDSON Russell, MacKINNON James G. - Reply to Ackerberg and Devereux and Blomquist and Dahlberg on The case against JIVE (p 843-844) - HILL Daniel H. - Wealth dynamics: reducing noise in panel data, pp. 845-860
- HENSHER David A. - How do respondents process stated choice experiments? Attribute consideration under varying information load, pp. 861-878
- ORNAGHI Carmine - Assessing the effects of measurement errors on the estimation of production functions, pp. 879-891
Replication Section
- LI Mingliang, TOBIAS Justin L. - Calculus attainment and grades received in intermediate economic theory, pp.893-896
Volume 21, n°5 (July-August 2006)
Research Articles
- DONKERS B., PAAP R., JONKER J.-J., FRANSES P.H. - Deriving Traget Selection Rules fron Endogenously Selected Samples, pp. 549-562
- CLARK T.E. - Disaggregate Evidence on the Persistence of Consumer Price Inflation, pp. 563-588
- SHINTANI M. - A Nonparametric Measure of Convergence Towards Purchasing Power Parity, pp. 589-604
- PITTAU M.G., ZELLI R. - Empirical Evidence of Income Dynamics Across EU Regions, pp. 605-628
- STENGOS T., SUN Y., WANG D. - Estimates of Semiparametric Equivalence Scales, pp. 629-640
- YANG Z.L., TSE Y.K. - Modelling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression, pp. 641-654
- PAYA I., PEEL D.A. - Temporal Aggregation of an ESTAR Process: Some Implications for Purchasing Power Parity Adjustment, pp. 655-668
- TSIONAS E. G. - Inference in Dynamic Stochastic Frontier Models, pp. 669-676
Software Review
- McCULLOUGH B.D. - A Review of TESTU01, pp. 677-681
Volume 21, n°4 (May-June 2006)
Research Articles
- SMALLWOOD Aaron D., NORRBIN Stefan C. - Generalized long memory processes, failure of cointegration tests and exchange rate dynamics, pp 409-417
- BUSETTI Fabio - Tests of seasonal integration and cointegration in multivariate unobserved component models, pp 419-438
- DEWACHTER hans, LYRIO Marco, MAES Konstantijn - A joint model for the term structure of interest rates and the macroeconomy, pp. 439-462
- GALVÃO Ana Beatriz C. - Structural break threshold VARs for predicting US recessions using the spread, pp 463-487
- ABREVAYA Jason - Estimating the effect of smoking on birth outcomes using a matched panel data approach, pp. 489-519
- GARRATT Anthony, ROBERTSON Donald, WRIGHT Stephen - Permanent vs transitory components and economic fundamentals, pp. 521-542
Replication Sections
- BALTAGI Badi H. - Estimating an economic model of crime using panel data from North Carolina, pp. 543-547
Volume 21, n°3 (April 2006)
- FRÜHWIRTH-SCHNATTER Sylvia, KAUFMANN Sylvia - How do changes in monetary policy affect bank lending? An analysis of Austrian bank data, pp. 275-305
- ALEXANDER Carol, LAZAR Emese - Normal mixture GARCH(1,1): applications to exchange rate modelling, pp. 307-336
- WILLIS Jonathan L. - Magazine prices revisited, pp. 337-344
- AUDRINO Francesco, TROJANI Fabio - Estimating and predicting multivariate volatility thresholds in global stock markets, pp. 345-369
- STENGOS T., ZACHARIAS E. - Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market, pp. 371-386
- KORDAS Gregory - Smoothed binary regression quantiles, pp. 387-407
Volume 21, n°2 (March 2006)
- PATTON A. J. - Estimation of Multivariate Models for Time Series of Possibly Different Lengths, pp. 147-173
- DeJONG D.N., LIESENFED R., RICHARD J.-F. - Timing Structural Change : A Conditional Probabilistic Approach, pp. 175-190
- KLEIJN R. , VAN DIJK H. K. - Bayes Model Averaging of Cyclical Decompositions in Economic Time Series, pp. 191-212
- HELLSTROM J. - A Bivariate Count Data Model for Household Tourism Demand, pp. 213-226
- MEIJER E., ROUWENDAL J. - Measuring Welfare Effects in Models with Random Coefficients, pp. 227-244
- GARCIA-PEREZ J.I. - Job Separation in a Non-Stationary Search Model : A Structural Estimation to Evaluate Alternative Unemployment Insurance Systems, pp. 245-272
Volume 21, n°1 (January-February 2006)
- GUIDOLIN M., TIMMERMANN A. - An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns, pp. 1 - 22
- LI M. - High School Completion and Future Youth Unemployment: New Evidence from High School and Beyond, pp. 23 - 54
- DENNIS R. - The Policy Preferences of the US Federal Reserve, pp. 55 - 78
- BAUWENS L., LAURENT S., ROMBOUTS J.V.K. - Multivariate GARCH Models: A Survey, pp. 79 - 110
- MAMUNEAS T.P., SAVVIDES A., STENGOS T. - Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach, pp. 111 - 132
Software Review
- gnuplot 4.0: A Portable Interactive Plotting Utility - Reviewed by J. Racine, pp. 133 - 142
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