Journal of applied econometrics 2007

Volume 22, n° 6 (September/October 2007)

Research Articles
  • OFFSTEIN Norman - An extortionary guerrilla movement, pp. 995-1011
  • BANZHAF H. Spencer, SMITH V. Kerry - Meta-analysis in model implementation: choice sets and the valuation of air quality improvements,pp. 1013-1031
  • ERTUR Cem, KOCH Wilfried - Growth, technological interdependence and spatial externalities: theory and evidence, pp. 1033-1062
  • KALWIJ Adriaan S., ALESSIE Rob - Permanent and transitory wages of British men, 1975-2001: year, age and cohort effects, pp. 1063-1093
  • WALKER Joan L., BEN-AKIVA Moshe, BOLDUC Denis - Identification of parameters in normal error component logit-mixture (NECLM) models, pp. 1095-1125
  • METAXOGLOU Konstantinos, SMITH Aaron - Efficiency of the California electricity reserves market, pp. 1127-1144
Software Reviews
  • MCKENZIE C.R., TAKAOKA Sumiko - EViews 5.1, pp. 1145-1152
( résumés du n° 6/2007)

Volume 22, n° 5 (August 2007)

Research Articles
  • CHUNG Jaehhun, HONG Yongmiao - Model-free evaluation of directional predictability in foreign exchange markets, pp. 855-889
  • KOMUNJER Ivana - Asymmetric power distribution: Theory and applications to risk measurement, pp. 891-921
  • JIMÉNEZ-MARTÍN Sergi, SÁNCHEZ MARTÍN Alfonso R. - An evaluation of the life cycle effects of minimum pensions on retirement behavior, pp. 923-950
  • MC CAIG Brian, YATCHEW Adonis - International welfare comparisons and nonparametric testing of multivariate stochastic dominance,pp. 951-969
  • BIERENS Herman J., CARVALHO Jose R. - Semi-nonparametric competing risks analysis of recidivism, pp. 971-993
( résumés du n° 5/2007)

Volume 22, n° 4 (June-July 2007)

Research Articles
  • GETACHEW Lullit, SICKLES Robin C. - The policy environment and relative price efficiency of Egyptian private sector manufacturing: 1987/88-1995/96 , pp. 703-728
  • FLORES-LAGUNES Alfonso, HORRACE William C., SCHNIER Kurt E. - Identifying technically efficient fishing vessels: a non-empty, minimal subset approach, pp. 729-745
  • HILL Jonathan B. - Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship, pp. 747-765
  • BAE Youngsoo, DE JONG Robert M. - Money demand function estimation by nonlinear cointegration, pp. 767-793
  • ALLON Gad, BEENSTOCK Michael, HACKMAN Steven, PASSY Ury, SHAPIRO Alexander - Nonparametric estimation of concave production technologies by entropic methods , pp. 795-816
  • RANJAN Priya, TOBIAS Justin L. - Bayesian inference for the gravity model, pp. 817-838
Replication Sections
  • DEVEREUX Paul J. - Small-sample bias in synthetic cohort models of labor supply, pp. 839-848
Software Reviews
  • YALTA A. Talha, YALTA A. Yasemin - GRETL 1.6.0 and its numerical accuracy, pp. 849-854
( résumés du n° 4/2007)

Volume 22, n° 3 (April-May 2007)

Research Articles
  • HAJIVASSILIOU Vassilis A., IOANNIDES Yannis M. - Unemployment and liquidity constraints, pp. 479-510
  • STEWART Mark B. - The interrelated dynamics of unemployment and low-wage employment , pp. 511-531
  • AUGURZKY Boris, KLUVE Jochen - Assessing the performance of matching algorithms when selection into treatment is strong, pp. 533-557
  • EGGER Peter, PFAFFERMAYR Michael, WEBER Andrea - Sectoral adjustment of employment to shifts in outsourcing and trade: evidence from a dynamic fixed effects multinomial logit model, pp. 559-580
  • HERNANDEZ Monica, PUDNEY Stephen, HANCOK Ruth - The welfare cost of means-testing: pensioner participation in income support , pp. 581-598
  • SOETEVENT Adriaan R., KOOREMAN Peter - A discrete-choice model with social interactions: with an application to high school teen behavior, pp. 599-624
  • BROWNING Martin, COLLADO M. Dolores - Habits and heterogeneity in demands: a panel data analysis, pp. 625-640
  • GROOM Ben, KOUNDOURI Phoebe, PANOPOULOU Ekaterini, PANTELIDIS Theologos - Discounting the distant future: How much does model selection affect the certainty equivalent rate? , pp. 641-656
  • SHACHAR Ron, EXKSTEIN Zvi - Correcting for bias in retrospective datax, pp. 657-675
  • FLORES-LAGUNES Alfonso - Finite sample evidence of IV estimators under weak instruments , pp. 677-694
Replication Sections
  • PARMETER Christopher F., HENDERSON Daniel J., KUMBHAKAR Subal C. - Nonparametric estimation of a hedonic price function, pp. 695-699
( résumés du n° 3/2007)

Volume 22, n° 2 (March 2007)

Special Issue
Heterogeneity and cross section dependence in panel data models: theory and applications
  • BALTAGI Badi H., PESARAN M. Hashem - Introduction , pp. 229-232
Research Articles
  • CHOI In, CHUE Timothy K. - Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices , pp. 233-264
  • PESARAN M. Hashem - A simple panel unit root test in the presence of cross-section dependence, pp. 265-312
  • KAPETANIOS George - Dynamic factor extraction of cross-sectional dependence in panel unit root tests, pp. 313-338
  • BALTAGI Badi H., BRESSON Georges, PIROTTE Alain - Panel unit root tests and spatial dependence , pp. 339-360
  • SERLENGA Laura, SHIN Yongcheol - Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors, pp. 361-381
  • MOON Hyungsik Roger, PERRON Benoit - An empirical analysis of nonstationarity in a panel of interest rates with factors , pp. 383-400
  • FACHIN Stefano - Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units, pp. 401-428
  • PEDRONI Peter - Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach, pp. 429-451
  • HSIAO Cheng, SHEN Yan, WANG Boqing, WEEKS Greg - Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients, pp.  453-475
( résumés du n° 2/2007)

Volume 22, n° 1 (January-February 2007)

Research Articles
  • DEES Stephane, DI MAURO Filippo, PESARAN M. Hashem, SMITH L. Vanessa - Exploring the international linkages of the euro area: a global VAR analysis , pp. 1-38
  • ARTIS Michael, GALVAO Ana Beatriz, MARCELLINO Massimiliano - The transmission mechanism in a changing world, pp. 39-61
  • ANDERSON Heather M., ATHANASOPOULOS George, VAHID Farshid - Nonlinear autoregressive leading indicator models of output in G-7 countries, pp. 63-87
  • DUNGEY Mardi, MARTIN Vance L. -  Unravelling financial market linkages during crises, pp. 89-119
  • CLEMENTS Michael P., JOUTZ Fred, STEKLER Herman O. - An evaluation of the forecasts of the federal reserve: a pooled approach, pp. 121-136
  • SCHLEICHER Christoph - Codependence in cointegrated autoregressive models, pp. 137-159
  • LEE Jaejoon, NELSON Charles R. - Expectation horizon and the Phillips Curve: the solution to an empirical puzzle, pp. 161-178
  • GIANNONI Marc P. - Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty, pp. 179-213
Software Reviews
  • CREEL Michael - I ran four million probits last night: HPC clustering with ParallelKnoppix , pp. 215-223
( résumés du n° 1/2007)

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