Journal of applied econometrics 2008

Special Issue: The Econometrics of Auctions

Research Articles

DUBOIS Pierre, IVALDI Marc, MAGNAC Thierry - Introduction to the special issue on the Econometrics of Auctions, pp. 867-869
LU Jingfeng , PERRIGNE Isabelle - Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data, pp. 871-896
JI Lu, LI Tong - Multi-round procurement auctions with secret reserve prices: theory and evidence, pp. 897-923
REZENDE Leonardo - Econometrics of auctions by least squares, pp. 925-948
FÉVRIER Philippe - Nonparametric identification and estimation of a class of common value auction models, pp. 949-964
ARMANTIER Olivier, FLORENS Jean-Pierre, RICHARD Jean-Francois - Approximation of Nash equilibria in Bayesian games, pp. 965-981

Research Articles

LI Tong, ZHENG Xiaoyong Semiparametric Bayesian inference for dynamic tobit panel data models with unobserved heterogeneity, pp. 699-728
HUSSINGER Katrin - R&D and subsidies at the firm level: an application of parametric and semiparametric two-step selection models, pp. 729-747
IYER Krishna G., RAMBALDI Alicia N., TANG Kam Ki - Efficiency externalities of trade and alternative forms of foreign investment in OECD countries, pp. 749-766
KLINE Brendan, TOBIAS Justin L.- The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity, pp. 767-793
BARNETT William A., SECK Ousmane - Rotterdam model versus almost ideal demand system: will the best specification please stand up?, pp. 795-824
BONTEMPS Christophe, SIMIONI Michel, SURRY Yves - Semiparametric hedonic price models: assessing the effects of agricultural nonpoint source pollution, pp. 825-842
BEN MANSOUR Selima, JOUINI Elyès, MARIN Jean-Michel, NAPP Clotilde, ROBERT Christian - Are risk-averse agents more optimistic? A Bayesian estimation approach, pp. 843-860

Software Reviews

Research Articles

NASON James M., SMITH Gregor W. - Identifying the new Keynesian Phillips curve, pp. 525-551
MAHEU John M., GORDON Stephen - Learning, forecasting and structural breaks, pp. 553-583
GONZÁLEZ-RIVERA Gloria, LEE Tae-Hwy, MISHRA Santosh - Jumps in cross-sectional rank and expected returns: a mixture model, pp. 585-606
HENDERSON Daniel J., PARMETER Christopher F., RUSSELL R. Robert - Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests, pp. 607-638
FAGIOLO Giorgio, NAPOLETANO Mauro, ROVENTINI Andrea - Are output growth-rate distributions fat-tailed? some evidence from OECD countries, pp. 639-669
MASANJALA Winford H., PAPAGEORGIOU Chris - Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging, pp. 671-682
HOLLOWAY Garth, EHUI Simeon, TEKLU Amare - Bayes estimates of distance-to-market: transactions costs, cooperatives and milk-market development in the Ethiopian highlands, pp. 683-696

Research Articles

BLOEMEN Hans G., KAPTEYN Arie - The estimation of utility-consistent labor supply models by means of simulated scores, pp. 395-422
LEUVEN Edwin, OOSTERBEEK Hessel - An alternative approach to estimate the wage returns to private-sector training, pp. 423-434
Philippe J. DESCHAMPS - Comparing smooth transition and Markov switching autoregressive models of US unemployment, pp. 435-462
MORA Ricardo - A nonparametric decomposition of the Mexican American average wage gap, pp. 463-485
ALFIO Marco, TROVATO Giovanni, WALDMANN RRobert J. - Testing for country heterogeneity in growth models using a finite mixture approach, pp. 487-514

Software Reviews

LI Jinhu, RACINE Jeffrey S. - Maxima: An open source computer algebra system, pp. 515-523

Research Articles

GORGENS Tue, RYAN Chris - A bounds analysis of school completion rates in Australia, pp. 287-304
ICHINO Andrea, MEALLI Fabrizia, NANNICINI Tommaso - From temporary help jobs to permanent employment : what can we learn from matching estimators and their sensitivity?, pp. 305-327
KREIDER Brent, PEPPER John - Inferring disability status from corrupt data, pp. 329-349
SAVAGE Scott J., WALDMAN Donald M. - Learning and fatigue during choice experiments: a comparison of online and mail survey modes, pp. 351-371
HEISS Florian - Sequential numerical integration in nonlinear state space models for microeconometric panel data, pp. 373-389

Research Articles

HENDERSON Daniel J., MILLIMET Daniel L. - Is gravity linear?, pp. 137-172
KIM Chang-Jin, MORLEY James, PIGER Jeremy - Bayesian counterfactual analysis of the sources of the great moderation, pp. 173-191
WESTERLUND Joakim - Panel cointegration tests of the Fisher effect, pp. 193-233
PARENT Oliver, LESAGE James P. - Using the variance structure of the conditional autoregressive spatial specification to model knowledge spillovers, pp. 235-256
MATAS-MIR Antonio, OSBORN Denise R., LOMBARDI Marco J. - The effect of seasonal adjustment on the properties of business cycle regimes, pp. 257-278

Software Review

YALTA A. Talha, LUCCHETI Riccardo - The GNU/Linux platform and freedom respecting software for economists, pp. 279-286

Research Articles

CAVALIERE Giuseppe, FANELLI Luca, GARDINI Attilio - International dynamic risk sharing, pp. 1-16
STRAETMANS S. T. M., VERSCHOOR W. F. C., WOLFF C. C. P. - Extreme US stock market fluctuations in the wake of 9/11, pp. 17-42
GALLIZO Jose Luis, GARGALLO Pilar, SALVADOR Manuel - Multivariate partial adjustment of financial ratios: a Bayesian hierarchical approach, pp. 43-64
RAPACH David E., STRAUSS Jack K. - Structural breaks and GARCH models of exchange rate volatility, pp. 65-90
RAY Surajit, SAVIN N. E. - The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model, pp. 91-109
CHEN Yi-Ting - A unified approach to standardized-residuals-based correlation tests for GARCH-type models, pp. 111-133

Dernière modification le 22.03.2022