Journal of Applied Econometrics

LIU Xiaodong, KAGEL John H., LEE Lung-Fei - Learning from peers in signaling game experiments, pp. 1037-1058
DURLAUF Steven N., KOURTELLOS Andros, TAN Chih Ming - Is God in the details? A reexamination of the role of religion in economic growth, pp. 1059–1075
DE LUCA Giuseppe, PERACCHI Franco - Estimating Engel curves under unit and item nonresponse, pp. 1076–1099
KUO Tzu-Chun - Evaluating Californian under-age drunk driving laws: endogenous policy lags, pp. 1100–1115
FRÜHWIRTH-SCHNATTER Sylvia, PAMMINGER Christoph, WEBER Andrea, WINTER EBMER Rudolf - Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering, pp. 1116–1137
GUGGENBERGER Patrik, KUMAR Gitanjali - On the size distortion of tests after an overidentifying restrictions pretest, pp. 1138–1160
MURTAZASHVILI Irina - An alternative measure of intergenerational income mobility based on a random coefficient model, pp. 1161–1173
BENOIT Dries F., VAN DEN POEL Dirk - Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution, pp. 1174–1188
AKAY Alpaslan - Finite-sample comparison of alternative methods for estimating dynamic panel data models, pp. 1189–1204

HANSEN Peter Reinhard, HUANG Zhuo, SHEK Howard Howan - Realized GARCH: a joint model for returns and realized measures of volatility, pp. 877–906
NOURELDIN Diaa, SHEPHARD Neil, SHEPPARD Kevin - Multivariate high-frequency-based volatility (HEAVY) models, pp.907–933
LAURENT Sébastien, ROMBOUTS Jeroen V. K., VIOLANTE Francesco - On the forecasting accuracy of multivariate GARCH models, pp. 934–955
CHRISTIANSEN Charlotte, SCHMELING Maik, SCHRIMPF Andreas - A comprehensive look at financial volatility prediction by economic variables, pp. 956–977
BONTEMPS Christian, MEDDAHI Nour - Testing distributional assumptions: A GMM aproach, pp. 978–1012
GARCIA René, LUGER Richard - Risk aversion, intertemporal substitution, and the term structure of interest rates, pp. 1013–1036

HSIAO Cheng, CHING H. Steve, WAN Shui Ki - A Panel data approach for program evaluation: measuring the benefits of political and economic integration of Hong Kong with mainland China, pp. 705-740
FIORINI Mario - Fostering educational enrolment through subsidies: The issue of timing, pp. 741-772
BEHRENS Kristian, ERTUR Cem, KOCH Wilfried - 'Dual' gravity: Using spatial econometrics to control for multilateral resistance, pp. 773-794
BECKER Ralf, OSBORN Denise R. - Weighted smooth transition regressions, pp. 795-811
LANNE Markku, LUOMA Arto, LUOTO Jani - Bayesian model selection and forecasting in noncausal autoregressive models, pp. 812-830
FOK Dr Dennis, PAAP Richard, VAN DIJK Bram - A Rank-ordered logit model with unobserved heterogeneity in ranking capabilites, pp. 831-846
PALUCH Michal, KNEIP Alois, HILDENBRAND Werner - Individual versus aggregate income eleasticities for heterogeneous populations, pp. 847-869

Replication Section

AMINI Shahram M., PARMETER Christopher F. - Comparison of model averaging techniques: Assessing growth determniants, pp. 870-876

POLITO Vito, WICKENS Mike - Optimal monetary policy using an unrestricted VAR, pp. 525–553
GREENWOOD-NIMMO Matthew, NGUYEN Viet Hoang, SHIN Yongcheol - Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework, pp. 554–573
MOENCH Emanuel - Term structure surprises: the predictive content of curvature, level, and slope, pp. 574–602
BERNARD Jean-Thomas, DUFOUR Jean-Marie,KHALAF Lynda, KICHIAN Maral - An identification-robust test for time-varying parameters in the dynamics of energy prices, pp. 603–624
HAUTSCH Nikolaus, KYJ Lada M., OOMEN Roel C. A. - A blocking and regularization approach to high-dimensional realized covariance estimation, pp. 625–645
MROZ Thomas A. - A simple, flexible estimator for count and other ordered discrete data, pp. 646–665
KAN Kamhon, LEE Myoung-Jae - Lose weight for a raise only if overweight: Marginal integration for semi-linear panel models, pp. 666–685

Replication Section

FELDKIRCHER Martin, ZEUGNER Stefan - The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’ pp. 686–694
ZANDBERG Eelco, DE HAAN Jakob, ELHORST J. Paul - The political economy of financial reform: How robust are huang's findings? pp. 695–699

HU Yingyao, RIDDER Geert - Estimation of nonlinear models with mismeasured regressors using marginal information, pp. 347–385
HOSPIDO L. - Modelling heterogeneity and dynamics in the volatility of individual wages, pp. 386–414
KUMAR Anil - Nonparametric estimation of the impact of taxes on female labor supply, pp. 415–439
ILBAS Pelin - Revealing the preferences of the US Federal Reserve, pp. 440–473
IGLESIAS Emma M., PHILIPPS Garry D. A. - Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances, pp. 474–499
SMITH Michael S., GAN Quan, KOHN Robert J. - Modelling dependence using skew t copulas: Bayesian inference and applications, pp. 500–522

FLORES-LAGUNES Alfonso, SCHNIER Kurt Erik - Estimation of sample selection models with spatial dependence, pp. 173–204
DAS Abhiman, KUMBHAKAR Subal C. - Productivity and efficiency dynamics in Indian banking: An input distance function approach incorporating quality of inputs and outputs, pp. 205–234
McANDREW Clare, SMITH James L, THOMPSON Rex - The impact of reserve prices on the perceived bias of expert appraisals of fine art, pp. 235–252
FENG Qu, HORRACE William C. - Alternative technical efficiency measures: Skew, bias and scale, pp. 253–268
HAFNER Christian M., MANNER Hans - Dynamic stochastic copula models: estimation, inference and applications, pp. 269–295
EICHER Theo S., HENN Christian, PAPAGEORGIOU Chris - Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects, pp. 296–321
DHAENE Geert, SILVA J. M. C. Santos - Specification and testing of models estimated by quadrature, pp. 322–332
KALOUPTSIDI Myrto - From market shares to consumer types: Duality in differentiated product demand estimation, pp. 333–342

Replication Sections

FARBMACHER Helmut - GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009), pp. 343–346

SMITH Loren K. - Dynamics and equilibrium in a structural model of wide-body commercial aircraft markets, pp. 1-33
LI Shanjun - Traffic safety and vehicle choice: quantifying the effects of the ‘arms race’ on American roads, pp. 34-62
GAUTIER Pieter A., VAN DER KLAAUW Bas - Selection in a field experiment with voluntary participation, pp. 63–84
DARDANONI Valentino, FIORINI Mario, FORCINA Antonio - Stochastic monotonicity in intergenerational mobility tables, pp. 85–107
KRAAY Aart - Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach, pp. 108-128
XIE Hui, QIAN Dr Yi - Measuring the impact of nonignorability in panel data with non-monotone nonresponse, pp. 129–159

Replication Sections

CORREA Juan A. - Innovation and competition: An unstable relationship, pp. 160–166

Software Reviews

RACINE Jeffrey S. - RStudio: A Platform-Independent IDE for R and Sweave, pp. 167–172

Dernière modification le 22.03.2022