Journal of Applied Econometrics - Antérieurs à 2005

2004

Volume 19, n°7 (november-december 2004)

  • KOOP G., TOBIAS J.L. - Learning Heterogeneity in Returns to Schooling, pp. 827 - 850
  • HU L., PHILLIPS P.C.B. - Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach, pp. 851 - 868
  • SUN Y., PHILLIPS P.C.B. - Understanding the Fisher Equation, pp. 869 - 886
  • McCLUSKEY J.J., QUAGRAINIE K.K., Measurement of Industry Conduct with a Latent Structure, pp. 887 - 898
  • BECKER R., ENDERS W., HURN S. - A General Test for Time Dependance in Parameters, pp. 899 - 906

(résumés du n° 7/2004)

Volume 19, n°6 

Special Issue: The Econometrics of Social Insurance

  • RUST J., DATTA GUPTA N., CHRISTENSEN B.J. - Introduction to the Special Issue, pp. 647 - 648
  • BENÍTEZ-SILVA H., BUCHINSKY M., CHAN H.M., CHEIDVASSER S., RUST J. - How Large is the Bias in Self-reported Disability, pp. 649 - 670
  • BURKHAUSER R.V., BUTLER J.S., GUMUS G. - Dynamic Programming Model Estimates of SocialSecurity Disability Insurance Application Timing, pp. 671 - 686
  • AN M.Y., CHRISTENSEN B,J., DATTA GUPTA N. - Multivariate Mixed Proportional Hazard Modelling of the Joint Retirement of Married Couples, pp. 687 - 704
  • FRENCH E., JONES J.B. - On the Distribution and Dynamics of Health Care Costs, pp. 705 - 722
  • GUSTMAN A.L., STEINMEIER T.L. - Social Security, Pensions and Retirement Behaviour Within the Family, pp. 723 - 738
  • HEYMA A. - A Structural Dynamic Analysis of Retirement Behaviour in the Netherlands, pp. 739 - 760
  • HURD M.D., SMITH J.P., ZISSIMOPOULOS - The Effects of Subjective Survival on Retirement and Social Security Claiming, pp. 761 - 776
  • MASTROGIACOMO M., ALESSIE R., LINDEBOOM M. - Retirement Behaviour of Dutch Elderly Households, pp. 777 - 794
  • KARLSTROM A., PALME M., SVENSSON I. - A Dynamic Programming Approach to Model the Retirement Behaviour of Blue-collar Workers in SWEDEN, pp. 795 - 808
  • SKOGMAN THOURSIE P. - Reporting Sick: Are Sporting Events Contagious, pp. 809 - 824

(résumés du n° 6/2004)

Volume 19, n°5 (September-October 2004)

THEMED ISSUE: POVERTY, INEQUALITY AND GROWTH

  • ANDERSON Gordon - Making inferences about the polarization, welfare and poverty of nations: a study of 101 countries 1970-1995, pp. 537-550
  • GRIER Kevin B., HENRY Ólan T., OLEKALNS Nilss, SHIELDS Kalvinder - The asymmetric effects of uncertainty on inflation and output growth, pp. 551-565
  • JEON Byung M. , SICKLES Robin C. - The role of environmental factors in growth accounting, pp. 567-591
  • CAPPELLARI Lorenzo, JENKINS Stephen P. - Modelling low income transitions, pp 593-610
  • LUGINBUHL Rob, KOOPMAN Siem Jan - Convergence in European GDP series: a multivariate common converging trend-cycle decomposition, pp. 611-636

Replication Section

  • TSUI Albert K., HO Kin-Yip - Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach, pp. 637-642

(résumés du n° 5/2004)

Volume 19, n°4 (July-August 2004)

  • PUDNEY S. -  Keeping Off the Grass? An Econometric Model of Cannabis Consumption in Britain, pp. 435-453 
  • WINKELMANN R. - Health Care Reform and the Number of Doctor Visits - An Econometric Analysis, pp. 455-472 
  • CONTOYANNIS P., JONES A. M., RICE N. - The Dynamics of Health in the British Household Panel Survey, pp. 473-503 
  • WILSON P. W., CAREY K. - Nonparametric Analysis of Returns to Scale in the US Hospital Industry, pp. 505-524 

Software Review 

  • HAYO B. - Review of PcGive 10, pp. 525-531 

Replication section

  • LI Q., RACINE J.  - Predictor Relevance and Extramarital Affairs, pp. 533-535

(résumés du n° 4/2004)

Volume 19, n°3 (May-June 2004)

  • CHOU S.-Y. / LIU J.-T. / HUANG C.J. - Health Insurance and Savings Over the Life Cycle - A Semiparametric Smooth Coefficient Estimation, pp. 295-322
  • LEE M.-J. - Selection Correction and Sensitivity Analysis for Ordered Treatement Effect on Count Response,  pp. 323-338
  • BASISTHA A. / STARTZ R. - Why Were Changes in the Federal Funds Rate Smaller in the 1990s?, pp. 339-355
  • COE P.J. / NASON J.M. - Long-Run Monetary Neutrality and Long-Horizon Regressions, pp. 355-374
  • FRÖHLICH M. / HESHMATI A. / LECHNER M. - A Microeconometric Evalution of Rehabilitation of Long-term Sickness in Sweden , pp. 375-396
  • DAS S. / SENGUPA R. - Projection Pursuit Regression and Dissagregate Productivity Effects: The Case of the Indian Blast Furnaces, pp.  397-418
  • ZHENG B. - Poverty Comparisons with Dependent Samples, pp. 419-428

Software Review 

  • ROMEU A. - ExpEnd: GAUSS Code for Panel Count-Data Models,  p. 429

(résumés du n° 3/2004)

Volume 19, n°2 (March-April 2004)

  • SMITH L. V. , LEYBOURNE S., KIM T.H., NEWBOLD P. - More Powerful Panel Data Unit Root Tests with an Application to Mean Reversion in Real Exchange Rates, pp. 147-170 
  • MASANJALA W. H., PAPAGEORGIOU C.  - The Solow Model with CES Technology: Nonlinearities and Parameter Heterogeneity, pp. 171-201
  • LI M., POIRIER D.J., TOBIAS J. L.  - Do Dropouts Suffer from Dropping Out? Estimation and Prediction of Outcome Gains in Generalized Selection Models, pp. 203-225 
  • EGGER P., PFAFFERMAYR M. - Distance, Trade and FDI: A Hausman-Taylor SUR Approach, pp. 227-246 
  • CAMBA-MENDEZ G. , LAMO A. - Short-term Monitoring of Fiscal Policy Discipline, pp. 247-265 
  • ADEBAYO S. B.  - Bayesian Geoadditive Modelling of Breastfeeding Initiation in Nigeria, pp. 267-281

Software Review 

  • KONING R. H. - FinMetrics: Analysis of Financial Data in S-PLUS, pp. 283-290

(résumés du n° 2/2004)

Volume 19, n°1 (January-February 2004)

  • BAUM C.F., CAGLAYAN M., OZKAN N. - Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports, pp. 1-24
  • HALEY M.R., PAARSCH H. J. - The Stochastic Implications of Rent Maximization: An Application to Stumpage Rates for Timber in British Columbia, pp. 25-48
  • MAVROMARAS K. G., ORME C. D. - Temporary Layoffs and Split Population Models, pp. 49-68
  • PSARADAKIS, M. Sola and SPAGNOLO F. - On Markov Error-correction Models, with an Application to Stock Prices and Dividends, pp. 69-88
  • GREGORY A.W., HAUG A.A., LOMUTO N. - Mixed Signals among Tests for Cointegration, pp. 89-98
  • ISACSSON G. - Estimating the Economic Return to Educational Levels using Data on Twins, pp. 99-120
  • PLANAS C., ROSSI A - Can Inflation Data Improve the Real-time Reliability of Output Gap Estimates?, pp. 121-134
  • Software Review 
  • CZIRAKY D. - LISREL 8.54: A Program for Structural Equation Modelling with Latent Variables, pp. 135 -142

(résumés du n° 1/2004)


2003

Volume 18, n° 6 (November/December 2003) 

  • ANDERSON Gordon - Poverty in America 1970-1990: who did gain ground? An application of stochastic dominance criteria employing simultaneous inequality tests in a partial panel, pp. 621-640
  • GIOT Pierre, LAURENT Sébastien - Value-at-risk for long and short trading positions, pp. 641-663
  • ALBUQUERQUE Pedro H. - A practical log-linear aggregation method with examples: heterogeneous income growth in the USA, pp. 665-678
  • BELZIL Christian, HANSEN Jörgen - Structural estimates of the intergenerational education correlation, pp. 679-696
  • FOUGÈRE Denis, KAMIONKA Thierry - Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data, pp. 697-723

Software Review 

  • BROOKS Chris, BURKE Simon P. , PERSAND Gita - Multivariate GARCH models: software choice and estimation issues, pp. 725-734

(résumés du n° 6/2003)

Volume 18, n° 5 (September-October 2003)

SPECIAL ISSUE: EMPIRICAL ANALYSIS OF SOCIAL INTERACTIONS
(Edited by: Steven N. Durlauf and Robert A. Moffitt)

  • DURLAUF S. N., MOFFITT R.A. - Introduction to the Special Issue, pp. 499-500
  • EPPLE D., ROMANO R., SIEG H. - Peer Effects, Financial Aid and Selection of Students into Colleges and Universities: An Empirical Analysis, pp. 501-526
  • HANUSHEK E.A., KAIN J.F., MARKMAN J.M., RIVKIN S.G. - Does Peer Ability Affect Student Achievement?, pp. 527-544
  • PAGE M.E., SOLON G. - Correlations Between Sisters and Neighbouring Girls in their Subsequent Income as Adults, pp. 545-562
  • IOANNIDES Y.M., ZABEL J.E. - Neighbourhood Effects and Housing Demand, pp. 563-584
  • REES D.I., ZAX J.S., HERRIES J. - Interdependence in Worker Productivity, pp. 585-604
  • CONLEY T.G., TOPA G. - Identification of Local Interaction Models with Imperfect Location Data, pp. 605-618

(résumés du n° 5/2003)

Volume 18, n° 4 (July-August 2003)

  • RIPHAHN R., WAMBACH A., MILLION A. - Incentive Effects in the Demand for Health Care: A Bivariate Panel Count Data Estimation, pp. 387-406
  • HOLT M., McKENZIE A. - Quasi-Rational and Ex Ante Price Expectations in Commodity Supply Models: An Empirical Analysis of the U.S. Broiler Market, pp. 407-426
  • MARIANO R., MURASAWA Y. - A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series, pp. 427-444
  • CLEMENTS M., TAYLOR N. - Evaluating Interval Forecasts of High-Frequency Financial Data, pp. 445-456
  • NYHOLM K. - Inferring the Private Information Content of Trades: A Regime-Switching Approach, pp. 457-470
  • FALK B., WANG C. - Testing Long-Run PPP with Infinite-Variance Returns, pp. 471-484

Software Review 

  • VINOD H. - Review of MathStatica (v.1) An Add-on to Mathematica, p. 485

(résumés du n° 4/2003)

Volume 18, n° 3 (May-June 2003)

  • SCHACHAR R. - Party Loyalty as Habit Formation, pp. 251-270
  • PSARADAKIS Z., SOLA M. - On Detrending and Cyclical Asymetry, pp. 271-290
  • MINICOZZI A.L. - Estimation of  Sons' Intergenerational Earnings Mobility in the Presence of Censoring, pp. 291-314
  • TOBIAS J.L., LI M. - A Finite-Sample Hierarchical Analysis of Wage Variation Across Public High Schools: Evidence from the NLSY and High School and Beyond, pp. 315-336
  • KERKHOFS M.,  KOOREMAN P. - Identification and Estimation of a Class of Household Production Models, pp. 337-370

Software Review

  • BAIOCCHI  G. - Managing Econometric Projects Using Perl, pp. 371-378

Book Rewiew

  • WEEKS M. - Kenneth E. Train: Discrete Choice Methods with Simulation, pp. 379-384

(résumés du n° 3/2003)

Volume 18, n° 2 (March-April 2003)

  • LEWBEL A. - A Rational Rank Four Demand System, pp. 127-136
  • DOLADO J.J. GONZALO J., MAYORAL L. - Long Range Dependence in Spanish Political Opinion Poll Series, pp. 137-156
  • JONES A. M. , LABEAGA J. M. - Individual Heterogeneity and Censoring in Panel Data Estimates of Tobacco Expenditure, pp. 157-178
  • CAMPO S. , PERRIGNE I. , VUONG Q. - Asymmetry in First-Price Auctions with Affiliated Private Values, pp. 179-208
  • DESCHAMPS P. J. - Time-Varying Intercepts and Equilibrium Analysis: An Extension of the Dynamic Almost Ideal Demand Model, pp. 209-236
  • WELLS C. - Retesting  Fair's (1978) Model on Infidelity, pp. 237-240

Software Review

  • McKENZIE C.R., TAKAOKA S. - 2002: A Limdep Odyssey

(résumés du n° 2/2003)

Volume 18, n° 1 (January-February 2003)

  • BAI J., PERRON  P. - Computation and Analysis of Multiple Structural Change Models, pp. 1-22 
  • PAGAN A. R., SOSSOUNOV  K. A. - A Simple Framework for Analysing Bull and Bear Markets , pp. 23-46 
  • GEROSKI P. A., LAZAROVA S. , URGA  G., WALTERS C. F. - Are Differences in Firm Size Transitory or Permanent?, pp. 47-59
  • HOCHGUERTEL S. - Precautionary Motives and Portfolio Decisions, pp. 61-77 
  • WHEELER C. H. - Evidence on Agglomeration Economies, Diseconomies, and Growth , pp. 79-104 

Software Review

  • BAIOCCHI G., DISTASO W. - GRETL: Economic Software for the GNU Generation, pp. 105-110 

Replication Section

  • Introducing a Replication Section, pp. 111-112
  • SCHMIDT-DENGLER P. - A Structural Model of Aggregate US Job Flows: Another Look, pp. 113-118 
  • DRUKKER D. M., GUAN W. - Replicating the results in 'On Efficient Estimation with Panel Data: An Empirical Comparison and Instrumental Variables Estimators' , pp. 119-120

(résumés du n° 1/2003)


2002

Volume 17, n° 6 (November-December 2002)

  • HODGSON D.J., LINTON O, VORKING K. - Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach, pp. 617-640
  • CHATTOPADHYAY S. - Divergence in Alternative Hicksian Welfare Measures: The Case of Revealed Preference for Public Amenities, pp. 641-666
  • KOOPMAN S.J., USPENSKY E.H. - The Stochastic Volatility in Mean Model: Empirical Evidence from International Stock Markets, pp. 667-690

Software Review

  • BELAIRE-FRANCH, CONTRERAS D. - How to compute the BDS Test: A Software Comparison, pp. 691-700

Book Review

  • KUKLYS W. - Jordan J. Louviere, David A. Hensher and Joffre D. Swait, Stated Choice Methods: Analysis and Application, pp.701-704

(résumés du n° 6/2002)

Volume 17, n°5 (September-October 2002)

Special issue: Modelling and Forecasting Financial Volatility

  • FRANSES Philip Hans, McALEER Michael  - Financial volatility: an introduction, pp. 419-424 
  • ENGLE Robert - New frontiers for ARCH models, pp. 425-446 
  • GRANGER Clive W. J. - Some comments on risk, pp. 447-456 
  • BARNDORFF-NIELSEN Ole E., SHEPHARD Neil - Estimating quadratic variation using realized variance, pp. 457-477 
  • MEDDAHI Nour - A theoretical comparison between integrated and realized volatility, pp. 479-508 
  • CHAN Felix, McALEER - Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence, pp. 509-534 
  • FORSBERG Lars, BOLLERSLEV Tim - Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model, pp. 535-548 
  • VAN DER WEIDE Roy - GO-GARCH: a multivariate generalized orthogonal GARCH model, pp. 549-564 
  • CHEN Yi-Ting, KUAN Chung-Ming - Time irreversibility and EGARCH effects in US stock index returns, pp. 565-578
  • ANDREOU Elena, GHYSELS Eric - Detecting multiple breaks in financial market volatility dynamics, pp. 579-600 
  • FRANSES Philip Hans, VAN DER LEIJ Marco, PAAP Richard - Modelling and forecasting level shifts in absolute returns, pp. 601-616 

(résumés du n° 5/2002)

Volume 17, n°4 (July-August 2002)

  •  CONLEY T.G., TOPA G. - Socio-economic Distance and Spatial Patterns in Unemployment, pp. 303-328
  • JALAN J., RAVALLION M. - Geographic Poverty Traps? A Micro Model of Consumption Growth in Rural China, pp. 329-346
  • FRANSES P.G., PAAP R: - Censored Latent Effects Autoregression, with an Application to US Unemployment, pp. 347-366
  • PRIEGER J.E. - A Flexible Parametric Selection Model for Non-Normal Data with Application to Health Care Usage, pp.  367 - 392
  • TERZA J. V. - Alcohol Abuse and Employment: A Second Look, pp. 393-404

Software Review

  • BAIOCCHI G., DISTASO W. - Visual Econometrics: Teaching and Practising Econometrics Using viSta, pp. 405-414

Book Review

  • SPANOS Aris  - Probability Theory and Statistical Inference : Econometric Modelling with Obervational Data, pp. 415-418

(résumés du n° 4/2002)

Volume 17, n°3 (May-June 2002)

  • COLLARD F., FÈVE P., LANGOT F., PERRAUDIN C. - A Structural Model of US Aggregate Job Flows, pp. 197-223
  • BLUME A., DeJONG D.V., NEUMANN G.R., SAVIN N.E. - Learning and Communication in Sendor-Receiver Games: An Econometric Investigation, pp. 225-247
  • BLOEMEN H.G. - The Relation Between Wealth and Labour Market Transitions: An Empirical Study for the Netherlands, pp. 249-268
  • HAIGH M.S., HOLT M.T. - Crack Spread Hedging: Accounting for Time-Varying Volatility Spillovers in the Energy Futures Markets, pp. 269-289

Software Review

  • POLLOCK  D. S. G. - A Review of TSW: The Windows Version of the TRAMO-SEATS Program, pp. 291-300

(résumés du n° 3/2002)

Volume 17, n°2 (March-April 2002)

  • MOOSA I. A., BAXTER J. L. - Modelling the Trend and Seasonals within an AIDS Model of the Demand for Alcoholic Beverages in the United Kingdom, pp. 95-106
  • KILIAN L., ZHA T. - Quantifying the Uncertainty about the Half-Life of Deviations from PPP, pp. 107-125
  • TSIONAS E. G. - Stochastic Frontier Models with Random Coeffients, pp. 127-147
  • OTROK C., RAVIKUMAR B., WHITEMAN C.H. - Evaluating Asset-Pricing Models Using the Hansen-Jagannathan Bound: A Monte Carlo Investigation, pp. 149-174

Software Review 

  • RACINE J., HYNDMAN R. - Using R to teach Econometrics, pp. 175-190

Book Review

  • WOOLDRIDGE Jeffrey M. - Introductory Econometrics: A Modern Approach (by M. Weeks), pp. 191-193

(résumés du n° 2/2002)

Volume 17, n°1 (January-February 2002)

  • AASSVE A., BURGESS S., CHESHER A., PROPPER C. - Transitions from home to marriage of young Americans, pp. 25-48 
  • LAROQUE Guy, SALANIÉ Bernard - Labour market institutions and employment in France, pp. 49-59 
  • VAKRATSAS Demetrios, BASS Frank M. - A segment-level hazard approach to studying household purchase timing decisions, pp. 61-80 
  • CAMACHO Maximo, PEREZ-QUIROS Gabriel - This is what the leading indicators lead, pp. 81-83 
  • IRVINE Ian J., SIMS William A. - A simple and efficient method for estimating the magnitude and precision of welfare changes: comment, pp. 81-84

Software Review

  • MARCH Richard A. - A review of SORITEC for Windows, pp. 85-90 

(résumés du n° 1/2002 )


2001

Volume 16, n°6 (November-December 2001)

  • DIEBOLD F.X. et KILIAN L. - Measuring Predictability: Theory and Macroeconomic Applications, pp.657-670
  • MAYNARD A. et PHILLIPS P.C.B. - Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly, pp.671-708
  • O'DONNELL C.J., RAMBALDI A.N. and DORAN  H.E. - Estimating  Economic Relationships Subject to Firm - and Time-Varying Equality and Inequality  Constraints, pp.709-726
  • COENEN G. et VEGA J-L. - The Demand for M3 in the Euro Area, pp.727-748

BOOK REVIEW

  • WEEKS M. - Tom Wansbeek and Erik Meijer: Measurement Error and Latent Variables in Econometrics, pp.749-754

(résumés du n° 6/2001)

Volume 16, n° 5 (September-October 2001)

  • FERNÁNDEZ C., LEY E., STEEL M.F.J. - Model Uncertainty in Cross-Country Growth Regressions, pp. 563-576
  • SANTOS SILVA J. M. C. - A Score test for Non-Nested Hypotheses with Applications to Discrete Data Models, pp. 577-598
  • DUTTA J., SEFTON J.A., WEALE M.R. - Income Distribution and Income Dynamics in the United Kingdom , pp. 599-618
  • BELZIL C. - Unemployment Insurance and Subsequent Job Duration: Job Matching Versus Unobserved Heterogeneity , pp. 619-636

Software Review

  • KOLENIKOV S. - Review of Stata 7, pp. 637-646 

Book Review

  • FAVERO Carlo A. - Applied Macroeconometrics 

(résumés du n° 5/2001 )

Volume 16, n° 4 (July-August 2001)

  • ALTISSIMO F., VIOLANTE G. L. - The Non-linear Dynamics of Output and Unemployment in the U.S., pp. 461-486
  • JACOBSON T., JANSSON P., VREDIN A., WARNE A. - Monetary Policy Analysis and Inflation Targeting in a Small Open Economy: A VAR Approach , pp. 487-520
  • WANG K.-L., FAWSON C., BARRETT C.B., McDONALD J.B. - A Flexible Parametric GARCH Model with an Application to Exchange Rates, pp. 521-536
  • SHIVELY P.A. - Trend-Stationary GNP : Evidence From a New Exact Pointwise Most Powerful Invariant Unit Root Test, pp. 537-552 

Software Review

  • MRKAIC M. - Scilab as an Econometric Programming System , pp. 553-560

(résumés du n° 4/2001)

Volume 16, n° 3 (May-June 2001)

A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics
(ed. David F. Hendry, M. Hashem Pesaran)

  • CAMERON Gavin, MUELLBAUER John - Earnings, unemployment, and housing in Britain, pp. 197-202
  • BANERJEE Anindya, COCKERELL Lynne, RUSSEL Bill - An I(2) analysis of inflation and the markup, pp. 221-240
  • ERICSSON Neil R., IRONS John S., TRYON Ralph W. - Output and inflation in the long run, pp. 241-253 
  • HENDRY David F. - Modelling UK inflation, 1875-1991, pp. 255-275 
  • TERÄSVIRTA Timo, ELIASSON Ann-Charlotte - Non-linear error correction and the UK demand for broad money, 1878-1993, pp. 277-288 
  • PESARAN M. Hashem, SHIN Yongcheol, SMITH Richard J. - Bounds testing approaches to the analysis of level relationships, pp. 289-326 
  • BERGSTROM A.R. - Stability and wage acceleration in macroeconomic models of cyclical growth, pp. 327-340
  • JUSELIUS Katarina - European integration and monetary transmission mechanisms: the case of Italy, pp. 341-358
  • MARCELLINO Massimiliano, MIZON Grayham E. - Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994, pp. 359-370 
  • WICKENS Michael R., MOTTO Roberto - Estimating shocks and impulse response functions, pp. 371-387 
  • PHILLIPS Peter C. B. - Descriptive econometrics for non-stationary time series with empirical illustrations, pp. 389-413 
  • NYBLOM Jukka, HARVEY Andrew - Testing against smooth stochastic trends, pp. 415-429 
  • MARINUCCI D., ROBINSON P. M. - Finite sample improvements in statistical inference with I(1) processes, pp. 431-444 
  • HIRSCHBERG Joseph G., MAASOUMI Esfandiar, SLOTTJE Daniel J. - Clusters of attributes and well-being in the USA, pp. 445-460 

(résumés du n° 3/2001)

Volume 16, n° 2 (March-April 2001)

  • GIL-ALAÑA L.A., ROBINSON P.M. - Testing of seasonal fractional integration in UK and Japanese consumption and income, pp. 95-114
  • BECK Stacie - Autoregressive conditional heteroscedasticity in commodity spot prices, pp.115-132
  • FONG Wai Mun, SEE  Kim Hock - Modelling the conditional volatility of commodity index futures as a regime switching process, pp.133-163 
  • KENKEL Donald S., TERZA Joseph V. - The effect of physician advice on alcohol consumption: count regression with an endogenous treatment effect, pp.165-184

Software Review

  • SWANN Christopher A. - Software for parallel computing: the LAM implementation of MPI, pp. 185-194 

(résumés du n° 2/2001

Volume 16, n° 1 (January-February 2001)

  • CAMPOLIETI Michele - Bayesian semiparametric estimation of discrete duration models: an application of the
    dirichlet process prior, pp. 1-22
  • MARTINS Maria Fraga O. - Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal, pp. 23-39 
  • KIM H. Youn, LEE Junsoo - Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis, pp. 41-57 
  • FISHER Douglas, FLEISSIG Adrian R., SERLETIS Apostolos - An empirical comparison of flexible demand system functional forms, pp. 59-80 

Software Review

  • KONING Ruud H. - A comparison of different LATEX programs, pp. 81-92 

(résumés du n° 1/2001


2000

Volume 15, n°6 (novembre-décembre 2000)

Special Issue on Inference and Decision Making - Guest Editors: J. Rust and H.K. van Dijk

  • GEWEKE J., RUST J.et DIJK van K.H. - Introduction: Inference and Decision Making, pp.545-546
  • Van VUUREN A. Van den BERG G.J. et RIDDER G. - Measuring the Equilibrium Effects of Unemployment Benefits Dispersion, pp.547-574
  • BILIAS Y. -Sequential Testing of Duration Data: The Case of the Pennsylvania "Reemployment Bonus" Experiment, pp.575-594
  • STINEBRICKNER T.R. - Serially Correlated Variables in Dynamic, Discrete Choice Models , pp.595-624
  • CHAMBERLAIN G. - Econometric Applications of Maxmin Expected Utility, pp.625-644
  • SCHORFHEIDE F. - Loss Function-Based Evaluation of DSGE Models, pp.645-670
  • BOS C.S., MAHIEU R.J. et H.K. van DIJK - Daily Exchange Rate Behaviour and the Hedging of Currency Risk, pp.671-696
  • DUNGEY M., MARTIN V.L.et PAGAN A.R. - A Multivariate Latent Factor Decomposition of International Bond Yield Spreads, pp.697-716
  • PAAP R. et FRANSES P.H. - A Dynamic Multinomial Probit Model for Brand Choice with Different Long-run and Shortrun Effects of Marketing-Mix Variables, pp.717-744

(résumés du n° 6/2000 )

Volume 15 n° 5 (septembre-octobre 2000)

  • McFADDEN D. et TRAIN K. - Mixed MNL Models for Discrete Response, pp.447-470
  • HARVEY D. et NEWBOLD P. - Tests for Multiple Forecast Encompassing, pp.471-482
  • RUGE-MURCIA F.J. - Uncovering financial Markets' Beliefs About Inflation Targets, pp.483-512
  • LANNE M. - Near Unit Roots, Cointegration, and the Term Structure of Interest Rates, pp.513-530

SOFTWARE REVIEW

  • EDDELBUETTEL D. - Econometrics with Octave, pp.531-542

(résumés du n° 5/2000)

Volume 15 n° 4 (juillet-août 2000)

  • CARDOSO A.R. - Wage differentials across firms: an application of multilevel modelling, pp 343-354
  • DEMERY David, DUCK Nigel W. - Incomplete information and the time series behaviour of consumption, pp. 355-366
  • PUDNEY Stephen, SHIELDS Michael - Gender, race, pay and promotion in the British nursing profession: estimation of a generalized ordered probit model, pp. 367-399
  • DAHLBERG Matz, JOHANSSON Eva - An examination of the dynamic behaviour of local governments using GMM bootstrapping methods, pp. 401-416
  • GANÉ Robert, NAPPI Carmine - The cost and technological structure of aluminium smelters worldwide, pp. 417-432

SOFTWARE REVIEW

  • SEPHTON P.S. - Financial analysis package for GAUSS, pp. 433-438

(résumés du n° 4/2000 )

Volume 15 n° 3 (mai-juin 2000)

  • RAPER Curry, LOVE H.A. et SHUMWAY C.R. - Determining Market Power Exertion between Buyers and Sellers, pp.225-252
  • MACHADO J.A.F. et MATA - Box-Cox Quantile Regression and the Distribution of Firm Sizes, pp.253-274
  • BOLLINO C.A., PERALI F.et ROSSI N. - Linear Household Technologies, pp.275-288
  • ARULAMPALAM W. et BOOTH A.L. - Union Status of Young Men in Britain : A Decade of Change, pp.289-310
  • DE JONG D.N., INGRAM F.F. et WHITEMAN C.H. - Keynesian Impulses Versus Solow Residuals: Identifying Sources of business Cycle Fluctuations, pp.311-330

SOFTWARE REVIEW

  • J. RACINE - the Cygwin tools : A GNU Toolkit for Windows, pp.331

(résumés du n° 3/2000)

Volume 15 n°2 (mars-avril 2000)

  • LOUDON G.F., WATT W.H. et YADAV P.K, - An Empirical analysis of Alternative Parametric ARCH Models, pp.117-136
  • LIESENFELD R. JUNG R.C. - Stochastic Volatility Models : Conditional Normality yersus Heavy-tailed Distributions, pp.137-160
  • LUINTEL K.B. - Real Exchange Rate behaviour : Evidence from Black Markets, pp.161-186
  • YATCHEW A. - Scale Economics in Electricity Distribution : A Semiparametric Analysis, pp.187-210

SOFTWARE REVIEW

  • VINOD D. H. - Review of GAUSS for Windows, including its Numerical Accuracy, pp.211-220

(résumés du n° 2/2000)

Volume 15 n° 1 (janvier-février 2000)

  • HORRACE W.C. et SCHMIDT P. - Multiple Comparisons with the Best, with Economic Applications, pp.1-26
  • OCAL N. et OSBORN - Business Cycle Non-Linearities in UK Consumption and Production, pp.27-44
  • GRIER K.B. et M. J. PERRY - The Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Some GARCH-M Evidence, pp.45-58
  • HOBIJN B. et FRANSES P. H. - Asymptotically Perfect and Relative Convergence of Productivity, pp. 59-82
  • MARTIN G.M. - US Deficit Sustainability: A new Approach Baded on Multiple Endogenous Breaks, pp.83-106

SAOFTWARE REVIEW

  • LILIEN D. M. - Econometric Software Reliability and Nonlineaar Estimation in EViews: Comment, pp.107-110

(résumés du n° 1/2000)

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