Oxford Bulletin of Economics Statistics 2006

Volume 68, December 2006, n° 1

• BANERJEE Anindya , GALLO Giampiero, OTRANTO Edoardo  - Frontiers in Time Series Analysis: Introduction, pp. 679-682
• GENGENBACH Christian, PALM Franz C., URBAIN Jean-Pierre - Cointegration Testing in Panels with Common Factors, pp. 683-719
• BERENGUER-Rico Vanessa, CARRION-I-SILVESTRE Josep Lluís - Testing for Multicointegration in Panel Data with Common Factors, pp. 721-739
• CANDELON Bertrand, CUBADDA Gianluca - Testing for Parameter Stability in Dynamic Models across Frequencies, pp. 741-760
• CAVALIERE, Giuseppe, TAYLOR A.M. Robert - Testing for a Change in Persistence in the Presence of a Volatility Shift, pp. 761-781
• GIACOMINI Raffaella, ROSSI Barbara - How Stable is the Forecasting Performance of the Yield Curve for Output Growth?, pp. 783-795
• GONZÁLEZ Andrés, TERÄSVIRTA Timo - Simulation-based Finite Sample Linearity Test against Smooth Transition Models, pp. 797-812
• GONZALO Jesús , PITARAKIS Jean-Yves - Threshold Effects in Cointegrating Relationships, pp. 813-833
• HE Changli, SANDBERG Rickard - Dickey–Fuller Type of Tests against Nonlinear Dynamic Models, pp. 835-861
• BUSETTI Fabio, FABIANI Silvia, HARVEY Andrew - Convergence of Prices and Rates of Inflation, pp. 863-877
• CARRIERO Andrea - Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework, pp. 879-899
• MAYORAL Laura - Further Evidence on the Statistical Properties of Real GNP, pp. 901-920
• PARUOLO Paolo - The Likelihood Ratio Test for the Rank of a Cointegration Submatrix, pp. 921-948
  

Volume 68, October 2006, n° 5

• RØED Knut, RAAUM Oddbjørn -  Do Labour Market Programmes Speed up the Return to Work?, pp. 541-568
• PENNINGS Enrico, ALTOMONTE Carlo - The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real-option Model, pp. 569-593
• LEYBOURNE Stephen J., KIM Tae-Hwan, TAYLOR A.M. Robert - Regression-based Tests for a Change in Persistence, pp. 595-621
• CARRION-I-SILVESTRE Josep Lluís, SANSÓ Andreu - Testing the Null of Cointegration with Structural Breaks, pp. 623-646
• DEMETRECU Matei, HASSLER Uwe, TARCCOLEA Adina-Ioana - Combining Significance of Correlated Statistics with Application to Panel Data, pp. 647-663

• CAUDILL Steven B. - A Logit Model with Missing Information Illustrated by Testing for Hidden Unemployment in Transition Economies, pp. 665-677

Volume 68, August 2006, n° 4

• DEARDEN Lorraine, REED Howard, VAN REENEN John - The Impact of Training on Productivity and Wages: Evidence from British Panel Data, pp. 397-421
• CARLSEN Fredrik, JOHANSEN Kåre, RØED Knut - Wage Formation, Regional Migration and Local Labour Market Tightness, pp. 423-444
• FALCETTI Elisabetta, TUDELA Merxe - Modelling Currency Crises in Emerging Markets: A Dynamic Probit Model with Unobserved Heterogeneity and Autocorrelated Errors, pp. 445-471
• MCKENZIE David J. - Disentangling Age, Cohort and Time Effects in the Additive Model, pp. 473-495
• SEONG Byeongchan, CHO Sinsup, AHN Sung K. - Maximum Eigenvalue Test for Seasonal Cointegrating Ranks, pp. 497-514
• VYTLACIL Edward - A Note on Additive Separability and Latent Index Models of Binary Choice: Representation Results, pp. 515-518

• GUTIERREZ Luciano - Panel Unit-root Tests for Cross-sectionally Correlated Panels: A Monte Carlo Comparison, pp. 519-540

Volume 68, June 2006, n° 3

• SÖDERBOM Måns, TEAL FRANCIS, WAMBUGU Anthony, KAHYARARA Godius -  The Dynamics of Returns to Education in Kenyan and Tanzanian Manufacturing, pp. 261-288
• ROSENTHAL Leslie - Efficiency and Seasonality in the UK Housing Market, 1991–2001, pp. 289-317
• FOUNTAS Stilianos, KARANASOS Menelaos, KIM Jinki - Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance, pp. 319-343
• BOSWIJK H. Peter, FRANSES Philip Hans - Robust Inference on Average Economic Growth, pp. 345-370
• BIEWEN Martin, JENKINS Stephen P. - Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: the Complex Survey Data Case, pp. 371-383

• MODARRES Reza, GASTWIRTH Joseph L. - A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality, pp. 385-390
• OGWANG Tomson - A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment, pp. 391-393
•  GILES David E.A. - A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment, pp. 395-396
  

Volume 68, April 2006, n° 2

• PUDNEY Stephen, HANCOCK Ruth, SUTHERLAND Holly - Simulating the Reform of Means-tested Benefits with Endogenous Take-up and Claim Costs, pp. 135 - 166
• CAMARERO Mariam, CARRION-I-SILVESTRE Josep Lluis, TAMARIT Cecilio - Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks, pp. 167 - 182
• WAGENVOORT Rien J.L.M., SCHURE Paul H. - A Recursive Thick Frontier Approach to Estimating Production Efficiency, pp. 183 - 202
• TAYLOR Jim, NGUYEN Anh Ngoc - An Analysis of the Value Added by Secondary Schools in England: Is the Value Added Indicator of Any Value?, pp. 203 - 224
• MCINTOSH Steven - Further Analysis of the Returns to Academic and Vocational Qualifications, pp. 225 - 252
• YOON Gawon - A Note on Some Properties of STUR Processes

(résumés du n° 2/2006)

Volume 68, February 2006, n° 1

• KNELLER Richard, STEVENS Philip Andrew - Frontier Technology and Absorptive Capacity: Evidence from OECD Manufacturing Industries, pp. 1 - 22
• CHAN Wing H., RICH Daniel P. - Occupational Labour Demand and the Sources of Non-neutral Technical Change, pp. 23 - 44
• DRIVER Rebecca L., GREENSLADE Jennifer V., PIERSE Richard G. - Whatever Happened to Goldilocks? The Role of Expectations in Estimates of the NAIRU in the US and the UK, pp. 45 - 80
• DEJUAN Joseph P., LUENGO-PRADO Maria José - Consumption and Aggregate Constraints: International Evidence, pp. 81 - 100
• WESTERLUND Joakim - Testing for Panel Cointegration with Multiple Structural Breaks