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March 2015, Volume 30, Issue 2
- 291-312 Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market
by Fabian Y. R. P. Bocart & Christian M. Hafner - 313-332 Cost and Preference Heterogeneity in Risky Financial Markets
by Graciela Sanroman - 333-349 Finding Sensitivity to Scope in Nonmarket Valuation
by Juha Siikamäki & Douglas M. Larson - 350-352 R&D, Innovation and Knowledge Spillovers: A Reappraisal of Bottazzi and Peri (2007) in the Presence of Cross‐Sectional Dependence
by Anna Bottasso & Carolina Castagnetti & Maurizio Conti
January 2015, Volume 30, Issue 1
- 1-23 Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence
by Anindya Banerjee & Josep Lluís Carrion‐i‐Silvestre - 24-45 When Does Government Debt Crowd Out Investment?
by Nora Traum & Shu‐Chun S. Yang - 46-73 Bayesian VARs: Specification Choices and Forecast Accuracy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - 74-96 Evaluating Point and Density Forecasts of DSGE Models
by Maik H. Wolters - 97-118 A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models
by Leo Krippner - 119-144 Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors
by Pierre Perron & Yohei Yamamoto - 145-169 Econometric Regime Shifts and the US Subprime Bubble
by André K. Anundsen - 170-175 Relative Risk Aversion and Power‐Law Distribution of Macroeconomic Disasters
by Michal Brzezinski
November 2014, Volume 29, Issue 7
- 1029-1030 Introduction To Recent Advances In Methods And Applications For Dsge Models
by Fabio Canova & Frank Schorfheide & Herman van Dijk - 1031-1052 Rare Shocks, Great Recessions
by Vasco Cúrdia & Marco Del Negro & Daniel L. Greenwald - 1053-1072 Estimating Fiscal Limits: The Case Of Greece
by Huixin Bi & Nora Traum - 1073-1098 Sequential Monte Carlo Sampling For Dsge Models
by Edward Herbst & Frank Schorfheide - 1099-1117 Choosing The Variables To Estimate Singular Dsge Models
by Fabio Canova & Filippo Ferroni & Christian Matthes - 1118-1144 Mixed‐Frequency Structural Models: Identification, Estimation, And Policy Analysis
by Claudia Foroni & Massimiliano Marcellino - 1145-1163 Practical Tools For Policy Analysis In Dsge Models With Missing Shocks
by Dario Caldara & Richard Harrison & Anna Lipińska - 1164-1182 Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data
by Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk - 1183-1209 Identification Issues In Limited‐Information Bayesian Analysis Of Structural Macroeconomic Models
by Frank Kleibergen & Sophocles Mavroeidis - 1210-1222 Sales, Inventories And Real Interest Rates: A Century Of Stylized Facts
by Luca Benati & Thomas A. Lubik
September 2014, Volume 29, Issue 6
- 861-879 Who Really Wants To Be A Millionaire? Estimates Of Risk Aversion From Gameshow Data
by Roger Hartley & Gauthier Lanot & Ian Walker - 880-900 Child Mental Health And Educational Attainment: Multiple Observers And The Measurement Error Problem
by David Johnston & Carol Propper & Stephen Pudney & Michael Shields - 901-919 Semi‐Parametric Estimation Of Program Impacts On Dispersion Of Potential Wages
by Stacey H. Chen & Shakeeb Khan - 920-943 Identifying Causal Mechanisms (Primarily) Based On Inverse Probability Weighting
by Martin Huber - 944-964 How Beliefs About Hiv Status Affect Risky Behaviors: Evidence From Malawi
by Áureo De Paula & Gil Shapira & Petra E. Todd - 965-983 Does Coresidence Improve An Elderly Parent'S Health?
by Meliyanni Johar & Shiko Maruyama - 984-1006 Return To Experience And Initial Wage Level: Do Low Wage Workers Catch Up?
by Kenneth L. Sørensen & Rune Vejlin - 1007-1028 Smooth Quantile‐Based Modeling Of Brand Sales, Price And Promotional Effects From Retail Scanner Panels
by Harry Haupt & Kathrin Kagerer & Winfried J. Steiner
August 2014, Volume 29, Issue 5
- 693-712 Forecasting interest rates with shifting endpoints
by Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright - 713-735 Forecasting Disconnected Exchange Rates
by Travis J. Berge - 736-757 Constructing Optimal Density Forecasts From Point Forecast Combinations
by Wagner Piazza Gaglianone & Luiz Renato Lima - 758-773 The Dynamics Of Real Exchange Rates: A Reconsideration
by Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen - 774-799 Realized Beta Garch: A Multivariate Garch Model With Realized Measures Of Volatility
by Peter Reinhard Hansen & Asger Lunde & Valeri Voev - 800-824 The Role Of Conditional Heteroskedasticity In Identifying And Estimating Linear Triangular Systems, With Applications To Asset Pricing Models That Include A Mismeasured Factor
by Todd Prono - 825-842 Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model
by Yong Song - 843-859 A Moment‐Matching Method For Approximating Vector Autoregressive Processes By Finite‐State Markov Chains
by Nikolay Gospodinov & Damba Lkhagvasuren
June 2014, Volume 29, Issue 4
- 523-548 Estimation Of Censored Panel‐Data Models With Slope Heterogeneity
by Jason Abrevaya & Shu Shen - 549-566 A Tip Of The Iceberg? The Probability Of Catching Cartels
by Peter L. Ormosi - 567-585 Rounding, Focal Point Answers And Nonresponse To Subjective Probability Questions
by Kristin J. Kleinjans & Arthur Van Soest - 586-611 Who Benefits From Job Corps? A Distributional Analysis Of An Active Labor Market Program
by Ozkan Eren & Serkan Ozbeklik - 612-626 Multiple Testing And Heterogeneous Treatment Effects: Re‐Evaluating The Effect Of Progresa On School Enrollment
by Soohyung Lee & Azeem M. Shaikh - 627-648 Multiple Event Incidence And Duration Analysis For Credit Data Incorporating Non‐Stochastic Loan Maturity
by John G. T. Watkins & Andrey L. Vasnev & Richard Gerlach - 649-670 Applying Beta‐Type Size Distributions To Healthcare Cost Regressions
by Andrew M. Jones & James Lomas & Nigel Rice - 671-691 ESTIMATING PERSON‐CENTERED TREATMENT (PeT) EFFECTS USING INSTRUMENTAL VARIABLES: AN APPLICATION TO EVALUATING PROSTATE CANCER TREATMENTS
by Anirban Basu
April 2014, Volume 29, Issue 3
- 353-376 Strategic Asset Allocation For Long‐Term Investors: Parameter Uncertainty And Prior Information
by Roy P. P. M. Hoevenaars & Roderick D. J. Molenaar & Peter C. Schotman & Tom B. M. Steenkamp - 377-393 Modelling Large Open Economies With International Linkages: The Usa And Euro Area
by Mardi Dungey & Denise R. Osborn - 394-414 Uncovering The Common Risk‐Free Rate In The European Monetary Union
by Rien J. L. M. Wagenvoort & Sanne Zwart - 415-430 Tests Of Equal Forecast Accuracy For Overlapping Models
by Todd E. Clark & Michael W. Mccracken - 431-453 The Predictability Of Aggregate Consumption Growth In Oecd Countries: A Panel Data Analysis
by Gerdie Everaert & Lorenzo Pozzi - 454-478 The Role Of Inventories And Speculative Trading In The Global Market For Crude Oil
by Lutz Kilian & Daniel P. Murphy - 479-496 Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars
by Helmut Lütkepohl & Aleksei NetŠunajev - 497-514 Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses
by Coen N. Teulings & Nikolay Zubanov - 515-522 Further Evidence On The Spatio‐Temporal Model Of House Prices In The United States
by Badi H. Baltagi & Jing Li
March 2014, Volume 29, Issue 2
- 181-207 State Dependence And Heterogeneity In Health Using A Bias‐Corrected Fixed‐Effects Estimator
by Jesus M. Carro & Alejandra Traferri - 208-230 The Effects Of Expanding The Generosity Of The Statutory Sickness Insurance System
by Nicolas R. Ziebarth & Martin Karlsson - 231-245 Divorce Law Reforms And Divorce Rates In The Usa: An Interactive Fixed‐Effects Approach
by Dukpa Kim & Tatsushi Oka - 246-264 How Sensitive Are Retirement Decisions To Financial Incentives? A Stated Preference Analysis
by Arthur Van Soest & Hana Vonkova - 265-290 Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe
by Michele Campolieti & Deborah Gefang & Gary Koop - 291-313 The Demand For Gasoline: Evidence From Household Survey Data
by Dongfeng Chang & Apostolos Serletis - 314-332 Identifying The Response Of Fertility To Financial Incentives
by Guy Laroque & Bernard Salanié - 333-343 Enjoying The Quiet Life Under Deregulation? Not Quite
by Diego Restrepo‐Tobón & Subal C. Kumbhakar - 344-347 Model Priors Revisited: Interaction Terms In Bma Growth Applications
by Mathias Moser & Paul Hofmarcher - 348-352 crs: A PACKAGE FOR NONPARAMETRIC SPLINE ESTIMATION IN R
by Anson T.Y. Ho & Kim P. Huynh & David T. Jacho‐ChÁvez
January 2014, Volume 29, Issue 1
- 1-21 An Empirical Growth Model For Major Oil Exporters
by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran - 22-41 Exchange Rate Fundamentals, Forecasting, And Speculation: Bayesian Models In Black Markets
by Robert Gramacy & Samuel W. Malone & Enrique Ter Horst - 42-64 Information In The Yield Curve: A Macro‐Finance Approach
by Hans Dewachter & Leonardo Iania & Marco Lyrio - 65-90 Smooth Dynamic Factor Analysis With Application To The Us Term Structure Of Interest Rates
by Borus Jungbacker & Siem Jan Koopman & Michel Wel - 91-109 Do Peers Affect Student Achievement? Evidence From Canada Using Group Size Variation
by Vincent Boucher & Yann Bramoullé & Habiba Djebbari & Bernard Fortin - 110-132 FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model
by Efthymios G. Tsionas & Subal C. Kumbhakar - 133-160 Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data
by Marta Bańbura & Michele Modugno - 161-171 Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests
by James G. MacKinnon & Morten Ørregaard Nielsen - 172-179 Exploring All Var Orderings For Calculating Spillovers? Yes, We Can!—A Note On Diebold And Yilmaz (2009)
by Stefan Klößner & Sven Wagner
November 2013, Volume 28, Issue 7
- 1067-1086 Semiparametric Vector Mem
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo - 1087-1109 The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market
by Christiane Baumeister & Gert Peersman - 1110-1137 Conditionally Heteroskedastic Factor Models With Skewness And Leverage Effects
by Prosper Dovonon - 1138-1152 Estimation Of Time‐Varying Adjusted Probability Of Informed Trading And Probability Of Symmetric Order‐Flow Shock
by Daniel Preve & Yiu‐Kuen Tse - 1153-1178 How Effective Are Unemployment Benefit Sanctions? Looking Beyond Unemployment Exit
by Patrick Arni & Rafael Lalive & Jan C. Van Ours - 1179-1204 Are The Current Account Imbalances Between Emu Countries Sustainable? Evidence From Parametric And Non‐Parametric Tests
by Christian Schoder & Christian R. Proaño & Willi Semmler - 1205-1223 Semi‐Nonparametric Estimation Of Consumer Search Costs
by José Luis Moraga‐González & Zsolt Sándor & Matthijs R. Wildenbeest - 1224-1230 Embarrassingly Easy Embarrassingly Parallel Processing In R
by Michael S. Delgado & Christopher F. Parmeter
September 2013, Volume 28, Issue 6
- 903-928 Factor Analysis Of A Large Dsge Model
by Alexei Onatski & Francisco Ruge‐Murcia - 929-955 Non‐Linear Dsge Models And The Central Difference Kalman Filter
by Martin M. Andreasen - 956-981 Panel Probit With Flexible Correlated Effects: Quantifying Technology Spillovers In The Presence Of Latent Heterogeneity
by Martin Burda & Matthew Harding - 982-1017 Estimation Of Treatment Effects Without An Exclusion Restriction: With An Application To The Analysis Of The School Breakfast Program
by Daniel L. Millimet & Rusty Tchernis - 1018-1045 Comparing Alternative Models Of Heterogeneity In Consumer Choice Behavior
by Michael Keane & Nada Wasi - 1046-1065 Nonparametric Estimation Of Entry Cost In First‐Price Procurement Auctions
by Pai Xu
August 2013, Volume 28, Issue 5
- 743-761 Multivariate Volatility Modeling Of Electricity Futures
by Luc Bauwens & Christian M. Hafner & Diane Pierret - 762-776 Evaluating Real‐Time Var Forecasts With An Informative Democratic Prior
by Jonathan H. Wright - 777-795 Generalized Autoregressive Score Models With Applications
by Drew Creal & Siem Jan Koopman & André Lucas - 796-822 The Effect Of Parental Employment On Child Schooling
by John Ermisch & Marco Francesconi - 823-839 Tax‐Limited Reaction Functions
by Edoardo Di Porto & Federico Revelli - 840-863 Unemployment, Human Capital Depreciation, And Unemployment Insurance Policy
by Andreas Pollak - 864-882 How Important Are Endogenous Peer Effects In Group Lending? Estimating A Static Game Of Incomplete Information
by Shanjun Li & Yanyan Liu & Klaus Deininger - 883-899 Nonlinear Growth Effects Of Taxation: A Semi‐Parametric Approach Using Average Marginal Tax Rates
by K. Peren Arin & Michael Berlemann & Faik Koray & Torben Kuhlenkasper - 901-902 Distinguished Authors
by M. Hashem Pesaran
June 2013, Volume 28, Issue 4
- 527-550 Medical Expenditure Risk And Household Portfolio Choice
by Dana Goldman & Nicole Maestas - 551-579 Categorical semiparametric varying‐coefficient models
by QI Li & Desheng Ouyang & Jeffrey S. Racine - 580-603 Efficient Aggregation Of Panel Qualitative Survey Data
by James Mitchell & Richard J. Smith & Martin R. Weale - 604-627 Benefit Duration, Unemployment Duration And Job Match Quality: A Regression‐Discontinuity Approach
by Marco Caliendo & Konstantinos Tatsiramos & Arne Uhlendorff - 628-649 The Responses Of Youth To A Cash Transfer Conditional On Schooling: A Quasi‐Experimental Study
by Maria Knoth Humlum & Rune Majlund Vejlin - 650-666 Euclidean Revealed Preferences: Testing The Spatial Voting Model
by Marc Henry & Ismael Mourifié - 667-701 Entry Into Pharmaceutical Submarkets: A Bayesian Panel Probit Analysis
by Gianni Amisano & Maria Letizia Giorgetti - 702-719 Spatial Competition With Changing Market Institutions
by Harrison Fell & Alan C. Haynie - 720-741 Spatial Filtering, Model Uncertainty And The Speed Of Income Convergence In Europe
by Jesús Crespo Cuaresma & Martin Feldkircher
April 2013, Volume 28, Issue 3
- 353-371 Reverse Regressions And Long‐Horizon Forecasting
by Min Wei & Jonathan H. Wright - 372-391 Euro Corporate Bond Risk Factors
by Carolina Castagnetti & Eduardo Rossi - 392-411 Pooling Versus Model Selection For Nowcasting Gdp With Many Predictors: Empirical Evidence For Six Industrialized Countries
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher - 412-434 The Growth Aftermath Of Natural Disasters
by Thomas Fomby & Yuki Ikeda & Norman V. Loayza - 435-457 How Puzzling Is The Ppp Puzzle? An Alternative Half‐Life Measure Of Convergence To Ppp
by Georgios Chortareas & George Kapetanios - 458-477 Real‐Time Forecasting Of Inflation And Output Growth With Autoregressive Models In The Presence Of Data Revisions
by Michael P. Clements & Ana Beatriz Galvão - 478-497 Long‐Run Risks In The Term Structure Of Interest Rates: Estimation
by Taeyoung Doh - 498-525 Time‐Varying Dynamics Of The Real Exchange Rate: An Empirical Analysis
by Haroon Mumtaz & Laura Sunder‐Plassmann
March 2013, Volume 28, Issue 2
- 177-203 Forecasting with Medium and Large Bayesian VARS
by Gary M. Koop - 204-230 Var Forecasting Using Bayesian Variable Selection
by Dimitris Korobilis - 231-249 Was The Gold Standard Really Destabilizing?
by Gabriel Fagan & James R. Lothian & Paul D. Mcnelis - 250-274 Multivariate Methods For Monitoring Structural Change
by Jan J. J. Groen & George Kapetanios & Simon Price - 275-296 Carrot And Stick: How Re‐Employment Bonuses And Benefit Sanctions Affect Exit Rates From Welfare
by Bas Van der Klaauw & Jan C. Van Ours - 297-324 Measuring The Effect Of Napster On Recorded Music Sales: Difference‐In‐Differences Estimates Under Compositional Changes
by Seung‐Hyun Hong - 325-351 Duration Dependence Versus Unobserved Heterogeneity In Treatment Effects: Swedish Labor Market Training And The Transition Rate To Employment
by Katarina Richardson & Gerard J. Berg
January 2013, Volume 28, Issue 1
- 1-46 Panel data estimates of the production function and product and labor market imperfections
by Sabien Dobbelaere & Jacques Mairesse - 47-61 Estimation of dynamic panel data models with sample selection
by Anastasia Semykina & Jeffrey M. Wooldridge - 62-81 Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
by Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan - 82-101 Macroeconomic forecasting and structural change
by Antonello D'Agostino & Luca Gambetti & Domenico Giannone - 102-125 Did China diversify its foreign reserves?
by Liugang Sheng - 126-150 On the simultaneity problem in the aid and growth debate
by Markus Brückner - 151-165 Investment decisions in manufacturing: assessing the effects of real oil prices and their uncertainty
by Konstantinos Drakos & Panagiotis Th. Konstantinou - 166-169 Narrow and scientific replication of ‘The slave trade and the origins of mistrust in Africa'
by Koen Deconinck & Marijke Verpoorten - 170-175 Microfit 5.0
by C. R. McKenzie & Sumiko Takaoka
November 2012, Volume 27, Issue 7
- 1037-1058 Learning from peers in signaling game experiments
by Xiaodong Liu & John H. Kagel & Lung‐Fei Lee - 1059-1075 Is God in the details? A reexamination of the role of religion in economic growth
by Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan - 1076-1099 Estimating Engel curves under unit and item nonresponse
by Giuseppe De Luca & Franco Peracchi - 1100-1115 Evaluating Californian under‐age drunk driving laws: endogenous policy lags
by Tzu‐Chun Kuo - 1116-1137 Labor market entry and earnings dynamics: Bayesian inference using mixtures‐of‐experts Markov chain clustering
by Sylvia Frühwirth‐Schnatter & Christoph Pamminger & Andrea Weber & Rudolf Winter‐Ebmer - 1138-1160 On the size distortion of tests after an overidentifying restrictions pretest
by Patrik Guggenberger & Gitanjali Kumar - 1161-1173 An alternative measure of intergenerational income mobility based on a random coefficient model
by Irina Murtazashvili - 1174-1188 Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution
by Dries F. Benoit & Dirk Van den Poel - 1189-1204 Finite‐sample comparison of alternative methods for estimating dynamic panel data models
by Alpaslan Akay - 1205-1210 EViews 7.2
by C. R. McKenzie & Sumiko Takaoka - 1211-1212 The Richard Stone Prize in Applied Econometrics
by M. Hashem Pesaran
September 2012, Volume 27, Issue 6
- 877-906 Realized GARCH: a joint model for returns and realized measures of volatility
by Peter Reinhard Hansen & Zhuo Huang & Howard Howan Shek - 907-933 Multivariate high‐frequency‐based volatility (HEAVY) models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard - 934-955 On the forecasting accuracy of multivariate GARCH models
by Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante - 956-977 A comprehensive look at financial volatility prediction by economic variables
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - 978-1012 Testing distributional assumptions: A GMM aproach
by Christian Bontemps & Nour Meddahi - 1013-1036 Risk aversion, intertemporal substitution, and the term structure of interest rates
by René Garcia & Richard Luger
August 2012, Volume 27, Issue 5
- 705-740 A Panel Data Approach For Program Evaluation: Measuring The Benefits Of Political And Economic Integration Of Hong Kong With Mainland China
by Cheng Hsiao & H. Steve Ching & Shui Ki Wan - 741-772 Fostering Educational Enrolment Through Subsidies: The Issue Of Timing
by Mario Fiorini - 773-794 ‘Dual’ Gravity: Using Spatial Econometrics To Control For Multilateral Resistance
by Kristian Behrens & Cem Ertur & Wilfried Koch - 795-811 Weighted Smooth Transition Regressions
by Ralf Becker & Denise R. Osborn - 812-830 Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models
by Markku Lanne & Arto Luoma & Jani Luoto - 831-846 A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities
by Dennis Fok & Richard Paap & Bram Van Dijk - 847-869 Individual Versus Aggregate Income Elasticities For Heterogeneous Populations
by Michal Paluch & Alois Kneip & Werner Hildenbrand - 870-876 Comparison Of Model Averaging Techniques: Assessing Growth Determinants
by Shahram M. Amini & Christopher F. Parmeter
June 2012, Volume 27, Issue 4
- 525-553 Optimal monetary policy using an unrestricted VAR
by Vito Polito & Mike Wickens - 554-573 Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework
by Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Yongcheol Shin - 574-602 Term structure surprises: the predictive content of curvature, level, and slope
by Emanuel Moench - 603-624 An identification‐robust test for time‐varying parameters in the dynamics of energy prices
by Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian - 625-645 A blocking and regularization approach to high‐dimensional realized covariance estimation
by Nikolaus Hautsch & Lada M. Kyj & Roel C. A. Oomen - 646-665 A simple, flexible estimator for count and other ordered discrete data
by Thomas A. Mroz - 666-685 Lose weight for a raise only if overweight: Marginal integration for semi‐linear panel models
by Kamhon Kan & Myoung‐Jae Lee - 686-694 The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’
by Martin Feldkircher & Stefan Zeugner - 695-699 The political economy of financial reform: How robust are huang's findings?
by Eelco Zandberg & Jakob De Haan & J. Paul Elhorst
April 2012, Volume 27, Issue 3
- 347-385 Estimation of nonlinear models with mismeasured regressors using marginal information
by Yingyao Hu & Geert Ridder - 386-414 Modelling heterogeneity and dynamics in the volatility of individual wages
by L. Hospido - 415-439 Nonparametric estimation of the impact of taxes on female labor supply
by Anil Kumar - 440-473 Revealing the preferences of the US Federal Reserve
by Pelin Ilbas - 474-499 Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
by Emma M. Iglesias & Garry D. A. Phillips - 500-522 Modelling dependence using skew t copulas: Bayesian inference and applications
by Michael S. Smith & Quan Gan & Robert J. Kohn
March 2012, Volume 27, Issue 2
- 173-204 Estimation of sample selection models with spatial dependence
by Alfonso Flores‐Lagunes & Kurt Erik Schnier - 205-234 Productivity and efficiency dynamics in Indian banking: An input distance function approach incorporating quality of inputs and outputs
by Abhiman Das & Subal C. Kumbhakar - 235-252 The impact of reserve prices on the perceived bias of expert appraisals of fine art
by Clare McAndrew & James L Smith & Rex Thompson - 253-268 Alternative technical efficiency measures: Skew, bias and scale
by Qu Feng & William C. Horrace - 269-295 Dynamic stochastic copula models: estimation, inference and applications
by Christian M. Hafner & Hans Manner - 296-321 Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects
by Theo S. Eicher & Christian Henn & Chris Papageorgiou - 322-332 Specification and testing of models estimated by quadrature
by Geert Dhaene & J. M. C. Santos Silva - 333-342 From market shares to consumer types: Duality in differentiated product demand estimation
by Myrto Kalouptsidi - 343-346 GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009)
by Helmut Farbmacher
January 2012, Volume 27, Issue 1
- 1-33 Dynamics and equilibrium in a structural model of wide‐body commercial aircraft markets
by Loren K. Smith - 34-62 Traffic safety and vehicle choice: quantifying the effects of the ‘arms race’ on American roads
by Shanjun Li - 63-84 Selection in a field experiment with voluntary participation
by Pieter A. Gautier & Bas van der Klaauw - 85-107 Stochastic monotonicity in intergenerational mobility tables
by Valentino Dardanoni & Mario Fiorini & Antonio Forcina - 108-128 Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach
by Aart Kraay - 129-159 Measuring the impact of nonignorability in panel data with non‐monotone nonresponse
by Hui Xie & Yi Qian - 160-166 Innovation and competition: An unstable relationship
by Juan A. Correa - 167-172 RStudio: A Platform‐Independent IDE for R and Sweave
by Jeffrey S. Racine
November 2011, Volume 26, Issue 7
- 1059-1078 Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition
by Joseph Engelberg & Charles F. Manski & Jared Williams - 1079-1112 The effect of location on finding a job in the Paris region
by Laurent Gobillon & Thierry Magnac & Harris Selod - 1113-1136 Competition in large markets
by Jeffrey R. Campbell - 1137-1156 Cannabis use and mental health problems
by Jan C. van Ours & Jenny Williams - 1157-1186 Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use
by Anne Line Bretteville‐Jensen & Liana Jacobi - 1187-1214 Estimating the effect of a gasoline tax on carbon emissions
by Lucas W. Davis & Lutz Kilian - 1215-1216 Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak
by Fábio Augusto Reis Gomes & Lourenço S. Paz
September 2011, Volume 26, Issue 6
- 893-921 Jumps, cojumps and macro announcements
by Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely - 922-947 Modelling and forecasting multivariate realized volatility
by Roxana Chiriac & Valeri Voev - 948-974 Stocks, bonds, money markets and exchange rates: measuring international financial transmission
by Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon - 975-998 Factor analysis of permanent and transitory dynamics of the US economy and the stock market
by Zeynep Senyuz