# Elsevier

# Journal of Econometrics

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**Current editor:**T. Amemiya

**Current editor:**A. R. Gallant

**Current editor:**J. F. Geweke

**Current editor:**C. Hsiao

**Editor:**

Additional information is available for the following
registered editor(s): A. Ronald Gallant
John Geweke
Cheng Hsiao
Arnold Zellner
**For corrections or technical questions regarding this series, please contact
(Shamier, Wendy)**

**Series handle:**repec:eee:econom

**ISSN:**0304-4076

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### 1997, Volume 78, Issue 2

**359-380 Bayesian analysis of seasonal unit roots and seasonal mean shifts***by*Franses, Philip Hans & Hoek, Henk & Paap, Richard

### 1997, Volume 77, Issue 2

**297-302 Fellow's opinion: Econometrics, data, and the world wide web***by*Barnett, William A.**303-327 Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline***by*Baltagi, Badi H. & Griffin, James M.**329-342 An R-squared measure of goodness of fit for some common nonlinear regression models***by*Colin Cameron, A. & Windmeijer, Frank A. G.**343-377 Estimating continuous-time stochastic volatility models of the short-term interest rate***by*Andersen, Torben G. & Lund, Jesper**379-404 Nonparametric cointegration analysis***by*Bierens, Herman J.

### 1997, Volume 77, Issue 1

**1-4 Editor's introduction: Analysis of data on health***by*Bhargava, Alok**5-37 Nutritional status, the capacity for work, and poverty traps***by*Dasgupta, Partha**39-64 The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach***by*McClellan, Mark & Newhouse, Joseph P.**65-86 Estimation in choice-based sampling with measurement error and bootstrap analysis***by*Wang, C. Y. & Wang, Suojin & Carroll, R. J.**87-103 Socioeconomic inequalities in health: Measurement, computation, and statistical inference***by*Kakwani, Nanak & Wagstaff, Adam & van Doorslaer, Eddy**105-124 Does the AIDS epidemic threaten economic growth?***by*Bloom, David E. & Mahal, Ajay S.**125-139 Decomposing social indicators using distributional data***by*Bidani, Benu & Ravallion, Martin**141-158 Assessing the productive benefits of nutrition and health: An integrated human capital approach***by*Schultz, T. Paul**159-185 Health and wages: Evidence on men and women in urban Brazil***by*Thomas, Duncan & Strauss, John**187-207 The dynamics of agricultural production and the calorie-income relationship: Evidence from Pakistan***by*Behrman, Jere R. & Foster, Andrew D. & Rosenzweig, Mark R.**209-235 The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations***by*Lee, Lung-fei & Rosenzweig, Mark R. & Pitt, Mark M.**237-257 Private health insurance and public expenditures in Jamaica***by*Gertler, Paul & Sturm, Roland**259-276 Using mixture models to detect sex bias in health outcomes in Bangladesh***by*Morduch, Jonathan J. & Stern, Hal S.**277-295 Nutritional status and the allocation of time in Rwandese households***by*Bhargava, Alok

### 1997, Volume 76, Issue 1-2

**1-37 Estimation of some partially specified nonlinear models***by*Ai, Chunrong & McFadden, Daniel**39-52 A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models***by*Shively, Thomas S. & Kohn, Robert**53-76 Estimating new product demand from biased survey data***by*Klein, Roger & Sherman, Robert**77-105 Bayesian efficiency analysis through individual effects: Hospital cost frontiers***by*Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.**107-128 Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons***by*Honore, Bo E. & Kyriazidou, Ekaterini & Udry, Christopher**129-140 Generalized extreme value model and additively separable generator function***by*Choi, Ki-Hong & Moon, Choon-Geol**141-147 Autocorrelation- and heteroskedasticity-consistent t-values with trending data***by*Kramer, Walter & Michels, Sonja**149-169 Bayesian analysis of long memory and persistence using ARFIMA models***by*Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J.**171-191 Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator***by*West, Kenneth D.**193-221 Higher moment estimators for linear regression models with errors in the variables***by*Dagenais, Marcel G. & Dagenais, Denyse L.**223-250 Inferring the rank of a matrix***by*Cragg, John G. & Donald, Stephen G.**251-280 On the robustness of nonlinearity tests to moment condition failure***by*de Lima, Pedro J. F.**281-307 Monte Carlo evaluation of multivariate normal probabilities***by*Vijverberg, Wim P. M.**309-321 Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation***by*Ahn, Seung C. & Schmidt, Peter**323-340 Semi-nonparametric estimation of binary response models with an application to natural resource valuation***by*Chen, Heng Z. & Randall, Alan**341-350 Correlation and the time interval over which the variables are measured***by*Levy, Haim & Schwarz, Gideon**351-356 Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship***by*Kumbhakar, Subal C.**357-373 Why are estimates of agricultural supply response so variable?***by*Diebold, Francis X. & Lamb, Russell L.**375-395 The evaluation of new health care technology: The labor economics of statistics***by*Philipson, Tomas**397-403 GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)***by*Andersen, Torben G. & Sorensen, Bent E.**405-405 QML and GMM estimators of stochastic volatility models: Response to Andersen and Sorensen***by*Ruiz, Esther

### 1996, Volume 75, Issue 2

**239-261 Bounding posterior means by model criticism***by*Iwata, Shigeru**263-289 A consistent test of functional form via nonparametric estimation techniques***by*John Xu Zheng**291-316 Optimal bandwidth choice for density-weighted averages***by*Powell, James L. & Stoker, Thomas M.**317-343 Nonparametric regression using Bayesian variable selection***by*Smith, Michael & Kohn, Robert**345-367 A nonparametric test for poolability using panel data***by*Baltagi, Badi H. & Hidalgo, Javier & Li, Qi**369-395 The second-order bias and mean squared error of nonlinear estimators***by*Rilstone, Paul & Srivastava, V. K. & Ullah, Aman**397-398 Editorial statement***by*Aigner, Dennis J.

### 1996, Volume 75, Issue 1

**1-5 Editor's introduction***by*Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K.**7-13 The Bernoullis of Basel***by*Stigler, Stephen M.**15-32 The significance of Jacob Bernoulli's Ars Conjectandi for the philosophy of probability today***by*Shafer, Glenn**33-50 De Finetti, Friedman, and the methodology of positive economics***by*Pelloni, Gianluigi**51-68 Models, prior information, and Bayesian analysis***by*Zellner, Arnold**69-78 Markov-Normal analysis of iterative simulations before their convergence***by*Liu, Chuanhai & Rubin, Donald B.**79-97 Calculating posterior distributions and modal estimates in Markov mixture models***by*Chib, Siddhartha**99-111 Priors for unit root models***by*Kadane, Joseph B. & Chan, Ngai Hang & Wolfson, Lara J.**113-119 On priors and Bayes factors***by*Young, Karen D. S. & Pettit, Lawrence I.**121-146 Bayesian reduced rank regression in econometrics***by*Geweke, John**147-161 A bayesian multivariate nonstationary time series model for estimating mutual relationships among variables***by*Kato, Hiroko & Naniwa, Sadao & Ishiguro, Makio**163-181 A Bayesian analysis of nested logit models***by*Poirier, Dale J.**183-215 A Bayesian approach to the empirical valuation of bond options***by*Schotman, Peter**217-238 Inference in successive sampling discovery models***by*West, Mike

### 1996, Volume 74, Issue 2

**209-235 A Bayesian approach to additive semiparametric regression***by*Wong, Chi-ming & Kohn, Robert**237-254 Bayesian estimation of an autoregressive model using Markov chain Monte Carlo***by*Barnett, Glen & Kohn, Robert & Sheather, Simon**255-271 Interpreting cointegrating vectors and common stochastic trends***by*Wickens, Michael R.**273-287 The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators***by*Ohtani, Kazuhiro & Kozumi, Hideo**289-318 Efficient estimation and stratified sampling***by*Imbens, Guido W. & Lancaster, Tony**319-361 Wage dispersion, returns to skill, and black-white wage differentials***by*Card, David & Lemieux, Thomas**363-386 Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea***by*Ermini, Luigi & Chang, Dongkoo**387-405 Estimating systems of equations with different instruments for different equations***by*Wooldridge, Jeffrey M.

### 1996, Volume 74, Issue 1

**1-2 Editor's introduction: Asymmetries and nonlinearities in dynamic economic models***by*Burgess, Simon & Escribano, Alvaro & Pfann, Gerard**3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity***by*Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole**31-57 Closing the GARCH gap: Continuous time GARCH modeling***by*Drost, Feike C. & Werker, Bas J. M.**59-75 Testing the adequacy of smooth transition autoregressive models***by*Eitrheim, Oyvind & Terasvirta, Timo**77-118 Qualitative and asymptotic performance of SNP density estimators***by*Fenton, Victor M. & Gallant, A. Ronald**119-147 Impulse response analysis in nonlinear multivariate models***by*Koop, Gary & Pesaran, M. Hashem & Potter, Simon M.**149-176 Nonlinear interest rate dynamics and implications for the term structure***by*Pfann, Gerard A. & Schotman, Peter C. & Tschernig, Rolf**177-208 Volume, volatility, and leverage: A dynamic analysis***by*Tauchen, George & Zhang, Harold & Liu, Ming

### 1996, Volume 73, Issue 2

**325-353 A reinterpretation of the tests of overidentifying restrictions***by*Magdalinos, Michael A. & Symeonides, Spyridon D.**355-376 Testing for causality in real time***by*Grillenzoni, Carlo**377-385 The stochastic specification of demand share equations: Restricting budget shares to the unit simplex***by*Fry, Jane M. & Fry, Tim R. L. & McLaren, Keith R.**387-399 Bounding mean regressions when a binary regressor is mismeasured***by*Bollinger, Christopher R.**401-410 Cointegration tests with conditional heteroskedasticity***by*Lee, Tae-Hwy & Tse, Yiuman

### 1996, Volume 73, Issue 1

**1-3 Editors' introduction: Fractional differencing and long memory processes***by*Baillie, Richard T. & King, Maxwell L.**5-59 Long memory processes and fractional integration in econometrics***by*Baillie, Richard T.**61-77 Varieties of long memory models***by*Granger, Clive W. J. & Ding, Zhuanxin**79-99 Infinite variance stable moving averages with long memory***by*Kokoszka, Piotr S. & Taqqu, Murad S.**101-149 Long memory continuous time models***by*Comte, F. & Renault, E.**151-184 Modeling and pricing long memory in stock market volatility***by*Bollerslev, Tim & Ole Mikkelsen, Hans**185-215 Modeling volatility persistence of speculative returns: A new approach***by*Ding, Zhuanxin & Granger, Clive W. J.**217-236 The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence***by*Hosoya, Yuzo**237-259 Estimating a generalized long memory process***by*Chung, Ching-Fan**261-284 Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series***by*Hosking, Jonathan R. M.**285-302 On the power of the KPSS test of stationarity against fractionally-integrated alternatives***by*Lee, Dongin & Schmidt, Peter**303-324 Averaged periodogram estimation of long memory***by*Lobato, I. & Robinson, P. M.

### 1996, Volume 72, Issue 1-2

**1-32 The Bierens test under data dependence***by*de Jong, Robert M.**33-48 A causality-in-variance test and its application to financial market prices***by*Cheung, Yin-Wong & Ng, Lilian K.**49-84 Smoothing bias in the measurement of marginal effects***by*Stoker, Thomas M.**85-134 Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results***by*Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul**135-149 Parameter uncertainty and impulse response analysis***by*Koop, Gary**151-175 On the power of tests for superexogeneity and structural invariance***by*Psaradakis, Zacharias & Sola, Martin**177-195 A farm-level study of labor use and efficiency wages in Indian agriculture***by*Kumbhakar, Subal C.**197-229 On the choice between sample selection and two-part models***by*Leung, Siu Fai & Yu, Shihti**231-249 Empirical implementation of ex ante cost functions***by*Pope, Rulon D. & Just, Richard E.**251-274 Two flexible functional form approaches for approximating the Lorenz curve***by*Ryu, Hang K. & Slottje, Daniel J.**275-299 Some results on the Glejser and Koenker tests for heteroskedasticity***by*Godfrey, Leslie G.**301-312 Mirror image distributions and the Dickey-Fuller regression with a maintained trend***by*Haldrup, Niels**313-356 On the determination of integration indices in I(2) systems***by*Paruolo, Paolo**357-395 The effects of vertical integration between cable television systems and pay cable networks***by*Waterman, David & Weiss, Andrew A.

### 1996, Volume 71, Issue 1-2

**1-47 Asymptotic filtering theory for multivariate ARCH models***by*Nelson, Daniel B.**49-70 Semiparametric estimates of the supply and demand effects of disability on labor force participation***by*Stern, Steven**71-87 Marginalization and contemporaneous aggregation in multivariate GARCH processes***by*Nijman, Theo & Sentana, Enrique**89-115 Tests for cointegration a Monte Carlo comparison***by*Haug, Alfred A.**117-143 Cointegration and speed of convergence to equilibrium***by*Pesaran, M. Hashem & Shin, Yongcheol**145-160 Case-control studies with contaminated controls***by*Lancaster, Tony & Imbens, Guido**161-173 Interpreting tests of the convergence hypothesis***by*Bernard, Andrew B. & Durlauf, Steven N.**175-205 Robustness to nonnormality of regression F-tests***by*Ali, Mukhtar M. & Sharma, Subhash C.**207-225 Information criteria for selecting possibly misspecified parametric models***by*Sin, Chor-Yiu & White, Halbert**227-248 Alternative methods of detrending and the power of unit root tests***by*Hwang, Jaeyoun & Schmidt, Peter**249-264 A minimum distance estimator for long-memory processes***by*Tieslau, Margie A. & Schmidt, Peter & Baillie, Richard T.**265-283 An interior point algorithm for nonlinear quantile regression***by*Koenker, Roger & Park, Beum J.**285-290 A note on Sargan densities***by*Hadri, Kaddour**291-307 Specification testing in panel data with instrumental variables***by*Metcalf, Gilbert E.**309-319 A reformulation of the Hausman test for regression models with pooled cross-section-time-series data***by*Ahn, Seung C. & Low, Stuart**321-341 Testing for structural breaks in cointegrated relationships***by*Gregory, Allan W. & Nason, James M. & Watt, David G.**343-379 Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry***by*Prucha, Ingmar R. & Nadiri, M. Ishaq**381-388 Lorenz ordering of generalized beta-II income distributions***by*Wilfling, Bernd**389-397 Semiparametric estimation of partially linear panel data models***by*Li, Qi & Stengos, Thanasis

### 1996, Volume 70, Issue 2

**317-350 The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors***by*Perron, Pierre**351-382 Local identifiability of the factor analysis and measurement error model parameter***by*Wegge, Leon L.**383-405 Estimation methods for male labor supply functions How to take account of nonlinear taxes***by*Blomquist, Soren

### 1996, Volume 70, Issue 1

**1-8 Editors' introduction recent developments in the econometrics of structural change***by*Dufour, Jean-Marie & Ghysels, Eric**9-38 Optimal changepoint tests for normal linear regression***by*Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner**39-68 Exact tests for structural change in first-order dynamic models***by*Dufour, Jean-Marie & Kiviet, Jan F.**69-97 The effect of linear filters on dynamic time series with structural change***by*Ghysels, Eric & Perron, Pierre**99-126 Residual-based tests for cointegration in models with regime shifts***by*Gregory, Allan W. & Hansen, Bruce E.**127-157 Specification testing in Markov-switching time-series models***by*Hamilton, James D.**159-174 Testing for structural change in a long-memory environment***by*Hidalgo, Javier & Robinson, Peter M.**175-185 A trend-resistant test for structural change based on OLS residuals***by*Ploberger, Werner & Kramer, Walter**187-220 Cointegration tests in the presence of structural breaks***by*Campos, Julia & Ericsson, Neil R. & Hendry, David F.**221-241 Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures***by*Diebold, Francis X. & Chen, Celia**243-260 Demand for international telecommunication time-varying price elasticity***by*Hackl, Peter & Westlund, Anders H.**261-290 Specification of varying coefficient time series models via generalized flexible least squares***by*Lutkepohl, Helmut & Herwartz, Helmut**291-316 The Lucas critique revisited assessing the stability of empirical Euler equations for investment***by*Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel

### 1995, Volume 69, Issue 2

**367-391 The predictive ability of several models of exchange rate volatility***by*West, Kenneth D. & Cho, Dongchul**393-414 Assessing cross-sectional correlation in panel data***by*Frees, Edward W.**415-425 Nonparametric tests of regularity, Farrell efficiency, and goodness-of-fit***by*Fare, Rolf & Grosskopf, Shawna**427-428 A generalization of the beta distribution with applications***by*McDonald, James B. & Xu, Yexiao J.

### 1995, Volume 69, Issue 1

**1-4 Editors' introduction Bayesian and classical econometric modeling of time series***by*Bauwens, Luc & Lubrano, Michel**5-25 Tests for seasonal unit roots general to specific or specific to general?***by*Hylleberg, Svend**27-59 Classical and Bayesian aspects of robust unit root inference***by*Hoek, Henk & Lucas, Andre & van Dijk, Herman K.**61-80 Bayesian long-run prediction in time series models***by*Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.**81-109 Testing for unit roots in a Bayesian framework***by*Lubrano, Michel**111-132 Identifying restrictions of linear equations with applications to simultaneous equations and cointegration***by*Johansen, Soren**133-158 Efficient inference on cointegration parameters in structural error correction models***by*Boswijk, H. Peter**159-171 Conditional and structural error correction models***by*Ericsson, Neil R.**173-175 Conditional and structural error correction models reply***by*Boswijk, H. Peter**177-210 Partial versus full system modelling of cointegrated systems an empirical illustration***by*Urbain, Jean-Pierre**211-240 Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model***by*Juselius, Katarina**241-266 The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models***by*Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard**267-288 A simple message for autocorrelation correctors: Don't***by*Mizon, Grayham E.**289-331 Bayesian model selection and prediction with empirical applications***by*Phillips, Peter C. B.**333-335 Bayesian model selection and prediction with empirical applications comments***by*Palm, Franz C.**337-349 Bayesian model selection and prediction with empirical applications discussion***by*Richard, Jean-Francois**351-365 Bayesian prediction a response***by*Phillips, Peter C. B.

### 1995, Volume 68, Issue 2

**269-286 On a simultaneous equations pre-test estimator***by*Skeels, Christopher L. & Taylor, Larry W.**287-302 Double bootstrap for shrinkage estimators***by*Vinod, H. D.**303-338 Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study***by*Buchinsky, Moshe**339-360 Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models***by*Chib, Siddhartha & Greenberg, Edward**361-366 The heteroskedastic linear regression model and the Hadamard product a note***by*Neudecker, Heinz & Polasek, Wolfgang & Liu, Shuangzhe**367-397 A Bayesian approach to diagnosis of asset pricing models***by*Stutzer, Michael

### 1995, Volume 68, Issue 1

**1-4 Editor's introduction Panel data***by*Baltagi, Badi H.**5-27 Efficient estimation of models for dynamic panel data***by*Ahn, Seung C. & Schmidt, Peter**29-51 Another look at the instrumental variable estimation of error-components models***by*Arellano, Manuel & Bover, Olympia**53-78 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models***by*Kiviet, Jan F.**79-113 Estimating long-run relationships from dynamic heterogeneous panels***by*Pesaran, M. Hashem & Smith, Ron**115-132 Selection corrections for panel data models under conditional mean independence assumptions***by*Wooldridge, Jeffrey M.**133-151 Testing AR(1) against MA(1) disturbances in an error component model***by*Baltagi, Badi H. & Li, Qi**153-179 How representative are matched cross-sections? Evidence from the Current Population Survey***by*Peracchi, Franco & Welch, Finis**205-227 A new framework for analyzing survey forecasts using three-dimensional panel data***by*Davies, Anthony & Lahiri, Kajal**229-242 An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads***by*Maddala, G. S. & Nimalendran, M.

### 1995, Volume 67, Issue 2

**259-302 Flexible functional forms and tests of homogeneous separability***by*Diewert, W. E. & Wales, T. J.**303-335 Filtering and forecasting with misspecified ARCH models II : Making the right forecast with the wrong model***by*Nelson, Daniel B. & Foster, Dean P.**337-378 Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty***by*Ahn, Hyungtaik**379-401 Consistent nonparametric hypothesis tests with an application to Slutsky symmetry***by*Lewbel, Arthur

### 1995, Volume 67, Issue 1

**1-3 Editors' introduction : The significance of testing in econometrics***by*Keuzenkamp, Hugo A. & Magnus, Jan R.**5-24 On tests and significance in econometrics***by*Keuzenkamp, Hugo A. & Magnus, Jan R.**25-46 Three ways to think about testing in econometrics***by*Mirowski, Philip**47-59 Probabilities and experiments***by*Cartwright, Nancy**61-79 The role of theory in econometrics***by*Pesaran, M. Hashem & Smith, Ron**81-102 Empirical model particularities and belief in the natural rate hypothesis***by*Kim, Jinbang & De Marchi, Neil & Morgan, Mary S.**103-127 Rejection without falsification on the history of testing the homogeneity condition in the theory of consumer demand***by*Keuzenkamp, Hugo A. & Barten, Anton P.**129-147 Frisch on testing of business cycle theories***by*Boumans, Marcel**149-171 The significance of testing empirical non-nested models***by*McAleer, Michael**173-187 Comments on testing economic theories and the use of model selection criteria***by*Granger, Clive W. J. & King, Maxwell L. & White, Halbert**189-226 On theory testing in econometrics : Modeling with nonexperimental data***by*Spanos, Aris**227-257 Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market***by*Hardle, Wolfgang & Kirman, Alan

### 1995, Volume 66, Issue 1-2

**1-33 Shrinkage estimation in nonlinear regression The Box-Cox transformation***by*Kim, Minbo & CarterHill, R.**35-59 Alternative size corrections for some GLS test statistics the case of the AR(1) model***by*Magdalinos, Michael A. & Symeonides, Spyridon D.**61-98 Nonconvexities, labor hoarding, technology shocks, and procyclical productivity a structural econometric analysis***by*Chirinko, Robert S.