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Content
2003, Volume 18, Issue 5
- 585-604 Interdependence in worker productivity
by Joshua Herries & Daniel I. Rees & Jeffrey S. Zax - 605-618 Identification of local interaction models with imperfect location data
by Timothy G. Conley & Giorgio Topa - 619-619 Journal of applied econometrics scholars programme
by M. Hashem Pesaran
2003, Volume 18, Issue 4
- 387-405 Incentive effects in the demand for health care: a bivariate panel count data estimation
by Andreas Million & Regina T. Riphahn & Achim Wambach - 407-426 Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market
by Matthew T. Holt & Andrew M. McKenzie - 427-443 A new coincident index of business cycles based on monthly and quarterly series
by Roberto S. Mariano & Yasutomo Murasawa - 445-456 Evaluating interval forecasts of high-frequency financial data
by Michael P. Clements & Nick Taylor - 457-470 Inferring the private information content of trades: a regime-switching approach The views presented in the paper are not necessarily shared by the European Central Bank
by Ken Nyholm - 471-484 Testing long-run PPP with infinite-variance returns
by Barry Falk & Chun-Hsuan Wang - 485-491 Review of mathStatica (v.1): an add-on to Mathematica
by H. D. Vinod
2003, Volume 18, Issue 3
- 251-269 Party loyalty as habit formation
by Ron Shachar - 271-289 On detrending and cyclical asymmetry
by Zacharias Psaradakis & Martin Sola - 291-314 Estimation of sons' intergenerational earnings mobility in the presence of censoring
by Alexandra L. Minicozzi - 315-336 A finite-sample hierarchical analysis of wage variation across public high schools: evidence from the NLSY and high school and beyond
by Justin L. Tobias & Mingliang Li - 337-369 Identification and estimation of a class of household production models
by Marcel Kerkhofs & Peter Kooreman - 371-378 Managing econometric projects using Perl
by Giovanni Baiocchi - 379-383 Discrete choice methods with simulation, Kenneth E. Train, Cambridge University Press, 2003, ISBN: 0-521-81696-3, pp. 334
by M. Weeks
2003, Volume 18, Issue 2
- 127-135 A rational rank four demand system
by Arthur Lewbel - 137-155 Long-range dependence in Spanish political opinion poll series
by Laura Mayoral & Juan J. Dolado & Jesús Gonzalo - 157-177 Individual heterogeneity and censoring in panel data estimates of tobacco expenditure
by Andrew M. Jones & José M. Labeaga - 179-207 Asymmetry in first-price auctions with affiliated private values
by Quang Vuong & Sandra Campo & Isabelle Perrigne - 209-236 Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model
by Philippe J. Deschamps - 237-239 Retesting Fair's (1978) model on infidelity
by Curt Wells - 241-247 2002: A LIMDEP odyssey
by C. R. McKenzie & Sumiko Takaoka
2003, Volume 18, Issue 1
- 1-22 Computation and analysis of multiple structural change models
by Jushan Bai & Pierre Perron - 23-46 A simple framework for analysing bull and bear markets
by Adrian R. Pagan & Kirill A. Sossounov - 47-59 Are differences in firm size transitory or permanent?
by G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters - 61-77 Precautionary motives and portfolio decisions
by Stefan Hochguertel - 79-104 Evidence on agglomeration economies, diseconomies, and growth
by Christopher H. Wheeler - 105-110 GRETL: Econometric software for the GNU generation
by Giovanni Baiocchi & Walter Distaso - 111-111 Introducing a replication section
by Hashem Pesaran - 113-118 A structural model of aggregate US job flows: another look
by Philipp Schmidt-Dengler
2002, Volume 17, Issue 6
- 617-639 Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
by Keith Vorkink & Douglas J. Hodgson & Oliver Linton - 641-666 Divergence in alternative Hicksian welfare measures: the case of revealed preference for public amenities
by Sudip Chattopadhyay - 667-689 The stochastic volatility in mean model: empirical evidence from international stock markets
by Siem Jan Koopman & Eugenie Hol Uspensky - 691-699 How to compute the BDS test: a software comparison
by Jorge Belaire-Franch & Dulce Contreras - 701-704 Stated choice methods: analysis and application, Jordan J. Louviere, David A. Hensher and Joffre D. Swait, Cambridge University Press, ISBN: 0-521-78830-7
by Wiebke Kuklys
2002, Volume 17, Issue 5
- 419-424 Financial volatility: an introduction
by Philip Hans Franses & Michael McAleer - 425-446 New frontiers for arch models
by Robert Engle - 447-456 Some comments on risk
by Clive W. J. Granger - 457-477 Estimating quadratic variation using realized variance
by Ole E. Barndorff-Nielsen & Neil Shephard - 479-508 A theoretical comparison between integrated and realized volatility
by Nour Meddahi - 509-534 Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence
by Felix Chan & Michael McAleer - 535-548 Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model
by Lars Forsberg & Tim Bollerslev - 549-564 GO-GARCH: a multivariate generalized orthogonal GARCH model
by Roy van der Weide - 565-578 Time irreversibility and EGARCH effects in US stock index returns
by Yi-Ting Chen & Chung-Ming Kuan - 579-600 Detecting multiple breaks in financial market volatility dynamics
by Elena Andreou & Eric Ghysels - 601-616 Modelling and forecasting level shifts in absolute returns
by Richard Paap & Philip Hans Franses & Marco Van Der Leij
2002, Volume 17, Issue 3
- 197-223 A structural model of US aggregate job flows
by Fabrice Collard & Patrick Fève & François Langot & Corinne Perraudin - 225-247 Learning and communication in sender-receiver games: an econometric investigation
by Andreas Blume & Douglas V. DeJong & George R. Neumann & N. E. Savin - 249-268 The relation between wealth and labour market transitions: an empirical study for the Netherlands
by Hans G. Bloemen - 269-289 Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets
by Michael S. Haigh & Matthew T. Holt - 291-299 A review of TSW: the Windows version of the TRAMO-SEATS program
by D. S. G. Pollock
2002, Volume 17, Issue 2
- 95-106 Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom
by I. A. Moosa & J. L. Baxter - 107-125 Quantifying the uncertainty about the half-life of deviations from PPP
by Lutz Kilian & Tao Zha - 127-147 Stochastic frontier models with random coefficients
by Efthymios G. Tsionas - 149-174 Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation
by Christopher Otrok & B. Ravikumar & Charles H. Whiteman - 175-189 Using R to teach econometrics
by Jeff Racine & Rob Hyndman - 191-193 Book Reviews : Introductory Econometrics: A Modern Approach, Jeffrey M. Wooldridge, South-Western College Publishing, 2000
by Melvyn Weeks
2002, Volume 17, Issue 1
- 1-23 Transitions from home to marriage of young Americans
by Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper - 25-48 Labour market institutions and employment in France
by Guy Laroque & Bernard Salanie - 49-59 A segment-level hazard approach to studying household purchase timing decisions
by Demetrios Vakratsas & Frank M. Bass - 61-80 This is what the leading indicators lead
by Maximo Camacho & Gabriel Perez-Quiros - 81-83 A simple and efficient method for estimating the magnitude and precision of welfare changes: comment
by Ian J. Irvine & William A. Sims - 85-90 A review of SORITEC for Windows
by Richard A. March
2001, Volume 16, Issue 6
- 657-669 Measuring predictability: theory and macroeconomic applications
by Francis X. Diebold & Lutz Kilian - 671-708 Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
by Alex Maynard & Peter C. B. Phillips - 709-726 Estimating economic relationships subject to firm- and time-varying equality and inequality constraints
by Christopher J. O'Donnell & Alicia N. Rambaldi & Howard E. Doran - 727-748 The demand for M3 in the euro area
by G. Coenen & J.-L. Vega - 749-753 Review of Measurement error and latent variables in econometrics, Tom Wansbeek and Erik Meijer, advanced textbooks in economics: editors C. Bliss and M. D. Intriligator, North-Holland, Amsterdam
by Melvyn Weeks
2001, Volume 16, Issue 5
- 563-576 Model uncertainty in cross-country growth regressions
by Carmen Fernandez & Eduardo Ley & Mark F. J. Steel - 577-597 A score test for non-nested hypotheses with applications to discrete data models
by J. M. C. Santos Silva - 599-617 Income distribution and income dynamics in the United Kingdom
by Jayasri Dutta & J. A. Sefton & M. R. WEALE - 619-636 Unemployment insurance and subsequent job duration: job matching versus unobserved heterogeneity
by Christian Belzil - 637-646 Review of Stata 7
by Stanislav Kolenikov - 647-652 Applied macroeconometrics, Carlo A. Favero, Oxford University Press, Oxford, 2001, ISBN 0-19-877583-0 (hardback), pp. xi + 282, £40.00
by Anthony Garratt - 653-654 Journal of Applied Econometrics distinguished authors
by M. Hashem Pesaran
2001, Volume 16, Issue 4
- 461-486 The non-linear dynamics of output and unemployment in the U.S
by Filippo Altissimo & Giovanni L. Violante - 487-520 Monetary policy analysis and inflation targeting in a small open economy: a VAR approach
by Tor Jacobson & Per Jansson & Anders Vredin & Anders Warne - 521-536 A flexible parametric GARCH model with an application to exchange rates
by Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald - 537-551 Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test
by Philip A. Shively - 553-559 Scilab as an econometric programming system
by Mico Mrkaic - 561-561 Journal of Applied Econometrics Conference Sponsorship Grants
by M Hashem Pesaran
2001, Volume 16, Issue 3
- 197-202 A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics
by David F. Hendry & M. Hashem Pesaran - 203-220 Earnings, unemployment, and housing in Britain
by Gavin Cameron & John Muellbauer - 221-240 An I(2) analysis of inflation and the markup
by Anindya Banerjee & Lynne Cockerell & Bill Russell - 241-253 Output and inflation in the long run
by Neil R. Ericsson & John S. Irons & Ralph W. Tryon - 255-275 Modelling UK inflation, 1875-1991
by David F. Hendry - 277-288 Non-linear error correction and the UK demand for broad money, 1878-1993
by Timo Teräsvirta & Ann-Charlotte Eliasson - 289-326 Bounds testing approaches to the analysis of level relationships
by M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith - 327-340 Stability and wage acceleration in macroeconomic models of cyclical growth
by A. R. Bergstrom - 341-358 European integration and monetary transmission mechanisms: the case of Italy
by Katarina Juselius - 359-370 Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994
by Massimiliano Marcellino & Grayham E. Mizon - 371-387 Estimating shocks and impulse response functions
by Michael R. Wickens & Roberto Motto - 389-413 Descriptive econometrics for non-stationary time series with empirical illustrations
by Peter C. B. Phillips - 415-429 Testing against smooth stochastic trends
by Jukka Nyblom & Andrew Harvey - 431-444 Finite sample improvements in statistical inference with I(1) processes
by D. Marinucci & P. M. Robinson - 445-460 Clusters of attributes and well-being in the USA
by Joseph G. Hirschberg & Esfandiar Maasoumi & Daniel J. Slottje
2001, Volume 16, Issue 2
- 95-114 Testing of seasonal fractional integration in UK and Japanese consumption and income
by L. A. Gil-Alana & P. M. Robinson - 115-132 Autoregressive conditional heteroscedasticity in commodity spot prices
by Stacie Beck - 133-163 Modelling the conditional volatility of commodity index futures as a regime switching process
by Wai Mun Fong & Kim Hock See - 165-184 The effect of physician advice on alcohol consumption: count regression with an endogenous treatment effect
by Donald S. Kenkel & Joseph V. Terza - 185-194 Software for parallel computing: the LAM implementation of MPI
by Christopher A. Swann
2001, Volume 16, Issue 1
- 1-22 Bayesian semiparametric estimation of discrete duration models: an application of the dirichlet process prior
by Michele Campolieti - 23-39 Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal
by Maria Fraga O. Martins - 41-57 Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis
by H. Youn Kim & Junsoo Lee - 59-80 An empirical comparison of flexible demand system functional forms
by Douglas Fisher & Adrian R. Fleissig & Apostolos Serletis - 81-92 A comparison of different LaTeX programs
by Ruud H. Koning
2000, Volume 15, Issue 6
- 545-546 Introduction: inference and decision making
by John Geweke & John Rust & Herman K. Van Dijk - 547-574 Measuring the equilibrium effects of unemployment benefits dispersion
by Aico Van Vuuren & Gerard J. Van Den Berg & Geert Ridder - 575-594 Sequential testing of duration data: the case of the Pennsylvania 'reemployment bonus' experiment
by Yannis Bilias - 595-624 Serially correlated variables in dynamic, discrete choice models
by Todd R. Stinebrickner - 625-644 Econometric applications of maxmin expected utility
by Gary Chamberlain - 645-670 Loss function-based evaluation of DSGE models
by Frank Schorfheide - 671-696 Daily exchange rate behaviour and hedging of currency risk
by Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk - 697-715 A multivariate latent factor decomposition of international bond yield spreads
by Mardi Dungey & Vance L Martin & Adrian R Pagan - 717-744 A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables
by Richard Paap & Philip Hans Franses
2000, Volume 15, Issue 5
- 447-470 Mixed MNL models for discrete response
by Daniel McFadden & Kenneth Train - 471-482 Tests for multiple forecast encompassing
by David Harvey & Paul Newbold - 483-512 Uncovering financial markets' beliefs about inflation targets
by Francisco J. Ruge-Murcia - 513-529 Near unit roots, cointegration, and the term structure of interest rates
by Markku Lanne - 531-542 Econometrics with Octave
by Dirk Eddelbuettel
2000, Volume 15, Issue 4
- 343-354 Wage differentials across firms: an application of multilevel modelling
by A. R. Cardoso - 355-366 Incomplete information and the time series behaviour of consumption
by David Demery & Nigel W. Duck - 367-399 Gender, race, pay and promotion in the British nursing profession: estimation of a generalized ordered probit model
by Stephen Pudney & Michael Shields - 401-416 An examination of the dynamic behaviour of local governments using GMM bootstrapping methods
by Matz Dahlberg & Eva Johansson - 417-432 The cost and technological structure of aluminium smelters worldwide
by Robert Gagne & Carmine Nappi - 433-438 Financial analysis package for GAUSS
by P. S. Sephton
2000, Volume 15, Issue 3
- 225-252 Determining market power exertion between buyers and sellers
by Kellie Curry Raper & H. Alan Love & C. Richard Shumway - 253-274 Box-Cox quantile regression and the distribution of firm sizes
by Jose A. F. Machado & Jose Mata - 275-287 Linear household technologies
by C. Andrea Bollino & Federico Perali & Nicola Rossi - 289-310 Union status of young men in Britain: a decade of change
by Wiji Arulampalam & Alison L. Booth - 311-329 Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations
by David N. DeJong & Beth F. Ingram & Charles H. Whiteman - 331-341 The Cygwin tools: a GNU toolkit for Windows
by J. Racine
2000, Volume 15, Issue 2
- 117-136 An empirical analysis of alternative parametric ARCH models
by Geoffrey F. Loudon & Wing H. Watt & Pradeep K. Yadav - 137-160 Stochastic volatility models: conditional normality versus heavy-tailed distributions
by Roman Liesenfeld & Robert C. Jung - 161-185 Real exchange rate behaviour: evidence from black markets
by Kul B. Luintel - 187-210 Scale economies in electricity distribution: a semiparametric analysis
by A. Yatchew - 211-220 Review of GAUSS for Windows, including its numerical accuracy
by H. D. Vinod
2000, Volume 15, Issue 1
- 1-26 Multiple comparisons with the best, with economic applications
by William C. Horrace & Peter Schmidt - 27-43 Business cycle non-linearities in UK consumption and production
by Nadir Ocal & Denise R. Osborn - 45-58 The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence
by Kevin B. Grier & Mark J. Perry - 59-81 Asymptotically perfect and relative convergence of productivity
by Bart Hobijn & Philip Hans Franses - 83-105 US deficit sustainability: a new approach based on multiple endogenous breaks
by Gael M. Martin - 107-110 Econometric software reliability and nonlinear estimation in EViews: comment
by David M. Lilien - 111-111 Reply
by B. D. McCullough
Nov.-Dec. 1999, Volume 14, Issue 6
- 587-605 Conducting Inference in Semiparametric Duration Models under Inequality Restrictions on the Shape of the Hazard Implied by Job Search Theory
by Romeo, Charles J - 607-626 Identifying Interdependent Behaviour in an Empirical Model of Labour Supply
by Aronsson, Thomas & Blomquist, Soren & Sacklen, Hans - 627-650 Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market
by Hodgson, Douglas J - 651-676 Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common-Value and the Independent-Private-Values Paradigms
by Sareen, Samita - 677-689 Bayesian Analysis, Computation and Communication Software
by Koop, Gary
Sept.-Oct. 1999, Volume 14, Issue 5
- 461-490 Exchange Rate Target Zone Models: A Bayesian Evaluation
by Li, Kai - 491-510 Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?
by Kilian, Lutz - 511-525 Investigating Stability and Linearity of a German M1 Money Demand Function
by Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen - 527-538 Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach
by Liu, Zhenjuan & Stengos, Thanasis - 539-562 Testing for ARCH in the Presence of Additive Outliers
by van Dijk, Dick & Franses, Philip Hans & Lucas, Andre - 563-577 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
by MacKinnon, James G & Haug, Alfred A & Michelis, Leo
July-Aug. 1999, Volume 14, Issue 4
- 335-357 Learning and Decision Costs in One-Person Games
by Romeo, Charles & Sopher, Barry - 359-378 Another Look at Swedish Business Cycles, 1861-1988
by Skalin, Joakim & Terasvirta, Timo - 379-401 Estimating the Discount Rate Policy Reaction Function of the Monetary Authority
by Choi, Woon Gyu - 403-422 Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints
by Aaberge, Rolf & Colombino, Ugo & Strom, Steinar - 423-441 Applied Econometrics Rankings: 1989-1995
by Baltagi, Badi H - 443-452 The Linux Operating System: Debian GNU/Linux
by MacKinnon, James G
May-June 1999, Volume 14, Issue 3
- 209-232 Estimation in Large and Disaggregated Demand Systems: An Estimator for Conditionally Linear Systems
by Blundell, Richard & Robin, Jean Marc - 233-252 The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation
by Amacher, Gregory S & Hellerstein, Daniel - 253-272 Testing the Significance of Income Distribution Changes over the 1980s Business Cycle: A Cross-National Comparison
by Burkhauser, Richard V. & Amy Crews Cutts & Mary C. Daly & Stephen P. Jenkins - 273-291 Common Cycles in Seasonal Non-stationary Time Series
by Cubadda, Gianluca - 293-308 Testing the Random Walk Hypothesis for Real Exchange Rates
by Choi, In - 309-318 Testing for a Unit Root in the Volatility of Asset Returns
by Wright, Jonathan H - 319-329 R: Yet Another Econometric Programming Environment
by Cribari-Neto, Francisco & Zarkos, Spyros G
March-April 1999, Volume 14, Issue 2
- 101-121 A Non-linear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Returns
by Watanabe, Toshiaki - 123-141 A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models
by Clements, Michael P & Smith, Jeremy - 143-154 Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test
by Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin - 155-170 Estimating the LQAC Model with I(2) Variables
by Engsted, Tom & Haldrup, Niels - 171-190 The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence
by Bekdache, Basma - 191-202 Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP
by McCullough, B D
Jan.-Feb. 1999, Volume 14, Issue 1
- 1-25 Estimating the Natural Rate of Unemployment and Testing the Natural Rate Hypothesis
by Salemi, Michael K - 27-56 Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data
by Cati, Regina Celia & Garcia, Marcio G P & Perron, Pierre - 57-67 Jackknife Instrumental Variables Estimation
by Angrist, J D & Imbens, G W & Krueger, A B - 69-88 Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments
by Blomquist, Soren & Dahlberg, Matz
1998, Volume 13, Issue 6
- 589-612 Intertemporal substitution in import demand and habit formation
by David De La Croix & Jean-Pierre Urbain - 613-626 Causal ordering and 'The bank lending channel'
by Stephen J. Perez - 627-644 A general dependence test and applications
by David Johnson & Robert McClelland - 645-657 Excess capacity: a permanent characteristic of US airlines?
by Badi H. Baltagi & James M. Griffin & Sharada R. Vadali - 659-670 Optimal univariate inflation forecasting with symmetric stable shocks
by Prasad V. Bidarkota & J. Huston McCulloch - 671-671 Comment: on the estimation of simultaneous-equations error-components models with an application to a model of developing country foreign trade
by Steven S. Vickner & Stephen P. Davies - 673-679 XploRe 4.0, an interactive statistical computing environment
by Gilles Teyssière - 681-684 Book Review: Time Series and Dynamic Models, Christian Gourieroux and Alain Monfort, Cambridge University Press, Cambridge, 1997
by Colin McKenzie
1998, Volume 13, Issue 5
- 431-433 Introduction: application of semiparametric methods for micro-data
by Joel Horowitz & Myoung-Jae Lee & Bertrand Melenberg & Arthur van Soest - 435-461 Semiparametric estimation and consumer demand
by Richard Blundell & Alan Duncan & Krishna Pendakur - 463-480 Intrahousehold resource allocation in rural Pakistan: a semiparametric analysis
by Sonia Bhalotra & Cliff Attfield - 481-504 Ethnic wage differences in Malaysia: parametric and semiparametric estimation of the Chinese-Malay wage gap
by Marcia M. A. Schafgans - 505-524 Individual demands from household aggregates: time and age variation in the composition of diet
by Andrew Chesher - 525-541 Semiparametric analysis of German East-West migration intentions: facts and theory
by Michael C. Burda & Wolfgang Härdle & Marlene Müller & Axel Werwatz - 543-565 A comparison of parametric and semiparametric estimates of the effect of spousal health insurance coverage on weekly hours worked by wives
by Craig A. Olson - 567-585 Testing the predictive value of subjective labour supply data
by Rob Euwals & Bertrand Melenberg & Arthur van Soest
1998, Volume 13, Issue 4
- 333-360 An empirical application of stochastic volatility models
by Ronald J. Mahieu & Peter C. Schotman - 361-375 Robustness tests of the augmented Solow model
by Jonathan R. W. Temple