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Content
September 2006, Volume 21, Issue 6
- 861-878 How do respondents process stated choice experiments? Attribute consideration under varying information load
by David A. Hensher - 879-891 Assessing the effects of measurement errors on the estimation of production functions
by Carmine Ornaghi - 893-896 Calculus attainment and grades received in intermediate economic theory
by Mingliang Li & Justin L. Tobias
July 2006, Volume 21, Issue 5
- 549-562 Deriving target selection rules from endogenously selected samples
by Bas Donkers & Richard Paap & Jedid‐Jah Jonker & Philip Hans Franses - 563-587 Disaggregate evidence on the persistence of consumer price inflation
by Todd E. Clark - 589-604 A nonparametric measure of convergence towards purchasing power parity
by Mototsugu Shintani - 605-628 Empirical evidence of income dynamics across EU regions
by Maria Grazia Pittau & Roberto Zelli - 629-639 Estimates of semiparametric equivalence scales
by Thanasis Stengos & Yiguo Sun & Dianqin Wang - 641-653 Modelling firm‐size distribution using Box–Cox heteroscedastic regression
by Z. L. Yang & Y. K. Tse - 655-668 Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
by Ivan Paya & David A. Peel - 669-676 Inference in dynamic stochastic frontier models
by Efthymios G. Tsionas - 677-682 A review of TESTU01
by B. D. McCullough
May 2006, Volume 21, Issue 4
- 409-417 Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
by Aaron D. Smallwood & Stefan C. Norrbin - 419-438 Tests of seasonal integration and cointegration in multivariate unobserved component models
by Fabio Busetti - 439-462 A joint model for the term structure of interest rates and the macroeconomy
by Hans Dewachter & Marco Lyrio & Konstantijn Maes - 463-487 Structural break threshold VARs for predicting US recessions using the spread
by Ana Beatriz C. Galvão - 489-519 Estimating the effect of smoking on birth outcomes using a matched panel data approach
by Jason Abrevaya - 521-542 Permanent vs transitory components and economic fundamentals
by Anthony Garratt & Donald Robertson & Stephen Wright - 543-547 Estimating an economic model of crime using panel data from North Carolina
by Badi H. Baltagi
April 2006, Volume 21, Issue 3
- 275-305 How do changes in monetary policy affect bank lending? An analysis of Austrian bank data
by Sylvia Frühwirth‐Schnatter & Sylvia Kaufmann - 307-336 Normal mixture GARCH(1,1): applications to exchange rate modelling
by Carol Alexander & Emese Lazar - 337-344 Magazine prices revisited
by Jonathan L. Willis - 345-369 Estimating and predicting multivariate volatility thresholds in global stock markets
by Francesco Audrino & Fabio Trojani - 371-386 Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market
by T. Stengos & E. Zacharias - 387-407 Smoothed binary regression quantiles
by Gregory Kordas
March 2006, Volume 21, Issue 2
- 147-173 Estimation of multivariate models for time series of possibly different lengths
by Andrew J. Patton - 175-190 Timing structural change: a conditional probabilistic approach
by David N. DeJong & Roman Liesenfeld & Jean‐Francois Richard - 191-212 Bayes model averaging of cyclical decompositions in economic time series
by Richard Kleijn & Herman K. van Dijk - 213-226 A bivariate count data model for household tourism demand
by Jörgen Hellström - 227-244 Measuring welfare effects in models with random coefficients
by Erik Meijer & Jan Rouwendal - 245-272 Job separation in a non‐stationary search model: a structural estimation to evaluate alternative unemployment insurance systems
by J. Ignacio García‐Pérez
January 2006, Volume 21, Issue 1
- 1-22 An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
by Massimo Guidolin & Allan Timmermann - 23-53 High school completion and future youth unemployment: new evidence from High School and Beyond
by Mingliang Li - 55-77 The policy preferences of the US Federal Reserve
by Richard Dennis - 79-109 Multivariate GARCH models: a survey
by Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts - 111-132 Economic development and the return to human capital: a smooth coefficient semiparametric approach
by Theofanis P. Mamuneas & Andreas Savvides & Thanasis Stengos - 133-141 gnuplot 4.0: a portable interactive plotting utility
by Jeff Racine
May 2005, Volume 20, Issue 4
- 445-465 Counterfactual decomposition of changes in wage distributions using quantile regression
by José A. F. Machado & José Mata - 467-486 Discrete choice modelling in airline network management
by Joachim Grammig & Reinhard Hujer & Michael Scheidler - 487-507 Semiparametric estimation of lifetime equivalence scales
by Krishna Pendakur - 509-527 The effects of the gender of children on expenditure patterns in rural China: a semiparametric analysis
by Xiaodong Gong & Arthur van Soest & Ping Zhang - 529-548 Walk or wait? An empirical analysis of street crossing decisions
by Sanghamitra Das & Charles F. Manski & Mark D. Manuszak - 549-562 Analysis of job‐training effects on Korean women
by Myoung‐jae Lee & Sang‐jun Lee - 563-569 I didn't tell, and I won't tell: dynamic response error in the SIPP
by Christopher R. Bollinger & Martin H. David - 571-577 Structural time series modelling with STAMP 6.02
by Gilles Teyssière
March 2005, Volume 20, Issue 3
- 327-344 Valuation ratios and long‐horizon stock price predictability
by David E. Rapach & Mark E. Wohar - 345-376 Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
by Lucio Sarno & Giorgio Valente - 377-404 Parametric pricing of higher order moments in S&P500 options
by G. C. Lim & G. M. Martin & V. L. Martin - 405-422 Partially overlapping time series: a new model for volatility dynamics in commodity futures
by Aaron Smith - 423-437 Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
by Fabio Spagnolo & Zacharias Psaradakis & Martin Sola - 439-443 Replication of the results in ‘learning about heterogeneity in returns to schooling’
by Joshua C. C. Chan
2005, Volume 20, Issue 2
- 147-150 On the dynamics of business cycle analysis: editors' introduction
by Dick van Dijk & Herman K. van Dijk & Philip Hans Franses - 151-159 A suggested framework for classifying the modes of cycle research
by Don Harding & Adrian Pagan - 161-183 Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach
by Frank Smets & Raf Wouters - 185-207 What caused the early millennium slowdown? Evidence based on vector autoregressions
by Gert Peersman - 209-228 Comparing SVARs and SEMs: two models of the UK economy
by Jan P. A. M. Jacobs & Kenneth F. Wallis - 229-251 The transmission of US shocks to Latin America
by Fabio Canova - 253-274 How well do Markov switching models describe actual business cycles? The case of synchronization
by Penelope A. Smith & Peter M. Summers - 275-289 Convergence in the trends and cycles of Euro‐zone income
by Vasco M. Carvalho & Andrew C. Harvey - 291-309 Nonlinearity and the permanent effects of recessions
by Chang‐Jin Kim & James Morley & Jeremy Piger - 311-323 Business and default cycles for credit risk
by Siem Jan Koopman & André Lucas
January 2005, Volume 20, Issue 1
- 1-23 Duration dependence in the exit rate out of unemployment in Belgium. Is it true or spurious?
by Bart Cockx & Muriel Dejemeppe - 25-37 An algorithm to reduce the occupational space in gender segregation studies
by Neus Herranz & Ricardo Mora & Javier Ruiz‐Castillo - 39-54 Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
by Jeffrey M. Wooldridge - 55-77 Robust inference concerning recent trends in US environmental quality
by Esfandiar Maasoumi & Daniel L. Millimet - 79-98 Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity
by Robert Sollis - 99-121 Monitoring structural change in dynamic econometric models
by Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik - 123-130 A review of recent books on credit risk
by Til Schuermann - 131-139 Bridging the gap between Ox and Gauss using OxGauss
by Sébastien Laurent & Jean‐Pierre Urbain
December 2002, Volume 17, Issue 6
- 617-639 Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
by Douglas J. Hodgson & Oliver Linton & Keith Vorkink - 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
May 1999, Volume 14, Issue 3
- 209-232 Estimation in large and disaggregated demand systems: an estimator for conditionally linear systems
by Richard Blundell & Jean Marc Robin - 233-252 The error structure of time series cross‐section hedonic models with sporadic event timing and serial correlation
by Gregory S. Amacher & Daniel Hellerstein - 253-272 Testing the significance of income distribution changes over the 1980s business cycle: a cross‐national comparison
by Richard V. Burkhauser & Amy Crews Cutts & Mary C. Daly & Stephen P. Jenkins - 273-291 Common cycles in seasonal non‐stationary time series
by Gianluca Cubadda - 293-308 Testing the random walk hypothesis for real exchange rates
by In Choi - 309-318 Testing for a unit root in the volatility of asset returns
by Jonathan H. Wright - 319-329 R: yet another econometric programming environment
by Francisco Cribari‐Neto & Spyros G. Zarkos
October 1993, Volume 8, Issue 4
- 341-360 Common Trends And Common Cycles
by F. Vahid & R. F. Engle - 361-381 How does the benefit effect vary as unemployment spells lengthen?
by W. Narendranathan & M. B. Stewart - 383-395 A count‐amount model with endogenous recording of observations
by B. M. S. Van Praag & E. M. Vermeulen - 397-411 A latent class poisson regression model for heterogeneous count data
by M. Wedel & W. S. Desarbo & J. R. Bult & V. Ramaswamy - 413-419 Microfit 3.0: A review
by C. R. McKenzie - 421-423 Seasonal adjustment as a practical problem, F. A. G. Den Butter and M. M. G. Fase. North‐Holland, 1991, ISBN 90‐267‐1264‐3, US $94.50/dfl 165, pp. 226. Modelling Seasonality, Edited by S. HYLLEBERG. Oxford University Press, 1992, ISBN 0‐19‐877317, $45, pp. 476
by S. G. B. Henry - 423-424 Applied econometric techniques, K. Cuthbertson, S. G. Hall, and M. P. Taylor. Philip Allan, Hemel Hempstead, 1992, ISBN 0‐86003‐084‐9, £45 hardback
by Martyn Andrews - 425-425 International conference on: The micro‐econometrics of dynamic decision making
by Arie Kapteyn
January 1986, Volume 1, Issue 1
- 1-4 Editorial statement
by M. Hashem Pesaran - 5-28 Nobel memorial lecture 1984. The accounts of society
by Richard Stone - 29-53 Econometric models based on count data. Comparisons and applications of some estimators and tests
by A. Colin Cameron & Pravin K. Trivedi - 55-80 Selection criteria for a microeconometric model of labour supply
by Richard Blundell & Costas Meghir - 81-93 On estimating the effects of peak demand pricing
by Michael R. Veall - 95-108 An empirical analysis of self‐employment in the U.K
by Hedley Rees & Anup Shah