Printed from https://ideas.repec.org/s/bla/obuest5.html
Content
April 2008, Volume 70, Issue 2
- 181-207 Miller and Modigliani, Predictive Return Regressions and Cointegration
by Piergiorgio Alessandri & Donald Robertson & Stephen Wright - 209-243 Measurement Error in Access to Markets
by Javier Escobal & Sonia Laszlo - 245-269 Panel Stationarity Test with Structural Breaks
by Kaddour Hadri & Yao Rao - 271-282 Testing Exogeneity in the Bivariate Probit Model: A Monte Carlo Study
by Chiara Monfardini & Rosalba Radice
February 2008, Volume 70, Issue 1
- 1-22 Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target‐Zone Literature
by Zsolt Darvas - 23-51 Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US
by Siem Jan Koopman & João Valle E Azevedo - 53-66 Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area
by Luca Fanelli - 67-101 Land Sales and Rental Markets in Transition: Evidence from Rural Vietnam
by Klaus Deininger & Songqing Jin - 103-127 Meta‐Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection
by T. D. Stanley
December 2007, Volume 69, Issue 6
- 709-748 Testing for Error Correction in Panel Data
by Joakim Westerlund - 749-772 The Analysis of Seasonal Long Memory: The Case of Spanish Inflation
by Josu Arteche - 773-793 Marriage Market, Parents’ Bargaining Powers, and Children's Nutrition and Education
by Cheolsung Park - 795-818 Tied Migration and Subsequent Employment: Evidence from Couples in Britain
by Mark P. Taylor - 819-842 Education, Occupation and Career Expectations: Determinants of the Gender Pay Gap for UK Graduates
by Arnaud Chevalier - 843-865 Testing for Misspecification in Binary Response Models with Competing Distributions
by Yi‐Ting Chen - 867-880 Unobserved Heterogeneity or Measurement Errors? Testing for Correlated Effects with Measurement Errors
by Eleonora Patacchini
October 2007, Volume 69, Issue 5
- 581-602 Financial Pressure and Balance Sheet Adjustment by Firms
by Andrew Benito & Garry Young - 603-617 Investment and Uncertainty: A Theory‐based Empirical Approach
by Mikael Carlsson - 619-634 The Effects of Cannabis Use on Wages of Prime‐age Males
by Jan C. Van Ours - 635-666 Shifts in the Demand and Supply of Skills in the OECD: A Single‐Index Model with a Continuous Distribution of Skills
by Marco Manacorda & Alan Manning - 667-691 Estimating the Consequences of Unintended Fertility for Child Health and Education in Romania: An Analysis Using Twins Data
by Peter J. Glick & Alessandra Marini & David E. Sahn - 693-706 Efficiency Measurement with the Weibull Stochastic Frontier
by Efthymios G. Tsionas
August 2007, Volume 69, Issue 4
- 445-471 Estimating the Impact of the Specialist Schools Programme on Secondary School Examination Results in England
by Jim Taylor - 473-496 The Euro Effect on Trade is not as Large as Commonly Thought
by Maurice J. G. Bun & Franc J. G. M. Klaassen - 497-519 Has the EU's Single Market Programme Fostered Competition? Testing for a Decrease in Mark‐up Ratios in EU Industries
by Harald Badinger - 521-544 Nonlinearities and Fractional Integration in the US Unemployment Rate
by Guglielmo Maria Caporale & Luis A. Gil‐Alana - 545-555 Robustness of Logit Analysis: Unobserved Heterogeneity and Mis‐specified Disturbances
by J. S. Cramer - 557-580 Innovation and Market Structure in the Manufacturing Sector: An Application of Linear Feedback Models
by Yuichiro Uchida & Paul Cook
June 2007, Volume 69, Issue 3
- 321-338 Parental Divorce and Students’ Performance: Evidence from Longitudinal Data
by Anna Sanz‐de‐Galdeano & Daniela Vuri - 339-362 Twin Data vs. Longitudinal Data to Control for Unobserved Variables in Earnings Functions – Which Are the Differences?
by Gunnar Isacsson - 363-386 Measuring Conditional Persistence in Nonlinear Time Series
by George Kapetanios - 387-412 Hedonic Price Models for Dynamic Markets
by Dadi Kristofersson & Kyrre Rickertsen - 413-438 Bayesian Estimation of Willingness‐to‐pay Where Respondents Mis‐report Their Preferences
by K. Balcombe & A. Bailey & A. Chalak & I. Fraser - 439-444 Spurious Regression and Trending Variables
by Antonio E. Noriega & Daniel Ventosa‐Santaulària
April 2007, Volume 69, Issue 2
- 139-183 What do Thirteen Million Price Records have to Say about Consumer Price Rigidity?
by Laurent Baudry & Hervé Le Bihan & Patrick Sevestre & Sylvie Tarrieu - 185-208 Business Cycles and the Role of Confidence: Evidence for Europe
by Karl Taylor & Robert McNabb - 209-244 The New Keynesian Model and the Euro Area Business Cycle
by Miguel Casares - 245-269 Factor Utilization and Adjusted Productivity Estimates for the UK
by Jens Larsen & Katharine Neiss & Fergal Shortall - 271-292 A Reduced Rank Regression Approach to Coincident and Leading Indexes Building
by Gianluca Cubadda - 293-319 What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective
by Lucio Sarno & Daniel L. Thornton & Yi Wen
February 2007, Volume 69, Issue 1
- 1-27 Unintended Consequences: Does Aid Promote Arms Races?
by Paul Collier & Anke Hoeffler - 29-55 Is Child Work Necessary?
by Sonia Bhalotra - 57-74 Technical Efficiency in a Semi‐Formal Financial Sector: The Case of Mexico
by Julia Paxton - 75-98 Political Influence and the Banking Sector: Evidence from Korea
by Jaewook An & Sang‐Kun Bae & Ronald A. Ratti - 99-122 Protecting Education for the Poor in Times of Crisis: An Evaluation of a Scholarship Programme in Indonesia
by Robert Sparrow - 123-138 Quadratic Engel Curves with Measurement Error: Evidence from a Budget Survey
by Abbi Kedir & Sourafel Girma
December 2006, Volume 68, Issue s1
- 679-682 Frontiers in Time Series Analysis: Introduction
by Anindya Banerjee & Giampiero Gallo & Edoardo Otranto - 683-719 Cointegration Testing in Panels with Common Factors
by Christian Gengenbach & Franz C. Palm & Jean‐Pierre Urbain - 721-739 Testing for Multicointegration in Panel Data with Common Factors
by Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre - 741-760 Testing for Parameter Stability in Dynamic Models across Frequencies
by Bertrand Candelon & Gianluca Cubadda - 761-781 Testing for a Change in Persistence in the Presence of a Volatility Shift
by Giuseppe Cavaliere & A. M. Robert Taylor - 783-795 How Stable is the Forecasting Performance of the Yield Curve for Output Growth?
by Raffaella Giacomini & Barbara Rossi - 797-812 Simulation‐based Finite Sample Linearity Test against Smooth Transition Models
by Andrés González & Timo Teräsvirta - 813-833 Threshold Effects in Cointegrating Relationships
by Jesús Gonzalo & Jean‐Yves Pitarakis - 835-861 Dickey–Fuller Type of Tests against Nonlinear Dynamic Models
by Changli He & Rickard Sandberg - 863-877 Convergence of Prices and Rates of Inflation
by Fabio Busetti & Silvia Fabiani & Andrew Harvey - 879-899 Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework
by Andrea Carriero - 901-920 Further Evidence on the Statistical Properties of Real GNP
by Laura Mayoral - 921-948 The Likelihood Ratio Test for the Rank of a Cointegration Submatrix
by Paolo Paruolo
October 2006, Volume 68, Issue 5
- 541-568 Do Labour Market Programmes Speed up the Return to Work?
by Knut Røed & Oddbjørn Raaum - 569-593 The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real‐option Model
by Enrico Pennings & Carlo Altomonte - 595-621 Regression‐based Tests for a Change in Persistence
by Stephen J. Leybourne & Tae‐Hwan Kim & A. M. Robert Taylor - 623-646 Testing the Null of Cointegration with Structural Breaks
by Josep Lluís Carrion‐i‐Silvestre & Andreu Sansó - 647-663 Combining Significance of Correlated Statistics with Application to Panel Data
by Matei Demetrescu & Uwe Hassler & Adina‐Ioana Tarcolea - 665-677 A Logit Model with Missing Information Illustrated by Testing for Hidden Unemployment in Transition Economies
by Steven B. Caudill
August 2006, Volume 68, Issue 4
- 397-421 The Impact of Training on Productivity and Wages: Evidence from British Panel Data
by Lorraine Dearden & Howard Reed & John Van Reenen - 423-444 Wage Formation, Regional Migration and Local Labour Market Tightness
by Fredrik Carlsen & Kåre Johansen & Knut RØed - 445-471 Modelling Currency Crises in Emerging Markets: A Dynamic Probit Model with Unobserved Heterogeneity and Autocorrelated Errors
by Elisabetta Falcetti & Merxe Tudela - 473-495 Disentangling Age, Cohort and Time Effects in the Additive Model
by David J. McKenzie - 497-514 Maximum Eigenvalue Test for Seasonal Cointegrating Ranks
by Byeongchan Seong & Sinsup Cho & Sung K. Ahn - 515-518 A Note on Additive Separability and Latent Index Models of Binary Choice: Representation Results
by Edward Vytlacil - 519-540 Panel Unit‐root Tests for Cross‐sectionally Correlated Panels: A Monte Carlo Comparison
by Luciano Gutierrez
June 2006, Volume 68, Issue 3
- 261-288 The Dynamics of Returns to Education in Kenyan and Tanzanian Manufacturing
by Måns Söderbom & Francis Teal & Anthony Wambugu & Godius Kahyarara - 289-317 Efficiency and Seasonality in the UK Housing Market, 1991–2001
by Leslie Rosenthal - 319-343 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance
by Stilianos Fountas & Menelaos Karanasos & Jinki Kim - 345-370 Robust Inference on Average Economic Growth
by H. Peter Boswijk & Philip Hans Franses - 371-383 Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: the Complex Survey Data Case
by Martin Biewen & Stephen P. Jenkins - 385-390 A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality
by Reza Modarres & Joseph L. Gastwirth - 391-393 A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment
by Tomson Ogwang - 395-396 A Cautionary Note on Estimating the Standard Error of the Gini Index of Inequality: Comment
by David E. A. Giles
April 2006, Volume 68, Issue 2
- 135-166 Simulating the Reform of Means‐tested Benefits with Endogenous Take‐up and Claim Costs
by Stephen Pudney & Ruth Hancock & Holly Sutherland - 167-182 Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks
by Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit - 183-201 A Recursive Thick Frontier Approach to Estimating Production Efficiency
by Rien J. L. M. Wagenvoort & Paul H. Schure - 203-224 An Analysis of the Value Added by Secondary Schools in England: Is the Value Added Indicator of Any Value?
by Jim Taylor & Anh Ngoc Nguyen - 225-251 Further Analysis of the Returns to Academic and Vocational Qualifications
by Steven Mcintosh - 253-260 A Note on Some Properties of STUR Processes
by Gawon Yoon
February 2006, Volume 68, Issue 1
- 1-21 Frontier Technology and Absorptive Capacity: Evidence from OECD Manufacturing Industries
by Richard Kneller & Philip Andrew Stevens - 23-43 Occupational Labour Demand and the Sources of Non‐neutral Technical Change
by Wing H. Chan & Daniel P. Rich - 45-79 Whatever Happened to Goldilocks? The Role of Expectations in Estimates of the NAIRU in the US and the UK
by Rebecca L. Driver & Jennifer V. Greenslade & Richard G. Pierse - 81-99 Consumption and Aggregate Constraints: International Evidence
by Joseph P. Dejuan & Maria Jose Luengo‐Prado - 101-132 Testing for Panel Cointegration with Multiple Structural Breaks
by Joakim Westerlund
December 2005, Volume 67, Issue s1
- 707-711 Preface: Some Thoughts on the Future of Forecasting
by Clive W. J. Granger - 713-753 Guest Editors’ Introduction: Information in Economic Forecasting
by Michael P. Clements & David F. Hendry - 755-783 Modelling and Forecasting Fiscal Variables for the Euro Area
by Carlo A. Favero & Massimiliano Marcellino - 785-813 Leading Indicators for Euro‐area Inflation and GDP Growth
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten - 815-835 Forecast Encompassing and Parameter Estimation
by David I. Harvey & Paul Newbold - 837-880 Evaluating PcGets and RETINA as Automatic Model Selection Algorithms
by Jennifer L. Castle - 881-904 Levels, Differences and ECMs – Principles for Improved Econometric Forecasting
by P. Geoffrey Allen & Robert Fildes - 905-930 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models
by Oleg Korenok & Norman R. Swanson - 931-956 Evaluating a Model by Forecast Performance
by Michael P. Clements & David F. Hendry - 957-982 Nonlinear Correlograms and Partial Autocorrelograms
by Heather M. Anderson & Farshid Vahid - 983-994 Combining Density and Interval Forecasts: A Modest Proposal
by Kenneth F. Wallis - 995-1033 Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation
by James Mitchell & Stephen G. Hall
October 2005, Volume 67, Issue 5
- 571-595 Regression Models with Data‐based Indicator Variables
by David F. Hendry & Carlos Santos - 597-621 Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy
by Andrew Mountford - 623-645 Technology, Labour Characteristics and Wage‐productivity Gaps
by Pekka Ilmakunnas & Mika Maliranta - 647-672 Testing the Exogeneity of Argentine Devaluation and Default Risks in Retrospect
by Hildegart A. Ahumada & Maria Lorena Garegnani - 673-690 Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative
by Ralf Brüggemann & Helmut Lütkepohl - 691-705 Data Dependent Endogeneity Correction in Cointegrated Panels
by Joakim Westerlund
August 2005, Volume 67, Issue 4
- 435-466 Institutions and Wage Determination: a Multi‐country Approach
by Luca Nunziata - 467-495 The Cost Effectiveness of the UK's Sovereign Debt Portfolio
by Patrick J. Coe & M. Hashem Pesaran & Shaun P. Vahey - 497-516 Monetary Frameworks and Institutional Constraints: UK Monetary Policy Reaction Functions, 1985–2003
by Christopher Adam & David Cobham & Eric Girardin - 517-546 Prewhitening Bias in HAC Estimation
by Donggyu Sul & Peter C. B. Phillips & Chi‐Young Choi - 547-569 Programme Evaluation with Unobserved Heterogeneity and Selective Implementation: The Mexican PROGRESA Impact on Child Nutrition
by Jere R. Behrman & John Hoddinott
June 2005, Volume 67, Issue 3
- 281-306 Absorptive Capacity and Productivity Spillovers from FDI: A Threshold Regression Analysis
by Sourafel Girma - 307-329 The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries
by Joseph P. Byrne & E. Philip Davis - 331-345 Globalization vs. Europeanization: A Business Cycles Race
by Maurizio Bovi - 347-368 Partial Horizontal Inequity Orderings: A Non‐parametric Approach
by Juan Gabriel Rodríguez & Rafael Salas & Irene Perrote - 369-392 Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test
by Kristian Jönsson - 393-419 Panel LM Unit‐root Tests with Level Shifts
by Kyung‐So Im & Junsoo Lee & Margie Tieslau - 421-433 Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands
by Michel Dumont & Glenn Rayp & Olivier Thas & Peter Willemé
April 2005, Volume 67, Issue 2
- 135-161 Fitting Regional Income Distributions in the European Union
by Maria Grazia Pittau - 163-180 Temporary Help Agencies and Occupational Mobility
by J. Ignacio García‐Pérez & Fernando Muñoz‐Bullón - 181-206 Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series
by Eiji Kurozumi - 207-230 Fluctuation Tests for a Change in Persistence
by A. M. Robert Taylor - 231-262 A Panel CUSUM Test of the Null of Cointegration
by Joakim Westerlund - 263-279 Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests
by Leslie G. Godfrey
February 2005, Volume 67, Issue 1
- 1-23 Frontier Technology, Absorptive Capacity and Distance
by Richard Kneller - 25-46 Entrepreneurship and Post‐socialist Growth
by Daniel Berkowitz & David N. DeJong - 47-70 A Complete Decomposition of Unemployment Dynamics using Longitudinal Grouped Duration Data
by Muriel Dejemeppe - 71-91 Analysis of Labour Participation Behaviour of Korean Women with Dynamic Probit and Conditional Logit
by Myoung‐Jae Lee & Yoon‐Hee Tae - 93-104 Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model
by Søren Johansen - 105-113 Analysing Misleading Discrete Responses: A Logit Model Based on Misclassified Data
by Steven B. Caudill & Franklin G. Mixon - 115-134 A Note on the Selection of Time Series Models
by Serena Ng & Pierre Perron
September 2004, Volume 66, Issue s1
- 581-607 The Econometrics of the New Keynesian Policy Model: Introduction
by S. G. B Henry & A. R. Pagan - 609-635 Weak Identification of Forward‐looking Models in Monetary Economics
by Sophocles Mavroeidis - 637-670 Supply, Factor Shares and Inflation Persistence: Re‐examining Euro‐area New‐Keynesian Phillips Curves
by Peter McAdam & Alpo Willman - 671-686 Econometric Evaluation of the New Keynesian Phillips Curve
by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen - 687-712 International Evidence on the Stability of the Optimizing IS Equation
by Amit Kara & Edward Nelson - 713-733 Evaluating New‐Keynesian Models of a Small Open Economy
by Paolo Giordani - 735-764 Inferring Policy Objectives from Economic Outcomes
by Richard Dennis
December 2004, Volume 66, Issue 5
- 765-798 Truth and Robustness in Cross‐country Growth Regressions
by Kevin D. Hoover & Stephen J. Perez - 799-810 We Ran One Regression
by David F. Hendry & Hans‐Martin Krolzig - 811-846 Inter‐industry Wage Differences and Individual Heterogeneity
by Alan Carruth & William Collier & Andy Dickerson - 847-862 Do Wages Rise or Fall Following Merger?
by Martin J. Conyon & Sourafel Girma & Steve Thompson & Peter W. Wright - 863-894 Tests for Stationarity in Series with Endogenously Determined Structural Change
by David I. Harvey & Terence C. Mills
September 2004, Volume 66, Issue 4
- 439-456 House Price Shocks, Windfall Gains and Hours of Work: British Evidence
by Andrew Henley - 457-482 Internal and External R&D: A Sample Selection Approach
by Claudio A. Piga & Marco Vivarelli - 483-513 Do Inward Investors Achieve their Job Targets?
by Jonathan Jones & Colin Wren - 515-536 The Rise in Danish Unemployment: Reallocation or Mismatch?
by Karsten Albæk & Henrik Hansen - 537-565 Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area
by Michael Artis & Massimiliano Marcellino & Tommaso Proietti - 567-579 The 3‐day Week of 1974 and Earnings Data Reliability in the Family Expenditure Survey and the National Child Development Study
by Nathan D. Grawe
July 2004, Volume 66, Issue 3
- 285-308 The Transmission of Monetary Policy in the Euro Area: Are the Effects Different Across Countries?
by Gert Peersman - 309-331 Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area
by Livio Stracca - 333-351 On Business Cycle Asymmetries in G7 Countries
by Khurshid M. Kiani & Prasad V. Bidarkota - 353-378 From R&D to Productivity Growth: Do the Institutional Settings and the Source of Funds of R&D Matter?
by Dominique Guellec & Bruno Van Pottelsberghe de la Potterie - 379-397 Analysing I(2) Systems by Transformed Vector Autoregressions
by Hans Christian Kongsted & Heino Bohn Nielsen - 399-424 A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis
by Martin Wagner - 425-433 Calculating a Standard Error for the Gini Coefficient: Some Further Results
by David E. A. Giles - 435-437 Calculating a Standard Error for the Gini Coefficient: Some Further Results: Reply
by Tomson Ogwang
May 2004, Volume 66, Issue 2
- 147-164 Endogenous Growth: Estimating the Romer Model for the US and Germany
by Gang Gong & Alfred Greiner & Willi Semmler - 165-187 Investment in Fixed Capital Stock: Testing for the Impact of Sectoral and Systemic Uncertainty
by Johannes Fedderke - 189-204 Seasonality and Wage Responsiveness in a Developing Agrarian Economy
by Sunil Kanwar - 205-237 Unemployment Experiences of Young Men: on the Road to Stable Employment?
by Adriaan S. Kalwij - 239-260 The Relationship between Unemployment Benefits and Re‐employment Probabilities: Evidence from Spain
by Stephen P. Jenkins & Carlos García‐Serrano - 261-284 Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration
by Sung K. Ahn & Sinsup Cho & B. Chan Seong
February 2004, Volume 66, Issue 1
- 1-22 The Quality of Life in England and Wales
by Sylaja Srinivasan & Geoff Stewart - 23-47 Never Give up on the Good Times: Student Attrition in the UK
by Geraint Johnes & Robert McNabb - 49-69 A Consistent Approach to Cost Efficiency Measurement
by George C. Bitros & Efthymios G. Tsionas - 71-89 Transforming Qualitative Survey Data: Performance Comparisons for the UK
by Ciaran Driver & Giovanni Urga - 91-112 Forecast Pooling for European Macroeconomic Variables
by Massimiliano Marcellino - 113-131 The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests
by Georgios Chortareas & George Kapetanios - 133-146 Tests for a Break in Level when the Order of Integration is Unknown
by David I. Harvey & Stephen J. Leybourne & Paul Newbold
December 2003, Volume 65, Issue s1
- 681-688 Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics
by Niels Haldrup & David F. Hendry & Herman K. van Dijk - 689-701 Time Series Concepts for Conditional Distributions
by Clive W. J. Granger - 703-725 Specification Testing of Markov Switching Models
by Robert Breunig & Serinah Najarian & Adrian Pagan - 727-744 Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
by Dick van Dijk & Philip Hans Franses - 745-767 Searching for the Causal Structure of a Vector Autoregression
by Selva Demiralp & Kevin D. Hoover - 769-801 General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions
by Hans‐Martin Krolzig - 803-819 Consistent Model Selection by an Automatic Gets Approach
by Julia Campos & David F. Hendry & Hans‐Martin Krolzig - 821-838 A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
by Teodosio Perez‐Amaral & Giampiero M. Gallo & Halbert White - 839-861 Choosing the Best Volatility Models: The Model Confidence Set Approach
by Peter Reinhard Hansen & Asger Lunde & James M. Nason - 863-876 Bayesian Model Selection with an Uninformative Prior
by Rodney W. Strachan & Herman K. van Dijk - 877-890 An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional
by Werner Ploberger & Peter C. B. Phillips - 891-906 Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models
by Jean‐Marie Dufour & Lynda Khalaf & Marie‐Claude Beaulieu
December 2003, Volume 65, Issue 5
- 531-555 Hard Times or Great Expectations? Dividend Omissions and Dividend Cuts by UK Firms
by Andrew Benito & Garry Young - 557-573 Non‐linear Predictability of UK Stock Market Returns
by David G. McMillan - 575-594 Human Capital Spillovers within the Workplace: Evidence for Great Britain
by Harminder Battu & Clive R. Belfield & Peter J. Sloane - 595-604 Implications of the Changes in the System of National Accounts for Measured Growth and the Business Cycle
by Patrick Vanhoudt - 605-628 Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece
by Sophocles N. Brissimis & George Hondroyiannis & P. A. V. B. Swamy & George S. Tavlas - 629-653 Exogeneity in Vector Error Correction Models with Purely Exogenous Long‐Run Paths
by Jacqueline Pradel & Christophe Rault - 655-680 Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand
by Nelson C. Mark & Donggyu Sul
September 2003, Volume 65, Issue 4
- 395-420 A Natural Experiment on the ‘Race to the Bottom’ Hypothesis: Testing for Stochastic Dominance in Temporal Pollution Trends
by Daniel L. Millimet & John A. List - 421-437 Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS
by Ivan Paya & Ioannis A. Venetis & David A. Peel - 439-451 Okun's Law Revisited
by Jesús Crespo Cuaresma - 453-474 Regional Foreign Direct Investment and Wage Spillovers: Plant Level Evidence from the UK Electronics Industry
by Nigel Driffield & Sourafel Girma - 475-496 Explaining Firms’ Export Behaviour: R&D, Spillovers and the Destination Market
by Salvador Barrios & Holger Görg & Eric Strobl - 497-515 Economic Integration and Regional Business Cycles: Evidence from the Iberian Regions
by Salvador Barrios & Juan José de Lucio