Content
October 2008, Volume 70, Issue 5
- 665-704 A Simple Test for Cointegration in Dependent Panels with Structural Breaks
by Joakim Westerlund & David L. Edgerton - 705-710 On Critical Values of Tests against a Change in Persistence
by Uwe Hassler & Jan Scheithauer
August 2008, Volume 70, Issue 4
- 431-459 Relative Wage Variation and Industry Location in the United Kingdom
by Andrew B. Bernard & Stephen J. Redding & Peter K. Schott & Helen Simpson - 461-492 Technological Change and Transition: Relative Contributions to Worldwide Growth During the 1990s
by Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk - 493-508 Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks
by Stefanie Kleimeier & Thorsten Lehnert & Willem F. C. Verschoor - 509-533 A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
by Selva Demiralp & Kevin D. Hoover & Stephen J. Perez - 535-558 Estimation of Engel Curves from Survey Data with Zero Expenditures
by Hikaru Hasegawa & Kazuhiro Ueda & Kunie Mori - 559-582 Practical Considerations for Choosing Between Tobit and SCLS or CLAD Estimators for Censored Regression Models with an Application to Charitable Giving
by Mark Ottoni Wilhelm
June 2008, Volume 70, Issue 3
- 283-301 Labour Demand, Flexible Contracts and Financial Factors: Firm‐Level Evidence from Spain
by Andrew Benito & Ignacio Hernando - 303-325 Dragon Children: Identifying the Causal Effect of the First Child on Female Labour Supply with the Chinese Lunar Calendar
by James P. Vere - 327-345 Seniority Profiles in Unionized Workplaces: Do Unions Still have the Edge?
by Alexandros Zangelidis - 347-373 Turning Unemployment into Self‐Employment: Effectiveness of Two Start‐Up Programmes
by Hans J. Baumgartner & Marco Caliendo - 375-398 Impacts of Prime‐age Adult Mortality on Labour Supply: Evidence from Adolescents and Women in South Africa
by Futoshi Yamauchi & Thabani Buthelezi & Myriam Velia - 399-413 The Productivity Effects of Internal and External R&D: Evidence from a Dynamic Panel Data Model
by Boris Lokshin & René Belderbos & Martin Carree - 415-429 Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models
by L. G. Godfrey
April 2008, Volume 70, Issue 2
- 129-153 Inequality and Crime: Separating the Effects of Permanent and Transitory Income
by Matz Dahlberg & Magnus Gustavsson - 155-180 Pricing‐to‐Market and Market Structure
by Matteo Bugamelli & Roberto Tedeschi - 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