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January 2013, Volume 28, Issue 1
- 151-165 Investment decisions in manufacturing: assessing the effects of real oil prices and their uncertainty
by Konstantinos Drakos & Panagiotis Th. Konstantinou - 166-169 Narrow and scientific replication of ‘The slave trade and the origins of mistrust in Africa'
by Koen Deconinck & Marijke Verpoorten - 170-175 Microfit 5.0
by C. R. McKenzie & Sumiko Takaoka
November 2012, Volume 27, Issue 7
- 1037-1058 Learning from peers in signaling game experiments
by Xiaodong Liu & John H. Kagel & Lung‐Fei Lee - 1059-1075 Is God in the details? A reexamination of the role of religion in economic growth
by Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan - 1076-1099 Estimating Engel curves under unit and item nonresponse
by Giuseppe De Luca & Franco Peracchi - 1100-1115 Evaluating Californian under‐age drunk driving laws: endogenous policy lags
by Tzu‐Chun Kuo - 1116-1137 Labor market entry and earnings dynamics: Bayesian inference using mixtures‐of‐experts Markov chain clustering
by Sylvia Frühwirth‐Schnatter & Christoph Pamminger & Andrea Weber & Rudolf Winter‐Ebmer - 1138-1160 On the size distortion of tests after an overidentifying restrictions pretest
by Patrik Guggenberger & Gitanjali Kumar - 1161-1173 An alternative measure of intergenerational income mobility based on a random coefficient model
by Irina Murtazashvili - 1174-1188 Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution
by Dries F. Benoit & Dirk Van den Poel - 1189-1204 Finite‐sample comparison of alternative methods for estimating dynamic panel data models
by Alpaslan Akay - 1205-1210 EViews 7.2
by C. R. McKenzie & Sumiko Takaoka - 1211-1212 The Richard Stone Prize in Applied Econometrics
by M. Hashem Pesaran
September 2012, Volume 27, Issue 6
- 877-906 Realized GARCH: a joint model for returns and realized measures of volatility
by Peter Reinhard Hansen & Zhuo Huang & Howard Howan Shek - 907-933 Multivariate high‐frequency‐based volatility (HEAVY) models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard - 934-955 On the forecasting accuracy of multivariate GARCH models
by Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante - 956-977 A comprehensive look at financial volatility prediction by economic variables
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - 978-1012 Testing distributional assumptions: A GMM aproach
by Christian Bontemps & Nour Meddahi - 1013-1036 Risk aversion, intertemporal substitution, and the term structure of interest rates
by René Garcia & Richard Luger
August 2012, Volume 27, Issue 5
- 705-740 A Panel Data Approach For Program Evaluation: Measuring The Benefits Of Political And Economic Integration Of Hong Kong With Mainland China
by Cheng Hsiao & H. Steve Ching & Shui Ki Wan - 741-772 Fostering Educational Enrolment Through Subsidies: The Issue Of Timing
by Mario Fiorini - 773-794 ‘Dual’ Gravity: Using Spatial Econometrics To Control For Multilateral Resistance
by Kristian Behrens & Cem Ertur & Wilfried Koch - 795-811 Weighted Smooth Transition Regressions
by Ralf Becker & Denise R. Osborn - 812-830 Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models
by Markku Lanne & Arto Luoma & Jani Luoto - 831-846 A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities
by Dennis Fok & Richard Paap & Bram Van Dijk - 847-869 Individual Versus Aggregate Income Elasticities For Heterogeneous Populations
by Michal Paluch & Alois Kneip & Werner Hildenbrand - 870-876 Comparison Of Model Averaging Techniques: Assessing Growth Determinants
by Shahram M. Amini & Christopher F. Parmeter
June 2012, Volume 27, Issue 4
- 525-553 Optimal monetary policy using an unrestricted VAR
by Vito Polito & Mike Wickens - 554-573 Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework
by Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Yongcheol Shin - 574-602 Term structure surprises: the predictive content of curvature, level, and slope
by Emanuel Moench - 603-624 An identification‐robust test for time‐varying parameters in the dynamics of energy prices
by Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian - 625-645 A blocking and regularization approach to high‐dimensional realized covariance estimation
by Nikolaus Hautsch & Lada M. Kyj & Roel C. A. Oomen - 646-665 A simple, flexible estimator for count and other ordered discrete data
by Thomas A. Mroz - 666-685 Lose weight for a raise only if overweight: Marginal integration for semi‐linear panel models
by Kamhon Kan & Myoung‐Jae Lee - 686-694 The impact of data revisions on the robustness of growth determinants—a note on ‘determinants of economic growth: Will data tell?’
by Martin Feldkircher & Stefan Zeugner - 695-699 The political economy of financial reform: How robust are huang's findings?
by Eelco Zandberg & Jakob De Haan & J. Paul Elhorst
April 2012, Volume 27, Issue 3
- 347-385 Estimation of nonlinear models with mismeasured regressors using marginal information
by Yingyao Hu & Geert Ridder - 386-414 Modelling heterogeneity and dynamics in the volatility of individual wages
by L. Hospido - 415-439 Nonparametric estimation of the impact of taxes on female labor supply
by Anil Kumar - 440-473 Revealing the preferences of the US Federal Reserve
by Pelin Ilbas - 474-499 Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
by Emma M. Iglesias & Garry D. A. Phillips - 500-522 Modelling dependence using skew t copulas: Bayesian inference and applications
by Michael S. Smith & Quan Gan & Robert J. Kohn
March 2012, Volume 27, Issue 2
- 173-204 Estimation of sample selection models with spatial dependence
by Alfonso Flores‐Lagunes & Kurt Erik Schnier - 205-234 Productivity and efficiency dynamics in Indian banking: An input distance function approach incorporating quality of inputs and outputs
by Abhiman Das & Subal C. Kumbhakar - 235-252 The impact of reserve prices on the perceived bias of expert appraisals of fine art
by Clare McAndrew & James L Smith & Rex Thompson - 253-268 Alternative technical efficiency measures: Skew, bias and scale
by Qu Feng & William C. Horrace - 269-295 Dynamic stochastic copula models: estimation, inference and applications
by Christian M. Hafner & Hans Manner - 296-321 Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects
by Theo S. Eicher & Christian Henn & Chris Papageorgiou - 322-332 Specification and testing of models estimated by quadrature
by Geert Dhaene & J. M. C. Santos Silva - 333-342 From market shares to consumer types: Duality in differentiated product demand estimation
by Myrto Kalouptsidi - 343-346 GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009)
by Helmut Farbmacher
January 2012, Volume 27, Issue 1
- 1-33 Dynamics and equilibrium in a structural model of wide‐body commercial aircraft markets
by Loren K. Smith - 34-62 Traffic safety and vehicle choice: quantifying the effects of the ‘arms race’ on American roads
by Shanjun Li - 63-84 Selection in a field experiment with voluntary participation
by Pieter A. Gautier & Bas van der Klaauw - 85-107 Stochastic monotonicity in intergenerational mobility tables
by Valentino Dardanoni & Mario Fiorini & Antonio Forcina - 108-128 Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach
by Aart Kraay - 129-159 Measuring the impact of nonignorability in panel data with non‐monotone nonresponse
by Hui Xie & Yi Qian - 160-166 Innovation and competition: An unstable relationship
by Juan A. Correa - 167-172 RStudio: A Platform‐Independent IDE for R and Sweave
by Jeffrey S. Racine
November 2011, Volume 26, Issue 7
- 1059-1078 Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition
by Joseph Engelberg & Charles F. Manski & Jared Williams - 1079-1112 The effect of location on finding a job in the Paris region
by Laurent Gobillon & Thierry Magnac & Harris Selod - 1113-1136 Competition in large markets
by Jeffrey R. Campbell - 1137-1156 Cannabis use and mental health problems
by Jan C. van Ours & Jenny Williams - 1157-1186 Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use
by Anne Line Bretteville‐Jensen & Liana Jacobi - 1187-1214 Estimating the effect of a gasoline tax on carbon emissions
by Lucas W. Davis & Lutz Kilian - 1215-1216 Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak
by Fábio Augusto Reis Gomes & Lourenço S. Paz
September 2011, Volume 26, Issue 6
- 893-921 Jumps, cojumps and macro announcements
by Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely - 922-947 Modelling and forecasting multivariate realized volatility
by Roxana Chiriac & Valeri Voev - 948-974 Stocks, bonds, money markets and exchange rates: measuring international financial transmission
by Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon - 975-998 Factor analysis of permanent and transitory dynamics of the US economy and the stock market
by Zeynep Senyuz - 999-1022 Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging
by Francesco Audrino & Marcelo C. Medeiros - 1023-1040 Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
by James Mitchell & Kenneth F. Wallis - 1041-1047 How different is Africa? A comment on Masanjala and Papageorgiou
by Jesus Crespo Cuaresma - 1048-1050 How to use interaction terms in BMA: Reply to Crespo Cuaresma's comment on Masanjala and Papageorgiou (2008)
by Chris Papageorgiou - 1051-1057 Reconciling the evidence of Card and Krueger (1994) and Neumark and Wascher (2000)
by Olli Ropponen
August 2011, Volume 26, Issue 5
- 715-734 Conditional Markov chain and its application in economic time series analysis
by Jushan Bai & Peng Wang - 735-761 Forecasting large datasets with Bayesian reduced rank multivariate models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - 762-782 Simulation‐based tests of forward‐looking models under VAR learning dynamics
by Luca Fanelli & Giulio Palomba - 783-824 Non‐parametric bounds on quantiles under monotonicity assumptions: with an application to the Italian education returns
by Pamela Giustinelli - 825-853 A comparison of treatment effects estimators using a structural model of AMI treatment choices and severity of illness information from hospital charts
by Ahmed Khwaja & Gabriel Picone & Martin Salm & Justin G. Trogdon - 854-871 Simulation estimation of two‐tiered dynamic panel Tobit models with an application to the labor supply of married women
by Sheng‐Kai Chang - 872-879 The frequency of visiting a doctor: Is the decision to go independent of the frequency?
by Hans Van Ophem - 880-885 Using gretl for Monte Carlo experiments
by Lee C. Adkins - 886-887 How does changing age distribution impact stock prices? a nonparametric approach
by Cheolbeom Park
June 2011, Volume 26, Issue 4
- 549-579 How does heterogeneity shape the socioeconomic gradient in health satisfaction?
by Andrew M. Jones & Stefanie Schurer - 580-612 Job and wage mobility with minimum wages and imperfect compliance
by Zvi Eckstein & Suqin Ge & Barbara Petrongolo - 613-640 Estimating the returns to schooling: a likelihood approach based on normal mixtures
by John K. Dagsvik & TorbjØrn HÆgeland & Arvid Raknerud - 641-668 Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions
by Pierre‐Carl Michaud & Konstantinos Tatsiramos - 669-707 An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier - 708-714 Biases in approximating log production
by Kai Sun & Daniel J. Henderson & Subal C. Kumbhakar
April 2011, Volume 26, Issue 3
- 351-351 Introduction: ‘Measurement and analysis of subjective expectations’
by Charles Bellemare & Charles F. Manski - 352-370 Measuring and interpreting expectations of equity returns
by Jeff Dominitz & Charles F. Manski - 371-392 When Kahneman meets Manski: Using dual systems of reasoning to interpret subjective expectations of equity returns
by Fabian Gouret & Guillaume Hollard - 393-415 Stock market crash and expectations of American households
by Péter Hudomiet & Gábor Kézdi & Robert J. Willis - 416-436 Stock market expectations of Dutch households
by Michael Hurd & Maarten Van Rooij & Joachim Winter - 437-453 Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models
by Charles Bellemare & Alexander Sebald & Martin Strobel - 454-478 Measuring consumer uncertainty about future inflation
by Wändi Bruine De Bruin & Charles F. Manski & Giorgio Topa & Wilbert van der Klaauw - 479-497 Eliciting probabilistic expectations with visual aids in developing countries: how sensitive are answers to variations in elicitation design?
by Adeline Delavande & Xavier Giné & David McKenzie - 498-519 Individuals' uncertainty about future social security benefits and portfolio choice
by Adeline Delavande & Susann Rohwedder - 520-544 Can subjective expectations data be used in choice models? evidence on cognitive biases
by Basit Zafar - 545-546 Journal of Applied Econometrics distinguished authors
by M. Hashem Pesaran
March 2011, Volume 26, Issue 2
- 173-192 Default estimation, correlated defaults, and expert information
by Nicholas M. Kiefer - 193-212 Assessing and valuing the nonlinear structure of hedge fund returns
by Antonio Diez De Los Rios & René Garcia - 213-231 Measuring the diffusion of housing prices across space and over time
by Ryan R. Brady - 232-269 The response of prices, sales, and output to temporary changes in demand
by Adam Copeland & George Hall - 270-297 Stochastic error specification in primal and dual production systems
by Subal C. Kumbhakar & Efthymios G. Tsionas - 298-321 Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability
by Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre - 322-343 Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory
by Orazio P. Attanasio & Monica Paiella - 344-349 npRmpi: A package for parallel distributed kernel estimation in R
by Anson T. Y. Ho & Kim P. Huynh & David T. Jacho‐Chávez
January/February 2011, Volume 26, Issue 1
- 1-29 Hierarchical Markov normal mixture models with applications to financial asset returns
by John Geweke & Gianni Amisano - 30-55 Default priors and predictive performance in Bayesian model averaging, with application to growth determinants
by Theo S. Eicher & Chris Papageorgiou & Adrian E. Raftery - 56-88 A new poolability test for cointegrated panels
by Joakim Westerlund & Wolfgang Hess - 89-121 Dynamics of worker flows and vacancies: evidence from the sign restriction approach
by Shigeru Fujita - 122-150 An empirical model of mainframe computer investment
by Sung‐Jin Cho - 151-166 Estimating intergenerational schooling mobility on censored samples: consequences and remedies
by Monique De Haan & Erik Plug - 167-172 Mixed logit models: accuracy and software choice
by Jae Bong Chang & Jayson L. Lusk
January 2010, Volume 25, Issue 1
- 1-3 Introduction: ‘Model uncertainty and macroeconomics’
by Steven N. Durlauf & Shaun P. Vahey - 5-29 Averaging forecasts from VARs with uncertain instabilities
by Todd E. Clark & Michael W. McCracken - 31-54 International evidence on the efficacy of new‐Keynesian models of inflation persistence
by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson - 55-70 Limited information estimation and evaluation of DSGE models
by Martin Fukač & Adrian Pagan - 71-92 Large Bayesian vector auto regressions
by Marta Bańbura & Domenico Giannone & Lucrezia Reichlin - 93-128 Monetary policy and uncertainty in an empirical small open‐economy model
by Alejandro Justiniano & Bruce Preston - 129-143 Welfare‐maximizing monetary policy under parameter uncertainty
by Rochelle M. Edge & Thomas Laubach & John C. Williams - 145-176 Empirical and policy performance of a forward‐looking monetary model
by Alexei Onatski & Noah Williams - 177-194 The Lucas critique and the stability of empirical models
by Thomas A. Lubik & Paolo Surico - 195-195 Journal of applied econometrics distinguished authors
by M. Hashem Pesaran
November 2009, Volume 24, Issue 7
- 1057-1093 Land of addicts? an empirical investigation of habit‐based asset pricing models
by Xiaohong Chen & Sydney C. Ludvigson - 1095-1116 Measuring state dependence in individual poverty histories when there is feedback to employment status and household composition
by Martin Biewen - 1117-1135 Estimating class‐specific parametric models under class uncertainty: local polynomial regression clustering in an hedonic analysis of wine markets
by Marco Costanigro & Ron C. Mittelhammer & Jill J. McCluskey - 1137-1152 Dichotomous‐choice contingent valuation with ‘dont know’ responses and misreporting
by Kelvin Balcombe & Iain Fraser - 1153-1185 Economic transition and growth
by Peter C. B. Phillips & Donggyu Sul - 1187-1206 Forecasting US output growth using leading indicators: an appraisal using MIDAS models
by Michael P. Clements & Ana Beatriz Galvão - 1207-1213 The political economy of financial reform: are Abiad and Mody right?
by Yongfu Huang
December 2006, Volume 21, Issue 8
- 1111-1134 Inter‐state dynamics of invention activities, 1930–2000
by Catherine Y. Co & John S. Landon‐Lane & Myeong‐Su Yun - 1135-1155 Small‐sample confidence intervals for multivariate impulse response functions at long horizons
by Elena Pesavento & Barbara Rossi - 1157-1168 Nonlinear dynamics of interest rate and inflation
by Markku Lanne - 1169-1198 Is there a risk–return trade‐off? Evidence from high‐frequency data
by Turan G. Bali & Lin Peng - 1199-1219 Modelling multi‐period inflation uncertainty using a panel of density forecasts
by Kajal Lahiri & Fushang Liu - 1221-1247 An empirical model of the multi‐unit, sequential, clock auction
by Stephen G. Donald & Harry J. Paarsch & Jacques Robert - 1249-1264 A re‐interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated
by Anindya Banerjee & Paul Mizen - 1265-1293 Intergenerational mobility and sample selection in short panels
by Marco Francesconi & Cheti Nicoletti - 1295-1326 Identification and estimation of bounds on school performance measures: a nonparametric analysis of a mixture model with verification
by Jeff Dominitz & Robert P. Sherman
November 2006, Volume 21, Issue 7
- 897-917 Cannabis, cocaine and jobs
by Jan C. van Ours - 919-934 The costs of motherhood: an analysis using matching estimators
by Marianne Simonsen & Lars Skipper - 935-953 Health insurance and retirement of married couples
by David M. Blau & Donna B. Gilleskie - 955-980 A dynamic model of contraceptive choice of Spanish couples
by Jesús M. Carro & Pedro Mira - 981-998 Age–period–cohort decomposition of aggregate data: an application to US and Japanese household saving rates
by Kosei Fukuda - 999-1018 The effect of household characteristics on living standards in South Africa 1993–1998: a quantile regression analysis with sample attrition
by Pushkar Maitra & Farshid Vahid - 1019-1038 The Engel curve for alcohol and the rank of demand systems
by Takashi Unayama - 1039-1079 The welfare effects of restricted hospital choice in the US medical care market
by Katherine Ho - 1081-1099 Bayesian analysis of the two‐part model with endogeneity: application to health care expenditure
by Partha Deb & Murat K. Munkin & Pravin K. Trivedi - 1101-1102 Convergence of productivity: a comment
by Zijun Wang - 1103-1107 Teaching undergraduate econometrics with GRETL
by J. Wilson Mixon Jr & Ryan J. Smith
September 2006, Volume 21, Issue 6
- 683-702 A small monetary system for the euro area based on German data
by Ralf Brüggemann & Helmut Lütkepohl - 703-725 How quickly do forecasters incorporate news? Evidence from cross‐country surveys
by Gultekin Isiklar & Kajal Lahiri & Prakash Loungani - 727-744 The emerging market crisis and stock market linkages: further evidence
by Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang - 745-779 Estimation and comparison of treasury auction formats when bidders are asymmetric
by Olivier Armantier & Erwann SbaÏ - 781-802 Semi‐parametric estimation of consumption‐based equivalence scales: the case of Germany
by Ralf A. Wilke - 803-826 Sectoral labour supply, choice restrictions and functional form
by John K. Dagsvik & Steinar StrØm - 827-833 The case against JIVE
by Russell Davidson & James G. MacKinnon - 835-838 Comment on ‘The case against JIVE’
by Daniel A. Ackerberg & Paul J. Devereux - 839-841 The case against JIVE: a comment
by Sören Blomquist & Matz Dahlberg - 843-844 Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’
by Russell Davidson & James G. MacKinnon - 845-860 Wealth dynamics: reducing noise in panel data
by Daniel H. Hill - 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