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Content
March 2005, Volume 20, Issue 3
- 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
- 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