Journal of Applied Econometrics

Volume 17.

(as bibtex)

42 references.

Articles

• 1-23. Transitions from home to marriage of young Americans
  Aassve, Arnstein, Burgess, Simon, Chesher, Andrew, Propper, Carol
• 107-125. Quantifying the uncertainty about the half-life of deviations from PPP
  Kilian, Lutz, Zha, Tao
• 127-147. Stochastic frontier models with random coefficients
  Tsionas, Efthymios G.
• 149-174. Evaluating asset-pricing models using the Hansen-Jagannathan bound: A Monte Carlo investigation
  Otrok, Christopher, Ravikumar, B., Whiteman, Charles H.
• 149-174. Evaluating asset-pricing models using the Hansen–Jagannathan bound: a Monte Carlo investigation
  Otrok, Christopher, Whiteman, Charles H., Ravikumar, B.
• 175-189. Using R to teach econometrics
  Racine, Jeff, Hyndman, Rob
• 191-193. Book reviews : Introductory econometrics: A modern approach, Jeffrey M. wooldridge, south-western college publishing, 2000, 1-538-85013-2, 824, price (hb) $98.75
  Weeks, Melvyn
• 197-223. A structural model of US aggregate job flows
  Langot, Francois, Feve, Patrick, Collard, Fabrice, Fève, Patrick, Langot, François, Perraudin, Corinne
• 225-247. Learning and communication in sender-receiver games: An econometric investigation
  Blume, Andreas, DeJong, Douglas V., Neumann, George R., Savin, N. E.
• 249-268. The relation between wealth and labour market transitions: An empirical study for the Netherlands
  Bloemen, Hans G.
• 25-48. Labour market institutions and employment in France
  Salanie, Bernard, Laroque, Guy, Salanié, Bernard
• 269-289. Crack spread hedging: Accounting for time-varying volatility spillovers in the energy futures markets
  Haigh, Michael S., Holt, Matthew T.
• 291-299. A review of TSW: The windows version of the TRAMO-SEATS program
  Pollock, D. S. G.
• 291-299. A review of TSW: the Windows version of the TRAMO–SEATS program
  Pollock, Professor D. S. G.
• 303-327. Socio-economic distance and spatial patterns in unemployment
  Conley, Timothy G., Topa, Giorgio
• 329-346. Geographic poverty traps? A micro model of consumption growth in rural China
  Jalan, Jyotsna, Ravallion, Martin
• 347-366. Censored latent effects autoregression, with an application to US unemployment
  Franses, Philip Hans, Paap, Richard
• 367-392. A flexible parametric selection model for non-normal data with application to health care usage
  Prieger, James E.
• 393-404. Alcohol abuse and employment: A second look
  Terza, Joseph V.
• 405-414. Visual econometrics: Teaching and practising econometrics using ViSta
  Baiocchi, Giovanni, Distaso, Walter
• 415-418. Probability theory and statistical inference: econometric modelling with observational data, Aris Spanos, Cambridge University Press, 1999, pp. 815 + xxviii, price (pb) $49.95, (hb) $105.00
  McCullough, B. D.
• 419-424. Financial volatility: An introduction
  Franses, Philip Hans, McAleer, Michael
• 425-446. New frontiers for ARCH models
  Engle, Robert
• 447-456. Some comments on risk
  Granger, Clive W. J.
• 457-477. Estimating quadratic variation using realized variance
  Barndorff-Nielsen, Ole E., Shephard, Neil
• 479-508. A theoretical comparison between integrated and realized volatility
  Meddahi, Nour
• 49-59. A segment-level hazard approach to studying household purchase timing decisions
  Vakratsas, Demetrios, Bass, Frank M.
• 509-534. Maximum likelihood estimation of STAR and STAR-GARCH models: Theory and Monte Carlo evidence
  Chan, Felix, McAleer, Michael
• 535-548. Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): The GARCH-NIG model
  Forsberg, Lars, Bollerslev, Tim
• 549-564. GO-GARCH: A multivariate generalized orthogonal GARCH model
  Weide, Roy van der
• 565-578. Time irreversibility and EGARCH effects in US stock index returns
  Chen, Yi-Ting, Kuan, Chung-Ming
• 579-600. Detecting multiple breaks in financial market volatility dynamics
  Andreou, Elena, Ghysels, Eric
• 601-616. Modelling and forecasting level shifts in absolute returns
  Franses, Philip Hans, Leij, Marco Van Der, Paap, Richard
• 61-80. This is what the leading indicators lead
  Camacho, Maximo, Perez-Quiros, Gabriel
• 617-639. Testing the capital asset pricing model efficiently under elliptical symmetry: A semiparametric approach
  Hodgson, Douglas J., Linton, Oliver, Vorkink, Keith
• 641-666. Divergence in alternative Hicksian welfare measures: The case of revealed preference for public amenities
  Chattopadhyay, Sudip
• 667-689. The stochastic volatility in mean model: Empirical evidence from international stock markets
  Koopman, Siem Jan, Uspensky, Eugenie Hol
• 691-699. How to compute the BDS test: A software comparison
  Belaire-Franch, Jorge, Contreras, Dulce
• 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
  Kuklys, Wiebke
• 81-83. A simple and efficient method for estimating the magnitude and precision of welfare changes: comment
  Irvine, Ian J., Sims, William A.
• 85-90. A review of SORITEC for windows
  March, Richard A.
• 95-106. Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom
  Moosa, I. A., Baxter, J. L.