Table Of Content

JOURNAL OF APPLIED ECONOMETRICS Vol. 7, iii—v (1992) (J. appl. econom.) CONTENTS Volume 7 Number 1 January—March 1992 Announcement — a ee: Acknowledgement to Referees ———_ Time Aggregation and the Distributional oaape of Unemployment Duration R. Bergstrom and P.-A. Edin <comeaetaseeane Classification and Aggregation: an Application to Industria! Classification in CPS Data R. Cotterman and F. Peracchi Estimation of a Continuous-time Dynamic Demand System M. J. Chambers— ions astensseiaoshe ‘Objective’ mayenen Unit Root Tests G. Koop Testing a Discrete Switching Disequilibrium Model of the . K Labour Market S. G. Hall, S. G. B. Henry and M. Pemberton Bootstrapping the Process of Model Selection: an Econometric Example M. R. Veall sania ctilne a Software Reviews MICRO-EBA: Leamer’s Extreme Bounds Analysis on GAUSS T. Shiba ——— — — Review of PCBRAP G. Koop Book Reviews Volume 7 Number 2 April-June 1992 The Role of the List Price inp es Markets: Theory and an Econometric Model J. L. Horowitz —- - 115 The Relationship Between Forecast Dispersion and Forecast ncertainty: Evidence from a Survey Data—Arch Model R. W. Rich, J. E. Raymond and J. S. Butler 131 Automobile Insurance Ratemaking in the Presence of Asymmetrical Information G. Dionne and C. Vanasse —-—-—— 149 Estimation of Data Measured with Error and Subject to Linear Restrictions M. Weale Some Strange Properties of Panel Data Estimators D. Robertson and J. Symons Hypotheses Testing Concerning Relationships between Spot Prices of Various Types of Coffee E. Vogelvang — — - The Stationarity of British Economic and Productivity Growth 1856-1913 D. Greasley - Erratum Software Review The GAUSS Programming System: A Review R. G. Anderson Book Reviews Volume 7 Number 3 July-September 1 Survey Evidence on the Rationality of Expectations M. Ivaldi Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function T. Nijman and M. Verbeek — 3 Alternative Estimators for Factor GARCH Models—A Monte Carlo Comparison W.-L. Lin a= —_———- ——_—_—_—— International Evidence on Persistence in Capea in the Presence of an eyietie C — B. Raj ~—- —— - ~— = The Relationship Between Power and Level for Generic Unit Root Tests in Finite Samples S. R. Blough Polynomial Approximation in Cross-sectional Models R. P. Byron — Software Reviews A Review of the Econometrics Toolkit (ET) M. P. Kidd Book Reviews———— Volume 7 Number 4 October-December 1992 Announcement ————s—S — — ~ 335 Acknowledgement to Referees — --— ——_ —_._.— — -——— 337 Market Structure and Spells of Employment and Unemployment: Evidence From the Construction Sector in Egypt i. Tunali and R. Assaad Stochastic Trends and Economic Fluctuations in a Small Open Economy E. Mellander, A. Vredin and A. Warne——— Aggregate Shocks and Macroeconomic Fluctuations: a Bayesian Approach G. Koop——— —_ Simple Tests for Sample Selection Bias in Censored and Discrete Choice Models F. Vella ——— a a2 Software Reviews MicroTSP Version 7.0: a Review M. L. Higgins and N. Ltaifa —— Book Reviews— Author Index