Table Of Content

JOURNAL OF APPLIED ECONOMETRICS (J {ppl Econ.) CONTENTS Volume 14. Number 1 inuary—February 1999 Announcement: Richard Stone Prize Estimating the Natural Rate of Unemployment and Testi: ite Hypothesis M. K. Salemi Unit Roots in the Presence of Abrupt Governmental Int Application to Brazilian Data R. C. Cati, M. G. P. Garcia and P. Perron Jackknife Instrumental Variables Estimation J. D. Angrist, G. W. Imbens and A. B. Krueger Small Sample Properties of LIML and Jackknife IV Est nents with Weak Instruments S. Blomquist and M. Dahiberg Book Review R. C. Mittelhammer: Mathematical Statistics for Econor B. McCullough Announcement: Annual Lecture Series Forthcoming Papers Journal of Applied Econometrics Data Archive: Informat Electronic Submission of Abstracts: Instructions for Auth Volume 14. Number 2 March—April 1999 A Non-Linear Filtering Approach to Stochastic Volatilit n Application to Daily Stock Returns T. Watanabe The Jou (UMI1), CAB A Dst racts Cambridge entific racts, COREJ, CC Soc ‘ Econlit I yu rm a of Economic Literature, Quality nt ind App lr x (ISI SsciSearch and Sta A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models M. P. Clements and J. Smith Detecting Periodically Collapsing Bubbles: A Markovy-Switching Unit Root Test S. G. Hall, Z. Psaradakis and M. Sola Estimating the LQAC Model with I(2) Variables T. Engsted and N. Haldrup The Time-Varying Behaviour of Real Interest Rates: A Re-Evaluation of the Recent Evidence B. Bekdache SOFTWARE REVIEW Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP B. D. McCullough Announcement: Annual Lecture Series Forthcoming Papers Journal of Applied Econometrics Data Archive: Information for Users Electronic Submission of Abstracts: Information for Authors Volume 14. Number 3 May-June 1999 Estimation in Large and Dissaggregated Demand Systems: An Estimator for Conditionally Linear Systems R. Blundell and J. M. Robin The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation G. S. Amacher and D. Hellerstein Testing the Significance of Income Distribution Changes Over the 1980s Business Cycle: A Cross-National Comparison R. V. Burkhauser, A. Crews Cutts, M. C. Daly and S. P. Jenkins Common Cycles in Seasonal Non-Stationary Time Series G. Cubadda Testing the Random Walk Hypothesis for Real Exchange Rates 1. Choi Testing for a Unit Root in the Volatility of Asset Returns J. H. Wright SOFTWARE REVIEW R: Yet Another Econometric Programming Environment F. Cribari-Neto and S. G. Zarkos Forthcoming Papers Electronic Submission of Abstracts: Information for Auth« Announcement and Call for Papers Volume 14 Number 4 ,-August 1999 Learning and Decision Costs in One-Person Games C. Romeo and B. Sopher Another Look at Swedish Business Cycles, 1861—1988 J. Skalin and T. Terdsvirta Estimating the Discount Rate Policy Reaction Function o! y Authority W. G. Choi Labor Supply in Italy: An Empirical Analysis of Joint Hous s, with Taxes and Quantity Constraints R. Aaberge, U. Colombino and 8S. Strom Applied Econometrics Rankings: 1989-1995 B. H. Baltagi SOFTWARE REVIEW The Linux Operating System: Debian GNU/Linux J. G. MacKinnon Forthcoming Papers Announcement: Journal of Applied Ecometrics Distinguish Email Submission of Abstracts Volume 14. Number 5 September—October 1999 Exchange Rate Target Zone Models: A Bayesian Evaluatior K. Li Exchange Rates and Monetary Fundamentals: What Do \ rom Long-Horizon Regressions? L. Kilian Investigating Stability and Linearity of a German M1 Vion Function H. Liitkepohl, T. Terasvirta and J. Wolters Non-Linearities in Cross-Country Growth Regressions: A Sen ric Approach Z. Liu and T. Stengos Testing for ARCH in the Presence of Additive Outliers D. van Dijk, P. H. Franses and A. Lucas Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration J. G. MacKinnon, A. A. Haug and L. Michelis SOFTWARE REVIEW Stochastic Frontier Estimation: A Review of the Software Options V. Sena Volume 14. Number 6 November—December 1999 Conducting Inference in Semiparametric Duration Models under Inequality Restrictions on the Shape of the Hazard Implied by Job Search Theory C. J. Romeo Identifying Interdependent Behaviour in an Empirical Model of Labour Supply IT. Aronsson, S. Blomquist and H. Sacklen Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market >. J. Hodgson Posterior Odds Comparison of a Symmetric Low-Price, Sealed-Bid Auction within the Common-Value and the Independent-Private-Values Paradigms S. Sareen SOFTWARE REVIEW Bayesian Analysis, Computation and Communication Software G. Koop Acknowledgement to Referees Announcement: Journal of Applied Econometrics Annual Lecture Series Author Index Volume Contents