Table Of Content

JOURNAL OF APPLIED ECONOMETRICS ol. | viii (2000) (J. Appl. Econ.) CONTE? Volume 15 Number 1 January—February 2000 Multiple Comparisons with the Best, with Economi W. C. Horrace and P. Schmidt Business Cycle Non-linearities in UK Consumption N. Ocal and D. R. Osborn The Effects of Real and Nominal Uncertainty on Output Growth: Some GARCH-M Evidence K. B. Grier and M. J. Perry Asymptotically Perfect and Relative Convergence B. Hobijn and P. H. Franses US Deficit Sustainability: A New Approach Based « ndogenous Breaks G. M. Martin SOFTWARE REVIEW Econometric Software Reliability and Nonlinear Esti: ews: Comment D. M. Lilien Reply B. D. McCullough Announcement: Journal of Applied Econometrics Ann Forthcoming Papers Journal of Applied Econometrics Data Archive: Infor Volume 15 Number 2 March—April 2000 An Empirical Analysis of Alternative Parametric AR‘ G. F. Loudon, W. H. Watt and P. K. Yadav f ——$—_———— The Journal of ipplied Econometrics is covered by the followin Howell), Cambridge Scientific Abstracts, Current Contents” /S Alerting Services, Journal of Economic Literature/EconLit, Qu (ISI), Social SciSearch® (ISI) St Stochastic Volatility Models: Conditional Normality versus Heavy-tailed Distributions R. Liesenfeld and R. C. Jung Real Exchange Rate Behaviour: Evidence from Black Markets K. B. Luintel Scale Economies in Electricity Distribution: A Semiparametric Analysis A. Yatchew SOFTWARE REVIEW Review of GAUSS for Windows, Including its Numerical Accuracy H. D. Vinod Announcement: Journal of Applied Econometrics Annual Lecture Series Forthcoming Papers Volume 15 Number 3 June 2000 Determining Market Power Exertion between Buyers and Sellers K. Curry Raper, H. A. Love and C. R. Shumway Box—Cox Quantile Regression and the Distribution of Firm Sizes \. F. Machado and J. Mata Linear Household Technologies C. A. Bollino, F. Perali and N. Rossi Union Status of Young Men in Britain: A Decade of Change W. Arulampalam and A. L. Booth Keynesian Impulses Versus Solow Residuals: Identifying Sources of Business Cycle Fluctuations D. N DeJong B. | Ingr im and (¢ H Whiteman SOFTWARE REVIEW The Cygwin Tools: A GNU Toolkit for Windows J. Racine Volume 15 Number 4 July—August 2000 Wage Differentials across Firms: An Application of Multilevel Modelling A. R. Cardoso Incomplete Information and the Time Series Behaviour of Consumption D. Demery and N. W. Duck Gender, Race, Pay and Promotion in the British fession: Estimation of a Generalized Ordered Probit Model S Pudney and M. Shields An Examination of the Dynamic Behaviour of nts using GMM Boot- strapping Methods M. Dahlberg and E. Johansson The Cost and Technological Structure of Aluminiun ridwide R. Gagne and C. Nappi SOFTWARE REVIEW Financial Analysis Package for GAUSS P. S. Sephton Forthcoming Papers Journal of Applied Econometrics Data Archive Email Submission of Abstracts Volume 15 Number 5 September—October 2000 Obituary Zvi Griliches: 1930-1999 Announcement Mixed MNL Models for Discrete Response D. McFadden and K. Train Tests for Multiple Forecast Encompassing D. Harvey and P. Newbold Uncovering Financial Markets’ Beliefs About Inflatior F. J. Ruge-Murcia Near Unit Roots, Cointegration, and the Term Struct t Rates M. Lanne SOFTWARE REVIEW Econometrics with Octave D. Eddelbuettel Editorial Clarification Forthcoming Papers Volume 15 Number 6 November—December 2000 Special Issue on Inference and Decision Making Guest Editors: J. Geweke, J. Rust and H. K. van Dijk Introduction: Inference and Decision Making J. Geweke, J. Rust and H. K. van Dijk Measuring the Equilibrium Effects of Unemployment Benefits Dispersion A. van Vuuren, G. J. van den Berg and G. Ridder Sequential Testing of Duration Data: The Case of the Pennsylvania ““Reemployment Bonus” Experiment Y. Bilias Serially Correlated Variables in Dynamic, Discrete Choice Models T. R. Stinebrickner Econometric Applications of Maxmin Expected Utility G. Chamberlain Loss Function-Based Evaluation of DSGE Models F. Schorfheide Daily Exchange Rate Behaviour and the Hedging of Currency Risk C. S. Bos, R. J. Mahieu and H. K. van Dijk 4 Multivariate Latent Factor Decomposition of International Bond Yield Spreads M. Dungey,. V. L. Martin and A. R. Pagar 4 Dynamic Multinomial Probit Model for Brand Choice with Different Long-run and Short- run Effects of Marketing-Mix Variables R. Paap and P. H. Franses Acknowledgement to Referees Forthcoming Papers Call for Papers Author Index Journal of Applied Econometrics Data Archive: Information for Users Volume Contents d e a o f 3 i s t i b b a r : T R E X E g n i p e e s