Table Of Content

OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 66, 1 (2004) 0305-9049 INDEX TO VOLUME 65 (2003) No. | — FEBRUARY Are Returns to Schooling Concentrated Justin L. Tobias Among the Most Able? A Semiparametric Analysis of the Ability—earnings Relationships Inflow Composition, Duration Dependence Heéléne Turon and their Impact on the Unemployment Outflow Rate Profit Margins, Adjustment Costs and José C. Farinas and the Business Cycle: An Application Elena Huergo to Spanish Manufacturing Firms Investigating Excess Returns from Francis Breedon and Nominal Bonds Jagjit S. Chadha Test Procedures for Unit Roots in Time Series Markku Lanne, with Level Shifts at Unknown Time Helmut Liitkepohl and Pentti Saikkonen No. 2 —-M AY Schooling Resources, Educational Ludger Wopmann Institutions and Student Performance: the International Evidence Convexity and Sheepskin Effects in the Norbert R. Schady Human Capital Earnings Function: Recent Evidence for Filipino Men Disaggregate Wealth and Aggregate Joseph P. Byrne and Consumption: an Investigation E. Philip Davis of Empirical Relationships for the G7 Fractional Integration and the Dynamics Luis A. Gil-Alana and of UK Unemployment S. G. Brian Henry The Demand for Health Care Services David E. Sahn, in Rural Tanzania Stephen D. Younger and Garance Genicot Blackwell Publishing Ltd, 2004. Published by Blackwell Publishing Ltd, 9600 Garsington Road, Oxford OX4 2DQ, UK and 350 Main Street, Malden, MA 02148, USA Bulletin No. 3 — JULY Tax Discounting in a High-debt Economy Lorenzo Pozzi Resources at Marriage and Intrahousehold Agnes R. Quisumbing and Allocation: Evidence from Bangladesh, John A. Maluccio Ethiopia, Indonesia, and South Africa The Value of Secondary School Quality Leslie Rosenthal The Effects of Consumption Variability Alessandra Guariglia and on Saving: Evidence from a Panel of Byung-Yeon Kim Muscovite Households Does Tax Evasion Affect Occupational Simon C. Parker Choice? No. 4 — SEPTEMBER A Natural Experiment on the ‘Race to the Daniel L. Millimet and Bottom’ Hypothesis: Testing for Stochastic John A. List Dominance in Temporal Pollution Trends Further Evidence on PPP Adjustment Speeds: Ivan Paya, loannis A. the Case of Effective Real Exchange Rates Venetis and David A. and the EMS Peel Okun’s Law Revisited Jesus Crespo Cuaresma Regional Foreign Direct Investment and Nigel Driffield and Wage Spillovers: Plant Level Evidence Sourafel Girma from the UK Electronics Industry Explaining Firms’ Export Behaviour: R & D, Salvador Barrios, Holger Spillovers and the Destination Market Gorg and Eric Strobl Economic Integration and Regional Business Salvador Barrios and Cycles: Evidence from the Iberian Regions Juan José de Lucio Testing of Fractional Cointegration in Luis A. Gil-Alana Macroeconomic Time Series No. 5 -D ECEMBER Hard Times or Great Expectations? {ndrew Benito and Dividend Omissions and Dividend Cuts Garry Young by UK Firms Non-linear Predictability of UK Stock Market David G. McMillan Returns Blackwell Publishing Ltd 2004 Index to Volume 65 (2003) Human Capital Spillovers within the Harminder Battu, Workplace: Evidence for Great Britain Clive R. Belfield and Peter J. Sloane Implications of the Changes in the System Patrick Vanhoudt of National Accounts for Measured Growth and the Business Cycle Empirical Modelling of Money Demand in Sophocles N. Brissimis, Periods of Structural Change: The Case George Hondroyiannis, of Greece P. A. V. B. Swamy and George S. Tavlas Exogeneity in Vector Error Correction Jacqueline Pradel and Models with Purely Exogenous Christophe Rault Long-Run Paths Cointegration Vector Estimation by Panel Nelson C. Mark and DOLS and Long-run Money Demand Donggyu Sul SUPPLEMENT — DECEMBER Guest Editors’ Introduction Niels Haldrup, David F- Hendry and Herman K. van Dijk Time Series Concepts for Conditional Clive W. J. Granger Distributions Specification Testing of Markov Switching Robert Breunig, Models Serinah Najarian and Adrian Pagan Selecting a Nonlinear Time Series Model Dick van Dijk and using Weighted Tests of Equal Forecast Philip Hans Franses Accuracy Searching for the Causal Structure of a Selva Demiralp and Vector Autoregression Kevin D. Hoover General-to-Specific Model Selection Proce- Hans-Martin Krolzig dures for Structural Vector Autoregressions Consistent Model Selection by an Automatic Julia Campos, Gets Approach David F. Hendry and Hans-Martin Krolzig A Flexible Tool for Model Building: the Teodosio Perez-Amaral, Relevant Transformation of the Inputs Giampiero M. Gallo and Network Approach (RETINA) Halbert White © Blackwell Publishing Ltd 2004 Bulletin Choosing the Best Volatility Models: Peter Reinhard Hansen, The Model Confidence Set Approach Asger Lunde and James M. Nason Bayesian Model Selection with an Rodney W. Strachan and Uninformative Prior Herman K. van Dijk An Introduction to Best Empirical Models Werner Ploberger and when the Parameter Space is Infinite Peter C. B. Phillips Dimensional Exact Skewness—Kurtosis Tests for Multi- Jean-Marie Dufour, variate Normality and Goodness-of-Fit in Lynda Khalaf and Multivariate Regressions with Application Marie-Claude Beaulieu to Asset Pricing Models Blackwell Publishing Ltd 2004