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Volume 11 Number 4 July-August, 1996
The Inconsistency of Common Scale Estimators when Output Prices are Unobserved and Endogenous
T.J. Klette and Z. Griliches
343
Applied Cointegration Analysis in the Mirror of Macroeconomic Theory
P. Soderlind and A. Vredin
363
Persistence of Shocks on Seasonal Processes
T. Proietti
383
Analytical Derivatives and a Mixed-Gradient Method for Efficient Computation of GARCH Estimates
G. Fiorentini, G. Calzolari and L. Panattoni
399
Credit Rationing and Threshold Effects in the Relation Between Money and Output
J.W. Galbraith
419
Computing Median Unbiased Estimates in Macroeconometric Models
R.C. Fair
431
Software Review
Systems Estimation: A Comparison of SAS, Shazam and TSP

J. Silk
437
Forthcoming Papers
Journal of Applied Econometrics Data Archive: Information for Users

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