Back Matter Source: Journal of Applied Econometrics, Vol. 14, No. 1 (Jan. - Feb., 1999), pp. 95-96 Published by: Wiley Stable URL: http://www.jstor.org/stable/223252 . Accessed: 08/05/2014 17:57 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. . Wiley and John Wiley & Sons are collaborating with JSTOR to digitize, preserve and extend access to Journal of Applied Econometrics. http://www.jstor.org This content downloaded from 169.229.32.137 on Thu, 8 May 2014 17:57:34 PM All use subject to JSTOR Terms and Conditions
Transcript
Back MatterSource: Journal of Applied Econometrics, Vol. 14, No. 1 (Jan. - Feb., 1999), pp. 95-96Published by: WileyStable URL: http://www.jstor.org/stable/223252 .
Accessed: 08/05/2014 17:57
Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at .http://www.jstor.org/page/info/about/policies/terms.jsp
.JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range ofcontent in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new formsof scholarship. For more information about JSTOR, please contact [email protected].
.
Wiley and John Wiley & Sons are collaborating with JSTOR to digitize, preserve and extend access to Journalof Applied Econometrics.
http://www.jstor.org
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JOURNAL OF APPLIED ECONOMETRICS J. Appl. Econ. 14: 95 (1999)
Announcement
JOURNAL OF APPLIED ECONOMETRICS ANNUAL LECTURE SERIES
We are pleased to announce the third set of lectures in the Journal of Applied Econometrics Annual Lecture Series, to be delivered by Professor Daniel McFadden of the University of California at Berkeley.
The Lecture Series was launched in 1997 in a move to promote applied econometrics. Each year two lectures are delivered on consecutive days by an eminent speaker, our hope being that these lectures will redress the balance of many applied econometrics presentations, where a major part of the discussion is often concerned with theoretical issues, leaving little time for serious consideration of the empirical results and their interpretations. In the JAE Lectures, the speaker in the first lecture sets up the theoretical model and discusses the econometric theory involved in estimation and testing of the model, and in the second lecture focuses wholly on the empirical results and their interpretation. We believe this is an exciting opportunity for serious consideration of empirical results in economics. Previous lectures have been delivered by Professor James Heckman of the University of Chicago, and Professor Peter C. B. Phillips of Yale University.
We are delighted to announce that the 1999 Journal of Applied Econometrics Annual Lectures will be delivered by
Professor Daniel McFadden University of California at Berkeley
at
Tilburg University 22 and 23 April 1999
entitled
'Rationality for Economists?'
Lecture I: Choice Behavior: The Evidence on Preferences, Perceptions, and Process Lecture II: Direct Elicitation of Preferences: Methods and Results
A background resource paper, entitled 'Rationality for Economists?', is posted at http://www.santafe.edu/sfi/publications/98wplist.html Further details on the venue may be obtained from:
Professor Arie Kapteyn CentER Tilburg University PO Box 90153 5000 LE Tilburg The Netherlands
Tel: +31 13 466 3050 Fax: +31 13 466 3066 Email: [email protected] or from the JAE Editorial Office, Cambridge
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JOURNAL OF APPLIED ECONOMETRICS J. Appl. Econ. 14: 96 (1999)
FORTHCOMING PAPERS
'A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models' by M. P. Clements and J. Smith
'The Time-Varying Behaviour of Real Interest Rates: A Re-Evaluation of the Recent Evidence' by B. Bekdache
'Estimating the LQAC Model with 1(2) Variables' by T. Engsted and N. Haldrup 'A Nonlinear Filtering Approach to Stochastic Volatility Models with an Application to Daily Stock Returns' by T. Watanabe
'Testing for Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test' by S. G. Hall, Z. Psaradakis, and M. Sola
'On the Use of Variance Ratio Statistics for Real Exchange Rates' by I. Choi
'Common Cycles in Seasonal Nonstationary Time Series' by G. Cubadda
'Estimation in Large and Disaggregated Demand Systems: An Estimator for Conditionally Linear Systems' by R. Blundell and J.-M. Robin
'The Error Structure of Time Series Cross Section Hedonic Models with Sporadic Event Timing and Serial Correlation' by G. Amacher and D. Hellerstein
'Testing for a Unit Root in the Volatility of Asset Returns' by J. Wright
'Testing the Significance of Income Distribution Changes over the 1980s Business Cycle; A Cross-National Comparison' by R. V. Burkhauser, A. D. Crews Cutts, M. C. Daly and S. P. Jenkins
'Labor Supply in Italy -An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints' by R. Aaberge, U. Colombino and S. Strom
'Another Look at Swedish Business Cycles, 1861-1988' by J. Skalin and T. Terisvirta
'Non-linearities in Cross Country Growth Regression: A Semiparametric Approach' by Z. Liu and T. Stengos
'Estimating the Discount Rate Policy Reaction Function of the Monetary Authority' by W. G. Choi
'Learning and Decision Costs in One-Person Games' by C. Romeo and B. Sopher
'Testing for ARCH in the Presence of Additive Outliers' by D. Van Dijk, P. Franses and A. Lucas
'Exchange Rates and Monetary Fundamentals: What do we Learn from Long-Horizon Regressions?' by L. Kilian
'Investigating Stability and Linearity of a German Ml Money Demand Function' by H. Liitkepohl, T. Terasvirta and J. Wolters
'Exchange Rate Target Zone Models: A Bayesian Evaluation' by K. Li
'Conducting Inference in Semiparametric Duration Models under Inequality Restrictions on the Shape of the Hazard Implied by Job Search Theory' by C. J. Romeo
'Identifying Interdependent Behaviour in an Empirical Model of Labour Supply' by T. Aronsson, N. S. Blomquist and H. Sacklen
'Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward
Exchange Market' by D. J. Hodgson 'Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration' by J. G. MacKinnon, A. A. Haug and L. Michelis
Copyright ? 1999 John Wiley & Sons, Ltd.
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JOURNAL OF APPLIED ECONOMETRICS, VOL. 13, 99 (1998)
JOURNAL OF APPLIED ECONOMETRICS DATA ARCHIVE
INFORMATION FOR USERS
The Journal of Applied Econometrics Data Archive contains data sets from papers published in the Journal of Applied Econometrics. Since January, 1994, all authors have been required to provide their data in electronic form after their paper has been accepted, unless there are good reasons (such as confidentiality) for not doing so. The first issue for which data should normally be available is Volume 10, Number 1, 1995, but some data from papers in earlier volumes are available as well.
There are two ways to access the JAE Data Archive. The original, but relatively cumbersome, way is to use ftp. To do so, you must be on a computer that is connected to the Internet and has the program ftp. At the command line, type ftp qed.econ.queensu.ca and login as user 'ftp'. Then give your real identity as a password and type cd jae to move to the main JAE Data Archive directory. After this, you will need to issue a sequence of commands to move to the desired directories and retrieve the desired files. These commands will be familiar to anyone who has used anonymous ftp, but they are not particularly intuitive. Detailed instructions were provided on pages 106-107 of Volume 9, Number 1 (January-March 1994) of the journal.
The newer, and much easier, way to access the Data Archive is to use a World Wide Web (WWW) browser, such as Mosaic, Netscape or Lynx. You must be on a computer connected to the Internet, and it must have a suitable WWW browser. Simply point your browser to
http://qed.econ.queensu.ca/jae to see the JAE Data Archive home page. Anyone who can read English and click the left mouse button on highlighted words should then be able to obtain the data they want.
The JAE Data Archive is organized by issue and paper, with each paper having its own subdirectory. For example, clicking on 'Volume 9, Supplement, 1994' takes you to a directory that contains four subdirectories, each corresponding to one paper, plus one entry called 'Parent Directory.' Clicking on the latter takes you back to the JAE home page. Clicking on one of the other directories takes you to it. For example, suppose there were a directory called 'smith-jones.' Typically, it would contain two files, which might be called readme.sj and sj-data.zip. The first of these is a human-readable (ASCII) file that can be read by clicking on it. It should then be possible to save the file to disk by using WWW browser's 'save' command. The second is a zip file that contains the actual data. Most data files, except for very small ones, are zipped to save space. A smart browser should recognize that a zip file is binary and offer to save it to disk when you click on it.
In most cases, the zip files that contain data will have been created on a personal computer. Therefore, the ASCII files they contain will have both carriage returns and linefeeds. If such a file is unzipped on a Unix system, you must use the -a option of the unzip command in order to remove the unneeded carriage returns. In a few cases, the file may have been created on a Unix system, and DOS users will then have to add carriage returns; many editors can do this automatically.
We believe that the Journal of Applied Econometrics is the first economics journal to make data available via the World Wide Web. Statistics on WWW accesses to the archive are available by clicking in the appropriate place on the JAE Data Archive home page. These statistics suggest that the service has been remarkably popular.
Instructions for authors submitting data sets can be obtained by clicking in the appropriate place on the JAE Data Archive home page, or by sending electronic mail to the maintainer of the archive, James MacKinnon. His electronic mail address is [email protected].
? 1998 John Wiley & Sons, Ltd.
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JOURNAL OF APPLIED ECONOMETRICS J. Appl. Econ. 14: 99 (1999)
ELECTRONIC SUBMISSION OF ABSTRACTS
INSTRUCTIONS FOR AUTHORS
To speed up the review process, authors waiting to submit articles to the Journacl of Applied Econolewtrics can now send their abstracts in advance via E-mail to the Editorial Office. Please follow the procedure below:
1. E-mails must be sent on/l to the Editorial Office in Cambridge at the following address: gsl 1 1(a econ.cam.ac.uk
2. Your E-mail must contain the following details of the submission:
Title Author names Author affiliations Abstract References
Initial abstracts submitted by E-mail may be up to 500 words in length. Published abstracts, however, will be limited to 100 words (see Notes for Contributors Clause 9).
3. Please submit in plain text within the body of the E-mail, not as file attachments, which are not suitable for our process and cannot be used.
4. An Editor will be assigned to each submission and will be responsible for the article until an Editorial Decision is reached.
5. The Editorial Office will advise by E-mail the name and contact details of the Editor assigned.
6. The author will be instructed to submit three hard copies of the manuscript to the assigned Editor plus one hard copy of the manuscript to the Editorial Office in Cambridge. (n.b: some Editors may accept electronic submission of whole manuscripts. Your assigned Editor's preferences will be advised to you by the Editorial Office.)
7. All correspondence relating to your submission after an Editor has been assigned should be directed to that Editor and not the Editorial Office.
Regular submission of manuscripts via the normal procedure outlined in our Notes for Contributors are welcomed and are unaffected by this new system.
Editorial Office: Department of Applied Economics University of Cambridge Sidgwick Avenue Cambridge CB3 9DE UK
lnTe-Trst experiment is a ileia trlal experiment: participating teams, with different methodological positions, answer specific economic questions using a given data set. The second experiment is a tacit knowledge experiment: an
This book will be of consider a e to economists and to econometricians interested in the methodology of their own discipline, and will provide valuable material for researchers in science studies and for teachers of econometrics.
0471 98297 0 Hardback February 1999 ?55.00
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NOTES FOR CONTRIBUTORS 1. Four copies of each manuscript should be submitted to:
Professor M. Hashem Pesaran Faculty of Economics and Politics, University of Cambridge, Sidgwick Avenue, Cambridge, CB3 9DD, U.K.
2. To speed up the review process, authors can submit articles electronically. This is a two-stage process: in the first instance, title, author names, author affiliations, article abstract and references of the article should be sent via email to the Editorial Office at gslllecon.cam.ac.uk. An editor will be assigned and instructions given on submission of the whole manuscript direct to the assigned editor. Full details of this procedure will be published in the Journal from time to time, or may be obtained via email on request from the Editorial Office. 3. Only original papers will be accepted, and copyright in published papers will be vested in the publisher. Papers are accepted for review only on the condition that they are not under review by another journal. Papers of special interest delivered at conferences may be accepted if copyright has not been previously surrendered. Copyright laws require that the transfer of copyright from authors to publisher must be explicit to enable the publisher to ensure maximum dissemination of the author's work. A copy of the Copyright Transfer Agreement to be used for the Journal of Applied Econometrics is reproduced in each volume. Additional copies are available from the journal editors or from the publishers, or contributors may photocopy the agreement from this journal. A copy of this agreement signed by the author, must accompany every article submitted for publication. 4. The language of the journal is English. 5. Twenty-five offprints of each paper will be provided free of charge. Additional copies may be purchased on an offprint order form which will accompany the proofs. 6. Proofs will be sent to authors so they can correct printers errors only. 7. Manuscripts should be typed double-spaced with wide margins, on one side of the paper only and submitted in quadruplicate. Illustrations should be submitted with the manuscript on separate sheets. There is no maximum length for contributions, but authors should write concisely. 8. The title should be brief, typed on a separate sheet and the author's name should be typed on the line below the title; the affiliation and address should follow on the next line. In the case of co-authors, respective addresses and affiliations should be clearly indicated. Authors should also give telephone, fax and electronic mail contact details. Correspondence, proofs and offprints will be sent to the first- named author, unless otherwise indicated. 9. The body of the manuscript should be preceded by a Summary (maximum length 100 words) which should be a summary of the entire paper, not of the conclusions alone. The summary will appear at the head of the article when published. 10. The paper should be reasonably subdivided into sections and, if necessary, subsections. 11. Mathematical symbols should be typewritten. Greek letters and unusual symbols should be identified separately in the margin. Distinction should be made between capital and lower case letters; between the letter 0 and zero; between the letter 1, the number one and prime; between k and kappa. Superscripts and subscripts should be displayed clearly above and below the line respectively. All equations should be numbered consecutively, and the numbers should be placed in parentheses in the right hand margin. 12. Half-tone illustrations are to be restricted in number to the minimum necessary. Good, glossy bromide prints should accompany the manuscripts and should not be attached to manuscript pages. Photographs should be enlarged sufficiently to permit clear reproduc- tion in half-tone after reduction. If words or numbers are to appear on a photograph two prints should be sent, the lettering being clearly indicated on one print only. All should be clearly identified on the back with the figure number and author's name.
Colour illustrations will be accepted if the Editor considers them necessary and if the costs are borne by the author(s). 13. Line drawings should be supplied on a separate sheet at the same size as the intended printed version (so no enlargement or reduction is required), maximum width 140 mm. Lettering on the artwork should be set in 8pt type. Computer-generated artwork must be submitted as laser printed output at a resolution of 600 dots per inch on high quality
paper. Dot matrix printer output is unacceptable. Tints are to be avoided; hatching should be used instead. Drawn artwork should be carefully lettered and drawn in black ink. Provide copies as well as the originals, all of which should be clearly identified on the back with the figure number and the author's name.
Artwork on disk is preferred on 3.5 inch PC or Macintosh format disk in a dedicated drawing package, such as Adobe Illustrator/Corel Draw/Macromedia Freehand not presentation, spreadsheet or database packages. Each graphic should be in a separate file, should conform to the information above and be supplied as a source (original) file as well as .EPS file, if different. Provide a hard copy print out of each figure, clearly identified. 14. Figure legends should be typed on a separate sheet and placed at the end of the manuscript. The amount of lettering on a drawing should be reduced as far as possible by transferring it to the legend. 15. Provision of Final Accepted Manuscripts on Disk. If authors wish to supply their accepted paper on disk, then the following guidelines should be observed: In addition to the hard copy print out, please supply two disks containing the final, accepted version of your paper to the Editor. The disks should be clearly labelled with the title of the paper, author names, date, hardware type, software package used and the file name. An example of the file name would be JAEMHP-the first three letters represent the Wiley journal code and the next three letters the first named author's initials (if an author only has two initials the middle letter should be X). The preferred medium is a 3.5 or 5.25 inch disk for PC (MS-DOS or Windows) or Macintosh. Our preference is for WordPerfect, Word or TeX (and/or one of its derivatives). If the disk and the hard copy print out differ, the hard copy will be treated as the definitive version. Disks which are not accompanied by a hard copy cannot be accepted. 16. It is the author's responsibility to obtain written permission to quote material which has appeared in another publication. 17. Tables should be numbered consecutively and titled. All table columns should have an explanatory heading. Tables should not repeat data which are available elsewhere in the paper, e.g. in a line diagram. 18. References to published literature should be quoted in the text by giving the author's name, year of publication, and, where needed for a quote, the page number, e.g. Stone (1954, p. 511). References should be listed alphabetically in a section labelled 'References' at the end of the paper. Journal references should be arranged thus, giving journal titles in full:
Mellander, E., A. Vredin and A. Warne (1992), 'Stochastic trends and economic fluctuations in a small open economy', Journal of Applied Econometrics, 7, 369-394.
Book references should be given as follows: Amemiya, T. (1985), Advanced Econometrics, Blackwell, Oxford. Hansen, B. E. (1993), 'The likelihood ratio test under non- standard conditions: testing the Markov switching model of GNP', in M. H. Pesaran and S. M. Potter (eds.), Nonlinear Dynamics, Chaos and Econometrics, Wiley, Chichester.
19. No manuscript or figures will be returned following publication unless a request for return is made when the manuscript is originally submitted. 20. The publisher will do everything possible to ensure prompt publication. It will therefore be appreciated if manuscripts and illustrations conform from the outset to the style of the journal. Corrected proofs must be returned to the publishers within ten days to minimize the risk of the author's contribution having to be held over to a later issue. 21. Authors will be expected to make available a complete set of data used as well as any specialized computer programs employed, preferably in a machine-readable form. In cases where there are restrictions on the dissemination of the data the responsibility of obtaining the required permission to use the data rests with the interested investigator and not with the author. The condition of making available the specialized computer programs can be met either by providing a program listing or by allowing other investigators to use the program on an installation to which public access is possible. Authors of accepted papers are expected to deposit their data in electronic form onto the journal's data archive. Copies of the Guidelines for Users of the Journal of Applied Econometrics Data Archive can be obtained from the journal editors or the publishers. The Guidelines will also be published in the journal from time to time.
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