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Content
August 2006, Volume 133, Issue 2
- 531-555 Bootstrapping GMM estimators for time series
by Inoue, Atsushi & Shintani, Mototsugu
- 557-578 A fast subsampling method for nonlinear dynamic models
by Hong, H. & Scaillet, O.
- 579-599 Nonparametric state price density estimation using constrained least squares and the bootstrap
by Yatchew, Adonis & Hardle, Wolfgang
- 601-638 Unit root testing via the stationary bootstrap
by Parker, Cameron & Paparoditis, Efstathios & Politis, Dimitris N.
- 639-672 A bootstrap theory for weakly integrated processes
by Park, Joon Y.
- 673-702 Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
by Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim
- 703-739 Bootstrapping cointegrating regressions
by Chang, Yoosoon & Park, Joon Y. & Song, Kevin
- 741-777 Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
by Davidson, James
- 779-806 Bootstrap conditional distribution tests in the presence of dynamic misspecification
by Corradi, Valentina & Swanson, Norman R.
- 807-839 Bootstrap specification tests for linear covariance stationary processes
by Hidalgo, J. & Kreiss, J.-P.
- 841-862 Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness
by Horowitz, Joel L. & Lobato, I.N. & Nankervis, John C. & Savin, N.E.
- 863-886 A consistent bootstrap test for conditional density functions with time-series data
by Li, Fuchun & Tkacz, Greg
July 2006, Volume 133, Issue 1
- 1-29 Estimation of models with grouped and ungrouped data by means of "2SLS"
by Dhrymes, Phoebus J. & Lleras-Muney, Adriana
- 31-49 Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
by Radchenko, Stanislav & Tsurumi, Hiroki
- 51-70 Bounding parameters in a linear regression model with a mismeasured regressor using additional information
by Hu, Yingyao
- 71-96 Estimation of stochastic frontier production functions with input-oriented technical efficiency
by Kumbhakar, Subal C. & Tsionas, Efthymios G.
- 97-126 Generalized reduced rank tests using the singular value decomposition
by Kleibergen, Frank & Paap, Richard
- 127-152 The thick market effect on local unemployment rate fluctuations
by Gan, Li & Zhang, Qinghua
- 153-190 A flexible prior distribution for Markov switching autoregressions with Student-t errors
by Deschamps, Philippe J.
- 191-205 Testing for stochastic dominance using the weighted McFadden-type statistic
by Horvath, Lajos & Kokoszka, Piotr & Zitikis, Ricardas
- 207-241 Functional coefficient instrumental variables models
by Cai, Zongwu & Das, Mitali & Xiong, Huaiyu & Wu, Xizhi
- 243-271 Simulation-based estimation of peer effects
by Krauth, Brian V.
- 273-305 Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
by Durham, Garland B.
- 307-341 Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data
by Guell, Maia & Hu, Luojia
- 343-371 Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
by Christensen, Bent Jesper & Nielsen, Morten Orregaard
- 373-386 Semiparametric efficient adaptive estimation of asymmetric GARCH models
by Sun, Yiguo & Stengos, Thanasis
- 387-409 GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
by Doran, Howard E. & Schmidt, Peter
June 2006, Volume 132, Issue 2
- 305-309 Causality and exogeneity in econometrics
by Bauwens, Luc & Peter Boswijk, H. & Urbain, Jean-Pierre
- 311-336 Granger causality and the sampling of economic processes
by McCrorie, J. Roderick & Chambers, Marcus J.
- 337-362 Short run and long run causality in time series: inference
by Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric
- 363-378 Testing for short- and long-run causality: A frequency-domain approach
by Breitung, Jorg & Candelon, Bertrand
- 379-407 Non-causality in bivariate binary time series
by Mosconi, Rocco & Seri, Raffaello
- 409-444 The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
by Bun, Maurice J.G. & Kiviet, Jan F.
- 445-459 Identification and estimation of statistical functionals using incomplete data
by Horowitz, Joel L. & Manski, Charles F.
- 461-489 Nonresponse in dynamic panel data models
by Nicoletti, Cheti
- 491-525 Instrumental quantile regression inference for structural and treatment effect models
by Chernozhukov, Victor & Hansen, Christian
- 527-543 Exogeneity in structural equation models
by de Luna, Xavier & Johansson, Per
May 2006, Volume 132, Issue 1
- 1-5 Common features
by Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid
- 7-42 A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones
by Engle, Robert F. & Marcucci, Juri
- 43-57 Common factors in conditional distributions for bivariate time series
by Granger, Clive W.J. & Terasvirta, Timo & Patton, Andrew J.
- 59-79 Synchronization of cycles
by Harding, Don & Pagan, Adrian
- 81-115 Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
by Johansen, Soren
- 117-141 Common cyclical features analysis in VAR models with cointegration
by Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre
- 143-168 Common trends and cycles in I(2) VAR systems
by Paruolo, Paolo
- 169-194 Are more data always better for factor analysis?
by Boivin, Jean & Ng, Serena
- 195-229 The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
by Corradi, Valentina & Swanson, Norman R.
- 231-255 The common and specific components of dynamic volatility
by Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver
- 257-279 VARs, common factors and the empirical validation of equilibrium business cycle models
by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca
- 281-303 The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
by Issler, Joao Victor & Vahid, Farshid
2006, Volume 131, Issue 1-2
- 1-2 The econometrics of macroeconomics, finance, and the interface
by Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F.
- 3-27 A multiple indicators model for volatility using intra-daily data
by Engle, Robert F. & Gallo, Giampiero M.
- 29-58 Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
by Deo, Rohit & Hurvich, Clifford & Lu, Yi
- 59-95 Predicting volatility: getting the most out of return data sampled at different frequencies
by Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen
- 97-121 Consistent ranking of volatility models
by Hansen, Peter Reinhard & Lunde, Asger
- 123-150 Volatility puzzles: a simple framework for gauging return-volatility regressions
by Bollerslev, Tim & Zhou, Hao
- 151-177 Breaks and persistency: macroeconomic causes of stock market volatility
by Beltratti, A. & Morana, C.
- 179-215 Volatility comovement: a multifrequency approach
by Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B.
- 217-252 Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes
by Barndorff-Nielsen, Ole E. & Shephard, Neil
- 253-284 Option valuation with conditional skewness
by Christoffersen, Peter & Heston, Steve & Jacobs, Kris
- 285-308 Term structure of risk under alternative econometric specifications
by Guidolin, Massimo & Timmermann, Allan
- 309-338 The macroeconomy and the yield curve: a dynamic latent factor approach
by Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S.
- 339-358 Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna
- 359-403 What does the yield curve tell us about GDP growth?
by Ang, Andrew & Piazzesi, Monika & Wei, Min
- 405-444 A joint econometric model of macroeconomic and term-structure dynamics
by Hordahl, Peter & Tristani, Oreste & Vestin, David
- 445-473 Regime switching for dynamic correlations
by Pelletier, Denis
- 475-505 Multivariate Jacobi process with application to smooth transitions
by Gourieroux, Christian & Jasiak, Joann
- 507-537 Evaluating latent and observed factors in macroeconomics and finance
by Bai, Jushan & Ng, Serena
- 539-578 An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
by Bhardwaj, Geetesh & Swanson, Norman R.
- 579-609 A time series model for an exchange rate in a target zone with applications
by Lundbergh, Stefan & Terasvirta, Timo
February 2006, Volume 130, Issue 2
- 209-233 Local Whittle estimation of fractional integration and some of its variants
by Shimotsu, Katsumi & Phillips, Peter C.B.
- 235-252 A semi-parametric estimator for censored selection models with endogeneity
by Lee, Myoung-jae & Vella, Francis
- 253-272 Identification and estimation with contaminated data: When do covariate data sharpen inference?
by Mullin, Charles H.
- 273-306 On the selection of forecasting models
by Inoue, Atsushi & Kilian, Lutz
- 307-335 Estimation of copula-based semiparametric time series models
by Chen, Xiaohong & Fan, Yanqin
- 337-364 Forecasting the term structure of government bond yields
by Diebold, Francis X. & Li, Canlin
- 365-384 A semiparametric GARCH model for foreign exchange volatility
by Yang, Lijian
January 2006, Volume 130, Issue 1
- 1-23 A family of autoregressive conditional duration models
by Fernandes, Marcelo & Grammig, Joachim
- 25-43 Superlative index numbers: not all of them are super
by Hill, Robert J.
- 45-100 Efficient tests for the presence of a pair of complex conjugate unit roots in real time series
by Gregoir, Stephane
- 101-122 A new approximate point optimal test of a composite null hypothesis
by Sriananthakumar, Sivagowry & King, Maxwell L.
- 123-142 Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
by Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc
- 143-164 Introduction to m-m processes
by Granger, Clive W.J. & Hyung, Namwon
- 165-207 Residual log-periodogram inference for long-run relationships
by Hassler, U. & Marmol, F. & Velasco, C.
2005, Volume 129, Issue 1-2
- 1-34 Modelling structural breaks, long memory and stock market volatility: an overview
by Banerjee, Anindya & Urga, Giovanni
- 35-40 The past and future of empirical finance: some personal comments
by Granger, Clive W.J.
- 41-64 Selection of the break in the Perron-type tests
by Montanes, Antonio & Olloqui, Irene & Calvo, Elena
- 65-119 Structural breaks with deterministic and stochastic trends
by Perron, Pierre & Zhu, Xiaokang
- 121-138 Neglecting parameter changes in GARCH models
by Hillebrand, Eric
- 139-182 Robust GMM tests for structural breaks
by Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni
- 183-217 Small sample properties of forecasts from autoregressive models under structural breaks
by Pesaran, M. Hashem & Timmermann, Allan
- 219-261 A parametric bootstrap test for cycles
by Dalla, Violetta & Hidalgo, Javier
- 263-298 Cointegration in fractional systems with deterministic trends
by Robinson, P.M. & Iacone, F.
- 299-327 Renewal regime switching and stable limit laws
by Leipus, Remigijus & Paulauskas, Vygantas & Surgailis, Donatas
- 329-372 Testing for structural change in regression with long memory processes
by Lazarova, Stepana
October 2005, Volume 128, Issue 2
- 195-213 Size and power of tests of stationarity in highly autocorrelated time series
by Muller, Ulrich K.
- 215-251 Sign tests for long-memory time series
by Delgado, Miguel A. & Velasco, Carlos
- 253-282 Generating schemes for long memory processes: regimes, aggregation and linearity
by Davidson, James & Sibbertsen, Philipp
- 283-300 The distance between rival nonstationary fractional processes
by Robinson, P.M.
- 301-323 Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
by Rabe-Hesketh, Sophia & Skrondal, Anders & Pickles, Andrew
September 2005, Volume 128, Issue 1
- 1-29 Combining estimators to improve structural model estimation and inference under quadratic loss
by Mittelhammer, Ron C. & Judge, George G.
- 31-68 Impact factors
by Omtzigt, Pieter & Paruolo, Paolo
- 69-97 Robust efficient method of moments
by Ortelli, Claudio & Trojani, Fabio
- 99-136 VAR forecasting under misspecification
by Schorfheide, Frank
- 137-164 Quasi-maximum likelihood estimation for conditional quantiles
by Komunjer, Ivana
- 165-193 Bootstrap inference in systems of single equation error correction models
by Herwartz, Helmut & Neumann, Michael H.
August 2005, Volume 127, Issue 2
- 131-164 Panel data analysis of U.S. coal productivity
by Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M.
- 165-178 On leverage in a stochastic volatility model
by Yu, Jun
- 179-199 A nonparametric test for changing trends
by Juhl, Ted & Xiao, Zhijie
- 201-224 Subsampling inference in threshold autoregressive models
by Gonzalo, Jesus & Wolf, Michael
- 225-252 Unified approach to testing functional hypotheses in semiparametric contexts
by Hall, Peter & Yatchew, Adonis
July 2005, Volume 127, Issue 1
- 1-16 Origins of the limited information maximum likelihood and two-stage least squares estimators
by Anderson, T.W.
- 17-33 Highly accurate likelihood analysis for the seemingly unrelated regression problem
by Fraser, D.A.S. & Rekkas, M. & Wong, A.
- 35-68 Nonparametric specification tests for conditional duration models
by Fernandes, Marcelo & Grammig, Joachim
- 69-81 Stability results for nonlinear error correction models
by Saikkonen, Pentti
- 83-102 Estimating dynamic models from repeated cross-sections
by Verbeek, Marno & Vella, Francis
- 103-128 Measurement errors and outliers in seasonal unit root testing
by Haldrup, Niels & Montanes, Antonio & Sanso, Andreu
June 2005, Volume 126, Issue 2
- 233-240 Current developments in productivity and efficiency measurement
by Dorfman, Jeffrey H. & Koop, Gary
- 241-267 Estimation of a panel data model with parametric temporal variation in individual effects
by Han, Chirok & Orea, Luis & Schmidt, Peter
- 269-303 Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
by Greene, William
- 305-334 Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
by Sickles, Robin C.
- 335-354 On ranking and selection from independent truncated normal distributions
by Horrace, William C.
- 355-384 Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
by Kumbhakar, Subal C. & Tsionas, Efthymios G.
- 385-409 Estimating variable returns to scale production frontiers with alternative stochastic assumptions
by Griffiths, William E. & O'Donnell, Christopher J.
- 411-444 Alternative efficiency measures for multiple-output production
by Fernandez, Carmen & Koop, Gary & Steel, Mark F.J.
- 445-468 Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution
by Atkinson, Scott E. & Dorfman, Jeffrey H.
- 469-492 Characteristics of a polluting technology: theory and practice
by Fare, Rolf & Grosskopf, Shawna & Noh, Dong-Woon & Weber, William
- 493-523 A Bayesian approach to imposing curvature on distance functions
by O'Donnell, Christopher J. & Coelli, Timothy J.
- 525-548 Product diversification, production systems, and economic performance in U.S. agricultural production
by Paul, Catherine J. Morrison & Nehring, Richard
- 549-570 Skill-biased technical change in US manufacturing: a general index approach
by Baltagi, Badi H. & Rich, Daniel P.
- 571-572 Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294]
by Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles
May 2005, Volume 126, Issue 1
- 1-24 Testing for common deterministic trend slopes
by Vogelsang, Timothy J. & Franses, Philip Hans
- 25-51 A finite sample correction for the variance of linear efficient two-step GMM estimators
by Windmeijer, Frank
- 53-77 Nonparametric estimation of time varying parameters under shape restrictions
by Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan
- 79-114 Nonparametric estimation of structural change points in volatility models for time series
by Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong
- 115-143 A bootstrap causality test for covariance stationary processes
by Hidalgo, J.
- 145-171 Asymptotic inference from multi-stage samples
by Bhattacharya, Debopam
- 173-200 Econometrics of first-price auctions with entry and binding reservation prices
by Tong Li
- 201-232 Testing affine term structure models in case of transaction costs
by Driessen, Joost & Melenberg, Bertrand & Nijman, Theo
2005, Volume 125, Issue 1-2
- 1-13 Special issue on Experimental and non-experimental evaluation of economic policy and models
by Ham, John C. & LaLonde, Robert J.
- 15-51 Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs
by Aakvik, Arild & Heckman, James J. & Vytlacil, Edward J.
- 53-75 Do unemployment insurance recipients actively seek work? Evidence from randomized trials in four U.S. States
by Ashenfelter, Orley & Ashmore, David & Deschenes, Olivier
- 77-111 Correcting for selective compliance in a re-employment bonus experiment
by Bijwaard, Govert E. & Ridder, Geert
- 113-139 How important are "entry effects" in financial incentive programs for welfare recipients? Experimental evidence from the Self-Sufficiency Project
by Card, David & Robins, Philip K.
- 141-173 Program evaluation as a decision problem
by Dehejia, Rajeev H.
- 175-205 Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions
by Ham, John C. & Kagel, John H. & Lehrer, Steven F.
- 207-239 The benefits of prenatal care: evidence from the PAT bus strike
by Evans, William N. & Lien, Diana S.
- 241-270 Predicting the efficacy of future training programs using past experiences at other locations
by Joseph Hotz, V. & Imbens, Guido W. & Mortimer, Julie H.
- 271-304 Estimating the returns to community college schooling for displaced workers
by Jacobson, Louis & LaLonde, Robert & G. Sullivan, Daniel
- 305-353 Does matching overcome LaLonde's critique of nonexperimental estimators?
by A. Smith, Jeffrey & E. Todd, Petra
- 355-364 Practical propensity score matching: a reply to Smith and Todd
by Dehejia, Rajeev
- 365-375 Rejoinder
by Smith, Jeffrey & Todd, Petra
February 2005, Volume 124, Issue 2
- 205-225 Testing the nominal-to-real transformation
by Kongsted, Hans Christian
- 227-252 Autocovariance functions of series and of their transforms
by Abadir, Karim M. & Talmain, Gabriel
- 253-267 Optimal weighted average power similar tests for the covariance structure in the linear regression model
by Forchini, Giovanni
- 269-310 Testing for the cointegration rank when some cointegrating directions are changing
by Andrade, Philippe & Bruneau, Catherine & Gregoir, Stephane
- 311-334 A Bayesian analysis of the multinomial probit model using marginal data augmentation
by Imai, Kosuke & van Dyk, David A.
- 335-361 Instrumental variables estimators of nonparametric models with discrete endogenous regressors
by Das, M.
- 363-394 Testing for cointegration using partially linear models
by Juhl, Ted & Xiao, Zhijie
January 2005, Volume 124, Issue 1
- 1-31 The power of tests of predictive ability in the presence of structural breaks
by Clark, Todd E. & McCracken, Michael W.
- 33-54 Variance ratio tests of the seasonal unit root hypothesis
by Taylor, A. M. Robert
- 55-89 Subsampling vector autoregressive tests of linear constraints
by Choi, In
- 91-116 Parametric approximations of nonparametric frontiers
by Florens, Jean-Pierre & Simar, Leopold
- 117-148 Bootstrap specification tests for diffusion processes
by Corradi, Valentina & Swanson, Norman R.
- 149-186 Testing normality: a GMM approach
by Bontemps, Christian & Meddahi, Nour
- 187-201 Point optimal tests of the null hypothesis of cointegration
by Jansson, Michael
- 203-204 Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395]
by Rilstone, Paul & Ullah, Aman
December 2004, Volume 123, Issue 2
- 197-199 Recent advances in Bayesian econometrics
by Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K.
- 201-225 Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
by Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D.
- 227-258 Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
by Kleibergen, Frank
- 259-282 Bayesian variants of some classical semiparametric regression techniques
by Koop, Gary & Poirier, Dale J.
- 283-306 Bayesian evaluation of non-admissible conditioning
by Mouchart, Michel & Scheihing, Eliana
- 307-325 Bayesian analysis of the error correction model
by Strachan, Rodney W. & Inder, Brett
- 327-344 Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
by Chopin, Nicolas & Pelgrin, Florian
- 345-369 Density inference for ranking European research systems in the field of economics
by Lubrano, Michel & Protopopescu, Camelia
- 371-391 Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
by Osiewalski, Jacek & Pipien, Mateusz
November 2004, Volume 123, Issue 1
- 1-31 On Kolmogorov's representation of functions of several variables by functions of one variable
by Coppejans, Mark
- 33-66 Tests of stationarity against a change in persistence
by Busetti, Fabio & Taylor, A. M. Robert
- 67-87 Bootstrapping the HEGY seasonal unit root tests
by Burridge, Peter & Robert Taylor, A. M.
- 89-120 Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
by Goncalves, Silvia & Kilian, Lutz
- 121-152 Semiparametric Bayesian inference for stochastic frontier models
by Griffin, J. E. & Steel, M. F. J.
- 153-187 Comparing dynamic equilibrium models to data: a Bayesian approach
by Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan
- 189-193 Decompositions of Pearson's chi-squared test
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
October 2004, Volume 122, Issue 2
- 213-246 An empirical model of learning and patient spillovers in new drug entry
by Coscelli, Andrea & Shum, Matthew
- 247-280 Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
by Shin, Dong Wan & Oh, Man-Suk
- 281-291 Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
by Biorn, Erik
- 293-316 Estimation of cross sectional and panel data censored regression models with endogeneity
by Honore, Bo E. & Hu, Luojia
- 317-347 Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
by Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian
- 349-384 Analytical evaluation of the power of tests for the absence of cointegration
by Pesavento, Elena
- 385-403 Maximum score estimation of a nonstationary binary choice model
by Moon, Hyungsik Roger
September 2004, Volume 122, Issue 1
- 1-26 Toward an empirical analysis of polarization
by Anderson, Gordon
- 27-46 On the harm that ignoring pretesting can cause
by Danilov, Dmitry & Magnus, J.R.Jan R.
- 47-79 Optimal forecast combinations under general loss functions and forecast error distributions
by Elliott, Graham & Timmermann, Allan
- 81-126 Testing for a unit root in panels with dynamic factors
by Moon, H.R.Hyungsik Roger & Perron, Benoit
- 127-136 Markov-switching models with endogenous explanatory variables
by Kim, C.-J.Chang-Jin
- 137-183 Estimating cross-section common stochastic trends in nonstationary panel data
by Bai, Jushan
- 185-212 Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
by Jacquier, Eric & Polson, Nicholas G. & Rossi, P.E.Peter E.
2004, Volume 121, Issue 1-2
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