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Content
May 2000, Volume 96, Issue 1
April 2000, Volume 95, Issue 2
- 223-253 The econometric consequences of the ceteris paribus condition in economic theory
by Bierens, Herman J. & Swanson, Norman R.
- 255-283 Econometrics and decision theory
by Chamberlain, Gary
- 285-331 Cross-sectional aggregation of non-linear models
by van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem
- 333-345 Internet-based econometric computing
by Hardle, W. & Horowitz, J.
- 347-374 Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
by Koenker, Roger
- 375-389 Empirically relevant critical values for hypothesis tests: A bootstrap approach
by Horowitz, Joel L. & Savin, N. E.
- 391-413 The incidental parameter problem since 1948
by Lancaster, Tony
- 415-442 Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice
by Manski, Charles F.
- 443-462 Using a likelihood perspective to sharpen econometric discourse: Three examples
by Sims, Christopher A.
March 2000, Volume 95, Issue 1
- 1-23 Rank estimation of a generalized fixed-effects regression model
by Abrevaya, Jason
- 25-56 Estimation of a censored regression panel data model using conditional moment restrictions efficiently
by Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur
- 57-69 Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
by Nakatsuma, Teruo
- 71-96 Unit root tests in the presence of uncertainty about the non-stochastic trend
by Ayat, Leila & Burridge, Peter
- 97-116 Detection of change in persistence of a linear time series
by Kim, Jae-Young
- 117-129 A numerically stable quadrature procedure for the one-factor random-component discrete choice model
by Lee, Lung-fei
- 131-156 Estimating the density of unemployment duration based on contaminated samples or small samples
by Ryu, Hang K. & Slottje, Daniel J.
- 157-176 On the sensitivity of the usual t- and F-tests to covariance misspecification
by Banerjee, Anurag N. & Magnus, Jan R.
- 177-198 Testing for the cointegrating rank of a VAR process with a time trend
by Lutkepohl, Helmut & Saikkonen, Pentti
- 199-218 Testing time reversibility without moment restrictions
by Chen, Yi-Ting & Chou, Ray Y. & Kuan, Chung-Ming
2000, Volume 94, Issue 1-2
- 1-7 Econometric methods for derivative securities and risk management
by Garcia, R. & Ghysels, E. & Renault, E.
- 9-51 Nonparametric risk management and implied risk aversion
by Ait-Sahalia, Yacine & Lo, Andrew W.
- 53-92 American options with stochastic dividends and volatility: A nonparametric investigation
by Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier
- 93-115 Pricing and hedging derivative securities with neural networks and a homogeneity hint
by Garcia, Rene & Gencay, Ramazan
- 117-143 Econometric specification of the risk neutral valuation model
by Clement, E. & Gourieroux, C. & Monfort, A.
- 145-180 Bayesian analysis of contingent claim model error
by Jacquier, Eric & Jarrow, Robert
- 181-238 Post-'87 crash fears in the S&P 500 futures option market
by Bates, David S.
- 239-276 Regime switching in foreign exchange rates: Evidence from currency option prices
by Bollen, Nicolas P. B. & Gray, Stephen F. & Whaley, Robert E.
- 277-318 Pricing and hedging long-term options
by Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu
December 1999, Volume 93, Issue 2
- 203-228 Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
by Abrevaya, Jason
- 229-255 Bayesian estimation of switching ARMA models
by Billio, M. & Monfort, A. & Robert, C. P.
- 257-279 Testing for ARCH in the presence of a possibly misspecified conditional mean
by Lumsdaine, Robin L. & Ng, Serena
- 281-308 Weak exogeneity in I(2) VAR systems
by Paruolo, Paolo & Rahbek, Anders
- 309-326 How informative is the initial condition in the dynamic panel model with fixed effects?
by Hahn, Jinyong
- 327-344 GMM inference when the number of moment conditions is large
by Koenker, Roger & Machado, Jose A. F.
- 345-368 Threshold effects in non-dynamic panels: Estimation, testing, and inference
by Hansen, Bruce E.
- 369-401 The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors
by Michelis, Leo
November 1999, Volume 93, Issue 1
- 1-24 I(0) In, integration and cointegration out:: Time series properties of endogenous growth models
by Paul Lau, Sau-Him
- 25-47 On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components
by Galbraith, JohnW. & Zinde-Walsh, Victoria
- 49-72 A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
by Labeaga, Jose M.
- 73-91 Testing exact rational expectations in cointegrated vector autoregressive models
by Johansen, Soren & Swensen, Anders Rygh
- 93-111 Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
by Gonzalez-Rivera, Gloria & Drost, Feike C.
- 113-148 Finite sample properties of tests of the Epstein-Zin asset pricing model
by Smith, David C.
- 149-175 Indirect estimation of ARFIMA and VARFIMA models
by Martin, Vance L. & Wilkins, Nigel P.
- 177-201 Efficient estimation of panel data models with strictly exogenous explanatory variables
by So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M.
October 1999, Volume 92, Issue 2
- 193-232 Stratified partial likelihood estimation
by Ridder, Geert & Tunali, Insan
- 233-274 Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
by Mroz, Thomas A.
- 275-294 A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models
by Skeels, Christopher L. & Vella, Francis
- 295-323 The sensitivity of OLS when the variance matrix is (partially) unknown
by Banerjee, Anurag N. & Magnus, Jan R.
- 325-353 Estimation error and the specification of unobserved component models
by Maravall, Agustin & Planas, Christophe
- 355-390 Estimation of dynamic and ARCH Tobit models
by Lee, Lung-fei
September 1999, Volume 92, Issue 1
- 1-45 GMM estimation with cross sectional dependence
by Conley, T. G.
- 47-74 Infrastructure and productivity: a nonlinear approach
by G. Duggal, Vijaya & Saltzman, Cynthia & Klein, Lawrence R.
- 75-99 Long-term equity anticipation securities and stock market volatility dynamics
by Bollerslev, Tim & Ole Mikkelsen, Hans
- 101-147 Consistent model specification tests for time series econometric models
by Li, Qi
- 149-172 The relative efficiency of method of moments estimators1
by Ronald Gallant, A. & Tauchen, George
- 173-192 Properties of moments of a family of GARCH processes
by He, Changli & Terasvirta, Timo
August 1999, Volume 91, Issue 2
- 201-226 Inference for unit roots in dynamic panels where the time dimension is fixed
by Harris, Richard D. F. & Tzavalis, Elias
- 227-271 Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
by Chao, John C. & Phillips, Peter C. B.
- 273-298 Measurement errors: A principal investigator-agent approach
by Philipson, Tomas & Malani, Anup
- 299-323 Likelihood ratio tests for multiple structural changes
by Bai, Jushan
- 325-371 Non-stationary log-periodogram regression
by Velasco, Carlos
- 373-401 Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
by Chen, Xiaohong & Fan, Yanqin
July 1999, Volume 91, Issue 1
- 1-42 The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
by Whang, Yoon-Jae & Linton, Oliver
- 43-60 An ordered family of Lorenz curves
by Sarabia, J. -M. & Castillo, Enrique & Slottje, Daniel J.
- 61-87 Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
by Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E.
- 89-111 Redundancy of moment conditions
by Breusch, Trevor & Qian, Hailong & Schmidt, Peter & Wyhowski, Donald
- 113-144 Distribution theory for unit root tests with conditional heteroskedasticity1
by Seo, Byeongseon
- 145-169 Improved instrumental variables and generalized method of moments estimators
by Qian, Hailong & Schmidt, Peter
- 171-199 Distribution-free estimation of the random coefficient dummy endogenous variable model
by Chen, Songnian
June 1999, Volume 90, Issue 2
- 155-191 Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
by Gorgens, Tue & Horowitz, Joel L.
- 193-213 Testing parameter constancy in linear models against stochastic stationary parameters
by Lin, Chien-Fu Jeff & Terasvirta, Timo
- 215-237 Tests of cointegrating rank with a trend-break
by Inoue, Atsushi
- 239-263 Two-step estimation of panel data models with censored endogenous variables and selection bias
by Vella, Francis & Verbeek, Marno
- 265-289 Trend stationarity in the I(2) cointegration model
by Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara
- 291-316 Block recursion and structural vector autoregressions
by Zha, Tao
- 317-336 Ordering univariate distributions by entropy and variance
by Ebrahimi, Nader & Maasoumi, Esfandiar & Soofi, Ehsan S.
May 1999, Volume 90, Issue 1
November 1998, Volume 89, Issue 1-2
- 15-39 Modeling survey response bias - with an analysis of the demand for an advanced electronic device
by Hsiao, Cheng & Sun, Bao-Hong
- 41-56 Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data
by Gonul, Fusun F.
- 57-78 Marketing models of consumer heterogeneity
by Allenby, Greg M. & Rossi, Peter E.
- 79-108 A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data
by DeSarbo, Wayne S. & Kim, Youngchan & Fong, Duncan
- 109-129 Forecasting new product penetration with flexible substitution patterns
by Brownstone, David & Train, Kenneth
- 131-157 A model of health plan choice:: Inferring preferences and perceptions from a combination of revealed preference and attitudinal data
by Harris, Katherine M. & Keane, Michael P.
- 159-175 Econometric modeling of competition: A multi-category choice-based mapping approach
by Erdem, Tulin & Winer, Russell S.
- 177-196 Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters
by Erdem, Tulin & Keane, Michael P. & Sun, Baohong
- 197-221 Combining sources of preference data
by Hensher, David & Louviere, Jordan & Swait, Joffre
- 223-248 Markov chain Monte Carlo and models of consideration set and parameter heterogeneity
by Chiang, Jeongwen & Chib, Siddhartha & Narasimhan, Chakravarthi
- 249-268 Varying parameter models to accommodate dynamic promotion effects
by Foekens, Eijte W. & S.H. Leeflang, Peter & Wittink, Dick R.
- 269-291 Long-run effects of price promotions in scanner markets
by G. Dekimpe, Marnik & Hanssens, Dominique M. & Silva-Risso, Jorge M.
- 293-315 Outlier robust analysis of long-run marketing effects for weekly scanning data
by Franses, Philip Hans & Kloek, Teun & Lucas, Andre
- 317-338 Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
by Bockenholt, Ulf
- 339-363 Product line extensions and competitive market interactions: An empirical analysis
by Kadiyali, Vrinda & Vilcassim, Naufel & Chintagunta, Pradeep
- 365-392 Optimal product positioning based on paired comparison data
by Baier, Daniel & Gaul, Wolfgang
- 393-421 Representation of measurement error in marketing variables: Review of approaches and extension to three-facet designs
by Bagozzi, Richard P. & Yi, Youjae & Nassen, Kent D.
- 423-455 A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns
by DeSarbo, Wayne S. & Choi, Jungwhan
November 1998, Volume 88, Issue 2
- 203-206 Forecasting turning points in countries' output growth rates: A response to Milton Friedman
by Zellner, Arnold & Min, Chung-ki
- 207-226 Discrete and continuous time cointegration
by Comte, F.
- 227-250 Conduct parameters and the measurement of market power
by Corts, Kenneth S.
- 251-281 Bayes factors and nonlinearity: Evidence from economic time series1
by Koop, Gary & Potter, Simon M.
- 283-299 Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
by Vogelsang, Timothy J.
- 301-339 Likelihood analysis of seasonal cointegration
by Johansen, Soren & Schaumburg, Ernst
- 341-363 Missing observations in ARIMA models: Skipping approach versus additive outlier approach
by Gomez, Victor & Maravall, Agustin & Pena, Daniel
- 365-401 Monte Carlo inference in econometric models with symmetric stable disturbances
by Tsionas, Efthymios G.
November 1998, Volume 88, Issue 1
- 1-40 Semiparametric estimates and tests of base-independent equivalence scales
by Pendakur, Krishna
- 41-77 Testing the null of stationarity for multiple time series
by Choi, In & Chul Ahn, Byung
- 79-98 Relative efficiency with equivalence classes of asymptotic covariances
by Mandy, D. M. & Martins-Filho, Carlos
- 99-121 Asymptotic Bayesian analysis based on a limited information estimator
by Kwan, Yum K.
- 123-150 Semiparametric estimation of count regression models1
by Gurmu, Shiferaw & Rilstone, Paul & Stern, Steven
- 151-191 Testing for r versus r-1 cointegrating vectors
by Snell, Andy
- 193-201 Inadmissibility of the Stein-rule estimator under the balanced loss function
by Ohtani, Kazuhiro
September 1998, Volume 87, Issue 2
- 207-237 Testing serial correlation in semiparametric panel data models
by Li, Q. & Hsiao, C.
- 239-269 Misclassification of the dependent variable in a discrete-response setting
by Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M.
- 271-301 Estimation of stochastic volatility models via Monte Carlo maximum likelihood
by Sandmann, Gleb & Koopman, Siem Jan
- 303-327 Inferring technological parameters from incomplete panel data
by Dionne, Georges & Gagne, Robert & Vanasse, Charles
- 329-371 Convenient estimators for the panel probit model
by Bertschek, Irene & Lechner, Michael
August 1998, Volume 87, Issue 1
- 1-24 Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
by Mayer, Walter J. & Dorsey, Robert E.
- 25-47 Simulated latent variable estimation of models with ordered categorical data
by Breslaw, Jon A. & McIntosh, James
- 49-86 Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
by Chao, J. C. & Phillips, P. C. B.
- 87-113 Structural relations, cointegration and identification: some simple results and their application
by Davidson, James
- 115-143 Initial conditions and moment restrictions in dynamic panel data models
by Blundell, Richard & Bond, Stephen
- 145-165 A simple consistent bootstrap test for a parametric regression function
by Li, Q. & Wang, Suojin
- 167-189 Testing for a slowly changing level with special reference to stochastic volatility
by Harvey, Andrew & Streibel, Mariane
- 191-203 Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
by Leybourne, Stephen J. & C. Mills, Terence & Newbold, Paul
June 1998, Volume 86, Issue 2
- 193-220 Testing for serial correlation in multivariate regression models
by Kyriazidou, Ekaterini
- 221-241 Estimation and comparison of multiple change-point models
by Chib, Siddhartha
- 243-268 Uniform laws of large numbers and stochastic Lipschitz-continuity
by de Jong, Robert M.
- 269-295 Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
by Ichimura, Hidehiko & Thompson, T. Scott
- 297-336 Higher-order approximations for frequency domain time series regression
by Xiao, Zhijie & Phillips, Peter C. B.
- 337-368 Test for partial parameter instability in regressions with I(1) processes
by Kuo, Biing-Shen
- 369-386 Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
by Psaradakis, Zacharias & Sola, Martin
- 387-396 FELLOW'S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions
by Vinod, H. D.
June 1998, Volume 86, Issue 1
- 1-32 Spectral methods for identifying scalar diffusions
by Hansen, Lars Peter & Alexandre Scheinkman, Jose & Touzi, Nizar
- 33-54 Posterior simulation and Bayes factors in panel count data models
by Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer
- 55-95 Inference in possibly integrated vector autoregressive models: some finite sample evidence
by Yamada, Hiroshi & Toda, Hiro Y.
- 97-127 Testing for GARCH effects: a one-sided approach
by Demos, Antonis & Sentana, Enrique
- 129-154 Pitfalls in testing for long run relationships
by Gonzalo, Jesus & Lee, Tae-Hwy
- 155-175 Tests for cointegration with infinite variance errors
by Caner, Mehmet
- 177-192 Bayesian and non-bayesian solutions to analysis of covariance models under heteroscedasticity
by Ananda, Malwane M. A.
August 1998, Volume 85, Issue 2
July 1998, Volume 85, Issue 1
- 1-31 The estimation of systems of joint differential-difference equations
by Chambers, Marcus J.
- 33-50 Parametric tests for static and dynamic equilibrium
by Atkinson, Scott E. & Halvorsen, Robert
- 51-74 Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
by Turkington, Darrell A.
- 75-98 Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
by Broze, Laurence & Gourieroux, Christian
- 99-123 Business cycle durations
by Filardo, Andrew J. & Gordon, Stephen F.
- 125-154 Contracting in space: An application of spatial statistics to discrete-choice models
by Pinkse, Joris & Slade, Margaret E.
- 155-188 Analysis of cointegration vectors using the GMM approach
by Quintos, Carmela E.
- 189-203 Using dominance in forming bounds on DEA models: The case of experimental agricultural data
by Chambers, Robert G. & Fare, Rolf & Jaenicke, Edward & Lichtenberg, Erik
June 1998, Volume 84, Issue 2
- 205-231 A consistent nonparametric test for serial independence
by Pinkse, Joris
- 233-250 Spurious regression theory with nonstationary fractionally integrated processes
by Marmol, Francesc
- 251-271 On the use of sampling weights when estimating regression models with survey data
by Magee, L. & Robb, A. L. & Burbidge, J. B.
- 273-301 Stochastic panel frontiers: A semiparametric approach
by Park, B. U. & Sickles, R. C. & Simar, L.
- 303-325 Representations of I(2) cointegrated systems using the Smith-McMillan form
by Haldrup, Niels & Salmon, Mark
- 327-349 The union/non-union wage differential: An application of semi-parametric methods
by Lanot, Gauthier & Walker, Ian
- 383-400 Estimation of censored linear errors-in-variables models
by Wang, Liqun
May 1998, Volume 84, Issue 1
1998, Volume 83, Issue 1-2
- 1-7 Editor's introduction studies in econometrics in honor of Carl F. Christ
by Klein, Lawrence R.
- 9-19 Econometric implications of the government budget constraint
by Sims, Christopher A.
- 21-56 Impulse response and forecast error variance asymptotics in nonstationary VARs
by Phillips, Peter C. B.
- 57-88 Business cycle analysis without much theory A look at structural VARs
by Cooley, Thomas F. & Dwyer, Mark
- 89-128 Lending cycles
by Asea, Patrick K. & Blomberg, Brock
- 129-161 Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply
by Nerlove, Marc & Fornari, Ilaria
- 163-184 Identification and Kullback information in the GLSEM
by Dhrymes, Phoebus J.
- 185-212 The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches
by Zellner, Arnold
- 213-237 Model specification and endogeneity
by Nakamura, Alice & Nakamura, Masao
- 239-262 Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case
by McCarthy, Michael D.
- 263-290 Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
by Tanizaki, Hisashi & Mariano, Roberto S.
- 291-323 Heterogeneous information arrival and option pricing
by Asea, Patrick K. & Ncube, Mthuli
- 325-348 The detection and estimation of long memory in stochastic volatility
by Breidt, F. Jay & Crato, Nuno & de Lima, Pedro
- 349-363 Rational expectations, inflation and the nominal interest rate
by Crockett, Jean A.
February 1998, Volume 82, Issue 2
- 197-207 Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results
by Godfrey, Leslie G.
- 209-233 Predictive tests for structural change with unknown breakpoint
by Ghysels, Eric & Guay, Alain & Hall, Alastair
- 235-287 The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
by Fitzenberger, Bernd
- 289-315 Stability tests in error correction models
by Quintos, Carmela E.
- 317-333 The influence of sample size on the degree of redundancy in spatial lag operators
by Blommestein, Hans J. & Koper, Nick A. M.
- 335-359 Full maximum likelihood estimation of dynamic demand models
by Deschamps, Philippe J.
- 361-392 Sources of asymmetry in production factor dynamics
by Palm, Franz C. & Pfann, Gerard A.
1997, Volume 82, Issue 1
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