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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
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2001, Volume 105, Issue 1
2001, Volume 104, Issue 2 209-217 Invariance and the Wald test by Kemp, Gordon C. R. [Downloadable! (restricted)]
219-257 On the asymptotic distribution of the Moran I test statistic with applications by H. Kelejian, Harry & Prucha, Ingmar R. [Downloadable! (restricted)]
259-268 GMM estimation in panel data models with measurement error by Wansbeek, Tom [Downloadable! (restricted)]
269-288 Generalized spectral estimation of the consumption-based asset pricing model by Berkowitz, Jeremy [Downloadable! (restricted)]
289-313 Maximum entropy and Bayesian approaches to the ratio problem by Shen, Edward Z. & Perloff, Jeffrey M. [Downloadable! (restricted)]
315-358 Predictive ability with cointegrated variables by Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia [Downloadable! (restricted)]
359-405 Optimal instrumental variables estimation for ARMA models by Kuersteiner, Guido M. [Downloadable! (restricted)]
2001, Volume 104, Issue 1 1-48 Testing additivity in generalized nonparametric regression models with estimated parameters by Gozalo, Pedro L. & Linton, Oliver B. [Downloadable! (restricted)]
49-65 Rank tests of unit root hypothesis with infinite variance errors by Hasan, Mohammad N. [Downloadable! (restricted)]
67-89 Two-part multiple spell models for health care demand by Santos Silva, Joao M. C. & Windmeijer, Frank [Downloadable! (restricted)]
91-117 On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity by Burridge, Peter & Taylor, A. M. Robert [Downloadable! (restricted)]
119-140 Optimal prediction in loglinear models by van Garderen, Kees Jan [Downloadable! (restricted)]
141-178 A generalized bivariate mixture model for stock price volatility and trading volume by Liesenfeld, Roman [Downloadable! (restricted)]
179-207 A nonlinear autoregressive conditional duration model with applications to financial transaction data by Zhang, Michael Yuanjie & Russell, Jeffrey R. & Tsay, Ruey S. [Downloadable! (restricted)]
2001, Volume 103, Issue 1-2 1-4 Studies in Estimation and Testing by Hsiao, Cheng & Perrigne, Isabelle [Downloadable! (restricted)]
5-72 S-estimation of nonlinear regression models with dependent and heterogeneous observations by Sakata, Shinichi & White, Halbert [Downloadable! (restricted)]
73-110 Two-step estimation of semiparametric censored regression models by Khan, Shakeeb & Powell, James L. [Downloadable! (restricted)]
111-153 Panel data analysis of household brand choices by Chintagunta, Pradeep & Kyriazidou, Ekaterini & Perktold, Josef [Downloadable! (restricted)]
155-181 Confidence intervals for autoregressive coefficients near one by Elliott, Graham & Stock, James H. [Downloadable! (restricted)]
183-224 A test for volatility spillover with application to exchange rates by Hong, Yongmiao [Downloadable! (restricted)]
225-258 A consistent test for conditional symmetry in time series models by Bai, Jushan & Ng, Serena [Downloadable! (restricted)]
259-306 Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities by Perez-Quiros, Gabriel & Timmermann, Allan [Downloadable! (restricted)]
307-344 An equality test across nonparametric regressions by Lavergne, Pascal [Downloadable! (restricted)]
345-386 Evaluation of a three-step method for choosing the number of bootstrap repetitions by Andrews, Donald W. K. & Buchinsky, Moshe [Downloadable! (restricted)]
2001, Volume 102, Issue 2 143-164 Identification, estimation and testing of conditionally heteroskedastic factor models by Sentana, Enrique & Fiorentini, Gabriele [Downloadable! (restricted)]
165-195 Estimation of income expectations models using expectations and realization data by Dominitz, Jeff [Downloadable! (restricted)]
197-229 An invariant sign test for random walks based on recursive median adjustment by So, Beong Soo & Shin, Dong Wan [Downloadable! (restricted)]
231-269 Estimation of the binary response model using a mixture of distributions estimator (MOD) by Coppejans, Mark [Downloadable! (restricted)]
271-309 Combining micro and macro unemployment duration data by van den Berg, Gerard J. & van der Klaauw, Bas [Downloadable! (restricted)]
311-338 Bayesian inference in models based on equilibrium search theory by Koop, Gary [Downloadable! (restricted)]
339-364 Stationarity of multivariate Markov-switching ARMA models by Francq, C. & Zakoian, J. -M. [Downloadable! (restricted)]
365-398 A consistent nonparametric test of ergodicity for time series with applications by Domowitz, Ian & El-Gamal, Mahmoud A. [Downloadable! (restricted)]
2001, Volume 102, Issue 1 2001, Volume 101, Issue 2 195-218 The memory of stochastic volatility models by Robinson, P. M. [Downloadable! (restricted)]
219-255 GMM estimation of linear panel data models with time-varying individual effects by Ahn, Seung Chan & Hoon Lee, Young & Schmidt, Peter [Downloadable! (restricted)]
257-294 Contemporaneous asymmetry in GARCH processes by Babsiri, Mohamed El & Zakoian, Jean-Michel [Downloadable! (restricted)]
295-313 Nested random effects estimation in unbalanced panel data by Antweiler, Werner [Downloadable! (restricted)]
315-335 Statistical inference for testing inequality indices with dependent samples by Zheng, Buhong & J. Cushing, Brian [Downloadable! (restricted)]
337-356 Statistical inference for poverty measures with relative poverty lines by Zheng, Buhong [Downloadable! (restricted)]
357-381 The unbalanced nested error component regression model by H. Baltagi, Badi & Heun Song, Seuck & Cheol Jung, Byoung [Downloadable! (restricted)]
2001, Volume 101, Issue 1 1-23 Tests for the error component model in the presence of local misspecification by Bera, Anil K. & Sosa-Escudero, Walter & Yoon, Mann [Downloadable! (restricted)]
25-35 Causality tests and conditional heteroskedasticity: : Monte Carlo evidence by Vilasuso, Jon [Downloadable! (restricted)]
37-69 Robust inference with GMM estimators by Ronchetti, Elvezio & Trojani, Fabio [Downloadable! (restricted)]
71-107 An analysis of housing expenditure using semiparametric models and panel data by Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur [Downloadable! (restricted)]
109-122 Nonlinear estimation using estimated cointegrating relations by de Jong, Robert M. [Downloadable! (restricted)]
123-164 Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models by Andrews, Donald W. K. & Lu, Biao [Downloadable! (restricted)]
165-193 A simultaneous estimation and variable selection rule by Golan, Amos [Downloadable! (restricted)]
2001, Volume 100, Issue 2 2001, Volume 100, Issue 1 1-1 Open forum on the current state and future challenges of econometrics by Hsiao, C. [Downloadable! (restricted)]
3-5 Econometrics and empirical economics by Heckman, James J. [Downloadable! (restricted)]
7-10 Achievements and challenges in econometric methodology by Hendry, David F. [Downloadable! (restricted)]
11-15 Bayesian econometrics and forecasting by Geweke, John [Downloadable! (restricted)]
17-19 Macroeconometrics - Past and future by Granger, Clive W. J. [Downloadable! (restricted)]
21-27 Trending time series and macroeconomic activity: Some present and future challenges by Phillips, Peter C. B. [Downloadable! (restricted)]
29-32 Macro-econometrics by Stock, James H. [Downloadable! (restricted)]
33-35 Microeconometrics by Hausman, Jerry [Downloadable! (restricted)]
37-40 The bootstrap and hypothesis tests in econometrics by Horowitz, Joel L. [Downloadable! (restricted)]
41-51 Financial econometrics: Past developments and future challenges by Bollerslev, Tim [Downloadable! (restricted)]
53-56 Financial econometrics - A new discipline with new methods by Engle, Robert [Downloadable! (restricted)]
57-64 Notes on financial econometrics by Tauchen, George [Downloadable! (restricted)]
65-69 Manifesto for a growth econometrics by Durlauf, Steven N. [Downloadable! (restricted)]
71-72 Comments on the contributions by C.W.J. Granger and J.J. Heckman by Deistler, M. [Downloadable! (restricted)]
73-75 Econometrics: Retrospect and prospect by Diebold, Francis X. [Downloadable! (restricted)]
77-78 A short comment on the JE Open forum essays by Krishnakumar, Jaya [Downloadable! (restricted)]
79-80 Bayesian econometrics:: A reaction to Geweke by Lenk, Peter & Wedel, Michel [Downloadable! (restricted)]
81-82 Comment on essays on current state and future challenges of econometrics by Lutkepohl, Helmut [Downloadable! (restricted)]
83-86 On the relevance of first-order asymptotic theory to economics by Maasoumi, Esfandiar [Downloadable! (restricted)]
87-88 Care and feeding of reproducible econometrics by Vinod, H. D. [Downloadable! (restricted)]
89-91 Comment on "Microeconometrics" by J.A. Hausman by Wansbeek, Tom & Wedel, Michel & Meijer, Erik [Downloadable! (restricted)]
93-94 Comments on papers by Engle, Geweke and Granger by Zellner, Arnold [Downloadable! (restricted)]
99-112 Some publishing facts, figures, and observations on the occasion of Volume 100, number 1 of the Journal of Econometrics by Dirkmaat, Joop [Downloadable! (restricted)]
2000, Volume 99, Issue 2 195-223 Robust out-of-sample inference by Mc Cracken, Michael W. [Downloadable! (restricted)]
225-253 Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances by Turkington, Darrell [Downloadable! (restricted)]
255-289 Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes by Dufour, Jean-Marie & Torres, Olivier [Downloadable! (restricted)]
291-315 Spectral tests of the martingale hypothesis under conditional heteroscedasticity by Deo, Rohit S. [Downloadable! (restricted)]
317-334 Trend estimation and de-trending via rational square-wave filters by Pollock, D. S. G. [Downloadable! (restricted)]
335-345 Comment: Bayesian multinomial probit models with a normalization constraint by Nobile, Agostino [Downloadable! (restricted)]
347-348 Reply to Nobile by McCulloch, Robert E. & Rossi, Peter E. [Downloadable! (restricted)]
349-372 On estimation and testing goodness of fit for m-dependent stable sequences by Deo, Rohit S. [Downloadable! (restricted)]
373-386 Simple resampling methods for censored regression quantiles by Bilias, Yannis & Chen, Songnian & Ying, Zhiliang [Downloadable! (restricted)]
2000, Volume 99, Issue 1 1-38 Changes in relative wages in the 1980s Returns to observed and unobserved skills and black-white wage differentials by Chay, Kenneth Y. & Lee, David S. [Downloadable! (restricted)]
39-61 Consistent cross-validatory model-selection for dependent data: hv-block cross-validation by Racine, Jeff [Downloadable! (restricted)]
63-106 Local nonlinear least squares: Using parametric information in nonparametric regression by Gozalo, Pedro & Linton, Oliver [Downloadable! (restricted)]
107-137 Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments by Shin, Dong Wan & So, Beong Soo [Downloadable! (restricted)]
139-171 Modeling long memory in stock market volatility by Liu, Ming [Downloadable! (restricted)]
173-193 A Bayesian analysis of the multinomial probit model with fully identified parameters by McCulloch, Robert E. & Polson, Nicholas G. & Rossi, Peter E. [Downloadable! (restricted)]
2000, Volume 98, Issue 2 187-202 Further consequences of viewing LIML as an iterated Aitken estimator by Gao, Chuanming & Lahiri, Kajal [Downloadable! (restricted)]
203-223 A Bayesian approach to dynamic macroeconomics by DeJong, David N. & Ingram, Beth F. & Whiteman, Charles H. [Downloadable! (restricted)]
225-255 Inference on one-way effect and evidence in Japanese macroeconomic data by Yao, Feng & Hosoya, Yuzo [Downloadable! (restricted)]
257-281 Nonparametric seemingly unrelated regression by Smith, Michael & Kohn, Robert [Downloadable! (restricted)]
283-316 Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity by Chen, Songnian & Khan, Shakeeb [Downloadable! (restricted)]
317-334 Rank estimation of a location parameter in the binary choice model by Chen, Songnian [Downloadable! (restricted)]
335-363 Adjusted estimates and Wald statistics for the AR(1) model with constant by Pere, Pekka [Downloadable! (restricted)]
365-383 A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections by Girma, Sourafel [Downloadable! (restricted)]
2000, Volume 98, Issue 1 1-25 The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective by Marriott, John & Newbold, Paul [Downloadable! (restricted)]
27-46 Consistent bootstrap tests of parametric regression functions by Whang, Yoon-Jae [Downloadable! (restricted)]
47-79 A Bayesian analysis of multiple-output production frontiers by Fernandez, Carmen & Koop, Gary & Steel, Mark [Downloadable! (restricted)]
81-106 Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data by Bollerslev, Tim & Wright, Jonathan H. [Downloadable! (restricted)]
107-127 A test for constant correlations in a multivariate GARCH model by Tse, Y. K. [Downloadable! (restricted)]
129-161 Conditionally independent private information in OCS wildcat auctions by Li, Tong & Perrigne, Isabelle & Vuong, Quang [Downloadable! (restricted)]
163-185 Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables by Oberhelman, Dennis & Rao Kadiyala, K. [Downloadable! (restricted)]
2000, Volume 97, Issue 2 207-225 A nonparametric multiple choice method within the random utility framework by Huang, J u-Chin & Nychka, Douglas W. [Downloadable! (restricted)]
227-259 Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators by Inkmann, Joachim [Downloadable! (restricted)]
261-291 Testing for integration using evolving trend and seasonals models: A Bayesian approach by Koop, Gary & Dijk, Herman K. Van [Downloadable! (restricted)]
293-343 Structural analysis of vector error correction models with exogenous I(1) variables by Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J. [Downloadable! (restricted)]
345-364 An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models by Phillips, Garry D. A. [Downloadable! (restricted)]
365-381 Estimating the differencing parameter via the partial autocorrelation function by Chong, Terence Tai-Leung [Downloadable! (restricted)]
2000, Volume 97, Issue 1 1-23 Short cuts to dynamic factor demand modelling by Thomsen, Thomas [Downloadable! (restricted)]
25-50 Bayesian analysis of cross-section and clustered data treatment models by Chib, Siddhartha & Hamilton, Barton H. [Downloadable! (restricted)]
51-91 Exact small-sample inference in stationary, fully regular, dynamic demand models by Deschamps, Philippe J. [Downloadable! (restricted)]
93-115 Testing for structural change in conditional models by Hansen, Bruce E. [Downloadable! (restricted)]
117-144 The demand for risky assets: Sample selection and household portfolios by Perraudin, William R. M. & Sorensen, Bent E. [Downloadable! (restricted)]
145-177 Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables by Lewbel, Arthur [Downloadable! (restricted)]
179-188 Robustifying Glejser test of heteroskedasticity by Im, Kyung So [Downloadable! (restricted)]
189-202 Glejser's test revisited by Machado, Jose A. F. & Silva, J. M. C. Santos [Downloadable! (restricted)]
2000, Volume 96, Issue 2 2000, Volume 96, Issue 1 1-23 A simple framework for nonparametric specification testing by Ellison, Glenn & Ellison, Sara Fisher [Downloadable! (restricted)]
25-37 Efficiency results of MLE and GMM estimation with sampling weights by Butler, J. S. [Downloadable! (restricted)]
39-73 Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes by Corradi, Valentina & Swanson, Norman R. & White, Halbert [Downloadable! (restricted)]
75-111 Moments of Markov switching models by Timmermann, Allan [Downloadable! (restricted)]
113-144 Nonparametric inference on structural breaks by Delgado, Miguel A. & Hidalgo, Javier [Downloadable! (restricted)]
145-153 Reconsidering the continuous time limit of the GARCH(1, 1) process by Corradi, Valentina [Downloadable! (restricted)]
155-182 The spurious regression of fractionally integrated processes by Tsay, Wen-Jen & Chung, Ching-Fan [Downloadable! (restricted)]
183-199 Efficient estimation of binary choice models under symmetry by Chen, Songnian [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
255-283 Econometrics and decision theory by Chamberlain, Gary [Downloadable! (restricted)]
285-331 Cross-sectional aggregation of non-linear models by van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem [Downloadable! (restricted)]
333-345 Internet-based econometric computing by Hardle, W. & Horowitz, J. [Downloadable! (restricted)]
347-374 Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics by Koenker, Roger [Downloadable! (restricted)]
375-389 Empirically relevant critical values for hypothesis tests: A bootstrap approach by Horowitz, Joel L. & Savin, N. E. [Downloadable! (restricted)]
391-413 The incidental parameter problem since 1948 by Lancaster, Tony [Downloadable! (restricted)]
415-442 Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice by Manski, Charles F. [Downloadable! (restricted)]
443-462 Using a likelihood perspective to sharpen econometric discourse: Three examples by Sims, Christopher A. [Downloadable! (restricted)]
2000, Volume 95, Issue 1 1-23 Rank estimation of a generalized fixed-effects regression model by Abrevaya, Jason [Downloadable! (restricted)]
25-56 Estimation of a censored regression panel data model using conditional moment restrictions efficiently by Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur [Downloadable! (restricted)]
57-69 Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach by Nakatsuma, Teruo [Downloadable! (restricted)]
71-96 Unit root tests in the presence of uncertainty about the non-stochastic trend by Ayat, Leila & Burridge, Peter [Downloadable! (restricted)]
97-116 Detection of change in persistence of a linear time series by Kim, Jae-Young [Downloadable! (restricted)]
117-129 A numerically stable quadrature procedure for the one-factor random-component discrete choice model by Lee, Lung-fei [Downloadable! (restricted)]
131-156 Estimating the density of unemployment duration based on contaminated samples or small samples by Ryu, Hang K. & Slottje, Daniel J. [Downloadable! (restricted)]
157-176 On the sensitivity of the usual t- and F-tests to covariance misspecification by Banerjee, Anurag N. & Magnus, Jan R. [Downloadable! (restricted)]
177-198 Testing for the cointegrating rank of a VAR process with a time trend by Lutkepohl, Helmut & Saikkonen, Pentti [Downloadable! (restricted)]
199-218 Testing time reversibility without moment restrictions by Chen, Yi-Ting & Chou, Ray Y. & Kuan, Chung-Ming [Downloadable! (restricted)]
2000, Volume 94, Issue 1-2 1-7 Econometric methods for derivative securities and risk management by Garcia, R. & Ghysels, E. & Renault, E. [Downloadable! (restricted)]
9-51 Nonparametric risk management and implied risk aversion by Ait-Sahalia, Yacine & Lo, Andrew W. [Downloadable! (restricted)]
53-92 American options with stochastic dividends and volatility: A nonparametric investigation by Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier [Downloadable! (restricted)]
93-115 Pricing and hedging derivative securities with neural networks and a homogeneity hint by Garcia, Rene & Gencay, Ramazan [Downloadable! (restricted)]
117-143 Econometric specification of the risk neutral valuation model by Clement, E. & Gourieroux, C. & Monfort, A. [Downloadable! (restricted)]
145-180 Bayesian analysis of contingent claim model error by Jacquier, Eric & Jarrow, Robert [Downloadable! (restricted)]
181-238 Post-'87 crash fears in the S&P 500 futures option market by Bates, David S. [Downloadable! (restricted)]
239-276 Regime switching in foreign exchange rates: Evidence from currency option prices by Bollen, Nicolas P. B. & Gray, Stephen F. & Whaley, Robert E. [Downloadable! (restricted)]
277-318 Pricing and hedging long-term options by Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu [Downloadable! (restricted)]
1999, Volume 93, Issue 2 203-228 Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable by Abrevaya, Jason [Downloadable! (restricted)]
229-255 Bayesian estimation of switching ARMA models by Billio, M. & Monfort, A. & Robert, C. P. [Downloadable! (restricted)]
257-279 Testing for ARCH in the presence of a possibly misspecified conditional mean by Lumsdaine, Robin L. & Ng, Serena [Downloadable! (restricted)]
281-308 Weak exogeneity in I(2) VAR systems by Paruolo, Paolo & Rahbek, Anders [Downloadable! (restricted)]
309-326 How informative is the initial condition in the dynamic panel model with fixed effects? by Hahn, Jinyong [Downloadable! (restricted)]
327-344 GMM inference when the number of moment conditions is large by Koenker, Roger & Machado, Jose A. F. [Downloadable! (restricted)]
345-368 Threshold effects in non-dynamic panels: Estimation, testing, and inference by Hansen, Bruce E. [Downloadable! (restricted)]
369-401 The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors by Michelis, Leo [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
25-47 On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components by Galbraith, JohnW. & Zinde-Walsh, Victoria [Downloadable! (restricted)]
49-72 A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco by Labeaga, Jose M. [Downloadable! (restricted)]
73-91 Testing exact rational expectations in cointegrated vector autoregressive models by Johansen, Soren & Swensen, Anders Rygh [Downloadable! (restricted)]
93-111 Efficiency comparisons of maximum-likelihood-based estimators in GARCH models by Gonzalez-Rivera, Gloria & Drost, Feike C. [Downloadable! (restricted)]
113-148 Finite sample properties of tests of the Epstein-Zin asset pricing model by Smith, David C. [Downloadable! (restricted)]
149-175 Indirect estimation of ARFIMA and VARFIMA models by Martin, Vance L. & Wilkins, Nigel P. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
1999, Volume 92, Issue 2 193-232 Stratified partial likelihood estimation by Ridder, Geert & Tunali, Insan [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
295-323 The sensitivity of OLS when the variance matrix is (partially) unknown by Banerjee, Anurag N. & Magnus, Jan R. [Downloadable! (restricted)]
325-353 Estimation error and the specification of unobserved component models by Maravall, Agustin & Planas, Christophe [Downloadable! (restricted)]
355-390 Estimation of dynamic and ARCH Tobit models by Lee, Lung-fei [Downloadable! (restricted)]
1999, Volume 92, Issue 1 1-45 GMM estimation with cross sectional dependence by Conley, T. G. [Downloadable! (restricted)]
47-74 Infrastructure and productivity: a nonlinear approach by G. Duggal, Vijaya & Saltzman, Cynthia & Klein, Lawrence R. [Downloadable! (restricted)]
75-99 Long-term equity anticipation securities and stock market volatility dynamics by Bollerslev, Tim & Ole Mikkelsen, Hans [Downloadable! (restricted)]
101-147 Consistent model specification tests for time series econometric models by Li, Qi [Downloadable! (restricted)]
149-172 The relative efficiency of method of moments estimators1 by Ronald Gallant, A. & Tauchen, George [Downloadable! (restricted)]
173-192 Properties of moments of a family of GARCH processes by He, Changli & Terasvirta, Timo [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
227-271 Model selection in partially nonstationary vector autoregressive processes with reduced rank structure by Chao, John C. & Phillips, Peter C. B. [Downloadable! (restricted)]
273-298 Measurement errors: A principal investigator-agent approach by Philipson, Tomas & Malani, Anup [Downloadable! (restricted)]
299-323 Likelihood ratio tests for multiple structural changes by Bai, Jushan [Downloadable! (restricted)]
325-371 Non-stationary log-periodogram regression by Velasco, Carlos [Downloadable! (restricted)]
373-401 Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series by Chen, Xiaohong & Fan, Yanqin [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
43-60 An ordered family of Lorenz curves by Sarabia, J. -M. & Castillo, Enrique & Slottje, Daniel J. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
89-111 Redundancy of moment conditions by Breusch, Trevor & Qian, Hailong & Schmidt, Peter & Wyhowski, Donald [Downloadable! (restricted)]
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