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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
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2001, Volume 101, Issue 1
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)]
113-144 Distribution theory for unit root tests with conditional heteroskedasticity1 by Seo, Byeongseon [Downloadable! (restricted)]
145-169 Improved instrumental variables and generalized method of moments estimators by Qian, Hailong & Schmidt, Peter [Downloadable! (restricted)]
171-199 Distribution-free estimation of the random coefficient dummy endogenous variable model by Chen, Songnian [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
193-213 Testing parameter constancy in linear models against stochastic stationary parameters by Lin, Chien-Fu Jeff & Terasvirta, Timo [Downloadable! (restricted)]
215-237 Tests of cointegrating rank with a trend-break by Inoue, Atsushi [Downloadable! (restricted)]
239-263 Two-step estimation of panel data models with censored endogenous variables and selection bias by Vella, Francis & Verbeek, Marno [Downloadable! (restricted)]
265-289 Trend stationarity in the I(2) cointegration model by Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara [Downloadable! (restricted)]
291-316 Block recursion and structural vector autoregressions by Zha, Tao [Downloadable! (restricted)]
317-336 Ordering univariate distributions by entropy and variance by Ebrahimi, Nader & Maasoumi, Esfandiar & Soofi, Ehsan S. [Downloadable! (restricted)]
1999, Volume 90, Issue 1 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 [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
57-78 Marketing models of consumer heterogeneity by Allenby, Greg M. & Rossi, Peter E. [Downloadable! (restricted)]
79-108 A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data by DeSarbo, Wayne S. & Kim, Youngchan & Fong, Duncan [Downloadable! (restricted)]
109-129 Forecasting new product penetration with flexible substitution patterns by Brownstone, David & Train, Kenneth [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
159-175 Econometric modeling of competition: A multi-category choice-based mapping approach by Erdem, Tulin & Winer, Russell S. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
197-221 Combining sources of preference data by Hensher, David & Louviere, Jordan & Swait, Joffre [Downloadable! (restricted)]
223-248 Markov chain Monte Carlo and models of consideration set and parameter heterogeneity by Chiang, Jeongwen & Chib, Siddhartha & Narasimhan, Chakravarthi [Downloadable! (restricted)]
249-268 Varying parameter models to accommodate dynamic promotion effects by Foekens, Eijte W. & S.H. Leeflang, Peter & Wittink, Dick R. [Downloadable! (restricted)]
269-291 Long-run effects of price promotions in scanner markets by G. Dekimpe, Marnik & Hanssens, Dominique M. & Silva-Risso, Jorge M. [Downloadable! (restricted)]
293-315 Outlier robust analysis of long-run marketing effects for weekly scanning data by Franses, Philip Hans & Kloek, Teun & Lucas, Andre [Downloadable! (restricted)]
317-338 Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data by Bockenholt, Ulf [Downloadable! (restricted)]
339-363 Product line extensions and competitive market interactions: An empirical analysis by Kadiyali, Vrinda & Vilcassim, Naufel & Chintagunta, Pradeep [Downloadable! (restricted)]
365-392 Optimal product positioning based on paired comparison data by Baier, Daniel & Gaul, Wolfgang [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
423-455 A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns by DeSarbo, Wayne S. & Choi, Jungwhan [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
207-226 Discrete and continuous time cointegration by Comte, F. [Downloadable! (restricted)]
227-250 Conduct parameters and the measurement of market power by Corts, Kenneth S. [Downloadable! (restricted)]
251-281 Bayes factors and nonlinearity: Evidence from economic time series1 by Koop, Gary & Potter, Simon M. [Downloadable! (restricted)]
283-299 Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series by Vogelsang, Timothy J. [Downloadable! (restricted)]
301-339 Likelihood analysis of seasonal cointegration by Johansen, Soren & Schaumburg, Ernst [Downloadable! (restricted)]
341-363 Missing observations in ARIMA models: Skipping approach versus additive outlier approach by Gomez, Victor & Maravall, Agustin & Pena, Daniel [Downloadable! (restricted)]
365-401 Monte Carlo inference in econometric models with symmetric stable disturbances by Tsionas, Efthymios G. [Downloadable! (restricted)]
1998, Volume 88, Issue 1 1-40 Semiparametric estimates and tests of base-independent equivalence scales by Pendakur, Krishna [Downloadable! (restricted)]
41-77 Testing the null of stationarity for multiple time series by Choi, In & Chul Ahn, Byung [Downloadable! (restricted)]
79-98 Relative efficiency with equivalence classes of asymptotic covariances by Mandy, D. M. & Martins-Filho, Carlos [Downloadable! (restricted)]
99-121 Asymptotic Bayesian analysis based on a limited information estimator by Kwan, Yum K. [Downloadable! (restricted)]
123-150 Semiparametric estimation of count regression models1 by Gurmu, Shiferaw & Rilstone, Paul & Stern, Steven [Downloadable! (restricted)]
151-191 Testing for r versus r-1 cointegrating vectors by Snell, Andy [Downloadable! (restricted)]
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