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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
Download restrictions: Full text for ScienceDirect subscribers only Editor: T. Amemiya Editor: A. R. Gallant Editor: J. F. Geweke Editor: C. Hsiao Editor: P. M. Robinson Editor:
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(Heidi Boesdal) Series handle: repec:eee:econom
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14
1998, Volume 88, Issue 1
1998, Volume 87, Issue 2 207-237 Testing serial correlation in semiparametric panel data models by Li, Q. & Hsiao, C. [Downloadable! (restricted)]
239-269 Misclassification of the dependent variable in a discrete-response setting by Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M. [Downloadable! (restricted)]
271-301 Estimation of stochastic volatility models via Monte Carlo maximum likelihood by Sandmann, Gleb & Koopman, Siem Jan [Downloadable! (restricted)]
303-327 Inferring technological parameters from incomplete panel data by Dionne, Georges & Gagne, Robert & Vanasse, Charles [Downloadable! (restricted)]
329-371 Convenient estimators for the panel probit model by Bertschek, Irene & Lechner, Michael [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
25-47 Simulated latent variable estimation of models with ordered categorical data by Breslaw, Jon A. & McIntosh, James [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
87-113 Structural relations, cointegration and identification: some simple results and their application by Davidson, James [Downloadable! (restricted)]
115-143 Initial conditions and moment restrictions in dynamic panel data models by Blundell, Richard & Bond, Stephen [Downloadable! (restricted)]
145-165 A simple consistent bootstrap test for a parametric regression function by Li, Q. & Wang, Suojin [Downloadable! (restricted)]
167-189 Testing for a slowly changing level with special reference to stochastic volatility by Harvey, Andrew & Streibel, Mariane [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1998, Volume 86, Issue 2 193-220 Testing for serial correlation in multivariate regression models by Kyriazidou, Ekaterini [Downloadable! (restricted)]
221-241 Estimation and comparison of multiple change-point models by Chib, Siddhartha [Downloadable! (restricted)]
243-268 Uniform laws of large numbers and stochastic Lipschitz-continuity by de Jong, Robert M. [Downloadable! (restricted)]
269-295 Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution by Ichimura, Hidehiko & Thompson, T. Scott [Downloadable! (restricted)]
297-336 Higher-order approximations for frequency domain time series regression by Xiao, Zhijie & Phillips, Peter C. B. [Downloadable! (restricted)]
337-368 Test for partial parameter instability in regressions with I(1) processes by Kuo, Biing-Shen [Downloadable! (restricted)]
369-386 Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching by Psaradakis, Zacharias & Sola, Martin [Downloadable! (restricted)]
387-396 FELLOW'S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions by Vinod, H. D. [Downloadable! (restricted)]
1998, Volume 86, Issue 1 1-32 Spectral methods for identifying scalar diffusions by Hansen, Lars Peter & Alexandre Scheinkman, Jose & Touzi, Nizar [Downloadable! (restricted)]
33-54 Posterior simulation and Bayes factors in panel count data models by Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer [Downloadable! (restricted)]
55-95 Inference in possibly integrated vector autoregressive models: some finite sample evidence by Yamada, Hiroshi & Toda, Hiro Y. [Downloadable! (restricted)]
97-127 Testing for GARCH effects: a one-sided approach by Demos, Antonis & Sentana, Enrique [Downloadable! (restricted)]
129-154 Pitfalls in testing for long run relationships by Gonzalo, Jesus & Lee, Tae-Hwy [Downloadable! (restricted)]
155-175 Tests for cointegration with infinite variance errors by Caner, Mehmet [Downloadable! (restricted)]
177-192 Bayesian and non-bayesian solutions to analysis of covariance models under heteroscedasticity by Ananda, Malwane M. A. [Downloadable! (restricted)]
1998, Volume 85, Issue 2 1998, Volume 85, Issue 1 1-31 The estimation of systems of joint differential-difference equations by Chambers, Marcus J. [Downloadable! (restricted)]
33-50 Parametric tests for static and dynamic equilibrium by Atkinson, Scott E. & Halvorsen, Robert [Downloadable! (restricted)]
51-74 Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances by Turkington, Darrell A. [Downloadable! (restricted)]
75-98 Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators by Broze, Laurence & Gourieroux, Christian [Downloadable! (restricted)]
99-123 Business cycle durations by Filardo, Andrew J. & Gordon, Stephen F. [Downloadable! (restricted)]
125-154 Contracting in space: An application of spatial statistics to discrete-choice models by Pinkse, Joris & Slade, Margaret E. [Downloadable! (restricted)]
155-188 Analysis of cointegration vectors using the GMM approach by Quintos, Carmela E. [Downloadable! (restricted)]
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 [Downloadable! (restricted)]
1998, Volume 84, Issue 2 205-231 A consistent nonparametric test for serial independence by Pinkse, Joris [Downloadable! (restricted)]
233-250 Spurious regression theory with nonstationary fractionally integrated processes by Marmol, Francesc [Downloadable! (restricted)]
251-271 On the use of sampling weights when estimating regression models with survey data by Magee, L. & Robb, A. L. & Burbidge, J. B. [Downloadable! (restricted)]
273-301 Stochastic panel frontiers: A semiparametric approach by Park, B. U. & Sickles, R. C. & Simar, L. [Downloadable! (restricted)]
303-325 Representations of I(2) cointegrated systems using the Smith-McMillan form by Haldrup, Niels & Salmon, Mark [Downloadable! (restricted)]
327-349 The union/non-union wage differential: An application of semi-parametric methods by Lanot, Gauthier & Walker, Ian [Downloadable! (restricted)]
383-400 Estimation of censored linear errors-in-variables models by Wang, Liqun [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
9-19 Econometric implications of the government budget constraint by Sims, Christopher A. [Downloadable! (restricted)]
21-56 Impulse response and forecast error variance asymptotics in nonstationary VARs by Phillips, Peter C. B. [Downloadable! (restricted)]
57-88 Business cycle analysis without much theory A look at structural VARs by Cooley, Thomas F. & Dwyer, Mark [Downloadable! (restricted)]
89-128 Lending cycles by Asea, Patrick K. & Blomberg, Brock [Downloadable! (restricted)]
129-161 Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply by Nerlove, Marc & Fornari, Ilaria [Downloadable! (restricted)]
163-184 Identification and Kullback information in the GLSEM by Dhrymes, Phoebus J. [Downloadable! (restricted)]
185-212 The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches by Zellner, Arnold [Downloadable! (restricted)]
213-237 Model specification and endogeneity by Nakamura, Alice & Nakamura, Masao [Downloadable! (restricted)]
239-262 Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case by McCarthy, Michael D. [Downloadable! (restricted)]
263-290 Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations by Tanizaki, Hisashi & Mariano, Roberto S. [Downloadable! (restricted)]
291-323 Heterogeneous information arrival and option pricing by Asea, Patrick K. & Ncube, Mthuli [Downloadable! (restricted)]
325-348 The detection and estimation of long memory in stochastic volatility by Breidt, F. Jay & Crato, Nuno & de Lima, Pedro [Downloadable! (restricted)]
349-363 Rational expectations, inflation and the nominal interest rate by Crockett, Jean A. [Downloadable! (restricted)]
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. [Downloadable! (restricted)]
209-233 Predictive tests for structural change with unknown breakpoint by Ghysels, Eric & Guay, Alain & Hall, Alastair [Downloadable! (restricted)]
235-287 The moving blocks bootstrap and robust inference for linear least squares and quantile regressions by Fitzenberger, Bernd [Downloadable! (restricted)]
289-315 Stability tests in error correction models by Quintos, Carmela E. [Downloadable! (restricted)]
317-333 The influence of sample size on the degree of redundancy in spatial lag operators by Blommestein, Hans J. & Koper, Nick A. M. [Downloadable! (restricted)]
335-359 Full maximum likelihood estimation of dynamic demand models by Deschamps, Philippe J. [Downloadable! (restricted)]
361-392 Sources of asymmetry in production factor dynamics by Palm, Franz C. & Pfann, Gerard A. [Downloadable! (restricted)]
1997, Volume 82, Issue 1 1-35 Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results by Lee, Lung-Fei [Downloadable! (restricted)]
37-62 Estimating dynamic models from time series of independent cross-sections by Dolores Collado, M. [Downloadable! (restricted)]
63-80 Testing for conditional heteroskedasticity with misspecified alternative hypotheses by Dastoor, Naorayex K. [Downloadable! (restricted)]
81-106 Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters by Rahman, Shahidur & King, Maxwell L. [Downloadable! (restricted)]
107-134 A cointegration approach to estimating preference parameters by Ogaki, Masao & Park, Joon Y. [Downloadable! (restricted)]
135-156 Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models by Crepon, Bruno & Kramarz, Francis & Trognon, Alain [Downloadable! (restricted)]
157-192 A single-blind controlled competition among tests for nonlinearity and chaos by Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J. [Downloadable! (restricted)]
1997, Volume 81, Issue 2 1997, Volume 81, Issue 1 1-5 Nonparametric dynamic modelling by Lutkepohl, Helmut [Downloadable! (restricted)]
7-27 Rank tests for unit roots by Breitung, Jorg & Gourieroux, Christian [Downloadable! (restricted)]
29-64 Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate by Bierens, Herman J. [Downloadable! (restricted)]
65-92 Nonlinear stochastic trends by Granger, Clive W. J. & Inoue, Tomoo & Morin, Norman [Downloadable! (restricted)]
93-126 Testing cointegration in infinite order vector autoregressive processes by Saikkonen, Pentti & Luukkonen, Ritva [Downloadable! (restricted)]
127-157 Impulse response analysis in infinite order cointegrated vector autoregressive processes by Lutkepohl, Helmut & Saikkonen, Pentti [Downloadable! (restricted)]
159-192 Estimation of stochastic volatility models with diagnostics by Gallant, A. Ronald & Hsieh, David & Tauchen, George [Downloadable! (restricted)]
193-221 Efficient estimation in semiparametric GARCH models by Drost, Feike C. & Klaassen, Chris A. J. [Downloadable! (restricted)]
223-242 Local polynomial estimators of the volatility function in nonparametric autoregression by Hardle, W. & Tsybakov, A. [Downloadable! (restricted)]
243-272 Local parametric analysis of hedging in discrete time by Bossaerts, Peter & Hillion, Pierre [Downloadable! (restricted)]
273-280 Recognizing changing seasonal patterns using artificial neural networks by Franses, Philip Hans & Draisma, Gerrit [Downloadable! (restricted)]
1997, Volume 80, Issue 2 199-221 Codependent cycles by Vahid, Farshid & Engle, Robert F. [Downloadable! (restricted)]
223-239 Analysis of cointegrated VARMA processes by Lutkepohl, Helmut & Claessen, Holger [Downloadable! (restricted)]
241-268 Testing of unit root and other nonstationary hypotheses in macroeconomic time series by Gil-Alana, L. A. & Robinson, P. M. [Downloadable! (restricted)]
269-286 Inference in a nearly integrated autoregressive model with nonnormal innovations by Rothenberg, Thomas J. & Stock, James H. [Downloadable! (restricted)]
287-296 Random walks with drifts: Nonsense regression and spurious fixed-effect estimation by Entorf, Horst [Downloadable! (restricted)]
297-318 Bootstrapping cointegrating regressions by Li, Hongyi & Maddala, G. S. [Downloadable! (restricted)]
319-323 Discussion of paper by H. Li & G.S. Maddala by Hinkley, D. V. [Downloadable! (restricted)]
325-353 Exact tests in single equation autoregressive distributed lag models by Kiviet, Jan F. & Dufour, Jean-Marie [Downloadable! (restricted)]
355-385 Further evidence on breaking trend functions in macroeconomic variables by Perron, Pierre [Downloadable! (restricted)]
387-422 Detecting shocks: Outliers and breaks in time series by Atkinson, A. C. & Koopman, S. J. & Shephard, N. [Downloadable! (restricted)]
1997, Volume 80, Issue 1 1-34 Semiparametric estimation of the Type-3 Tobit model by Chen, Songnian [Downloadable! (restricted)]
35-62 An introduction to stochastic unit-root processes by Granger, Clive W. J. & Swanson, Norman R. [Downloadable! (restricted)]
63-84 Analyzing properties of K-cones in the generalized data envelopment analysis model by Wei, Quanling & Yu, Gang [Downloadable! (restricted)]
85-123 Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments by Kitamura, Yuichi & Phillips, Peter C. B. [Downloadable! (restricted)]
125-165 Statistical inference in the multinomial multiperiod probit model by Geweke, John F. & Keane, Michael P. & Runkle, David E. [Downloadable! (restricted)]
167-193 Multiple unit roots in periodic autoregression by Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels [Downloadable! (restricted)]
1997, Volume 79, Issue 2 195-199 Duration, transition and count data models Introduction by Gourieroux, Christian & Magnac, Thierry [Downloadable! (restricted)]
201-219 Inference in non-linear panel models with partially missing observations The case of the equilibrium search model by Christensen, Bent Jesper & Kiefer, Nicholas M. [Downloadable! (restricted)]
221-245 Association measures for durations in bivariate hazard rate models by van den Berg, Gerard J. [Downloadable! (restricted)]
247-268 A count data model with unobserved heterogeneity by Gourieroux, C. & Visser, M. [Downloadable! (restricted)]
269-290 On seasonality and business cycle durations: A nonparametric investigation by Ghysels, Eric [Downloadable! (restricted)]
291-303 Bayes WESML Posterior inference from choice-based samples by Lancaster, Tony [Downloadable! (restricted)]
305-325 Job search theory, labour supply and unemployment duration by Bloemen, Hans G. [Downloadable! (restricted)]
327-354 Labour market transitions and retirement of men in the UK by Meghir, Costas & Whitehouse, Edward [Downloadable! (restricted)]
355-378 Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity by Crepon, Bruno & Duguet, Emmanuel [Downloadable! (restricted)]
379-402 Debt, moral hazard and airline safety An empirical evidence by Dionne, Georges & Gagne, Robert & Gagnon, Francois & Vanasse, Charles [Downloadable! (restricted)]
1997, Volume 79, Issue 1 1-21 Efficient estimation of panel data models with sequential moment restrictions by Hahn, Jinyong [Downloadable! (restricted)]
23-51 Estimation and inference with censored and ordered multinomial response data by Golan, Amos & Judge, George & Perloff, Jeffrey [Downloadable! (restricted)]
53-81 Estimation and inference in nearly unbalanced nearly cointegrated systems by Ng, Serena & Perron, Pierre [Downloadable! (restricted)]
83-95 Applying linear time-varying constraints to econometric models: With an application to demand systems by Doran, Howard E. & Rambaldi, Alicia N. [Downloadable! (restricted)]
97-127 Augmented GARCH (p,q) process and its diffusion limit by Duan, Jin-Chuan [Downloadable! (restricted)]
129-146 Bayesian analysis of compound loss distributions by Pai, Jeffrey S. [Downloadable! (restricted)]
147-168 Convergence rates and asymptotic normality for series estimators by Newey, Whitney K. [Downloadable! (restricted)]
169-193 On the use of panel data in stochastic frontier models with improper priors by Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
1997, Volume 78, Issue 2 139-151 Comparing and choosing between two models with a third model in the background by Poirier, Dale J. [Downloadable! (restricted)]
153-157 Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal by Srivastava, Anil K. & Shalabh [Downloadable! (restricted)]
159-177 Measuring information loss due to inconsistencies in duration data from longitudinal surveys by Romeo, Charles J. [Downloadable! (restricted)]
179-184 Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results by Lee, Lung-Fei [Downloadable! (restricted)]
205-216 The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance an application to German stock returns by Runde, Ralf [Downloadable! (restricted)]
217-227 Learning about the across-regime correlation in switching regression models by Koop, Gary & Poirier, Dale J. [Downloadable! (restricted)]
229-255 Noise in unspecified, non-linear time series by Szpiro, George G. [Downloadable! (restricted)]
257-294 A smooth likelihood simulator for dynamic disequilibrium models by Lee, Lung-Fei [Downloadable! (restricted)]
295-314 Robust estimators for simultaneous equations models by Krishnakumar, J. & Ronchetti, E. [Downloadable! (restricted)]
315-332 Modified Wald tests under nonregular conditions by Lutkepohl, Helmut & Burda, Maike M. [Downloadable! (restricted)]
333-357 Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales by Paarsch, Harry J. [Downloadable! (restricted)]
359-380 Bayesian analysis of seasonal unit roots and seasonal mean shifts by Franses, Philip Hans & Hoek, Henk & Paap, Richard [Downloadable! (restricted)]
1997, Volume 77, Issue 2 297-302 Fellow's opinion: Econometrics, data, and the world wide web by Barnett, William A. [Downloadable! (restricted)]
303-327 Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline by Baltagi, Badi H. & Griffin, James M. [Downloadable! (restricted)]
329-342 An R-squared measure of goodness of fit for some common nonlinear regression models by Colin Cameron, A. & Windmeijer, Frank A. G. [Downloadable! (restricted)]
343-377 Estimating continuous-time stochastic volatility models of the short-term interest rate by Andersen, Torben G. & Lund, Jesper [Downloadable! (restricted)]
379-404 Nonparametric cointegration analysis by Bierens, Herman J. [Downloadable! (restricted)]
1997, Volume 77, Issue 1 1-4 Editor's introduction: Analysis of data on health by Bhargava, Alok [Downloadable! (restricted)]
5-37 Nutritional status, the capacity for work, and poverty traps by Dasgupta, Partha [Downloadable! (restricted)]
39-64 The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach by McClellan, Mark & Newhouse, Joseph P. [Downloadable! (restricted)]
65-86 Estimation in choice-based sampling with measurement error and bootstrap analysis by Wang, C. Y. & Wang, Suojin & Carroll, R. J. [Downloadable! (restricted)]
87-103 Socioeconomic inequalities in health: Measurement, computation, and statistical inference by Kakwani, Nanak & Wagstaff, Adam & van Doorslaer, Eddy [Downloadable! (restricted)]
105-124 Does the AIDS epidemic threaten economic growth? by Bloom, David E. & Mahal, Ajay S. [Downloadable! (restricted)]
125-139 Decomposing social indicators using distributional data by Bidani, Benu & Ravallion, Martin [Downloadable! (restricted)]
141-158 Assessing the productive benefits of nutrition and health: An integrated human capital approach by Schultz, T. Paul [Downloadable! (restricted)]
159-185 Health and wages: Evidence on men and women in urban Brazil by Thomas, Duncan & Strauss, John [Downloadable! (restricted)]
187-207 The dynamics of agricultural production and the calorie-income relationship: Evidence from Pakistan by Behrman, Jere R. & Foster, Andrew D. & Rosenzweig, Mark R. [Downloadable! (restricted)]
209-235 The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations by Lee, Lung-fei & Rosenzweig, Mark R. & Pitt, Mark M. [Downloadable! (restricted)]
237-257 Private health insurance and public expenditures in Jamaica by Gertler, Paul & Sturm, Roland [Downloadable! (restricted)]
259-276 Using mixture models to detect sex bias in health outcomes in Bangladesh by Morduch, Jonathan J. & Stern, Hal S. [Downloadable! (restricted)]
277-295 Nutritional status and the allocation of time in Rwandese households by Bhargava, Alok [Downloadable! (restricted)]
1997, Volume 76, Issue 1-2 1-37 Estimation of some partially specified nonlinear models by Ai, Chunrong & McFadden, Daniel [Downloadable! (restricted)]
39-52 A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models by Shively, Thomas S. & Kohn, Robert [Downloadable! (restricted)]
53-76 Estimating new product demand from biased survey data by Klein, Roger & Sherman, Robert [Downloadable! (restricted)]
77-105 Bayesian efficiency analysis through individual effects: Hospital cost frontiers by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
107-128 Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons by Honore, Bo E. & Kyriazidou, Ekaterini & Udry, Christopher [Downloadable! (restricted)]
129-140 Generalized extreme value model and additively separable generator function by Choi, Ki-Hong & Moon, Choon-Geol [Downloadable! (restricted)]
141-147 Autocorrelation- and heteroskedasticity-consistent t-values with trending data by Kramer, Walter & Michels, Sonja [Downloadable! (restricted)]
149-169 Bayesian analysis of long memory and persistence using ARFIMA models by Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
171-191 Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator by West, Kenneth D. [Downloadable! (restricted)]
193-221 Higher moment estimators for linear regression models with errors in the variables by Dagenais, Marcel G. & Dagenais, Denyse L. [Downloadable! (restricted)]
223-250 Inferring the rank of a matrix by Cragg, John G. & Donald, Stephen G. [Downloadable! (restricted)]
251-280 On the robustness of nonlinearity tests to moment condition failure by de Lima, Pedro J. F. [Downloadable! (restricted)]
281-307 Monte Carlo evaluation of multivariate normal probabilities by Vijverberg, Wim P. M. [Downloadable! (restricted)]
309-321 Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation by Ahn, Seung C. & Schmidt, Peter [Downloadable! (restricted)]
323-340 Semi-nonparametric estimation of binary response models with an application to natural resource valuation by Chen, Heng Z. & Randall, Alan [Downloadable! (restricted)]
341-350 Correlation and the time interval over which the variables are measured by Levy, Haim & Schwarz, Gideon [Downloadable! (restricted)]
351-356 Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship by Kumbhakar, Subal C. [Downloadable! (restricted)]
357-373 Why are estimates of agricultural supply response so variable? by Diebold, Francis X. & Lamb, Russell L. [Downloadable! (restricted)]
375-395 The evaluation of new health care technology: The labor economics of statistics by Philipson, Tomas [Downloadable! (restricted)]
397-403 GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) by Andersen, Torben G. & Sorensen, Bent E. [Downloadable! (restricted)]
405-405 QML and GMM estimators of stochastic volatility models: Response to Andersen and Sorensen by Ruiz, Esther [Downloadable! (restricted)]
1996, Volume 75, Issue 2 239-261 Bounding posterior means by model criticism by Iwata, Shigeru [Downloadable! (restricted)]
263-289 A consistent test of functional form via nonparametric estimation techniques by John Xu Zheng [Downloadable! (restricted)]
291-316 Optimal bandwidth choice for density-weighted averages by Powell, James L. & Stoker, Thomas M. [Downloadable! (restricted)]
317-343 Nonparametric regression using Bayesian variable selection by Smith, Michael & Kohn, Robert [Downloadable! (restricted)]
345-367 A nonparametric test for poolability using panel data by Baltagi, Badi H. & Hidalgo, Javier & Li, Qi [Downloadable! (restricted)]
369-395 The second-order bias and mean squared error of nonlinear estimators by Rilstone, Paul & Srivastava, V. K. & Ullah, Aman [Downloadable! (restricted)]
397-398 Editorial statement by Aigner, Dennis J. [Downloadable! (restricted)]
1996, Volume 75, Issue 1 1-5 Editor's introduction by Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K. [Downloadable! (restricted)]
7-13 The Bernoullis of Basel by Stigler, Stephen M. [Downloadable! (restricted)]
15-32 The significance of Jacob Bernoulli's Ars Conjectandi for the philosophy of probability today by Shafer, Glenn [Downloadable! (restricted)]
33-50 De Finetti, Friedman, and the methodology of positive economics by Pelloni, Gianluigi [Downloadable! (restricted)]
51-68 Models, prior information, and Bayesian analysis by Zellner, Arnold [Downloadable! (restricted)]
69-78 Markov-Normal analysis of iterative simulations before their convergence by Liu, Chuanhai & Rubin, Donald B. [Downloadable! (restricted)]
79-97 Calculating posterior distributions and modal estimates in Markov mixture models by Chib, Siddhartha [Downloadable! (restricted)]
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