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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
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1996, Volume 75, Issue 1
99-111 Priors for unit root models by Kadane, Joseph B. & Chan, Ngai Hang & Wolfson, Lara J. [Downloadable! (restricted)]
113-119 On priors and Bayes factors by Young, Karen D. S. & Pettit, Lawrence I. [Downloadable! (restricted)]
121-146 Bayesian reduced rank regression in econometrics by Geweke, John [Downloadable! (restricted)]
147-161 A bayesian multivariate nonstationary time series model for estimating mutual relationships among variables by Kato, Hiroko & Naniwa, Sadao & Ishiguro, Makio [Downloadable! (restricted)]
163-181 A Bayesian analysis of nested logit models by Poirier, Dale J. [Downloadable! (restricted)]
183-215 A Bayesian approach to the empirical valuation of bond options by Schotman, Peter [Downloadable! (restricted)]
217-238 Inference in successive sampling discovery models by West, Mike [Downloadable! (restricted)]
1996, Volume 74, Issue 2 209-235 A Bayesian approach to additive semiparametric regression by Wong, Chi-ming & Kohn, Robert [Downloadable! (restricted)]
237-254 Bayesian estimation of an autoregressive model using Markov chain Monte Carlo by Barnett, Glen & Kohn, Robert & Sheather, Simon [Downloadable! (restricted)]
255-271 Interpreting cointegrating vectors and common stochastic trends by Wickens, Michael R. [Downloadable! (restricted)]
273-287 The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators by Ohtani, Kazuhiro & Kozumi, Hideo [Downloadable! (restricted)]
289-318 Efficient estimation and stratified sampling by Imbens, Guido W. & Lancaster, Tony [Downloadable! (restricted)]
319-361 Wage dispersion, returns to skill, and black-white wage differentials by Card, David & Lemieux, Thomas [Downloadable! (restricted)]
363-386 Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea by Ermini, Luigi & Chang, Dongkoo [Downloadable! (restricted)]
387-405 Estimating systems of equations with different instruments for different equations by Wooldridge, Jeffrey M. [Downloadable! (restricted)]
1996, Volume 74, Issue 1 1-2 Editor's introduction: Asymmetries and nonlinearities in dynamic economic models by Burgess, Simon & Escribano, Alvaro & Pfann, Gerard [Downloadable! (restricted)]
3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity by Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole [Downloadable! (restricted)]
31-57 Closing the GARCH gap: Continuous time GARCH modeling by Drost, Feike C. & Werker, Bas J. M. [Downloadable! (restricted)]
59-75 Testing the adequacy of smooth transition autoregressive models by Eitrheim, Oyvind & Terasvirta, Timo [Downloadable! (restricted)]
77-118 Qualitative and asymptotic performance of SNP density estimators by Fenton, Victor M. & Gallant, A. Ronald [Downloadable! (restricted)]
119-147 Impulse response analysis in nonlinear multivariate models by Koop, Gary & Pesaran, M. Hashem & Potter, Simon M. [Downloadable! (restricted)]
149-176 Nonlinear interest rate dynamics and implications for the term structure by Pfann, Gerard A. & Schotman, Peter C. & Tschernig, Rolf [Downloadable! (restricted)]
177-208 Volume, volatility, and leverage: A dynamic analysis by Tauchen, George & Zhang, Harold & Liu, Ming [Downloadable! (restricted)]
1996, Volume 73, Issue 2 1996, Volume 73, Issue 1 1-3 Editors' introduction: Fractional differencing and long memory processes by Baillie, Richard T. & King, Maxwell L. [Downloadable! (restricted)]
5-59 Long memory processes and fractional integration in econometrics by Baillie, Richard T. [Downloadable! (restricted)]
61-77 Varieties of long memory models by Granger, Clive W. J. & Ding, Zhuanxin [Downloadable! (restricted)]
79-99 Infinite variance stable moving averages with long memory by Kokoszka, Piotr S. & Taqqu, Murad S. [Downloadable! (restricted)]
101-149 Long memory continuous time models by Comte, F. & Renault, E. [Downloadable! (restricted)]
151-184 Modeling and pricing long memory in stock market volatility by Bollerslev, Tim & Ole Mikkelsen, Hans [Downloadable! (restricted)]
185-215 Modeling volatility persistence of speculative returns: A new approach by Ding, Zhuanxin & Granger, Clive W. J. [Downloadable! (restricted)]
217-236 The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence by Hosoya, Yuzo [Downloadable! (restricted)]
237-259 Estimating a generalized long memory process by Chung, Ching-Fan [Downloadable! (restricted)]
261-284 Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series by Hosking, Jonathan R. M. [Downloadable! (restricted)]
285-302 On the power of the KPSS test of stationarity against fractionally-integrated alternatives by Lee, Dongin & Schmidt, Peter [Downloadable! (restricted)]
303-324 Averaged periodogram estimation of long memory by Lobato, I. & Robinson, P. M. [Downloadable! (restricted)]
1996, Volume 72, Issue 1-2 1-32 The Bierens test under data dependence by de Jong, Robert M. [Downloadable! (restricted)]
33-48 A causality-in-variance test and its application to financial market prices by Cheung, Yin-Wong & Ng, Lilian K. [Downloadable! (restricted)]
49-84 Smoothing bias in the measurement of marginal effects by Stoker, Thomas M. [Downloadable! (restricted)]
85-134 Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results by Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul [Downloadable! (restricted)]
135-149 Parameter uncertainty and impulse response analysis by Koop, Gary [Downloadable! (restricted)]
151-175 On the power of tests for superexogeneity and structural invariance by Psaradakis, Zacharias & Sola, Martin [Downloadable! (restricted)]
177-195 A farm-level study of labor use and efficiency wages in Indian agriculture by Kumbhakar, Subal C. [Downloadable! (restricted)]
197-229 On the choice between sample selection and two-part models by Leung, Siu Fai & Yu, Shihti [Downloadable! (restricted)]
231-249 Empirical implementation of ex ante cost functions by Pope, Rulon D. & Just, Richard E. [Downloadable! (restricted)]
251-274 Two flexible functional form approaches for approximating the Lorenz curve by Ryu, Hang K. & Slottje, Daniel J. [Downloadable! (restricted)]
275-299 Some results on the Glejser and Koenker tests for heteroskedasticity by Godfrey, Leslie G. [Downloadable! (restricted)]
301-312 Mirror image distributions and the Dickey-Fuller regression with a maintained trend by Haldrup, Niels [Downloadable! (restricted)]
313-356 On the determination of integration indices in I(2) systems by Paruolo, Paolo [Downloadable! (restricted)]
357-395 The effects of vertical integration between cable television systems and pay cable networks by Waterman, David & Weiss, Andrew A. [Downloadable! (restricted)]
1996, Volume 71, Issue 1-2 1-47 Asymptotic filtering theory for multivariate ARCH models by Nelson, Daniel B. [Downloadable! (restricted)]
49-70 Semiparametric estimates of the supply and demand effects of disability on labor force participation by Stern, Steven [Downloadable! (restricted)]
71-87 Marginalization and contemporaneous aggregation in multivariate GARCH processes by Nijman, Theo & Sentana, Enrique [Downloadable! (restricted)]
89-115 Tests for cointegration a Monte Carlo comparison by Haug, Alfred A. [Downloadable! (restricted)]
117-143 Cointegration and speed of convergence to equilibrium by Pesaran, M. Hashem & Shin, Yongcheol [Downloadable! (restricted)]
145-160 Case-control studies with contaminated controls by Lancaster, Tony & Imbens, Guido [Downloadable! (restricted)]
161-173 Interpreting tests of the convergence hypothesis by Bernard, Andrew B. & Durlauf, Steven N. [Downloadable! (restricted)]
175-205 Robustness to nonnormality of regression F-tests by Ali, Mukhtar M. & Sharma, Subhash C. [Downloadable! (restricted)]
207-225 Information criteria for selecting possibly misspecified parametric models by Sin, Chor-Yiu & White, Halbert [Downloadable! (restricted)]
227-248 Alternative methods of detrending and the power of unit root tests by Hwang, Jaeyoun & Schmidt, Peter [Downloadable! (restricted)]
249-264 A minimum distance estimator for long-memory processes by Tieslau, Margie A. & Schmidt, Peter & Baillie, Richard T. [Downloadable! (restricted)]
265-283 An interior point algorithm for nonlinear quantile regression by Koenker, Roger & Park, Beum J. [Downloadable! (restricted)]
285-290 A note on Sargan densities by Hadri, Kaddour [Downloadable! (restricted)]
291-307 Specification testing in panel data with instrumental variables by Metcalf, Gilbert E. [Downloadable! (restricted)]
309-319 A reformulation of the Hausman test for regression models with pooled cross-section-time-series data by Ahn, Seung C. & Low, Stuart [Downloadable! (restricted)]
321-341 Testing for structural breaks in cointegrated relationships by Gregory, Allan W. & Nason, James M. & Watt, David G. [Downloadable! (restricted)]
343-379 Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry by Prucha, Ingmar R. & Nadiri, M. Ishaq [Downloadable! (restricted)]
381-388 Lorenz ordering of generalized beta-II income distributions by Wilfling, Bernd [Downloadable! (restricted)]
389-397 Semiparametric estimation of partially linear panel data models by Li, Qi & Stengos, Thanasis [Downloadable! (restricted)]
1996, Volume 70, Issue 2 1996, Volume 70, Issue 1 1-8 Editors' introduction recent developments in the econometrics of structural change by Dufour, Jean-Marie & Ghysels, Eric [Downloadable! (restricted)]
9-38 Optimal changepoint tests for normal linear regression by Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner [Downloadable! (restricted)]
39-68 Exact tests for structural change in first-order dynamic models by Dufour, Jean-Marie & Kiviet, Jan F. [Downloadable! (restricted)]
69-97 The effect of linear filters on dynamic time series with structural change by Ghysels, Eric & Perron, Pierre [Downloadable! (restricted)]
99-126 Residual-based tests for cointegration in models with regime shifts by Gregory, Allan W. & Hansen, Bruce E. [Downloadable! (restricted)]
127-157 Specification testing in Markov-switching time-series models by Hamilton, James D. [Downloadable! (restricted)]
159-174 Testing for structural change in a long-memory environment by Hidalgo, Javier & Robinson, Peter M. [Downloadable! (restricted)]
175-185 A trend-resistant test for structural change based on OLS residuals by Ploberger, Werner & Kramer, Walter [Downloadable! (restricted)]
187-220 Cointegration tests in the presence of structural breaks by Campos, Julia & Ericsson, Neil R. & Hendry, David F. [Downloadable! (restricted)]
221-241 Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures by Diebold, Francis X. & Chen, Celia [Downloadable! (restricted)]
243-260 Demand for international telecommunication time-varying price elasticity by Hackl, Peter & Westlund, Anders H. [Downloadable! (restricted)]
261-290 Specification of varying coefficient time series models via generalized flexible least squares by Lutkepohl, Helmut & Herwartz, Helmut [Downloadable! (restricted)]
291-316 The Lucas critique revisited assessing the stability of empirical Euler equations for investment by Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel [Downloadable! (restricted)]
1995, Volume 69, Issue 2 1995, Volume 69, Issue 1 1-4 Editors' introduction Bayesian and classical econometric modeling of time series by Bauwens, Luc & Lubrano, Michel [Downloadable! (restricted)]
5-25 Tests for seasonal unit roots general to specific or specific to general? by Hylleberg, Svend [Downloadable! (restricted)]
27-59 Classical and Bayesian aspects of robust unit root inference by Hoek, Henk & Lucas, Andre & van Dijk, Herman K. [Downloadable! (restricted)]
61-80 Bayesian long-run prediction in time series models by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
81-109 Testing for unit roots in a Bayesian framework by Lubrano, Michel [Downloadable! (restricted)]
111-132 Identifying restrictions of linear equations with applications to simultaneous equations and cointegration by Johansen, Soren [Downloadable! (restricted)]
133-158 Efficient inference on cointegration parameters in structural error correction models by Boswijk, H. Peter [Downloadable! (restricted)]
159-171 Conditional and structural error correction models by Ericsson, Neil R. [Downloadable! (restricted)]
173-175 Conditional and structural error correction models reply by Boswijk, H. Peter [Downloadable! (restricted)]
177-210 Partial versus full system modelling of cointegrated systems an empirical illustration by Urbain, Jean-Pierre [Downloadable! (restricted)]
211-240 Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model by Juselius, Katarina [Downloadable! (restricted)]
241-266 The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models by Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard [Downloadable! (restricted)]
267-288 A simple message for autocorrelation correctors: Don't by Mizon, Grayham E. [Downloadable! (restricted)]
289-331 Bayesian model selection and prediction with empirical applications by Phillips, Peter C. B. [Downloadable! (restricted)]
333-335 Bayesian model selection and prediction with empirical applications comments by Palm, Franz C. [Downloadable! (restricted)]
337-349 Bayesian model selection and prediction with empirical applications discussion by Richard, Jean-Francois [Downloadable! (restricted)]
351-365 Bayesian prediction a response by Phillips, Peter C. B. [Downloadable! (restricted)]
1995, Volume 68, Issue 2 269-286 On a simultaneous equations pre-test estimator by Skeels, Christopher L. & Taylor, Larry W. [Downloadable! (restricted)]
287-302 Double bootstrap for shrinkage estimators by Vinod, H. D. [Downloadable! (restricted)]
303-338 Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study by Buchinsky, Moshe [Downloadable! (restricted)]
339-360 Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models by Chib, Siddhartha & Greenberg, Edward [Downloadable! (restricted)]
361-366 The heteroskedastic linear regression model and the Hadamard product a note by Neudecker, Heinz & Polasek, Wolfgang & Liu, Shuangzhe [Downloadable! (restricted)]
367-397 A Bayesian approach to diagnosis of asset pricing models by Stutzer, Michael [Downloadable! (restricted)]
1995, Volume 68, Issue 1 1-4 Editor's introduction Panel data by Baltagi, Badi H. [Downloadable! (restricted)]
5-27 Efficient estimation of models for dynamic panel data by Ahn, Seung C. & Schmidt, Peter [Downloadable! (restricted)]
29-51 Another look at the instrumental variable estimation of error-components models by Arellano, Manuel & Bover, Olympia [Downloadable! (restricted)]
53-78 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models by Kiviet, Jan F. [Downloadable! (restricted)]
79-113 Estimating long-run relationships from dynamic heterogeneous panels by Pesaran, M. Hashem & Smith, Ron [Downloadable! (restricted)]
115-132 Selection corrections for panel data models under conditional mean independence assumptions by Wooldridge, Jeffrey M. [Downloadable! (restricted)]
133-151 Testing AR(1) against MA(1) disturbances in an error component model by Baltagi, Badi H. & Li, Qi [Downloadable! (restricted)]
153-179 How representative are matched cross-sections? Evidence from the Current Population Survey by Peracchi, Franco & Welch, Finis [Downloadable! (restricted)]
205-227 A new framework for analyzing survey forecasts using three-dimensional panel data by Davies, Anthony & Lahiri, Kajal [Downloadable! (restricted)]
229-242 An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads by Maddala, G. S. & Nimalendran, M. [Downloadable! (restricted)]
1995, Volume 67, Issue 2 1995, Volume 67, Issue 1 1-3 Editors' introduction : The significance of testing in econometrics by Keuzenkamp, Hugo A. & Magnus, Jan R. [Downloadable! (restricted)]
5-24 On tests and significance in econometrics by Keuzenkamp, Hugo A. & Magnus, Jan R. [Downloadable! (restricted)]
25-46 Three ways to think about testing in econometrics by Mirowski, Philip [Downloadable! (restricted)]
47-59 Probabilities and experiments by Cartwright, Nancy [Downloadable! (restricted)]
61-79 The role of theory in econometrics by Pesaran, M. Hashem & Smith, Ron [Downloadable! (restricted)]
81-102 Empirical model particularities and belief in the natural rate hypothesis by Kim, Jinbang & De Marchi, Neil & Morgan, Mary S. [Downloadable! (restricted)]
103-127 Rejection without falsification on the history of testing the homogeneity condition in the theory of consumer demand by Keuzenkamp, Hugo A. & Barten, Anton P. [Downloadable! (restricted)]
129-147 Frisch on testing of business cycle theories by Boumans, Marcel [Downloadable! (restricted)]
149-171 The significance of testing empirical non-nested models by McAleer, Michael [Downloadable! (restricted)]
173-187 Comments on testing economic theories and the use of model selection criteria by Granger, Clive W. J. & King, Maxwell L. & White, Halbert [Downloadable! (restricted)]
189-226 On theory testing in econometrics : Modeling with nonexperimental data by Spanos, Aris [Downloadable! (restricted)]
227-257 Nonclassical demand : A model-free examination of price-quantity relations in the Marseille fish market by Hardle, Wolfgang & Kirman, Alan [Downloadable! (restricted)]
1995, Volume 66, Issue 1-2 1-33 Shrinkage estimation in nonlinear regression The Box-Cox transformation by Kim, Minbo & CarterHill, R. [Downloadable! (restricted)]
35-59 Alternative size corrections for some GLS test statistics the case of the AR(1) model by Magdalinos, Michael A. & Symeonides, Spyridon D. [Downloadable! (restricted)]
61-98 Nonconvexities, labor hoarding, technology shocks, and procyclical productivity a structural econometric analysis by Chirinko, Robert S. [Downloadable! (restricted)]
99-121 Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances by Srivastava, V. K. & Maekawa, Koichi [Downloadable! (restricted)]
123-129 Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald by Potscher, Benedikt M. [Downloadable! (restricted)]
131-132 Reply to B.M. Potscher's comment on 'adaptive estimation in time series regression models' by Steigerwald, Douglas G. [Downloadable! (restricted)]
133-152 A generalization of the beta distribution with applications by McDonald, James B. & Xu, Yexiao J. [Downloadable! (restricted)]
153-173 An outlier robust unit root test with an application to the extended Nelson-Plosser data by Lucas, Andre [Downloadable! (restricted)]
175-205 Stochastic specification in random production models of cost-minimizing firms by Brown, Bryan W. & Walker, Mary Beth [Downloadable! (restricted)]
207-223 A Bartlett adjustment to the likelihood ratio test for a system of equations by Attfield, C. L. F. [Downloadable! (restricted)]
225-250 Statistical inference in vector autoregressions with possibly integrated processes by Toda, Hiro Y. & Yamamoto, Taku [Downloadable! (restricted)]
251-287 Nonparametric estimation of structural models for high-frequency currency market data by Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George [Downloadable! (restricted)]
289-324 A numerical bayesian test for cointegration of AR processes by Dorfman, Jeffrey H. [Downloadable! (restricted)]
325-348 Optimal stock/flow panels by Lancaster, Tony & Imbens, Guido [Downloadable! (restricted)]
349-355 Transforming the error-components model for estimation with general ARMA disturbances by Galbraith, John W. & Zinde-Walsh, Victoria [Downloadable! (restricted)]
357-369 Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence by Granger, C. W. J. & Siklos, Pierre L. [Downloadable! (restricted)]
1995, Volume 65, Issue 2 1995, Volume 65, Issue 1 1-8 Editors' introduction by Fuss, Melvyn & Pakes, Ariel [Downloadable! (restricted)]
9-43 High-tech capital formation and economic performance in U.S. manufacturing industries An exploratory analysis by Berndt, Ernst R. & Morrison, Catherine J. [Downloadable! (restricted)]
45-81 The production and cost structure of Israeli industry Evidence from individual firm data by Bregman, Arie & Fuss, Melvyn & Regev, Haim [Downloadable! (restricted)]
83-108 General purpose technologies 'Engines of growth'? by Bresnahan, Timothy F. & Trajtenberg, M. [Downloadable! (restricted)]
109-154 Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987 by Buchinsky, Moshe [Downloadable! (restricted)]
155-174 The production-theoretic measurement of input price and quantity indices by Fisher, Franklin M. [Downloadable! (restricted)]
175-203 Firm productivity in Israeli industry 1979-1988 by Griliches, Zvi & Regev, Haim [Downloadable! (restricted)]
205-233 Nonlinear errors in variables Estimation of some Engel curves by Hausman, J. A. & Newey, W. K. & Powell, J. L. [Downloadable! (restricted)]
235-261 A random linear functional approach to efficiency bounds by Holly, Alberto [Downloadable! (restricted)]
263-293 Exploring the relationship between R&D and productivity in French manufacturing firms by Hall, Bronwyn H. & Mairesse, Jacques [Downloadable! (restricted)]
295-332 A limit theorem for a smooth class of semiparametric estimators by Pakes, Ariel & Olley, Steven [Downloadable! (restricted)]
1994, Volume 64, Issue 1-2 3-27 Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models by Bewley, Ronald & Orden, David & Yang, Minxian & Fisher, Lance A. [Downloadable! (restricted)]
29-43 Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity by Szroeter, Jerzy [Downloadable! (restricted)]
45-76 Specification tests in simultaneous equations systems by Dhrymes, Phoebus J. [Downloadable! (restricted)]
77-96 Testing for linearity in a semiparametric regression model by Shively, Thomas S. & Kohn, Robert & Ansley, Craig F. [Downloadable! (restricted)]
97-122 Measuring and comparing smoothness in time series the production smoothing hypothesis by Froeb, Luke & Koyak, Robert [Downloadable! (restricted)]
123-144 Partially adaptive estimation via a normal mixture by Phillips, Robert F. [Downloadable! (restricted)]
145-163 Parameter estimation in regression models with errors in the variables and autocorrelated disturbances by Dagenais, Marcel G. [Downloadable! (restricted)]
165-182 A two-stage estimator for probit models with structural group effects by Borjas, George J. & Sueyoshi, Glenn T. [Downloadable! (restricted)]
183-206 Bayes inference in regression models with ARMA (p, q) errors by Chib, Siddhartha & Greenberg, Edward [Downloadable! (restricted)]
207-240 An exact likelihood analysis of the multinomial probit model by McCulloch, Robert & Rossi, Peter E. [Downloadable! (restricted)]
241-278 Pairwise difference estimators of censored and truncated regression models by Honore, Bo E. & Powell, James L. [Downloadable! (restricted)]
279-306 Subsample instability and asymmetries in money-income causality by Thoma, Mark A. [Downloadable! (restricted)]
307-333 Autoregressive conditional heteroskedasticity and changes in regime by Hamilton, James D. & Susmel, Raul [Downloadable! (restricted)]
335-353 Semiparametric estimation from time series with long-range dependence by Cheng, Bing & Robinson, P. M. [Downloadable! (restricted)]
355-373 Coherency and estimation in simultaneous models with censored or qualitative dependent variables by Blundell, Richard & Smith, Richard J. [Downloadable! (restricted)]
375-400 Stochastic volatility in asset prices estimation with simulated maximum likelihood by Danielsson, Jon [Downloadable! (restricted)]
1994, Volume 63, Issue 2 1994, Volume 63, Issue 1 1-5 Structure and dynamics in econometrics by Kiviet, Jan F. & Dijk, Herman K. van [Downloadable! (restricted)]
7-36 Identification of the long-run and the short-run structure an application to the ISLM model by Johansen, Soren & Juselius, Katarina [Downloadable! (restricted)]
37-60 Testing for an unstable root in conditional and structural error correction models by Peter Boswijk, H. [Downloadable! (restricted)]
61-103 Direct cointegration testing in error correction models by Kleibergen, Frank & van Dijk, Herman K. [Downloadable! (restricted)]
105-131 Deciding between I(1) and I(0) by Stock, James H. [Downloadable! (restricted)]
133-151 A multivariate approach to modeling univariate seasonal time series by Franses, Philip Hans [Downloadable! (restricted)]
153-181 The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables by Haldrup, Niels [Downloadable! (restricted)]
183-214 Polynomial cointegration estimation and test by Gregoir, Stephane & Laroque, Guy [Downloadable! (restricted)]
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