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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
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1995, Volume 66, Issue 1-2
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)]
215-243 Bias assessment and reduction in linear error-correction models by Kiviet, Jan F. & Phillips, Garry D. A. [Downloadable! (restricted)]
245-270 Encompassing in stationary linear dynamic models by Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois [Downloadable! (restricted)]
271-287 Simplified conditions for noncausality between vectors in multivariate ARMA models by Boudjellaba, Hafida & Dufour, Jean-Marie & Roy, Roch [Downloadable! (restricted)]
289-306 Quasi-maximum likelihood estimation of stochastic volatility models by Ruiz, Esther [Downloadable! (restricted)]
307-325 VAR analysis, nonfundamental representations, blaschke matrices by Lippi, Marco & Reichlin, Lucrezia [Downloadable! (restricted)]
1994, Volume 62, Issue 2 67-89 Incomplete panels : A comparative study of alternative estimators for the unbalanced one-way error component regression model by Baltagi, Badi H. & Chang, Young-Jae [Downloadable! (restricted)]
91-128 Multiple optima and asymptotic approximations in the partial adjustment model by McManus, Douglas A. & Nankervis, John C. & Savin, N. E. [Downloadable! (restricted)]
129-141 Moments of the ratio of quadratic forms in non-normal variables with econometric examples by Ullah, Aman & Srivastava, Virendra K. [Downloadable! (restricted)]
143-163 A semiparametric efficiency bound of a disequilibrium model without observed regime by Ai, Chunrong [Downloadable! (restricted)]
165-210 Estimating the canonical disequilibrium model : Asymptotic theory and finite sample properties by Laroque, Guy & Salanie, Bernard [Downloadable! (restricted)]
211-228 Testing the constancy of regression parameters against continuous structural change by Lin, Chien-Fu Jeff & Terasvirta, Timo [Downloadable! (restricted)]
229-264 Local asymptotic distribution related to the AR(1) model with dependent errors by Nabeya, Seiji & Perron, Pierre [Downloadable! (restricted)]
265-276 Simple tests of distributional form by Anderson, Gordon [Downloadable! (restricted)]
277-300 Bayesian semiparametric estimation of proportional hazards models by Ruggiero, Michele [Downloadable! (restricted)]
301-316 On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean by Cheung, Yin-Wong & Diebold, Francis X. [Downloadable! (restricted)]
317-350 Estimation of partially nonstationary vector autoregressive models with seasonal behavior by Ahn, Sung K. & Reinsel, Gregory C. [Downloadable! (restricted)]
351-382 Approximate generalized extreme value models of discrete choice by Small, Kenneth A. [Downloadable! (restricted)]
383-414 Asymptotic robustness of tests of overidentification and predeterminedness by Anderson, T. W. & Kunitomo, Naoto [Downloadable! (restricted)]
415-442 Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation by Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum [Downloadable! (restricted)]
1994, Volume 61, Issue 2 197-233 Encompassing univariate models in multivariate time series : A case study by Maravall, Agustin & Mathis, Alexandre [Downloadable! (restricted)]
235-257 Firm behavior under input rationing by Squires, Dale [Downloadable! (restricted)]
259-272 Deterministic seasonal models and spurious regressions by Abeysinghe, Tilak [Downloadable! (restricted)]
273-303 Stochastic frontier models : A Bayesian perspective by van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
305-344 Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules by Lee, Lung-fei [Downloadable! (restricted)]
345-366 Is the minimum chi-square estimator the winner in logit regression? by Hughes, Gordon A. & Savin, N. E. [Downloadable! (restricted)]
367-382 The distribution of the Durbin-Watson statistic in integrated and near-integrated models by Hisamatsu, Hiroyuki & Maekawa, Koichi [Downloadable! (restricted)]
383-394 The exact powers of some autocorrelation tests when the disturbances are heteroscedastic by Small, John P. [Downloadable! (restricted)]
395-411 Bootstrap-based critical values for the information matrix test by Horowitz, Joel L. [Downloadable! (restricted)]
413-428 On estimation and testing when explanatory variables are partly endogenous by Iwata, Shigeru [Downloadable! (restricted)]
1994, Volume 61, Issue 1 1-4 The econometrics of labor market segregation and discrimination by Neuman, Shoshana & Silber, Jacques [Downloadable! (restricted)]
5-21 On discrimination and the decomposition of wage differentials by Oaxaca, Ronald L. & Ransom, Michael R. [Downloadable! (restricted)]
23-42 Panel estimates of the gender earnings gap : Individual-specific intercept and individual-specific slope models by Polachek, Solomon W. & Kim, Moon-Kak [Downloadable! (restricted)]
43-64 A new method for detecting individual and group labor market discrimination by Slottje, Daniel J. & Hirschberg, Joseph G. & Hayes, Kathy J. & Scully, Gerald W. [Downloadable! (restricted)]
65-79 An empirical Bayes approach to analyzing earnings functions for various occupations and industries by Hirschberg, Joseph G. & Slottje, Daniel J. [Downloadable! (restricted)]
81-102 Earnings discrimination measurement : A distributional approach by Jenkins, Stephen P. [Downloadable! (restricted)]
103-131 Analysis of employment discrimination through homogeneous job groups by Conway, Delores A. & Roberts, Harry V. [Downloadable! (restricted)]
133-146 Measuring occupational segregation : Summary statistics and the impact of classification errors and aggregation by Deutsch, Joseph & Fluckiger, Yves & Silber, Jacques [Downloadable! (restricted)]
147-159 Economic distance and overlapping of distributions by Yitzhaki, Shlomo [Downloadable! (restricted)]
161-171 Occupational segregation in the multidimensional case : Decomposition and tests of significance by Boisso, Dale & Hayes, Kathy & Hirschberg, Joseph & Silber, Jacques [Downloadable! (restricted)]
173-196 The unemployment of ethnic minority groups in the Netherlands by Niesing, Willem & van Praag, Bernard M. S. & Veenman, Justus [Downloadable! (restricted)]
1994, Volume 60, Issue 1-2 1-22 Dynamic linear models with Markov-switching by Kim, Chang-Jin [Downloadable! (restricted)]
23-63 Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure by Potscher, Benedikt M. & Prucha, Ingmar R. [Downloadable! (restricted)]
65-99 Global optimization of statistical functions with simulated annealing by Goffe, William L. & Ferrier, Gary D. & Rogers, John [Downloadable! (restricted)]
101-132 Selectivity bias correction methods in polychotomous sample selection models by Schmertmann, Carl P. [Downloadable! (restricted)]
133-144 A simplification of the Kopp--Diewert method of decomposing cost efficiency and some implications by Mensah, Yaw M. [Downloadable! (restricted)]
145-156 Confidence sets centered at James--Stein estimators : A surprise concerning the unknown-variance case by Hwang, J. T. Gene & Ullah, Aman [Downloadable! (restricted)]
157-180 Exact densities for variance estimators of the structural disturbances in simultaneous equations models by Smith, Murray D. [Downloadable! (restricted)]
181-202 Local scale models : State space alternative to integrated GARCH processes by Shephard, Neil [Downloadable! (restricted)]
203-233 Five alternative methods of estimating long-run equilibrium relationships by Gonzalo, Jesus [Downloadable! (restricted)]
235-249 A revealed preference test for weakly separable utility maximization with incomplete adjustment by Swofford, James L. & Whitney, Gerald A. [Downloadable! (restricted)]
251-272 Testing for autocorrelation in the presence of lagged dependent variables : A specification error approach by Dezhbakhsh, Hashem & Thursby, Jerry G. [Downloadable! (restricted)]
273-291 Joint and separate score tests for state dependence and unobserved heterogeneity by Jaggia, Sanjiv & Trivedi, Pravin K. [Downloadable! (restricted)]
293-312 Specification diagnostics for duration models : A martingale approach by McCall, Brian P. [Downloadable! (restricted)]
313-320 Spurious regressions and residual-based tests for cointegration when regressors are cointegrated by Choi, In [Downloadable! (restricted)]
321-321 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250) by Hall, Alastair [Downloadable! (restricted)]
1993, Volume 59, Issue 3 213-227 The identification of multivariate linear dynamic errors-in-variables models by Nowak, Eugen [Downloadable! (restricted)]
229-255 The spurious effect of unit roots on vector autoregressions : An analytical study by Toda, Hiro Y. & Phillips, Peter C. B. [Downloadable! (restricted)]
257-261 Measuring technical efficiency with panel data : A dual approach by Atkinson, Scott E. & Cornwell, Christopher [Downloadable! (restricted)]
263-286 Testing for a unit root by frequency domain regression by Choi, In & Phillips, Peter C. B. [Downloadable! (restricted)]
287-300 Unit root tests with conditional heteroskedasticity by Kim, Kiwhan & Schmidt, Peter [Downloadable! (restricted)]
301-317 Estimation and testing in the random effects probit model by Guilkey, David K. & Murphy, James L. [Downloadable! (restricted)]
319-341 Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions by Braun, Phillip A. & Mittnik, Stefan [Downloadable! (restricted)]
377-389 Maximum entropy Lorenz curves by Holm, Juhani [Downloadable! (restricted)]
391-403 Bayesian marginal equivalence of elliptical regression models by Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
405-405 Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120) by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi [Downloadable! (restricted)]
1993, Volume 59, Issue 1-2 1-4 Editors' introduction : The econometrics of panels and pseudo panels by Carraro, Carlo & Peracchi, Franco & Weber, Guglielmo [Downloadable! (restricted)]
5-33 Simulation-based inference : A survey with special reference to panel data models by Gourieroux, Christian & Monfort, Alain [Downloadable! (restricted)]
35-61 Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables by Honore, Bo E. [Downloadable! (restricted)]
63-86 A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service by Hsiao, Cheng & Appelbe, Trent W. & Dineen, Christopher R. [Downloadable! (restricted)]
87-97 On the testing of correlated effects with panel data by Arellano, Manuel [Downloadable! (restricted)]
99-123 Identification and estimation of dynamic models with a time series of repeated cross-sections by Moffitt, Robert [Downloadable! (restricted)]
125-136 Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections by Verbeek, Marno & Nijman, Theo [Downloadable! (restricted)]
137-160 Labour supply and intertemporal substitution by Blundell, Richard & Meghir, Costas & Neves, Pedro [Downloadable! (restricted)]
161-185 A method for the analysis of the timing and magnitude of events in a continuous-time panel : The effects of British incomes policy, 1950-1973 by Kurosawa, Masako & Pudney, Stephen [Downloadable! (restricted)]
187-211 Modelling inaccuracies in job-search duration data by Torelli, Nicola & Trivellato, Ugo [Downloadable! (restricted)]
1993, Volume 58, Issue 3 275-294 Bayes regression with autoregressive errors : A Gibbs sampling approach by Chib, Siddhartha [Downloadable! (restricted)]
295-314 Nonnested testing for autocorrelation in the linear regression model by Silvapulle, Paramsothy & King, Maxwell L. [Downloadable! (restricted)]
315-346 Seemingly unrelated regressions under additive heteroscedasticity : Theory and share equation applications by Mandy, David M. & Martins-Filho, Carlos [Downloadable! (restricted)]
347-368 Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models by Borsch-Supan, Axel & Hajivassiliou, Vassilis A. [Downloadable! (restricted)]
369-384 Some generalizations on the algebra of I(1) processes by Ermini, Luigi & Granger, Clive W. J. [Downloadable! (restricted)]
385-401 A simple multiple variance ratio test by Chow, K. Victor & Denning, Karen C. [Downloadable! (restricted)]
403-403 Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Vol. 50, No. 3 (1991) pp. 377-398) by Giles, Judith A. [Downloadable! (restricted)]
405-405 The impact of stochastic and deterministic trends on money-output causality: A multi-country investigation (Vol. 45, No. 3 (1990) pp. 291-308) by Krol, Robert & Ohanian, Lee E. [Downloadable! (restricted)]
1993, Volume 58, Issue 1-2 1-2 Nonparametric and semiparametric approaches to discrete response analysis by Hardle, Wolfgang & Manski, Charles F. [Downloadable! (restricted)]
3-29 Semiparametric estimation of censored selection models with a nonparametric selection mechanism by Ahn, Hyungtaik & Powell, James L. [Downloadable! (restricted)]
31-48 How sensitive are average derivatives? by Hardle, Wolfgang & Tsybakov, A. B. [Downloadable! (restricted)]
49-70 Semiparametric estimation of a work-trip mode choice model by Horowitz, Joel L. [Downloadable! (restricted)]
121-136 Dynamic choice in social settings : Learning from the experiences of others by Manski, Charles F. [Downloadable! (restricted)]
137-168 Nonparametric identification and estimation of polychotomous choice models by Matzkin, Rosa L. [Downloadable! (restricted)]
169-184 Efficiency bounds for some semiparametric selection models by Newey, Whitney K. & Powell, James L. [Downloadable! (restricted)]
185-205 On the computation of semiparametric estimates in limited dependent variable models by Pinkse, C. A. P. [Downloadable! (restricted)]
207-222 Nonparametric bootstrap confidence intervals for discrete regression functions by Rodriguez-Campos, M. C. & Cao-Abad, R. [Downloadable! (restricted)]
223-256 Semiparametric quasilikelihood and variance function estimation in measurement error models by Sepanski, J. H. & Carroll, R. J. [Downloadable! (restricted)]
257-274 Some efficiency bounds for semiparametric discrete choice models by Scott Thompson, T. [Downloadable! (restricted)]
1993, Volume 57, Issue 1-3 1-19 Quadratic mode regression by Lee, Myoung-jae [Downloadable! (restricted)]
21-51 The impact of training on the frequency and duration of employment by Gritz, R. Mark [Downloadable! (restricted)]
53-68 Estimating long-run relationships in economics : A comparison of different approaches by Inder, Brett [Downloadable! (restricted)]
69-89 Measuring the unidentified parameter of the extended Roy model of selectivity by Vijverberg, Wim P. M. [Downloadable! (restricted)]
91-115 Structural duration analysis of management data by Ryu, Keunkwan [Downloadable! (restricted)]
117-136 Robustness to nonnormality of the Durbin-Watson test for autocorrelation by Ali, Mukhtar M. & Sharma, Subhash C. [Downloadable! (restricted)]
137-160 Higher-order sample autocorrelations and the unit root hypothesis by Bierens, Herman J. [Downloadable! (restricted)]
161-188 Coherency and regularity of demand systems with equality and inequality constraints by Soest, Arthur van & Kapteyn, Arie & Kooreman, Peter [Downloadable! (restricted)]
189-203 Another look at the evidence on money-income causality by Friedman, Benjamin M. & Kuttner, Kenneth N. [Downloadable! (restricted)]
205-232 A comparison of nonnested tests for misspecified models using the method of approximate slopes by Zabel, Jeffrey E. [Downloadable! (restricted)]
233-255 Testing for autoregressive disturbances in a time series regression with missing observations by Shively, Thomas S. [Downloadable! (restricted)]
257-276 Modified three-stage least squares estimator which is third-order efficient by Morimune, Kimio & Sakata, Shinichi [Downloadable! (restricted)]
277-318 Tests of specification for parametric and semiparametric models by Whang, Yoon-Jae & Andrews, Donald W. K. [Downloadable! (restricted)]
319-343 A nonnested approach to testing continuous time models against discrete alternatives by Chambers, Marcus J. [Downloadable! (restricted)]
345-363 Robust bayesian inference in elliptical regression models by Osiewalski, Jacek & Steel, Mark F. J. [Downloadable! (restricted)]
365-376 Alternative point-optimal tests for regression coefficient stability by Brooks, Robert D. [Downloadable! (restricted)]
377-392 A simulation approach to the problem of computing Cox's statistic for testing nonnested models by Hashem Pesaran, M. & Pesaran, Bahram [Downloadable! (restricted)]
393-406 Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances by Ohtani, Kazuhiro & Giles, Judith [Downloadable! (restricted)]
1993, Volume 56, Issue 3 269-290 Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests by Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J. [Downloadable! (restricted)]
291-321 Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations by Ahn, Hyungtaik & Manski, Charles F. [Downloadable! (restricted)]
323-340 Bayesian analysis of logit models using natural conjugate priors by Koop, Gary & Poirier, Dale J. [Downloadable! (restricted)]
341-355 A pseudo-R2 measure for limited and qualitative dependent variable models by Laitila, Thomas [Downloadable! (restricted)]
357-370 Calculating the (local) semiparametric efficiency bounds for the generated regressors problem by Rilstone, Paul [Downloadable! (restricted)]
371-396 Exogeneity tests in a truncated structural equation by Tsurumi, Hiroki & Mehr, Peter [Downloadable! (restricted)]
397-440 Maximum entropy estimation of density and regression functions by Ryu, Hang K. [Downloadable! (restricted)]
441-445 A note on multiple roots of the Tobit log likelihood by Iwata, Shigeru [Downloadable! (restricted)]
1993, Volume 56, Issue 1-2 1-3 Editors' introduction by Hsiao, Cheng & Ruud, Paul [Downloadable! (restricted)]
5-37 Stochastic linear trends : Models and estimators by Maravall, Agustin [Downloadable! (restricted)]
39-56 Time series properties of aggregate output fluctuations by Durlauf, Steven N. [Downloadable! (restricted)]
57-88 Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy by Pesaran, M. H. & Pierse, R. G. & Lee, K. C. [Downloadable! (restricted)]
89-118 Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates by Min, Chung-ki & Zellner, Arnold [Downloadable! (restricted)]
119-139 Testing superexogeneity and invariance in regression models by Engle, Robert F. & Hendry, David F. [Downloadable! (restricted)]
141-168 Minimum chi-square estimation and tests for model selection by Vuong, Quang H. & Wang, Weiren [Downloadable! (restricted)]
169-188 Some aspects of measurement error in a censored regression model by Weiss, Andrew A. [Downloadable! (restricted)]
189-217 Simultaneous equations for hazards : Marriage duration and fertility timing by Lillard, Lee A. [Downloadable! (restricted)]
219-242 Experimental estimates of the impact of wage subsidies by Dubin, Jeffrey A. & Rivers, Douglas [Downloadable! (restricted)]
243-267 Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles by Arguea, Nestor M. & Hsiao, Cheng [Downloadable! (restricted)]
1993, Volume 55, Issue 1-2 1-8 Editor's introduction : Seasonality and econometric models by Ghysels, Eric [Downloadable! (restricted)]
9-19 Rational expectations modeling with seasonally adjusted data by Sims, Christopher A. [Downloadable! (restricted)]
21-55 Seasonality and approximation errors in rational expectations models by Hansen, Lars Peter & Sargent, Thomas J. [Downloadable! (restricted)]
57-98 The effect of seasonal adjustment filters on tests for a unit root by Ghysels, Eric & Perron, Pierre [Downloadable! (restricted)]
99-103 Discussion : The effect of seasonal adjustment filters on tests for a unit root by Diebold, Francis X. [Downloadable! (restricted)]
105-128 The importance of seasonality in inventory models : Evidence from business survey data by Nerlove, Marc & Ross, David & Willson, Douglas [Downloadable! (restricted)]
129-133 The importance of seasonality in inventory models by Dufour, Jean-Marie [Downloadable! (restricted)]
135-168 Induced seasonality and production-smoothing models of inventory behavior by Krane, Spencer D. [Downloadable! (restricted)]
169-172 Induced seasonality and production-smoothing models of inventory behavior by Hall, Alastair [Downloadable! (restricted)]
173-200 Forecasting time series with common seasonal patterns by Canova, Fabio [Downloadable! (restricted)]
201-202 Forecasting time series with common seasonal patterns by Geweke, John [Downloadable! (restricted)]
203-229 Seasonal BVAR models : A search along some time domain priors by Raynauld, Jacques & Simonato, Jean-Guy [Downloadable! (restricted)]
231-234 Discussion : Seasonal BVAR models by Zellner, Arnold [Downloadable! (restricted)]
235-265 The effect of sampling error on the time series behavior of consumption data by Bell, William R. & Wilcox, David W. [Downloadable! (restricted)]
267-273 The effect of sampling error on the time series behavior of consumption data by Gregory, Allan W. & Wirjanto, Tony [Downloadable! (restricted)]
275-298 The Japanese consumption function by Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S. [Downloadable! (restricted)]
299-303 Seasonal cointegration by Osborn, Denise R. [Downloadable! (restricted)]
305-328 Seasonal unit roots in aggregate U.S. data by Joseph Beaulieu, J. & Miron, Jeffrey A. [Downloadable! (restricted)]
329-331 Seasonal unit roots in aggregate U.S. data by Dickey, David A. [Downloadable! (restricted)]
333-351 Dynamic linear models for time series components by Dagum, Estela Bee & Quenneville, Benoit [Downloadable! (restricted)]
353-356 Dynamic linear models for time series components by Findley, David F. [Downloadable! (restricted)]
1992, Volume 54, Issue 1-3 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 Access
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