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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
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More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14
1992, Volume 54, Issue 1-3
49-78 Tests of overidentification and predeterminedness in simultaneous equation models by Anderson, T. W. & Kunitomo, Naoto [Downloadable! (restricted)]
79-93 Discrete/continuous models of consumer demand with binding nonnegativity constraints by Chiang, Jeongwen & Lee, Lung-Fei [Downloadable! (restricted)]
95-120 Monte Carlo results on several new and existing tests for the error component model by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi [Downloadable! (restricted)]
121-138 Testing and estimating location vectors when the error covariance matrix is unknown by Griffiths, William & Judge, George [Downloadable! (restricted)]
139-158 Heteroskedastic cointegration by Hansen, Bruce E. [Downloadable! (restricted)]
159-178 Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root? by Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol [Downloadable! (restricted)]
179-201 Quasi-Aitken estimation for heteroskedasticity of unknown form by Cragg, John G. [Downloadable! (restricted)]
203-222 Regression-based methods for using control variates in Monte Carlo experiments by Davidson, Russell & MacKinnon, James G. [Downloadable! (restricted)]
223-250 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection by Hall, Alastair [Downloadable! (restricted)]
251-275 Adaptive estimation in time series regression models by Steigerwald, Douglas G. [Downloadable! (restricted)]
277-300 Computing p-values for the generalized Durbin-Watson and other invariant test statistics by Ansley, Craig F. & Kohn, Robert & Shively, Thomas S. [Downloadable! (restricted)]
301-320 Identification and estimation of noninvertible non-Gaussian MA(q) processes by Ramsey, James B. & Montenegro, Alvaro [Downloadable! (restricted)]
321-334 Properties of ordinary least squares estimators in regression models with nonspherical disturbances by Fiebig, Denzil G. & McAleer, Michael & Bartels, Robert [Downloadable! (restricted)]
335-346 An econometric approach to the construction of generalized Theil-Tornqvist indices for multilateral comparisons by Selvanathan, E. A. & Prasada Rao, D. S. [Downloadable! (restricted)]
347-370 Overdispersion tests for truncated Poisson regression models by Gurmu, Shiferaw & Trivedi, Pravin K. [Downloadable! (restricted)]
371-400 On the finite sample behavior of adaptive estimators by Steigerwald, Douglas G. [Downloadable! (restricted)]
1992, Volume 53, Issue 1-3 1-4 Fellow's opinion : Rules of thumb and pseudo-science by Maasoumi, Esfandiar [Downloadable! (restricted)]
5-23 How common is identification in parametric models? by McManus, Douglas A. [Downloadable! (restricted)]
25-44 Making noisy data sing : Estimating production technologies in developing countries by Tybout, James R. [Downloadable! (restricted)]
45-51 A monotonic property for iterative GLS in the two-way random effects model by Baltagi, Badi H. & Li, Qi [Downloadable! (restricted)]
53-85 Frequency of purchase and the estimation of demand systems by Meghir, Costas & Robin, Jean-Marc [Downloadable! (restricted)]
87-121 Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends by Hansen, Bruce E. [Downloadable! (restricted)]
123-139 Estimation of polynomial distributed lags and leads with end point constraints by Andrews, Donald W. K. & Fair, Ray C. [Downloadable! (restricted)]
141-163 Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone by Pesaran, M. Hashem & Samiei, Hossein [Downloadable! (restricted)]
165-188 Maximum likelihood estimation of stationary univariate fractionally integrated time series models by Sowell, Fallaw [Downloadable! (restricted)]
189-209 Finite-sample properties of single-equation estimators under structural change by Hodoshima, Jiro [Downloadable! (restricted)]
211-244 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK by Johansen, S[empty]ren & Juselius, Katarina [Downloadable! (restricted)]
245-269 Saddlepath solutions for multivariate linear rational expectations models by Salemi, Michael K. & Song, Jaeyeong [Downloadable! (restricted)]
271-295 Highest predictive density estimator in regression models by Iwata, Shigeru [Downloadable! (restricted)]
297-322 Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors by Iwata, Shigeru [Downloadable! (restricted)]
323-343 The power problems of unit root test in time series with autoregressive errors by DeJong, David N. & Nankervis, John C. & Savin, N. E. & Whiteman, Charles H. [Downloadable! (restricted)]
345-361 Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances by Giles, Judith A. [Downloadable! (restricted)]
363-386 A comparison of several exact and approximate tests for structural shift under heteroscedasticity by Thursby, Jerry G. [Downloadable! (restricted)]
387-399 The potential for efficiency gains in estimation from the use of additional moment restrictions by Kemp, Gordon C. R. [Downloadable! (restricted)]
1992, Volume 52, Issue 3 315-346 A Bayesian approach to state space multivariate time series modeling by Dorfman, Jeffrey H. & Havenner, Arthur M. [Downloadable! (restricted)]
347-370 Co-integration and trend-stationarity in macroeconomic time series : Evidence from the likelihood function by DeJong, David N. [Downloadable! (restricted)]
371-380 Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations by Baltagi, Badi H. & Chang, Young-Jae & Li, Qi [Downloadable! (restricted)]
381-388 Bayesian prediction tests for structural stability by Mills, Jeffrey A. [Downloadable! (restricted)]
389-402 Cointegration in partial systems and the efficiency of single-equation analysis by Johansen, Soren [Downloadable! (restricted)]
403-406 Morrison's measure of capacity utilization : A critique by Hauver, James H. & Yee, Jet [Downloadable! (restricted)]
407-417 More on grouping coarseness in linear normal regression models by Caudill, Steven B. [Downloadable! (restricted)]
419-421 The impact of grouping coarseness in alternative grouped-data regression models by Cameron, Trudy Ann [Downloadable! (restricted)]
1992, Volume 52, Issue 1-2 5-59 ARCH modeling in finance : A review of the theory and empirical evidence by Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F. [Downloadable! (restricted)]
61-90 Filtering and forecasting with misspecified ARCH models I : Getting the right variance with the wrong model by Nelson, Daniel B. [Downloadable! (restricted)]
91-113 Prediction in dynamic models with time-dependent conditional variances by Baillie, Richard T. & Bollerslev, Tim [Downloadable! (restricted)]
115-127 Stationarity of Garch processes and of some nonnegative time series by Bougerol, Philippe & Picard, Nico [Downloadable! (restricted)]
129-157 Unobserved component time series models with Arch disturbances by Harvey, Andrew & Ruiz, Esther & Sentana, Enrique [Downloadable! (restricted)]
159-199 Qualitative threshold ARCH models by Gourieroux, Christian & Monfort, Alain [Downloadable! (restricted)]
225-244 A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators by McCurdy, Thomas H. & Stengos, Thanasis [Downloadable! (restricted)]
245-266 A multi-dynamic-factor model for stock returns by Ng, Victor & Engle, Robert F. & Rothschild, Michael [Downloadable! (restricted)]
289-311 Implied ARCH models from options prices by Engle, Robert F. & Mustafa, Chowdhury [Downloadable! (restricted)]
1992, Volume 51, Issue 1-2 3-5 Fellow's opinion: Evaluating economic theory by Granger, Clive W. J. [Downloadable! (restricted)]
7-24 Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality by Evans, Merran [Downloadable! (restricted)]
25-58 Semiparametric proportional hazards estimation of competing risks models with time-varying covariates by Sueyoshi, Glenn T. [Downloadable! (restricted)]
59-77 Median regression for ordered discrete response by Lee, Myoung-jae [Downloadable! (restricted)]
79-99 Bayes inference in the Tobit censored regression model by Chib, Siddhartha [Downloadable! (restricted)]
101-112 On the power function of the Durbin-Watson test by Bartels, Robert [Downloadable! (restricted)]
113-150 Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations by Choi, In & Phillips, Peter C. B. [Downloadable! (restricted)]
151-181 Simultaneous equations and panel data by Cornwell, Christopher & Schmidt, Peter & Wyhowski, Donald [Downloadable! (restricted)]
183-189 The optimal choice of controls and pre-experimental observations by Nijman, Theo & Verbeek, Marno [Downloadable! (restricted)]
191-215 Deciding between the common and private value paradigms in empirical models of auctions by Paarsch, Harry J. [Downloadable! (restricted)]
217-231 Nonparametric evidence on asymmetry in business cycles using aggregate employment time series by Hussey, Robert [Downloadable! (restricted)]
233-257 Investment and Tobin's Q: Evidence from company panel data by Blundell, Richard & Bond, Stephen & Devereux, Michael & Schiantarelli, Fabio [Downloadable! (restricted)]
259-284 Finite sample evidence on the performance of stochastic frontiers and data envelopment analysis using panel data by Gong, Byeong-Ho & Sickles, Robin C. [Downloadable! (restricted)]
287-287 International conference on econometric inference using simulation techniques by Van Dijk, Herman K. [Downloadable! (restricted)]
1991, Volume 50, Issue 3 229-229 Editorial by Aigner, Dennis J. [Downloadable! (restricted)]
231-231 Tribute to Dennis J.Aigner by Zellner, Arnold [Downloadable! (restricted)]
235-256 A semiparametric structural analysis of the idling of cement kilns by Das, Sanghamitra [Downloadable! (restricted)]
257-272 On Wald tests for globally and locally quadratic restrictions by Kemp, Gordon C. R. [Downloadable! (restricted)]
273-295 Identification and estimation of polynomial errors-in-variables models by Hausman, Jerry A. & Newey, Whitney K. & Ichimura, Hidehiko & Powell, James L. [Downloadable! (restricted)]
297-327 A random coefficient approach to the estimation of residential end-use load profiles by Fiebig, Denzil G. & Bartels, Robert & Aigner, Dennis J. [Downloadable! (restricted)]
329-353 On the asymptotic normality of Fourier flexible form estimates by Gallant, A. Ronald & Souza, Geraldo [Downloadable! (restricted)]
355-376 Spectral based testing of the martingale hypothesis by Durlauf, Steven N. [Downloadable! (restricted)]
377-398 Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances by Giles, Judith A. [Downloadable! (restricted)]
1991, Volume 50, Issue 1-2 1-5 Editor's introduction by Maasoumi, Esfandiar [Downloadable! (restricted)]
7-13 On the measurement of welfare by Tinbergen, Jan [Downloadable! (restricted)]
15-29 Welfare, preference and freedom by Sen, Amartya [Downloadable! (restricted)]
31-48 Welfare comparisons and situation comparisons by Pollak, Robert A. [Downloadable! (restricted)]
69-89 Ordinal and cardinal utility : An integration of the two dimensions of the welfare concept by van Praag, Bernard M. S. [Downloadable! (restricted)]
91-105 A numerical methods approach to calculating cost-of-living indices by Porter-Hudak, Susan & Hayes, Kathy [Downloadable! (restricted)]
131-150 Cluster analysis for measuring welfare and quality of life across countries by Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel J. [Downloadable! (restricted)]
151-181 Statistical and measurement issues in assessing the welfare status of aged individuals and populations by Manton, Kenneth G. & Woodbury, Max A. & Stallard, Eric [Downloadable! (restricted)]
183-203 Black-white mortality inequalities by Behrman, Jere R. & Sickles, Robin & Taubman, Paul & Yazbeck, Abdo [Downloadable! (restricted)]
205-228 Inequality at birth : The scope for policy intervention by Rosenzweig, Mark R. & Wolpin, Kenneth I. [Downloadable! (restricted)]
1991, Volume 49, Issue 3 1991, Volume 49, Issue 1-2 1-4 Editor's introduction by Poirier, Dale J. [Downloadable! (restricted)]
5-50 Seminonparametric Bayesian estimation of the asymptotically ideal production model by Barnett, William A. & Geweke, John & Wolfe, Michael [Downloadable! (restricted)]
51-104 A posterior odds analysis of the weekend effect by Connolly, Robert A. [Downloadable! (restricted)]
105-139 Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends by Koop, Gary [Downloadable! (restricted)]
141-168 A bayesian approach to testing the arbitrage pricing theory by McCulloch, Robert & Rossi, Peter E. [Downloadable! (restricted)]
195-238 A Bayesian analysis of the unit root in real exchange rates by Schotman, Peter & van Dijk, Herman K. [Downloadable! (restricted)]
239-274 Bayesian multivariate exogeneity analysis : An application to a UK money demand equation by Steel, Mark F. J. & Richard, Jean-Francois [Downloadable! (restricted)]
275-304 Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques by Zellner, Arnold & Hong, Chansik & Min, Chung-ki [Downloadable! (restricted)]
1991, Volume 48, Issue 3 287-312 The measurement of productivity and scarcity rents : The case of asbestos in Canada by Lasserre, Pierre & Ouellette, Pierre [Downloadable! (restricted)]
313-324 On the relation between GARCH and stable processes by de Vries, Casper G. [Downloadable! (restricted)]
325-353 Testing for unit roots in autoregressive moving average models : An instrumental variable approach by Pantula, Sastry G. & Hall, Alastair [Downloadable! (restricted)]
355-371 Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity by Ozcam, Ahmet & Judge, George G. [Downloadable! (restricted)]
373-384 The implications of periodically varying coefficients for seasonal time-series processes by Osborn, Denise R. [Downloadable! (restricted)]
385-393 A transformation that will circumvent the problem of autocorrelation in an error-component model by Baltagi, Badi H. & Li, Qi [Downloadable! (restricted)]
395-408 Estimation and testing when explanatory variables are endogenous : An application to a demand system by Attfield, C. L. F. [Downloadable! (restricted)]
409-410 A note on the existence of moments of k-class estimators when k is negative by Kinal, Terrence [Downloadable! (restricted)]
1991, Volume 48, Issue 1-2 1-14 Grouping bounds for inequality measures under alternative informational assumptions by Cowell, Frank A. [Downloadable! (restricted)]
15-27 Fighting the teflon factor : Comparing classical and Bayesian estimators for autocorrelated errors by Kennedy, Peter & Simons, Daniel [Downloadable! (restricted)]
29-55 Specification testing and quasi-maximum- likelihood estimation by Wooldridge, Jeffrey M. [Downloadable! (restricted)]
57-81 Empirical models of discrete games by Bresnahan, Timothy F. & Reiss, Peter C. [Downloadable! (restricted)]
83-117 A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches by Steel, Mark F. J. [Downloadable! (restricted)]
119-134 Bounded-influence estimators for the SURE model by Peracchi, Franco [Downloadable! (restricted)]
135-149 Multi-step estimation and forecasting in dynamic models by Weiss, Andrew A. [Downloadable! (restricted)]
151-181 Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards F test truncation rule by Eastwood, Brian J. [Downloadable! (restricted)]
183-193 A note on Bayesian inference in a regression model with elliptical errors by Osiewalski, Jacek [Downloadable! (restricted)]
195-214 On a pooled estimator and its finite-sample moments by Mikhail, William M. & Ghazal, G. A. [Downloadable! (restricted)]
215-240 Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria by Tsurumi, Hiroki & Wago, Hajime [Downloadable! (restricted)]
241-262 A constrained maximum-likelihood approach to estimating switching regressions by Phillips, Robert F. [Downloadable! (restricted)]
263-285 Analysis of survival data : Estimation and specification tests using asymptotic least squares by Jayet, H. & Moreau, A. [Downloadable! (restricted)]
1991, Volume 47, Issue 2-3 197-205 Simulation estimation of time-series models by Lee, Bong-Soo & Ingram, Beth Fisher [Downloadable! (restricted)]
207-226 Estimation of a regression model on two or more sets of differently grouped data by Fukushige, Mototsugu & Hatanaka, Michio [Downloadable! (restricted)]
227-242 The likelihood dominance criterion : A new approach to model selection by Pollak, Robert A. & Wales, Terence J. [Downloadable! (restricted)]
243-266 Grouped-data estimation and testing in simple labor-supply models by Angrist, Joshua D. [Downloadable! (restricted)]
267-272 Pooling states in the multinomial logit model by Cramer, J. S. & Ridder, G. [Downloadable! (restricted)]
273-284 A note concerning specifications of interactive random-coefficient regression models by Gatto, Joseph P. & Kelejian, Harry H. & Stephan, Scott W. [Downloadable! (restricted)]
285-303 Unit-roots test for time-series data with a linear time trend by Said, Said E. [Downloadable! (restricted)]
305-331 Another look at the identification of current rational-expectations models by Rayner, Janne [Downloadable! (restricted)]
333-357 Estimation of a linear regression model with stationary ARMA(p, q) errors by Zinde-Walsh, Victoria & Galbraith, John W. [Downloadable! (restricted)]
359-377 Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors by Andrews, Donald W. K. [Downloadable! (restricted)]
379-400 Demand conditions, regulation, and the measurement of productivity by Appelbaum, Elie & Berechman, Joseph [Downloadable! (restricted)]
1991, Volume 47, Issue 1 1-4 Editors' introduction: 40 years of diagnostic testing by Hillier, Grant H. & King, Maxwell L. [Downloadable! (restricted)]
5-46 On the application of robust, regression- based diagnostics to models of conditional means and conditional variances by Wooldridge, Jeffrey M. [Downloadable! (restricted)]
47-66 On multiple diagnostic procedures for the linear model by Hillier, Grant H. [Downloadable! (restricted)]
67-84 Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression by Robinson, P. M. [Downloadable! (restricted)]
85-114 The Durbin-Watson ratio under infinite-variance errors by Phillips, Peter C. B. & Loretan, Mico [Downloadable! (restricted)]
115-143 Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors by Dufour, Jean-Marie & King, Maxwell L. [Downloadable! (restricted)]
145-152 Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model by King, Maxwell L. & Wu, Ping X. [Downloadable! (restricted)]
153-173 The finite-sample distributions of heteroskedasticity robust Wald statistics by Chesher, Andrew & Austin, Gerard [Downloadable! (restricted)]
175-194 Distributional specification tests against semiparametric alternatives by Peters, Simon & Smith, Richard J. [Downloadable! (restricted)]
1990, Volume 46, Issue 3 247-271 Limiting power of unit-root tests in time-series regression by Nabeya, Seiji & Tanaka, Katsuto [Downloadable! (restricted)]
273-308 Testing nonnested Euler conditions with quadrature-based methods of approximation by Ghysels, Eric & Hall, Alastair [Downloadable! (restricted)]
309-331 The small-sample performance of the information-matrix test by Orme, Chris [Downloadable! (restricted)]
333-346 Estimation of time-dependent parameters in linear models using cross-sections, panels, or both by Nijman, Theo & Verbeek, Marno [Downloadable! (restricted)]
347-364 Regression-based tests for overdispersion in the Poisson model by Cameron, A. Colin & Trivedi, Pravin K. [Downloadable! (restricted)]
365-380 Multiple roots of the Tobit log-likelihood by Greene, William [Downloadable! (restricted)]
381-398 An adjustment-costs model of export supply and import demand by Lawrence, Denis [Downloadable! (restricted)]
399-406 A note on Park and Heikes' (1983) modified approximate estimator for the first-order moving-average process by Choudhury, Askar H. & St. Louis, Robert D. [Downloadable! (restricted)]
1990, Volume 46, Issue 1-2 3-5 Editor's introduction by Lewin, Arie Y. & Knox Lovell, C. A. [Downloadable! (restricted)]
7-38 Recent developments in DEA : The mathematical programming approach to frontier analysis by Seiford, Lawrence M. & Thrall, Robert M. [Downloadable! (restricted)]
39-56 Recent developments in the econometric estimation of frontiers by Bauer, Paul W. [Downloadable! (restricted)]
57-72 Largest size-efficient scale and size efficiencies of decision-making units in data envelopment analysis by Maindiratta, Ajay [Downloadable! (restricted)]
73-91 Polyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks by Charnes, A. & Cooper, W. W. & Huang, Z. M. & Sun, D. B. [Downloadable! (restricted)]
93-108 The role of multiplier bounds in efficiency analysis with application to Kansas farming by Thompson, Russell G. & Langemeier, Larry N. & Lee, Chih-Tah & Lee, Euntaik & Thrall, Robert M. [Downloadable! (restricted)]
109-123 Transformations in stochastic DEA models by Sengupta, Jati K. [Downloadable! (restricted)]
125-140 Goodness-of-fit in optimizing models by Varian, Hal R. [Downloadable! (restricted)]
141-163 A Gamma-distributed stochastic frontier model by Greene, William H. [Downloadable! (restricted)]
165-183 Moment-based estimation and testing of stochastic frontier models by Kopp, Raymond J. & Mullahy, John [Downloadable! (restricted)]
185-200 Production frontiers with cross-sectional and time-series variation in efficiency levels by Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C. [Downloadable! (restricted)]
201-211 Production frontiers, panel data, and time-varying technical inefficiency by Kumbhakar, Subal C. [Downloadable! (restricted)]
213-227 Deterministic parametric and nonparametric estimation of efficiency in service production : A comparison by Bjurek, Hans & Hjalmarsson, Lennart & Forsund, Finn R. [Downloadable! (restricted)]
229-245 Measuring cost efficiency in banking : Econometric and linear programming evidence by Ferrier, Gary D. & Lovell, C. A. Knox [Downloadable! (restricted)]
1990, Volume 45, Issue 3 291-308 The impact of stochastic and deterministic trends on money-output causality : A multi-country investigation by Krol, Robert & Ohanian, Lee E. [Downloadable! (restricted)]
309-330 Nonparametric hazard estimation with time-varying discrete covariates by Leung, Siu Fai & Wong, Wing Hung [Downloadable! (restricted)]
331-350 An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses by Wooldridge, Jeffrey M. [Downloadable! (restricted)]
351-366 Personal characteristics, unemployment insurance, and the duration of unemployment by Follmann, Dean A. & Goldberg, Matthew S. & May, Laurie [Downloadable! (restricted)]
367-384 Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations by Friedmann, Ralph [Downloadable! (restricted)]
385-395 Mallows' Cp criterion and unbiasedness of model selection by Kobayashi, Masahito & Sakata, Shinichi [Downloadable! (restricted)]
1990, Volume 45, Issue 1-2 1-5 Editors' introduction by Campbell, John Y. & Melino, Angelo [Downloadable! (restricted)]
7-38 ARCH models as diffusion approximations by Nelson, Daniel B. [Downloadable! (restricted)]
39-70 Analysis of time series subject to changes in regime by Hamilton, James D. [Downloadable! (restricted)]
71-97 Residual risk revisited by Lehmann, Bruce N. [Downloadable! (restricted)]
99-120 Intertemporal asset pricing : An Empirical Investigation by Shanken, Jay [Downloadable! (restricted)]
121-139 Are consumption-based intertemporal capital asset pricing models structural? by Ghysels, Eric & Hall, Alastair [Downloadable! (restricted)]
141-179 Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution by Gallant, A. Ronald & Hansen, Lars Peter & Tauchen, George [Downloadable! (restricted)]
181-211 An econometric analysis of nonsynchronous trading by Lo, Andrew W. & Craig MacKinlay, A. [Downloadable! (restricted)]
213-237 Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills by Engle, Robert F. & Ng, Victor K. & Rothschild, Michael [Downloadable! (restricted)]
239-265 Pricing foreign currency options with stochastic volatility by Melino, Angelo & Turnbull, Stuart M. [Downloadable! (restricted)]
267-290 Alternative models for conditional stock volatility by Pagan, Adrian R. & Schwert, G. William [Downloadable! (restricted)]
1990, Volume 44, Issue 3 241-279 The classical principles of testing using instrumental variables estimates by Magdalinos, Michael A. [Downloadable! (restricted)]
281-309 Price elasticities from survey data : Extensions and Indonesian results by Deaton, Angus [Downloadable! (restricted)]
311-332 Two-stage instrumental variables estimators for the nonlinear errors-in-variables model by Amemiya, Yasuo [Downloadable! (restricted)]
333-346 On estimating and testing in a linear regression model with autocorrelated errors by Ohtani, Kazuhiro [Downloadable! (restricted)]
347-361 On the measurement of economic capacity utilization for multi-product industries by Segerson, Kathleen & Squires, Dale [Downloadable! (restricted)]
363-376 Forecasting with demand systems : A comparative study by Chambers, Marcus J. [Downloadable! (restricted)]
377-390 Aggregation and identification in consumer demand systems by Heineke, J. M. & Shefrin, H. M. [Downloadable! (restricted)]
391-400 Coherency of the indirect translog demand system with binding nonnegativity constraints by Van Soest, Arthur & Kooreman, Peter [Downloadable! (restricted)]
1990, Volume 44, Issue 1-2 1-4 Editor's introduction by Aigner, Dennis J. [Downloadable! (restricted)]
5-24 A statistical perspective on insurance rate-making by Hsiao, Cheng & Kim, Changseob & Taylor, Grant [Downloadable! (restricted)]
25-39 Simultaneous equations with covariance restrictions by Rothenberg, Thomas J. & Ruud, Paul A. [Downloadable! (restricted)]
41-66 A unified approach to estimation and orthogonality tests in linear single-equation econometric models by Pesaran, M. Hashem & Smith, Richard J. [Downloadable! (restricted)]
67-86 How to live with misspecification if you must by Maasoumi, Esfandiar [Downloadable! (restricted)]
87-105 The simultaneous-equations model revisited : Statistical adequacy and identification by Spanos, Aris [Downloadable! (restricted)]
107-126 Bounded-influence estimators for the tobit model by Peracchi, Franco [Downloadable! (restricted)]
127-158 Least absolute error estimation in the presence of serial correlation by Weiss, Andrew A. [Downloadable! (restricted)]
159-170 Reasonable extreme-bounds analysis by Granger, Clive W. J. & Uhlig, Harald F. [Downloadable! (restricted)]
171-187 Bootstrapping improved estimators for linear regression models by Brownstone, David [Downloadable! (restricted)]
189-213 An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss by Judge, G. G. & Hill, R. Carter & Bock, M. E. [Downloadable! (restricted)]
215-238 Seasonal integration and cointegration by Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S. [Downloadable! (restricted)]
1990, Volume 43, Issue 3 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 Access
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