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Taylor and Francis Journals

Econometric Reviews

Contact information of Taylor and Francis Journals:
Web page: http://taylorandfrancis.metapress.com/link.asp?target=journal&id=107830

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Editor: Esfandiar Maasoumi
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:taf:emetrv

More pages of listings: 0|1|2

2008, Volume 27, Issue 1-3

1-9 Realized Volatility and Long Memory: An Overview
by Esfandiar Maasoumi & Michael McAleer [Downloadable! (restricted)]
10-45 Realized Volatility: A Review
by Michael McAleer & Marcelo Medeiros [Downloadable! (restricted)]
46-78 The Volatility of Realized Volatility
by Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch [Downloadable! (restricted)]
79-111 Moving Average-Based Estimators of Integrated Variance
by Peter Hansen & Jeremy Large & Asger Lunde [Downloadable! (restricted)]
112-138 Nonparametric Estimation Methods of Integrated Multivariate Volatilities
by Toshiya Hoshikawa & Keiji Nagai & Taro Kanatani & Yoshihiko Nishiyama [Downloadable! (restricted)]
139-162 Edgeworth Corrections for Realized Volatility
by Sílvia Gonçalves & Nour Meddahi [Downloadable! (restricted)]
163-198 Using High-Frequency Data in Dynamic Portfolio Choice
by Federico Bandi & Jeffrey Russell & Yinghua Zhu [Downloadable! (restricted)]
199-229 Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
by Michiel de Pooter & Martin Martens & Dick van Dijk [Downloadable! (restricted)]
230-253 Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?
by Jim Griffin & Roel Oomen [Downloadable! (restricted)]
254-267 Refined Inference on Long Memory in Realized Volatility
by Offer Lieberman & Peter Phillips [Downloadable! (restricted)]
268-297 Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
by Afonso Gonçalves da Silva & Peter Robinson [Downloadable! (restricted)]
298-316 Why Aggregate Long Memory Time Series?
by Leonardo Rocha Souza [Downloadable! (restricted)]

2007, Volume 26, Issue 2-4

107-112 Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics
by Gary Koop & Herman K. van Dijk [Downloadable! (restricted)]
113-172 Bayesian Analysis of DSGE Models
by Sungbae An & Frank Schorfheide [Downloadable! (restricted)]
173-185 Bayesian Analysis of DSGE Models - Some Comments
by Malin Adolfson & Jesper Lindé & Mattias Villani [Downloadable! (restricted)]
187-192 Bayesian Analysis of DSGE Models by S. An and F. Schorfheide
by Fabio Canova [Downloadable! (restricted)]
193-200 Comment
by John Geweke [Downloadable! (restricted)]
201-204 Econometric Issues in DSGE Models
by Fabio Milani & Dale J. Poirier [Downloadable! (restricted)]
205-210 Comment on An and Schorfheide's Bayesian Analysis of DSGE Models
by Tao Zha [Downloadable! (restricted)]
211-219 Bayesian Analysis of DSGE Models - Rejoinder
by Sungbae An & Frank Schorfheide [Downloadable! (restricted)]
221-252 Normalization in Econometrics
by James D. Hamilton & Daniel F. Waggoner & Tao Zha [Downloadable! (restricted)]
253-288 Learning, Structural Instability, and Present Value Calculations
by Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable! (restricted)]
289-328 Forecasting Performance of an Open Economy DSGE Model
by Malin Adolfson & Jesper Lindé & Mattias Villani [Downloadable! (restricted)]
329-363 Forecast Combination and Model Averaging Using Predictive Measures
by Jana Eklund & Sune Karlsson [Downloadable! (restricted)]
365-386 Bayesian Clustering of Many Garch Models
by L. Bauwens & J. V. K. Rombouts [Downloadable! (restricted)]
387-418 Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter
by Catherine S. Forbes & Gael M. Martin & Jill Wright [Downloadable! (restricted)]
419-437 Flexible Threshold Models for Modelling Interest Rate Volatility
by Petros Dellaportas & David G. T. Denison & Chris Holmes [Downloadable! (restricted)]
439-468 Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model
by Rodney W. Strachan [Downloadable! (restricted)]
469-486 Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
by Luc Bauwens & Michel Lubrano [Downloadable! (restricted)]

2007, Volume 26, Issue 6

609-641 Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
by Sílvia Gonçalves & Lutz Kilian [Downloadable! (restricted)]
643-667 Testing Covariance Stationarity
by Zhijie Xiao & Luiz Renato Lima [Downloadable! (restricted)]
669-683 Specification and Identification of Stochastic Demand Models
by Walter Beckert [Downloadable! (restricted)]
685-703 Testing for State Dependence with Time-Variant Transition Probabilities
by Timothy Halliday [Downloadable! (restricted)]
705-739 Testing for the Null Hypothesis of Cointegration with a Structural Break
by Yoichi Arai & Eiji Kurozumi [Downloadable! (restricted)]

2007, Volume 26, Issue 5

487-501 Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression
by Bent Nielsen & J. James Reade [Downloadable! (restricted)]
503-528 Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions
by Florenz Plassmann & Neha Khanna [Downloadable! (restricted)]
529-556 Bayesian Proportional Hazard Analysis of the Timing of High School Dropout Decisions
by Mingliang Li [Downloadable! (restricted)]
557-566 A Comparison of the Runs Test for Volatility Forecastability and the LM Test for GARCH Using Aggregated Returns
by Yasemin Ulu [Downloadable! (restricted)]
567-577 U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures
by Kuan Xu [Downloadable! (restricted)]
579-596 Formative Indicators and Effects of a Causal Model for Household Human Capital with Application
by Camilo Dagum & Giorgio Vittadini & Pietro Giorgio Lovaglio [Downloadable! (restricted)]
597-604 A Review of: "Book Review: Empirical Dynamic Asset Pricing"
by Massimo Guidolin [Downloadable! (restricted)]
605-607 A Review of: "Book Review: Mathematical and Statistical Foundations"
by James Davidson [Downloadable! (restricted)]

2007, Volume 26, Issue 1

1-24 Variance (Non) Causality in Multivariate GARCH
by Massimiliano Caporin [Downloadable! (restricted)]
25-51 The Sample Selection Model from a Method of Moments Perspective
by Erik Meijer & Tom Wansbeek [Downloadable! (restricted)]
53-90 MIDAS Regressions: Further Results and New Directions
by Eric Ghysels & Arthur Sinko & Rossen Valkanov [Downloadable! (restricted)]
91-106 Nonparametric Methods in Continuous Time Model Specification
by Isabel Casas & Jiti Gao [Downloadable! (restricted)]

2002, Volume 21, Issue 4

397-417 Log-Periodogram Estimation Of Long Memory Volatility Dependencies With Conditionally Heavy Tailed Returns
by Jonathan Wright [Downloadable! (restricted)]
419-429 Fast Double Bootstrap Tests Of Nonnested Linear Regression Models
by Russell Davidson & James MacKinnon [Downloadable! (restricted)]
431-447 On The Asymptotics Of Adf Tests For Unit Roots
by Yoosoon Chang & Joon Park [Downloadable! (restricted)]
449-476 Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study
by Ionel Birgean & Lutz Kilian [Downloadable! (restricted)]
477-496 A Nonparametric Bayesian Approach To Detect The Number Of Regimes In Markov Switching Models
by Edoardo Otranto & Giampiero Gallo [Downloadable! (restricted)]

2002, Volume 21, Issue 3

273-307 Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features
by Alain Hecq & Franz Palm & Jean-Pierre Urbain [Downloadable! (restricted)]
309-336 A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators
by Jinyong Hahn & Atsushi Inoue [Downloadable! (restricted)]
337-352 A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals
by Yanqin Fan & Qi Li [Downloadable! (restricted)]
353-381 Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean
by Serena Ng & Timothy Vogelsang [Downloadable! (restricted)]
383-393 Computing Marginal Effects In The Box-Cox Model
by Jason Abrevaya [Downloadable! (restricted)]

2002, Volume 21, Issue 2

149-165 Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables
by Zeng-Hua Lu & Maxwell King [Downloadable! (restricted)]
167-187 Simple Lm Tests For The Unbalanced Nested Error Component Regression Model
by Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung [Downloadable! (restricted)]
189-203 Is Adaptive Estimation Useful For Panel Models With Heteroskedasticity In The Individual Specific Error Component? Some Monte Carlo Evidence
by Nilanjana Roy [Downloadable! (restricted)]
205-219 Estimation Of The Vector Moving Average Model By Vector Autoregression
by John Galbraith & Aman Ullah & Victoria Zinde-Walsh [Downloadable! (restricted)]
221-241 Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach
by Denise Osborn & Paulo Rodrigues [Downloadable! (restricted)]
243-270 Testing For Periodic Stationarity
by Eiji Kurozumi [Downloadable! (restricted)]

2002, Volume 21, Issue 1

1-47 Smooth Transition Autoregressive Models - A Survey Of Recent Developments
by Dick van Dijk & Timo Teräsvirta & Philip Hans Franses [Downloadable! (restricted)]
49-87 Long-Run Structural Modelling
by M. Hashem Pesaran & Yongcheol Shin [Downloadable! (restricted)]
89-119 Distribution Of The Least Squares Estimator In A First-Order Autoregressive Model
by Mukhtar Ali [Downloadable! (restricted)]
121-134 ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
by Kazuhiro Ohtani & Alan Wan [Downloadable! (restricted)]
135-146 Estimation Of Discrete Choice Models With Minimal Variation Of Alternative-Specific Variables
by Gerd Ronning [Downloadable! (restricted)]

2001, Volume 20, Issue 4

385-424 Dynamic Factor Models
by Christian Gourieroux & Joann Jasiak [Downloadable! (restricted)]
425-443 Generalized Integer-Valued Autoregression
by Kurt Brännäs & Jörgen Hellström [Downloadable! (restricted)]
445-460 Estimation Of Econometric Models With Nonparametrically Specified Risk Terms
by Badi Baltagi & Qi Li [Downloadable! (restricted)]
461-483 Unit Root Tests With Infinite Variance Errors
by Sung Ahn & Stergios Fotopoulos & Lijian He [Downloadable! (restricted)]
485-505 Optimal Iv Estimation Of Systems With Stochastic Regressors And Var Disturbances With Applications To Dynamic Systems
by David Mandy & Carlos Martins-Filho [Downloadable! (restricted)]

2001, Volume 20, Issue 3

247-318 A Review Of Systems Cointegration Tests
by Kirstin Hubrich & Helmut Lütkepohl & Pentti Saikkonen [Downloadable! (restricted)]
319-335 Recentered And Rescaled Instrumental Variable Estimation Of Tobit And Probit Models With Errors In Variables
by Shigeru Iwata [Downloadable! (restricted)]
337-351 An Alternative To The Bds Test: Integration Across The Correlation Integral
by Evzen Kocenda [Downloadable! (restricted)]
353-367 Density Estimation For Clustered Data
by Robert Breunig [Downloadable! (restricted)]
369-383 The Exact Bias Of The Log-Periodogram Regression Estimator
by Offer Lieberman [Downloadable! (restricted)]

2001, Volume 20, Issue 2

159-170 Model Building And Data Mining
by J. Denis Sargan [Downloadable! (restricted)]
171-186 The Choice Between Sets Of Regressors
by J. Denis Sargan [Downloadable! (restricted)]
187-200 Seasonal Integration For Daily Data
by Akira Tokihisa & Shigeyuki Hamori [Downloadable! (restricted)]
201-216 Common Features In Time Series With Both Deterministic And Stochastic Seasonality
by Gianluca Cubadda [Downloadable! (restricted)]
217-234 Bayesian Analysis Of A Fractional Cointegration Model
by Gael Martin [Downloadable! (restricted)]
235-245 A Bayesian Interpretation Of Multiple Point Estimates
by Mahmoud El-Gamal [Downloadable! (restricted)]

2001, Volume 20, Issue 1

1-30 The Power And Size Of Nonparametric Tests For Common Distributional Characteristics
by Gordon Anderson [Downloadable! (restricted)]
31-40 Double Length Artificial Regressions For Testing Spatial Dependence
by Badi Baltagi & Dong Li [Downloadable! (restricted)]
41-60 A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation
by Thanasis Stengos & Yiguo Sun [Downloadable! (restricted)]
61-84 Estimation And Inference On Long-Run Equilibria: A Simulation Study
by Nunzio Cappuccio & Diego Lubian [Downloadable! (restricted)]
85-104 A Score Test For Seasonal Fractional Integration And Cointegration
by Paramsothy Silvapulle [Downloadable! (restricted)]
105-112 Size Characteristics Of Tests For Sample Selection Bias: A Monte Carlo Comparison And Empirical Example
by Kazumitsu Nawata & Michael McAleer [Downloadable! (restricted)]
113-131 A Modified Average Derivatives Estimator
by Chunrong Ai [Downloadable! (restricted)]

2000, Volume 19, Issue 4

5-5 Introduction
by Esfandiar Maasoumi & Almas Heshmati [Downloadable! (restricted)]
162-173 Estimation of firm-specific technological bias, technical change and total factor productivity growth: a dual approach
by Subal Kumbhakar & Shinichiro Nakamura & Almas Heshmati [Downloadable! (restricted)]
312-320 Estimation and decomposition of productivity change when production is not efficient: a paneldata approach
by Subal Kumbhakar & M. Denny & M. Fuss [Downloadable! (restricted)]
391-424 Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
by Erik Biørn [Downloadable! (restricted)]
461-492 Estimation of long-run inefficiency levels: a dynamic frontier approach
by Seung Ahn & Robin Sickles [Downloadable! (restricted)]

2000, Volume 19, Issue 3

5-5 Introduction
by Esfandiar Maasoumi & Almas Heshmati [Downloadable! (restricted)]
263-286 Nonstationary panel data analysis: an overview of some recent developments
by Peter Phillips & Hyungsik Moon [Downloadable! (restricted)]
287-320 Stochastic dominance amongst swedish income distributions
by Esfandiar Maasoumi & Almas Heshmati [Downloadable! (restricted)]
321-340 GMM Estimation with persistent panel data: an application to production functions
by Richard Blundell & Stephen Bond [Downloadable! (restricted)]
341-366 Estimation of tobit-type models with individual specific effects
by Bo Honoré & Ekaterini Kyriazidou & J. L. Powell [Downloadable! (restricted)]
367-389 Flexible panel data models for risky production technologies with an application to salmon aquaculture
by Ragner Tveterås & G. H. Wan [Downloadable! (restricted)]

2000, Volume 19, Issue 2

145-174 Adaptive testing in arch models
by Oliver Linton & Douglas Steigerwald [Downloadable! (restricted)]
175-206 Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
by Douglas Hodgson [Downloadable! (restricted)]
207-231 Modified lag augmented vector autoregressions
by Eiji Kurozumi & Taku Yamamoto [Downloadable! (restricted)]
233-240 GNR, MGR, and exact misspeclfication testing
by Kenneth Stewart & Kenneth Stewart [Downloadable! (restricted)]
241-261 Alternative approaches to testing by variable addition
by L. G. Godfrey & M. R. Veal [Downloadable! (restricted)]

2000, Volume 19, Issue 1

1-48 Recent developments in bootstrapping time series
by Jeremy Berkowitz & Lutz Kilian [Downloadable! (restricted)]
55-68 Bootstrap tests: how many bootstraps?
by Russell Davidson & James MacKinnon [Downloadable! (restricted)]
69-103 Problems related to confidence intervals for impulse responses of autoregressive processes
by Alexander Benkwitz & Michael Neumann & Helmut Lütekpohl [Downloadable! (restricted)]
105-130 Estimation and inference in sur models when the number of equations is large
by Denzil Fiebig & Jae Kim [Downloadable! (restricted)]
135-137 Book review
by James Hamilton [Downloadable! (restricted)]
139-144 Book review
by Jaime Marquez [Downloadable! (restricted)]

1999, Volume 18, Issue 4

343-386 Testing autocorrelation in a system perspective testing autocorrelation
by David Edgerton & Ghazi Shukur [Downloadable! (restricted)]
387-415 Probability inequalities in multivariate distributions
by Myoung-jae Lee [Downloadable! (restricted)]
417-439 A bayesian approach to dynamic tobit models
by Steven Wei [Downloadable! (restricted)]
441-448 On regression-based tests for persistence in logarithmic volatility models
by Zacharias Psaradakis & Elias Tzavalis [Downloadable! (restricted)]
449-450 Announcement and call for papers for the ninth international conference on panel data
by Pietro Balestra & Jaya Krishnakumar [Downloadable! (restricted)]

1999, Volume 18, Issue 3

235-257 Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
by Pentti Saikkonen [Downloadable! (restricted)]
259-269 The effect of aggregation on nonlinearity
by Clive Granger & Tae-Hwy Lee [Downloadable! (restricted)]
271-286 On trends and constants in periodic autoregressions
by Richard Paap & Philip Hans Franses [Downloadable! (restricted)]
287-330 An introduction to hypergeometric functions for economists
by Karim Abadir [Downloadable! (restricted)]
331-336 A note on super exogeneity in linear regression models
by Zacharias Psarasakis [Downloadable! (restricted)]
337-342 Book review
by Kevin Hoover [Downloadable! (restricted)]

1999, Volume 18, Issue 2

127-140 An efficient algorithm to compute maximum entropy densities
by D. Ormoneit & H. White [Downloadable! (restricted)]
141-167 Partially adaptive estimation of nonlinear models via a normal mixture
by R. F. Phillips [Downloadable! (restricted)]
169-194 The robustness, reliabiligy and power of heteroskedasticity tests
by L. G. Godfrey & C. D. Orme [Downloadable! (restricted)]
195-209 Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results
by N. Coulibaly & B. Wade Brorsen [Downloadable! (restricted)]
211-228 Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
by F. Cribari-Neto & S. G. Zarkos [Downloadable! (restricted)]
229-230 Book reviews
by Charles Goodhart [Downloadable! (restricted)]

1999, Volume 18, Issue 1

1-73 Using simulation methods for bayesian econometric models: inference, development,and communication
by John Geweke [Downloadable! (restricted)]
75-87 Estimating consumer surplus comments on "using simulation methods for bayesian econometric models: inference development and communication"
by W. E. Griffiths [Downloadable! (restricted)]
89-96 Some comments on model development and posterior existence
by C. Fernandez & M. F. J. Steel [Downloadable! (restricted)]
97-104 Incomplete models and reweighting
by G. Koop & D. J. Poirier [Downloadable! (restricted)]
105-112 Some remarks on the simulation revolution in bayesian econometric inference
by H. K. Van Dijk [Downloadable! (restricted)]
113-118 Using simulation methods for bayesian econometric models: inference, development and communication: some comments
by G. M. Martin & C. S. Forbes [Downloadable! (restricted)]
119-126 Reply
by J. Geweke [Downloadable! (restricted)]

1998, Volume 17, Issue 4

339-359 Count data models with selectivity
by R. Winkelmann [Downloadable! (restricted)]
361-386 On the power of durbin-watson statistic against fractionally integrated processes
by W. Tsay [Downloadable! (restricted)]
387-413 Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors
by K. Maekawa & J. L. Knight & H. Hisamatsu [Downloadable! (restricted)]
415-429 A distribution-free test for deprivation dominance
by Kuan Xu & L. Osberg [Downloadable! (restricted)]
431-442 Book reviews
by Ragnar Nymoen [Downloadable! (restricted)]

1998, Volume 17, Issue 3

227-273 Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
by Pascal Lavergne [Downloadable! (restricted)]
275-288 Bootstrap-based evaluation of markov-switching time series models
by Zacharias Psaradakis [Downloadable! (restricted)]
289-299 Simple inference in multinomial and ordered logit
by David Crawford & Robert Pollak & Francis Vella [Downloadable! (restricted)]
301-327 A test of normality using nonparametrlic residuals
by Yoon-Jae Whang [Downloadable! (restricted)]
329-334 Book reviews
by H.Peter Boswijk [Downloadable! (restricted)]
335-338 Book reviews
by Jon Faust [Downloadable! (restricted)]

1998, Volume 17, Issue 2

109-143 Bayesian analysis of stochastic volatility models with flexible tails
by Mark Steel [Downloadable! (restricted)]
145-166 Estimating partially linear panel data models with one-way error components
by Qi Li & Aman Ullha [Downloadable! (restricted)]
167-183 Estimating mixtures of normal distributions via empirical characteristic function
by Kien Tran [Downloadable! (restricted)]
185-214 Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods
by André Lucas [Downloadable! (restricted)]
215-220 Book reviews
by Charles Nelson [Downloadable! (restricted)]
221-225 Book reviews
by Norman Swanson [Downloadable! (restricted)]

1998, Volume 17, Issue 1

1-29 Confidence intervals for impulse responses under departures from normality
by Lutz Kilian [Downloadable! (restricted)]
31-55 Testing for serial correlation in the presence of dynamic heteroscedasticity
by Paramsothy Silvapulle & Merran Evans [Downloadable! (restricted)]
57-84 A residual-based test of the null of cointegration in panel data
by Suzanne McCoskey & Chihwa Kao [Downloadable! (restricted)]
85-104 A tobit model with garch errors
by Giorgio Calzolari & Gabriele Fiorentini [Downloadable! (restricted)]
105-108 Book review
by Julia Campos [Downloadable! (restricted)]

1998, Volume 7, Issue 2

149-154 Comment
by Mark Feldman [Downloadable! (restricted)]
155-160 Comments On
by John Rust [Downloadable! (restricted)]
161-163 Reply
by N. M. Kiefer [Downloadable! (restricted)]
165-169 On the efficiency of two-stage and three-stage least squares estimators
by Badi Baltagi [Downloadable! (restricted)]
171-181 A joint test for arch and bilinearity in the regression model
by M. L. Higgins & A. K. Bera [Downloadable! (restricted)]

1998, Volume 7, Issue 1

43-48 Checks of model adequacy for univariate time series models and their applications to econometric relationships: Comment
by Anil Bera & Paul Newbold [Downloadable! (restricted)]
49-57 Some comments on testing time series models
by Michael McAleer [Downloadable! (restricted)]
59-62 Diagnostics for the diagnostics
by L. G. Godfrey & A. R. Tremayne [Downloadable! (restricted)]
63-64 Reply
by L. G. Godfrey & A. R. Tremayne [Downloadable! (restricted)]
97-102 An Exactly aggregable trigonometric engel curve demand system
by Arthur Lewbel [Downloadable! (restricted)]
103-111 A sequential testing procedure for outliers and structural change
by Michael McAleer & Y. K. Tse [Downloadable! (restricted)]

1997, Volume 16, Issue 4

361-391 Specification tests in ordered logit and probit models
by Andrew Weiss [Downloadable! (restricted)]
393-409 Uniformly adaptive estimation for models with arma errors
by Dougas Steigerwald [Downloadable! (restricted)]
411-420 Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
by Zhenjuan Liu & Xuewen Lu & Zhenjuan Liu & Xuewen Lu [Downloadable! (restricted)]
421-439 Testing for unit roots in time series with nearly deterministic seasonal variation
by Zacharias Psaradakis [Downloadable! (restricted)]
441-457 The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator
by Hailong Qian & Peter Schmidt [Downloadable! (restricted)]

1997, Volume 16, Issue 3

251-279 Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
by James Davidson & Robert de Jong [Downloadable! (restricted)]
281-314 The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
by H. Penm Jammie & H. W. Penm Jack & R. D. Terrell [Downloadable! (restricted)]
305-320 A hierarchy of lorenz curves based on the generalized tukey's lambda distribution
by José-Marí Sarabia [Downloadable! (restricted)]
321-352 Exact testing in multivariate regression
by Kenneth Stewart [Downloadable! (restricted)]
353-360 Multiple hypothesis test for parameter constancy based on recursive residuals
by Chia-Shang James Chu [Downloadable! (restricted)]

1997, Volume 16, Issue 2

131-156 Locally optimal one-sided tests for multiparameter hypotheses
by Maxwell King & Ping Wu [Downloadable! (restricted)]
157-178 Wald,LM and LR test statistics of linear hypothese in a strutural equation model
by Kosuke Oya & Kosuke Oya [Downloadable! (restricted)]
179-203 Revisiting the flexibility and regularity properties of the asymptotically ideal production model
by Mark Jensen [Downloadable! (restricted)]
205-227 Weak convergence and distributional assumptions for a general class of nonliner arch models
by Fabio Fornari & Antonio Mele [Downloadable! (restricted)]
229-247 Estimation and specification testing in female labor participation models: parametric and semiparametric methods
by Ana Fernández & Juan Rodríquez-Poo [Downloadable! (restricted)]

1997, Volume 16, Issue 1

1-19 A test of the normality assumption in ordered probit model
by P. Glewwe [Downloadable! (restricted)]
21-38 Lagrance-multiplier tersts for weak exogeneity: a synthesis
by H. Peter Boswijk & Jean-Pierre Urbain [Downloadable! (restricted)]
39-53 On the corrections to information matrix tests
by Francisco Cribari-Neto [Downloadable! (restricted)]
55-68 A note on adaptation in garch models
by Gloria González-Rivera [Downloadable! (restricted)]
69-92 Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
by Christopher Skeels & Franics Vella [Downloadable! (restricted)]
93-107 Generalized mixed estimator for nonlinear models: a maximum likelihood approach
by Pene Kalulumia & Denis Bolduc [Downloadable! (restricted)]
109-118 An R2criterion based on optimal predictors
by Larry Taylor [Downloadable! (restricted)]
119-130 The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
by Kazuhiro Ohtani & David Giles & Judith Giles [Downloadable! (restricted)]

1996, Volume 15, Issue 4

339-367 On bartlett and bartlett-type corrections francisco cribari-neto
by Francisco Cribari-Neto & Gauss Cordeiro [Downloadable! (restricted)]
369-386 Making wald tests work for cointegrated VAR systems
by Juan Dolado & Helmut Lütkepohl [Downloadable! (restricted)]
387-400 Estimation of sample selection bias models
by Kazumitsu Nawata & Nobuko Nagase [Downloadable! (restricted)]
401-429 Testing for structural change in cointegrated regression models: some comparisons and generalizations
by Kang Hao [Downloadable! (restricted)]
431-443 The frisch-waugh theorem and generalized least squares
by Denzil Fiebig & Robert Bartels [Downloadable! (restricted)]
445-462 Semi-parametric estimation of disequilibrium models
by Weiren Wang & Mai Zhou [Downloadable! (restricted)]

1996, Volume 15, Issue 3

197-235 A test for independence based on the correlation dimension
by W. A. Broock & J. A. Scheinkman & W. D. Dechert & B. LeBaron [Downloadable! (restricted)]
237-259 Nuisance parameter free properties of correlation integral based statistics
by Pedro de Lima [Downloadable! (restricted)]

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