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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
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More pages of listings: 0|1|2

1998, Volume 17, Issue 2

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)]
261-274 Nonparametric testing of closeness between two unknown distribution functions
by Qi Li [Downloadable! (restricted)]
275-298 Technical change and total factor productivity growth in swedish manufacturing industries
by Subal Kumbhakar & Almas. Heshmati [Downloadable! (restricted)]
299-330 The predictability of stock returns - a nonparametric approach
by Y. Peter Chung & Zhong-guo Zhou [Downloadable! (restricted)]
331-338 Testing for random individual effects using recursive residuals
by Badi Baltagi & Young-Jae. Chang [Downloadable! (restricted)]

1996, Volume 15, Issue 2

115-158 Bootstrapping time series models
by G. S. Hongyi Li [Downloadable! (restricted)]
159-164 Comments on "bootstrapping time series models"
by Bradley Efron [Downloadable! (restricted)]
165-168 Comments on "bootstrapping time series models"
by Joel Horowitz [Downloadable! (restricted)]
169-176 Comments on "bootstrapping time series models"
by Dimitris Politis [Downloadable! (restricted)]
177-181 Comments on "bootstrapping time series models"
by Paul Rilstone & Micheal Veall [Downloadable! (restricted)]
183-190 Comments on "bootstrapping time series models"
by H. D. Vinod [Downloadable! (restricted)]

1996, Volume 15, Issue 1

1-32 Second order approximation in a linear regression with heteroskedasticity of unknown form
by Oliver Linton [Downloadable! (restricted)]
33-50 On the finite sample effects of nonlinear reparameterizations
by Paul Rilstone [Downloadable! (restricted)]
51-68 Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models
by Partha Deb [Downloadable! (restricted)]
69-79 Implementation of recursive nonparametric kernel estimation and a monte carlo study on its finite sample properties
by Anthony Ngerng [Downloadable! (restricted)]
81-95 Comparing approximations to the expectation of a ratio of quadratic forms in normal variables
by Murray Smith [Downloadable! (restricted)]
97-114 On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties
by Shigeyuki Hamori & Shin-ichi Kitasaka & Hisashi Tanizaki [Downloadable! (restricted)]

1995, Volume 14, Issue 4

383-419 On the interactions of unit roots and exogeneity
by David Hendry [Downloadable! (restricted)]
421-457 Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors
by Seiji Nabeya & Pierre Perron [Downloadable! (restricted)]
459-471 Moments of the function of non-normal random vector with applications to econometric estimators and test statistics
by Aman Ullah & Virendara Srivastava & Nilanjana Roy [Downloadable! (restricted)]
473-485 A test for the presence of conditional heteroskedasticity within arch-m framework
by Anil Bera & Sungsup Ra [Downloadable! (restricted)]
487-510 The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors
by L. King Maxwell & C. Harris David [Downloadable! (restricted)]

1995, Volume 14, Issue 3

267-297 Finite sample properties of adaptive regression estimators
by Pin Ng [Downloadable! (restricted)]
299-313 Analysis of a continuous-time proportional hazard model using discrete duration data
by Keunkwan Ryu [Downloadable! (restricted)]
315-330 A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression
by Mark Jensen [Downloadable! (restricted)]
331-346 A cusum test in the linear regression model with serially correlated disturbances
by Kao Chihwa & Stephen. Ross [Downloadable! (restricted)]
347-365 A monte carlo comparison of tests based on the durbin-watson statistic with other autocorrelation tests in dynamic models
by Dezhbakhsh Hashem & JerryG Thursby [Downloadable! (restricted)]
367-382 Bootstrapping a consistent nonparametric goodness-of-fit test
by Yanqin Fan [Downloadable! (restricted)]

1995, Volume 14, Issue 2

135-161 The generalized fluctuation test: A unifying view
by Chung-Ming Kuan & Kurt Hornik [Downloadable! (restricted)]
163-182 Nonparametric estimation of welfare changes
by Jon Breslaw [Downloadable! (restricted)]
183-193 A differencing test
by Philip Hans Franses [Downloadable! (restricted)]
195-203 On normality and the linear regression model
by Aris Spanos [Downloadable! (restricted)]
205-211 Alternative transformations to eliminate fixed effects
by Marno Verbeek [Downloadable! (restricted)]
213-227 A non-nested test of level-differenced versus log-differenced stationary models
by Bahram Pesaran & M. Hashem Pesaran [Downloadable! (restricted)]
229-240 The coefficient of determination and its adjusted version in linear regression models
by Anil Srivastava & Virendra Srivastava & Aman Ullah [Downloadable! (restricted)]
241-266 Detecting parameter shift in garch models
by Chia-Shang James Chu [Downloadable! (restricted)]

1995, Volume 14, Issue 1

1-17 Flexibility and regularity properties of the asymptotically ideal production model
by Dek Terrell [Downloadable! (restricted)]
19-34 A separability result for gmm estimation, with applications to gls prediction and conditional moment tests
by Seung Ahu & Peter Schmidt [Downloadable! (restricted)]
35-53 The robustness of point optimal testing for rosenberg random regression coefficients
by Robert Brooks [Downloadable! (restricted)]
55-63 A vector of quarters representation for bivariate time series
by Franses Philip Hans [Downloadable! (restricted)]
65-74 Seemingly unrelated regression on the autoregressive (Ar(p)) singular equation system
by Byung-Joo Lee [Downloadable! (restricted)]
75-100 Large sample asymptotic properties of the double k-class estimators in linear regression models
by H. D. Vinod & V. K. Srivastava [Downloadable! (restricted)]
101-116 Goodness-of-fit measures in binary choice models
by Frank Windmeijer [Downloadable! (restricted)]
117-120 Comments on goodness-of-fitmeasures in binary choice models by frank windmeijer
by Michael Veall & Klaus Zimmermann [Downloadable! (restricted)]
121-133 Book review
by Neil Ericsson & John Irons [Downloadable! (restricted)]

1994, Volume 13, Issue 3

287-289 Cointegrated systems II
by Michae McAleer [Downloadable! (restricted)]
291-336 A bayesian analysis of trend determination in economic time series
by Zivot Eric & C.B. Phillips Peter [Downloadable! (restricted)]
337-343 Colntegratlon and modelling dynamic economic relationships
by Denzil Fiebig [Downloadable! (restricted)]
345-350 Some comments on emprical investigations involving cointegration
by Clive Granger [Downloadable! (restricted)]
351-386 Estimating systems of trending variables
by Søren Johansen [Downloadable! (restricted)]
387-389 Comments on "estimating systems of trending variables" by soren johansen
by Alvaro Escribano [Downloadable! (restricted)]
395-422 Comment on " estimating systems of trending variables": estimating pushing trends and pulling equilibria
by Marius Ooms & Herman Van Dijk [Downloadable! (restricted)]
423-428 Reply to somments on "estimating systems of trending variables"
by Søren Johansen [Downloadable! (restricted)]

1994, Volume 13, Issue 2

145-149 Cointegrated systems I
by Michael McAleer [Downloadable! (restricted)]
151-178 On the duality between long-run relations and common trends in the i(1) versus(2)model.an application to aggregate money holdings
by Katarina Jeselius [Downloadable! (restricted)]
179-204 Aliternative methods for estimating long-run responses with applications to australian import demand
by Ronald Bewley & David Orden [Downloadable! (restricted)]
205-229 The role of the constant and linear terms in cointegration analysis of nonstationary variables
by Søren Johansen [Downloadable! (restricted)]
231-258 Cointegration and direct tests of the rational expectations hypothesis
by Michael McAleer & C. R. McKenzie & M. Hashem Pesaran [Downloadable! (restricted)]
259-285 Vector autoregression and causality: a theoretical overview and simulation study
by Hiro Toda & Peter Phillips [Downloadable! (restricted)]

1994, Volume 13, Issue 1

1-91 Artificial neural networks: an econometric perspective
by Chung-Ming Kuan & Halbert White [Downloadable! (restricted)]
93-97 Comment on "artificial neural networks: an econometric perspective" by chung-ming kuan and halbert white
by Herman Bierens [Downloadable! (restricted)]
99-103 Comment on artificial neural networks: An econometric perspective
by Arthur Lewbel [Downloadable! (restricted)]
105-122 Artificial neural networks for some macroeconomic series: A first report
by E. Maasoumi & A. Khotanzed & A. Abaye [Downloadable! (restricted)]
123-137 A neural' network applied to tlie calculation of lyapunov exponents
by Johan Kaashoek & Herman Van Dijk [Downloadable! (restricted)]
139-143 Reply to comments on "artificial neural networks: an econometric perspective"
by Chung-Ming Kuan & Halbert White [Downloadable! (restricted)]

1993, Volume 12, Issue 3

261-330 Modeling asset returns with alternative stable distributions
by Stefan Mittnik & Svetlozar Rachev [Downloadable! (restricted)]
331-338 Comment on "modeling asset returns with alternative stable distributions"
by Peter Phillips [Downloadable! (restricted)]
339-342 Comment on modeling asset returns with alternative stable distributions
by Francis Diebold [Downloadable! (restricted)]
343-345 Comment on modeling asset returns with alternatrve stable distributions
by Richard Baillie [Downloadable! (restricted)]
347-389 Reply to comments on modeling asset returns with alternative stable distributions and some extensions
by Stefan Mittink & Svetlozar Rachev [Downloadable! (restricted)]

1993, Volume 12, Issue 2

137-181 A compendium to information theory in economics and econometrics
by Esfandiar Maasoumi [Downloadable! (restricted)]
183-216 An introduction to econometric applications of empirical process theory for dependent random variables
by Donald Andrews [Downloadable! (restricted)]
217-256 The relation between unemployment and interest rate:
by Herman Bierens & Lourens Broersma [Downloadable! (restricted)]

1993, Volume 12, Issue 1

1-32 Testing stationarity and trend stationarity against the unit root hypothesis
by Herman Bierens & Shingyi Guo [Downloadable! (restricted)]
33-63 Modeling exchange rate dynamics: Non-linear dependence and thick tails
by Anya McGuirk & John Robertson & Aris Spanos [Downloadable! (restricted)]
65-102 An empirical investigation of the box-cox model and a nonlinear least squares alternative
by Ernst Berndt & Mark Showalter & Jeffrey Wooldridge [Downloadable! (restricted)]
103-124 A comparison of some robust, adaptive, and partially adaptive estimators of regression models
by James Mcdonald & Steven White [Downloadable! (restricted)]
125-128 Computing nonparametric functional estimates in semiparametric problems
by Miguel Delgado [Downloadable! (restricted)]
133-135 Book review
by Colin McKenzie [Downloadable! (restricted)]

1992, Volume 11, Issue 3

265-306 Testing the lucas critique: A review
by Carlo Favero & F. David Hendry [Downloadable! (restricted)]
307-311 A comment on "testing the lucas critique: A review "
by Roger Farmer [Downloadable! (restricted)]
313-316 Comment
by E. Mizon Grayham [Downloadable! (restricted)]
319-328 Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
by Lee Lung-Fei [Downloadable! (restricted)]
329-336 A note on f statistics for instrumental variable regessions
by L. G. Godfrey [Downloadable! (restricted)]
337-353 On the finite sample performance of exogeneity tests of revankar, revankar and hartley and wu-hausman
by Gaminie Meepagala [Downloadable! (restricted)]
355-365 A simple bera-jarque normality test for nonparametric residuals
by Paul Rilstone [Downloadable! (restricted)]
367-377 Selection buasubg parameters in adaptive ridge regression estimators
by Derrick Tracy & Anil Srivastava [Downloadable! (restricted)]
379-396 Positivity conditions for stochastic state space modelling of time series
by Heij Christiaan & Kloek Teun & Lucas André [Downloadable! (restricted)]
397-401 Book review
by Denzil Fiebig [Downloadable! (restricted)]

1992, Volume 11, Issue 2

129-142 Posterior analysis of restricted seemingly unrelated regression equation models: a recursive analytical approach
by Mark Steel [Downloadable! (restricted)]
143-172 Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
by Tim Bollerslev & Jeffrey Wooldridge [Downloadable! (restricted)]
173-193 Finite sample moments of a bootstrap estimator of the james-stein rule
by Lee Adkins [Downloadable! (restricted)]
195-200 Errors-in-variables regression using estimated latent variables
by Shigeru Iwata [Downloadable! (restricted)]
201-234 A comparison of model selection criteria
by Jeffrey Mills & Kislaya Prasad [Downloadable! (restricted)]
235-252 Efficient score tests for heteroskedasticity in micro-economics
by chris Orme [Downloadable! (restricted)]
253-260 Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
by Sunil Sapra [Downloadable! (restricted)]
261-264 Book reviews
by Peter Smith [Downloadable! (restricted)]

1992, Volume 11, Issue 1

1-71 The econometrics of female labor supply and children
by Alice Nakamura & Masao Nakamura [Downloadable! (restricted)]
73-77 Comments on the economdrics of female labor supply and children by alice and kasao nokalnura
by Richard Blundell [Downloadable! (restricted)]
79-83 Comments on the econometrics of female labor supply and children by alice and masao nokalnura
by Martin Browning & Martin Dooley [Downloadable! (restricted)]
85-87 Comments on the econometrics of female labor supply and children by alice and masao nokalnura
by N. Sören Blomquist [Downloadable! (restricted)]
89-91 Comments on the econometrics of female labor supply and children by alice and kasao nokalnura
by François Laisney [Downloadable! (restricted)]
93-96 Reply
by Alice Nakamura & Masao Nakamura [Downloadable! (restricted)]
97-117 Joint tests of non-nested models and general error specifications
by Anil Bera & Michael McAleer & M. Hashem Pesaran & Mann Yoon [Downloadable! (restricted)]
119-122 A note on estimating regression coefficients with missing data
by Donald Lien & David Rearden [Downloadable! (restricted)]
123-127 Book review
by Colin Mckenzie [Downloadable! (restricted)]

1991, Volume 10, Issue 3

253-325 Basic structure of the asymptotic theory in dynamic nonlinear econometric models
by Benedikt Pötscher & Ingmar Prucha [Downloadable! (restricted)]
327-332 Comment
by Donald Andrews [Downloadable! (restricted)]
333-336 Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. II. Asymptotic normality
by A. R. Gallant [Downloadable! (restricted)]
337-344 Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models
by D. Pollard [Downloadable! (restricted)]
345-348 Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. ii. asymptotic normality
by Halbert White [Downloadable! (restricted)]
349-357 Reply to comments on basic structure of the asymptotic theory in dynamic nonlinear econometric models. II. asymptotic normality
by Benedikt Pötscher & Ingmar. Prucha [Downloadable! (restricted)]

1991, Volume 10, Issue 2

125-216 Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
by Benedikt Pötscher & Ingmar Prucha [Downloadable! (restricted)]
217-234 The numerical evaluation of the distribution function of a bilinear from to a quadratic from with econometric examples
by J. N. Lye [Downloadable! (restricted)]
235-252 When are two step estimators efficient?
by Michael McAleer & C. R. McKenzie [Downloadable! (restricted)]

1991, Volume 10, Issue 1

1-59 State space modeling of multiple time series
by Masanao Aoki & Arthur Havenner [Downloadable! (restricted)]
61-65 Comment on state space modeling of multiple time series
by Manfred Deistler [Downloadable! (restricted)]
67-73 Comment: a model specification test for state space model
by Jeffrey Dorfman [Downloadable! (restricted)]
75-90 State space modeling of multiple time series: a comment
by Stefan Mittnik [Downloadable! (restricted)]
97-99 Remarks on deistler's comment
by M. Aoki [Downloadable! (restricted)]
101-123 Work effort, technical efficiency and productivity growth
by Subal Kumbhakar [Downloadable! (restricted)]

1990, Volume 9, Issue 2

123-184 Specification of household engel curves by nonparametric regression
by Herman Bierens & Hettie Pott-Buter [Downloadable! (restricted)]
185-187 Comments on specification of household expenditure functions and equivalence scales by nonparametric regression
by Richard Blundell [Downloadable! (restricted)]
197-202 Comment on "specificat.ion of household engel curves by nonparametric Regression" hp h.j. bierens and h.a. pott-buter
by Daniel Slesnick [Downloadable! (restricted)]
211-240 Testing purchasing power parity: some evidence of the effects of transaction costs
by Nurhan Davutyan & John pippenger [Downloadable! (restricted)]
241-248 Book review
by Terence Mills & Thomas Fomby [Downloadable! (restricted)]

1990, Volume 9, Issue 1

1-30 Robust m-estimators
by Franco Peracchi [Downloadable! (restricted)]
31-33 Reply
by James Powell [Downloadable! (restricted)]
35-36 Reply
by Franco Peracchi [Downloadable! (restricted)]
37-55 Exclusion restrictions in instrumental variables equations
by Theo Nijam & Mark Steel [Downloadable! (restricted)]
57-89 Calibration as estimation
by Allan Gregory & Gregor Smith [Downloadable! (restricted)]
91-102 A variant on the argument for the invariance of estimators in a singular system of equations
by Keith Mclaren [Downloadable! (restricted)]
103-107 A lagrange multiplier test for the error components model with incomplete panels
by Badi Baltagi & Qi Li [Downloadable! (restricted)]
109-116 The use of dummy variables in consumption models
by Lourens Broersma & Philip Hans Franses [Downloadable! (restricted)]
117-121 Book review
by Andrews Hughes Hallett [Downloadable! (restricted)]

1989, Volume 8, Issue 2

151-186 Econometric tests of rationality and market efficiency
by Richard Baillie [Downloadable! (restricted)]
187-195 Risk premiums in asset prices and returns
by David Backus & Allan Gregory [Downloadable! (restricted)]
197-200 Econometric tests of rationality and market efficiency: a comment
by Frederic Mishkin [Downloadable! (restricted)]
201-205 Comment
by Frederic Mishkin [Downloadable! (restricted)]
207-212 Econometric tests of rationality and market efficiency
by M. R. Wickens [Downloadable! (restricted)]
213-216 Reply
by Richard Baillie [Downloadable! (restricted)]
217-222 On the uniqueness of the maximum likelihood estimator in truncated regression models
by Chris Orme [Downloadable! (restricted)]
223-225 Computational and statistical efficiency of semiparametric gls estimators
by Joel Horowitz & George Neumann [Downloadable! (restricted)]

1989, Volume 8, Issue 1

1-87 Intertemporal consumer behaviour under structural changes in income
by C. C. A. Winder & F. C. Palm [Downloadable! (restricted)]
89-91 Comment
by Olympia Bover [Downloadable! (restricted)]
93-99 Intertemporal consumer behavior under changes in income: a comment
by Francis Diebold [Downloadable! (restricted)]
101-109 Comment
by J. J. Dolado & A. Maravall [Downloadable! (restricted)]
111-121 Comment
by David Hendry [Downloadable! (restricted)]
123-131 Comment
by Lucrezia Reichlin [Downloadable! (restricted)]
133-141 Intertemporal consumer behaviour under structural changes in income
by M. R. Wickens [Downloadable! (restricted)]
143-148 Reply to comments on intertemporal consumer
by C. C. A. Winder & F. C. Palm [Downloadable! (restricted)]

1988, Volume 7, Issue 2

113-148 Optimal collection of information by partially informed agents
by Nicholas Kiefer [Downloadable! (restricted)]
183-197 A selection criterion for choosing between functional forms of income distribution
by J. G. Hirschberg & D. J. Molina & D. J. Slottje [Downloadable! (restricted)]

1988, Volume 7, Issue 1

1-42 Checks of model adequacy for univariate time series models and their application to econometric relationships
by L. G. Godfrey & A. R. Tremayne [Downloadable! (restricted)]

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