# Elsevier

# Journal of Econometrics

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**Current editor:**T. Amemiya

**Current editor:**A. R. Gallant

**Current editor:**J. F. Geweke

**Current editor:**C. Hsiao

**Editor:**

Additional information is available for the following
registered editor(s): A. Ronald Gallant
John Geweke
Cheng Hsiao
Arnold Zellner
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(Zhang, Lei)**

**Series handle:**repec:eee:econom

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### 2000, Volume 98, Issue 2

### 2000, Volume 98, Issue 1

**1-25 The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective***by*Marriott, John & Newbold, Paul**27-46 Consistent bootstrap tests of parametric regression functions***by*Whang, Yoon-Jae**47-79 A Bayesian analysis of multiple-output production frontiers***by*Fernandez, Carmen & Koop, Gary & Steel, Mark**81-106 Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data***by*Bollerslev, Tim & Wright, Jonathan H.**107-127 A test for constant correlations in a multivariate GARCH model***by*Tse, Y. K.**129-161 Conditionally independent private information in OCS wildcat auctions***by*Li, Tong & Perrigne, Isabelle & Vuong, Quang**163-185 Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables***by*Oberhelman, Dennis & Rao Kadiyala, K.

### 2000, Volume 97, Issue 2

**207-225 A nonparametric multiple choice method within the random utility framework***by*Huang, J u-Chin & Nychka, Douglas W.**227-259 Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators***by*Inkmann, Joachim**261-291 Testing for integration using evolving trend and seasonals models: A Bayesian approach***by*Koop, Gary & Dijk, Herman K. Van**293-343 Structural analysis of vector error correction models with exogenous I(1) variables***by*Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J.**345-364 An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models***by*Phillips, Garry D. A.**365-381 Estimating the differencing parameter via the partial autocorrelation function***by*Chong, Terence Tai-Leung

### 2000, Volume 97, Issue 1

**1-23 Short cuts to dynamic factor demand modelling***by*Thomsen, Thomas**25-50 Bayesian analysis of cross-section and clustered data treatment models***by*Chib, Siddhartha & Hamilton, Barton H.**51-91 Exact small-sample inference in stationary, fully regular, dynamic demand models***by*Deschamps, Philippe J.**93-115 Testing for structural change in conditional models***by*Hansen, Bruce E.**117-144 The demand for risky assets: Sample selection and household portfolios***by*Perraudin, William R. M. & Sorensen, Bent E.**145-177 Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables***by*Lewbel, Arthur**179-188 Robustifying Glejser test of heteroskedasticity***by*Im, Kyung So**189-202 Glejser's test revisited***by*Machado, Jose A. F. & Silva, J. M. C. Santos

### 2000, Volume 96, Issue 2

**201-229 Semiparametric identification and heterogeneity in discrete choice dynamic programming models***by*Taber, Christopher R.**231-266 Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators***by*Michaelides, Alexander & Ng, Serena**267-292 On simulated EM algorithms***by*Nielsen, Soren Feodor**293-356 An empirical analysis of earnings dynamics among men in the PSID: 1968-1989***by*Geweke, John & Keane, Michael**357-393 Duration dependence and nonparametric heterogeneity: A Monte Carlo study***by*Baker, Michael & Melino, Angelo

### 2000, Volume 96, Issue 1

**1-23 A simple framework for nonparametric specification testing***by*Ellison, Glenn & Ellison, Sara Fisher**25-37 Efficiency results of MLE and GMM estimation with sampling weights***by*Butler, J. S.**39-73 Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes***by*Corradi, Valentina & Swanson, Norman R. & White, Halbert**75-111 Moments of Markov switching models***by*Timmermann, Allan**113-144 Nonparametric inference on structural breaks***by*Delgado, Miguel A. & Hidalgo, Javier**145-153 Reconsidering the continuous time limit of the GARCH(1, 1) process***by*Corradi, Valentina**155-182 The spurious regression of fractionally integrated processes***by*Tsay, Wen-Jen & Chung, Ching-Fan**183-199 Efficient estimation of binary choice models under symmetry***by*Chen, Songnian

### 2000, Volume 95, Issue 2

**223-253 The econometric consequences of the ceteris paribus condition in economic theory***by*Bierens, Herman J. & Swanson, Norman R.**255-283 Econometrics and decision theory***by*Chamberlain, Gary**285-331 Cross-sectional aggregation of non-linear models***by*van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem**333-345 Internet-based econometric computing***by*Hardle, W. & Horowitz, J.**347-374 Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics***by*Koenker, Roger**375-389 Empirically relevant critical values for hypothesis tests: A bootstrap approach***by*Horowitz, Joel L. & Savin, N. E.**391-413 The incidental parameter problem since 1948***by*Lancaster, Tony**415-442 Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice***by*Manski, Charles F.**443-462 Using a likelihood perspective to sharpen econometric discourse: Three examples***by*Sims, Christopher A.

### 2000, Volume 95, Issue 1

**1-23 Rank estimation of a generalized fixed-effects regression model***by*Abrevaya, Jason**25-56 Estimation of a censored regression panel data model using conditional moment restrictions efficiently***by*Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur**57-69 Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach***by*Nakatsuma, Teruo**71-96 Unit root tests in the presence of uncertainty about the non-stochastic trend***by*Ayat, Leila & Burridge, Peter**97-116 Detection of change in persistence of a linear time series***by*Kim, Jae-Young**117-129 A numerically stable quadrature procedure for the one-factor random-component discrete choice model***by*Lee, Lung-fei**131-156 Estimating the density of unemployment duration based on contaminated samples or small samples***by*Ryu, Hang K. & Slottje, Daniel J.**157-176 On the sensitivity of the usual t- and F-tests to covariance misspecification***by*Banerjee, Anurag N. & Magnus, Jan R.**177-198 Testing for the cointegrating rank of a VAR process with a time trend***by*Lutkepohl, Helmut & Saikkonen, Pentti**199-218 Testing time reversibility without moment restrictions***by*Chen, Yi-Ting & Chou, Ray Y. & Kuan, Chung-Ming

### 2000, Volume 94, Issue 1-2

**1-7 Econometric methods for derivative securities and risk management***by*Garcia, R. & Ghysels, E. & Renault, E.**9-51 Nonparametric risk management and implied risk aversion***by*Ait-Sahalia, Yacine & Lo, Andrew W.**53-92 American options with stochastic dividends and volatility: A nonparametric investigation***by*Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier**93-115 Pricing and hedging derivative securities with neural networks and a homogeneity hint***by*Garcia, Rene & Gencay, Ramazan**117-143 Econometric specification of the risk neutral valuation model***by*Clement, E. & Gourieroux, C. & Monfort, A.**145-180 Bayesian analysis of contingent claim model error***by*Jacquier, Eric & Jarrow, Robert**181-238 Post-'87 crash fears in the S&P 500 futures option market***by*Bates, David S.**239-276 Regime switching in foreign exchange rates: Evidence from currency option prices***by*Bollen, Nicolas P. B. & Gray, Stephen F. & Whaley, Robert E.**277-318 Pricing and hedging long-term options***by*Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu

### 1999, Volume 93, Issue 2

**203-228 Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable***by*Abrevaya, Jason**229-255 Bayesian estimation of switching ARMA models***by*Billio, M. & Monfort, A. & Robert, C. P.**257-279 Testing for ARCH in the presence of a possibly misspecified conditional mean***by*Lumsdaine, Robin L. & Ng, Serena**281-308 Weak exogeneity in I(2) VAR systems***by*Paruolo, Paolo & Rahbek, Anders**309-326 How informative is the initial condition in the dynamic panel model with fixed effects?***by*Hahn, Jinyong**327-344 GMM inference when the number of moment conditions is large***by*Koenker, Roger & Machado, Jose A. F.**345-368 Threshold effects in non-dynamic panels: Estimation, testing, and inference***by*Hansen, Bruce E.**369-401 The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors***by*Michelis, Leo

### 1999, Volume 93, Issue 1

**1-24 I(0) In, integration and cointegration out:: Time series properties of endogenous growth models***by*Paul Lau, Sau-Him**25-47 On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components***by*Galbraith, JohnW. & Zinde-Walsh, Victoria**49-72 A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco***by*Labeaga, Jose M.**73-91 Testing exact rational expectations in cointegrated vector autoregressive models***by*Johansen, Soren & Swensen, Anders Rygh**93-111 Efficiency comparisons of maximum-likelihood-based estimators in GARCH models***by*Gonzalez-Rivera, Gloria & Drost, Feike C.**113-148 Finite sample properties of tests of the Epstein-Zin asset pricing model***by*Smith, David C.**149-175 Indirect estimation of ARFIMA and VARFIMA models***by*Martin, Vance L. & Wilkins, Nigel P.**177-201 Efficient estimation of panel data models with strictly exogenous explanatory variables***by*So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M.

### 1999, Volume 92, Issue 2

**193-232 Stratified partial likelihood estimation***by*Ridder, Geert & Tunali, Insan**233-274 Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome***by*Mroz, Thomas A.**275-294 A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models***by*Skeels, Christopher L. & Vella, Francis**295-323 The sensitivity of OLS when the variance matrix is (partially) unknown***by*Banerjee, Anurag N. & Magnus, Jan R.**325-353 Estimation error and the specification of unobserved component models***by*Maravall, Agustin & Planas, Christophe**355-390 Estimation of dynamic and ARCH Tobit models***by*Lee, Lung-fei

### 1999, Volume 92, Issue 1

**1-45 GMM estimation with cross sectional dependence***by*Conley, T. G.**47-74 Infrastructure and productivity: a nonlinear approach***by*G. Duggal, Vijaya & Saltzman, Cynthia & Klein, Lawrence R.**75-99 Long-term equity anticipation securities and stock market volatility dynamics***by*Bollerslev, Tim & Ole Mikkelsen, Hans**101-147 Consistent model specification tests for time series econometric models***by*Li, Qi**149-172 The relative efficiency of method of moments estimators1***by*Ronald Gallant, A. & Tauchen, George**173-192 Properties of moments of a family of GARCH processes***by*He, Changli & Terasvirta, Timo

### 1999, Volume 91, Issue 2

**201-226 Inference for unit roots in dynamic panels where the time dimension is fixed***by*Harris, Richard D. F. & Tzavalis, Elias**227-271 Model selection in partially nonstationary vector autoregressive processes with reduced rank structure***by*Chao, John C. & Phillips, Peter C. B.**273-298 Measurement errors: A principal investigator-agent approach***by*Philipson, Tomas & Malani, Anup**299-323 Likelihood ratio tests for multiple structural changes***by*Bai, Jushan**325-371 Non-stationary log-periodogram regression***by*Velasco, Carlos**373-401 Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series***by*Chen, Xiaohong & Fan, Yanqin

### 1999, Volume 91, Issue 1

**1-42 The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series***by*Whang, Yoon-Jae & Linton, Oliver**43-60 An ordered family of Lorenz curves***by*Sarabia, J. -M. & Castillo, Enrique & Slottje, Daniel J.**61-87 Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study***by*Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E.**89-111 Redundancy of moment conditions***by*Breusch, Trevor & Qian, Hailong & Schmidt, Peter & Wyhowski, Donald**113-144 Distribution theory for unit root tests with conditional heteroskedasticity1***by*Seo, Byeongseon**145-169 Improved instrumental variables and generalized method of moments estimators***by*Qian, Hailong & Schmidt, Peter**171-199 Distribution-free estimation of the random coefficient dummy endogenous variable model***by*Chen, Songnian

### 1999, Volume 90, Issue 2

**155-191 Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable***by*Gorgens, Tue & Horowitz, Joel L.**193-213 Testing parameter constancy in linear models against stochastic stationary parameters***by*Lin, Chien-Fu Jeff & Terasvirta, Timo**215-237 Tests of cointegrating rank with a trend-break***by*Inoue, Atsushi**239-263 Two-step estimation of panel data models with censored endogenous variables and selection bias***by*Vella, Francis & Verbeek, Marno**265-289 Trend stationarity in the I(2) cointegration model***by*Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara**291-316 Block recursion and structural vector autoregressions***by*Zha, Tao**317-336 Ordering univariate distributions by entropy and variance***by*Ebrahimi, Nader & Maasoumi, Esfandiar & Soofi, Ehsan S.

### 1999, Volume 90, Issue 1

**1-44 Spurious regression and residual-based tests for cointegration in panel data***by*Kao, Chihwa**63-76 The second moment and the autocovariance function of the squared errors of the GARCH model***by*Karanasos, Menelaos**77-97 Distribution-free estimation of some nonlinear panel data models***by*Wooldridge, Jeffrey M.**99-127 Bootstrap confidence bands for shrinkage estimators***by*Kazimi, Camilla & Brownstone, David**129-153 A semiparametric two-step estimator in a multivariate long memory model***by*Lobato, Ignacio N.

### 1998, Volume 89, Issue 1-2

**15-39 Modeling survey response bias - with an analysis of the demand for an advanced electronic device***by*Hsiao, Cheng & Sun, Bao-Hong**41-56 Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data***by*Gonul, Fusun F.**57-78 Marketing models of consumer heterogeneity***by*Allenby, Greg M. & Rossi, Peter E.**79-108 A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data***by*DeSarbo, Wayne S. & Kim, Youngchan & Fong, Duncan**109-129 Forecasting new product penetration with flexible substitution patterns***by*Brownstone, David & Train, Kenneth**131-157 A model of health plan choice:: Inferring preferences and perceptions from a combination of revealed preference and attitudinal data***by*Harris, Katherine M. & Keane, Michael P.**159-175 Econometric modeling of competition: A multi-category choice-based mapping approach***by*Erdem, Tulin & Winer, Russell S.**177-196 Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters***by*Erdem, Tulin & Keane, Michael P. & Sun, Baohong**197-221 Combining sources of preference data***by*Hensher, David & Louviere, Jordan & Swait, Joffre**223-248 Markov chain Monte Carlo and models of consideration set and parameter heterogeneity***by*Chiang, Jeongwen & Chib, Siddhartha & Narasimhan, Chakravarthi**249-268 Varying parameter models to accommodate dynamic promotion effects***by*Foekens, Eijte W. & S.H. Leeflang, Peter & Wittink, Dick R.**269-291 Long-run effects of price promotions in scanner markets***by*G. Dekimpe, Marnik & Hanssens, Dominique M. & Silva-Risso, Jorge M.**293-315 Outlier robust analysis of long-run marketing effects for weekly scanning data***by*Franses, Philip Hans & Kloek, Teun & Lucas, Andre**317-338 Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data***by*Bockenholt, Ulf**339-363 Product line extensions and competitive market interactions: An empirical analysis***by*Kadiyali, Vrinda & Vilcassim, Naufel & Chintagunta, Pradeep**365-392 Optimal product positioning based on paired comparison data***by*Baier, Daniel & Gaul, Wolfgang**393-421 Representation of measurement error in marketing variables: Review of approaches and extension to three-facet designs***by*Bagozzi, Richard P. & Yi, Youjae & Nassen, Kent D.**423-455 A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns***by*DeSarbo, Wayne S. & Choi, Jungwhan

### 1998, Volume 88, Issue 2

**203-206 Forecasting turning points in countries' output growth rates: A response to Milton Friedman***by*Zellner, Arnold & Min, Chung-ki**207-226 Discrete and continuous time cointegration***by*Comte, F.**227-250 Conduct parameters and the measurement of market power***by*Corts, Kenneth S.**251-281 Bayes factors and nonlinearity: Evidence from economic time series1***by*Koop, Gary & Potter, Simon M.**283-299 Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series***by*Vogelsang, Timothy J.**301-339 Likelihood analysis of seasonal cointegration***by*Johansen, Soren & Schaumburg, Ernst**341-363 Missing observations in ARIMA models: Skipping approach versus additive outlier approach***by*Gomez, Victor & Maravall, Agustin & Pena, Daniel**365-401 Monte Carlo inference in econometric models with symmetric stable disturbances***by*Tsionas, Efthymios G.

### 1998, Volume 88, Issue 1

**1-40 Semiparametric estimates and tests of base-independent equivalence scales***by*Pendakur, Krishna**41-77 Testing the null of stationarity for multiple time series***by*Choi, In & Chul Ahn, Byung**79-98 Relative efficiency with equivalence classes of asymptotic covariances***by*Mandy, D. M. & Martins-Filho, Carlos**99-121 Asymptotic Bayesian analysis based on a limited information estimator***by*Kwan, Yum K.**123-150 Semiparametric estimation of count regression models1***by*Gurmu, Shiferaw & Rilstone, Paul & Stern, Steven**151-191 Testing for r versus r-1 cointegrating vectors***by*Snell, Andy**193-201 Inadmissibility of the Stein-rule estimator under the balanced loss function***by*Ohtani, Kazuhiro

### 1998, Volume 87, Issue 2

**207-237 Testing serial correlation in semiparametric panel data models***by*Li, Q. & Hsiao, C.**239-269 Misclassification of the dependent variable in a discrete-response setting***by*Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M.**271-301 Estimation of stochastic volatility models via Monte Carlo maximum likelihood***by*Sandmann, Gleb & Koopman, Siem Jan**303-327 Inferring technological parameters from incomplete panel data***by*Dionne, Georges & Gagne, Robert & Vanasse, Charles**329-371 Convenient estimators for the panel probit model***by*Bertschek, Irene & Lechner, Michael

### 1998, Volume 87, Issue 1

**1-24 Maximum score estimation of disequilibrium models and the role of anticipatory price-setting***by*Mayer, Walter J. & Dorsey, Robert E.**25-47 Simulated latent variable estimation of models with ordered categorical data***by*Breslaw, Jon A. & McIntosh, James**49-86 Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior***by*Chao, J. C. & Phillips, P. C. B.**87-113 Structural relations, cointegration and identification: some simple results and their application***by*Davidson, James**115-143 Initial conditions and moment restrictions in dynamic panel data models***by*Blundell, Richard & Bond, Stephen**145-165 A simple consistent bootstrap test for a parametric regression function***by*Li, Q. & Wang, Suojin**167-189 Testing for a slowly changing level with special reference to stochastic volatility***by*Harvey, Andrew & Streibel, Mariane**191-203 Spurious rejections by Dickey-Fuller tests in the presence of a break under the null***by*Leybourne, Stephen J. & C. Mills, Terence & Newbold, Paul

### 1998, Volume 86, Issue 2

**193-220 Testing for serial correlation in multivariate regression models***by*Kyriazidou, Ekaterini**221-241 Estimation and comparison of multiple change-point models***by*Chib, Siddhartha**243-268 Uniform laws of large numbers and stochastic Lipschitz-continuity***by*de Jong, Robert M.**269-295 Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution***by*Ichimura, Hidehiko & Thompson, T. Scott**297-336 Higher-order approximations for frequency domain time series regression***by*Xiao, Zhijie & Phillips, Peter C. B.**337-368 Test for partial parameter instability in regressions with I(1) processes***by*Kuo, Biing-Shen**369-386 Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching***by*Psaradakis, Zacharias & Sola, Martin**387-396 FELLOW'S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions***by*Vinod, H. D.

### 1998, Volume 86, Issue 1

**1-32 Spectral methods for identifying scalar diffusions***by*Hansen, Lars Peter & Alexandre Scheinkman, Jose & Touzi, Nizar**33-54 Posterior simulation and Bayes factors in panel count data models***by*Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer**55-95 Inference in possibly integrated vector autoregressive models: some finite sample evidence***by*Yamada, Hiroshi & Toda, Hiro Y.**97-127 Testing for GARCH effects: a one-sided approach***by*Demos, Antonis & Sentana, Enrique**129-154 Pitfalls in testing for long run relationships***by*Gonzalo, Jesus & Lee, Tae-Hwy**155-175 Tests for cointegration with infinite variance errors***by*Caner, Mehmet**177-192 Bayesian and non-bayesian solutions to analysis of covariance models under heteroscedasticity***by*Ananda, Malwane M. A.

### 1998, Volume 85, Issue 2

**205-230 Approximate bias correction in econometrics***by*MacKinnon, James G. & Smith Jr., Anthony A.**231-267 Adaptive estimation of cointegrating regressions with ARMA errors***by*Hodgson, Douglas J.**269-288 Additional critical values and asymptotic representations for seasonal unit root tests***by*Smith, Richard J. & Taylor, A. M. Robert**289-316 Low-pass filtered least squares estimators of cointegrating vectors***by*Yikang, Li**317-337 System estimators of cointegrating matrix in absence of normalising information***by*Minxian, Yang**339-385 Statistical inference on cointegration rank in error correction models with stationary covariates***by*Byeongseon, Seo**387-400 Bayesian inference in a simultaneous equation model with limited dependent variables***by*Kai, Li

### 1998, Volume 85, Issue 1

**1-31 The estimation of systems of joint differential-difference equations***by*Chambers, Marcus J.**33-50 Parametric tests for static and dynamic equilibrium***by*Atkinson, Scott E. & Halvorsen, Robert**51-74 Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances***by*Turkington, Darrell A.**75-98 Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators***by*Broze, Laurence & Gourieroux, Christian**99-123 Business cycle durations***by*Filardo, Andrew J. & Gordon, Stephen F.**125-154 Contracting in space: An application of spatial statistics to discrete-choice models***by*Pinkse, Joris & Slade, Margaret E.**155-188 Analysis of cointegration vectors using the GMM approach***by*Quintos, Carmela E.**189-203 Using dominance in forming bounds on DEA models: The case of experimental agricultural data***by*Chambers, Robert G. & Fare, Rolf & Jaenicke, Edward & Lichtenberg, Erik

### 1998, Volume 84, Issue 2

**205-231 A consistent nonparametric test for serial independence***by*Pinkse, Joris**233-250 Spurious regression theory with nonstationary fractionally integrated processes***by*Marmol, Francesc**251-271 On the use of sampling weights when estimating regression models with survey data***by*Magee, L. & Robb, A. L. & Burbidge, J. B.**273-301 Stochastic panel frontiers: A semiparametric approach***by*Park, B. U. & Sickles, R. C. & Simar, L.**303-325 Representations of I(2) cointegrated systems using the Smith-McMillan form***by*Haldrup, Niels & Salmon, Mark**327-349 The union/non-union wage differential: An application of semi-parametric methods***by*Lanot, Gauthier & Walker, Ian**383-400 Estimation of censored linear errors-in-variables models***by*Wang, Liqun

### 1998, Volume 84, Issue 1

**1-36 Testing multiple equation systems for common nonlinear components***by*Anderson, Heather M. & Vahid, Farshid**37-58 Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations***by*Horowitz, Joel L. & Manski, Charles F.