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2006, Volume 131, Issue 1-2
- 339-358 Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna
- 359-403 What does the yield curve tell us about GDP growth?
by Ang, Andrew & Piazzesi, Monika & Wei, Min
- 405-444 A joint econometric model of macroeconomic and term-structure dynamics
by Hordahl, Peter & Tristani, Oreste & Vestin, David
- 445-473 Regime switching for dynamic correlations
by Pelletier, Denis
- 475-505 Multivariate Jacobi process with application to smooth transitions
by Gourieroux, Christian & Jasiak, Joann
- 507-537 Evaluating latent and observed factors in macroeconomics and finance
by Bai, Jushan & Ng, Serena
- 539-578 An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
by Bhardwaj, Geetesh & Swanson, Norman R.
- 579-609 A time series model for an exchange rate in a target zone with applications
by Lundbergh, Stefan & Terasvirta, Timo
February 2006, Volume 130, Issue 2
- 209-233 Local Whittle estimation of fractional integration and some of its variants
by Shimotsu, Katsumi & Phillips, Peter C.B.
- 235-252 A semi-parametric estimator for censored selection models with endogeneity
by Lee, Myoung-jae & Vella, Francis
- 253-272 Identification and estimation with contaminated data: When do covariate data sharpen inference?
by Mullin, Charles H.
- 273-306 On the selection of forecasting models
by Inoue, Atsushi & Kilian, Lutz
- 307-335 Estimation of copula-based semiparametric time series models
by Chen, Xiaohong & Fan, Yanqin
- 337-364 Forecasting the term structure of government bond yields
by Diebold, Francis X. & Li, Canlin
- 365-384 A semiparametric GARCH model for foreign exchange volatility
by Yang, Lijian
January 2006, Volume 130, Issue 1
- 1-23 A family of autoregressive conditional duration models
by Fernandes, Marcelo & Grammig, Joachim
- 25-43 Superlative index numbers: not all of them are super
by Hill, Robert J.
- 45-100 Efficient tests for the presence of a pair of complex conjugate unit roots in real time series
by Gregoir, Stephane
- 101-122 A new approximate point optimal test of a composite null hypothesis
by Sriananthakumar, Sivagowry & King, Maxwell L.
- 123-142 Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
by Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc
- 143-164 Introduction to m-m processes
by Granger, Clive W.J. & Hyung, Namwon
- 165-207 Residual log-periodogram inference for long-run relationships
by Hassler, U. & Marmol, F. & Velasco, C.
2005, Volume 129, Issue 1-2
- 1-34 Modelling structural breaks, long memory and stock market volatility: an overview
by Banerjee, Anindya & Urga, Giovanni
- 35-40 The past and future of empirical finance: some personal comments
by Granger, Clive W.J.
- 41-64 Selection of the break in the Perron-type tests
by Montanes, Antonio & Olloqui, Irene & Calvo, Elena
- 65-119 Structural breaks with deterministic and stochastic trends
by Perron, Pierre & Zhu, Xiaokang
- 121-138 Neglecting parameter changes in GARCH models
by Hillebrand, Eric
- 139-182 Robust GMM tests for structural breaks
by Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni
- 183-217 Small sample properties of forecasts from autoregressive models under structural breaks
by Pesaran, M. Hashem & Timmermann, Allan
- 219-261 A parametric bootstrap test for cycles
by Dalla, Violetta & Hidalgo, Javier
- 263-298 Cointegration in fractional systems with deterministic trends
by Robinson, P.M. & Iacone, F.
- 299-327 Renewal regime switching and stable limit laws
by Leipus, Remigijus & Paulauskas, Vygantas & Surgailis, Donatas
- 329-372 Testing for structural change in regression with long memory processes
by Lazarova, Stepana
October 2005, Volume 128, Issue 2
- 195-213 Size and power of tests of stationarity in highly autocorrelated time series
by Muller, Ulrich K.
- 215-251 Sign tests for long-memory time series
by Delgado, Miguel A. & Velasco, Carlos
- 253-282 Generating schemes for long memory processes: regimes, aggregation and linearity
by Davidson, James & Sibbertsen, Philipp
- 283-300 The distance between rival nonstationary fractional processes
by Robinson, P.M.
- 301-323 Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
by Rabe-Hesketh, Sophia & Skrondal, Anders & Pickles, Andrew
September 2005, Volume 128, Issue 1
- 1-29 Combining estimators to improve structural model estimation and inference under quadratic loss
by Mittelhammer, Ron C. & Judge, George G.
- 31-68 Impact factors
by Omtzigt, Pieter & Paruolo, Paolo
- 69-97 Robust efficient method of moments
by Ortelli, Claudio & Trojani, Fabio
- 99-136 VAR forecasting under misspecification
by Schorfheide, Frank
- 137-164 Quasi-maximum likelihood estimation for conditional quantiles
by Komunjer, Ivana
- 165-193 Bootstrap inference in systems of single equation error correction models
by Herwartz, Helmut & Neumann, Michael H.
August 2005, Volume 127, Issue 2
- 131-164 Panel data analysis of U.S. coal productivity
by Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M.
- 165-178 On leverage in a stochastic volatility model
by Yu, Jun
- 179-199 A nonparametric test for changing trends
by Juhl, Ted & Xiao, Zhijie
- 201-224 Subsampling inference in threshold autoregressive models
by Gonzalo, Jesus & Wolf, Michael
- 225-252 Unified approach to testing functional hypotheses in semiparametric contexts
by Hall, Peter & Yatchew, Adonis
July 2005, Volume 127, Issue 1
- 1-16 Origins of the limited information maximum likelihood and two-stage least squares estimators
by Anderson, T.W.
- 17-33 Highly accurate likelihood analysis for the seemingly unrelated regression problem
by Fraser, D.A.S. & Rekkas, M. & Wong, A.
- 35-68 Nonparametric specification tests for conditional duration models
by Fernandes, Marcelo & Grammig, Joachim
- 69-81 Stability results for nonlinear error correction models
by Saikkonen, Pentti
- 83-102 Estimating dynamic models from repeated cross-sections
by Verbeek, Marno & Vella, Francis
- 103-128 Measurement errors and outliers in seasonal unit root testing
by Haldrup, Niels & Montanes, Antonio & Sanso, Andreu
June 2005, Volume 126, Issue 2
- 233-240 Current developments in productivity and efficiency measurement
by Dorfman, Jeffrey H. & Koop, Gary
- 241-267 Estimation of a panel data model with parametric temporal variation in individual effects
by Han, Chirok & Orea, Luis & Schmidt, Peter
- 269-303 Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
by Greene, William
- 305-334 Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
by Sickles, Robin C.
- 335-354 On ranking and selection from independent truncated normal distributions
by Horrace, William C.
- 355-384 Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
by Kumbhakar, Subal C. & Tsionas, Efthymios G.
- 385-409 Estimating variable returns to scale production frontiers with alternative stochastic assumptions
by Griffiths, William E. & O'Donnell, Christopher J.
- 411-444 Alternative efficiency measures for multiple-output production
by Fernandez, Carmen & Koop, Gary & Steel, Mark F.J.
- 445-468 Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution
by Atkinson, Scott E. & Dorfman, Jeffrey H.
- 469-492 Characteristics of a polluting technology: theory and practice
by Fare, Rolf & Grosskopf, Shawna & Noh, Dong-Woon & Weber, William
- 493-523 A Bayesian approach to imposing curvature on distance functions
by O'Donnell, Christopher J. & Coelli, Timothy J.
- 525-548 Product diversification, production systems, and economic performance in U.S. agricultural production
by Paul, Catherine J. Morrison & Nehring, Richard
- 549-570 Skill-biased technical change in US manufacturing: a general index approach
by Baltagi, Badi H. & Rich, Daniel P.
- 571-572 Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294]
by Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles
May 2005, Volume 126, Issue 1
- 1-24 Testing for common deterministic trend slopes
by Vogelsang, Timothy J. & Franses, Philip Hans
- 25-51 A finite sample correction for the variance of linear efficient two-step GMM estimators
by Windmeijer, Frank
- 53-77 Nonparametric estimation of time varying parameters under shape restrictions
by Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan
- 79-114 Nonparametric estimation of structural change points in volatility models for time series
by Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong
- 115-143 A bootstrap causality test for covariance stationary processes
by Hidalgo, J.
- 145-171 Asymptotic inference from multi-stage samples
by Bhattacharya, Debopam
- 173-200 Econometrics of first-price auctions with entry and binding reservation prices
by Tong Li
- 201-232 Testing affine term structure models in case of transaction costs
by Driessen, Joost & Melenberg, Bertrand & Nijman, Theo
2005, Volume 125, Issue 1-2
- 1-13 Special issue on Experimental and non-experimental evaluation of economic policy and models
by Ham, John C. & LaLonde, Robert J.
- 15-51 Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs
by Aakvik, Arild & Heckman, James J. & Vytlacil, Edward J.
- 53-75 Do unemployment insurance recipients actively seek work? Evidence from randomized trials in four U.S. States
by Ashenfelter, Orley & Ashmore, David & Deschenes, Olivier
- 77-111 Correcting for selective compliance in a re-employment bonus experiment
by Bijwaard, Govert E. & Ridder, Geert
- 113-139 How important are "entry effects" in financial incentive programs for welfare recipients? Experimental evidence from the Self-Sufficiency Project
by Card, David & Robins, Philip K.
- 141-173 Program evaluation as a decision problem
by Dehejia, Rajeev H.
- 175-205 Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions
by Ham, John C. & Kagel, John H. & Lehrer, Steven F.
- 207-239 The benefits of prenatal care: evidence from the PAT bus strike
by Evans, William N. & Lien, Diana S.
- 241-270 Predicting the efficacy of future training programs using past experiences at other locations
by Joseph Hotz, V. & Imbens, Guido W. & Mortimer, Julie H.
- 271-304 Estimating the returns to community college schooling for displaced workers
by Jacobson, Louis & LaLonde, Robert & G. Sullivan, Daniel
- 305-353 Does matching overcome LaLonde's critique of nonexperimental estimators?
by A. Smith, Jeffrey & E. Todd, Petra
- 355-364 Practical propensity score matching: a reply to Smith and Todd
by Dehejia, Rajeev
- 365-375 Rejoinder
by Smith, Jeffrey & Todd, Petra
February 2005, Volume 124, Issue 2
- 205-225 Testing the nominal-to-real transformation
by Kongsted, Hans Christian
- 227-252 Autocovariance functions of series and of their transforms
by Abadir, Karim M. & Talmain, Gabriel
- 253-267 Optimal weighted average power similar tests for the covariance structure in the linear regression model
by Forchini, Giovanni
- 269-310 Testing for the cointegration rank when some cointegrating directions are changing
by Andrade, Philippe & Bruneau, Catherine & Gregoir, Stephane
- 311-334 A Bayesian analysis of the multinomial probit model using marginal data augmentation
by Imai, Kosuke & van Dyk, David A.
- 335-361 Instrumental variables estimators of nonparametric models with discrete endogenous regressors
by Das, M.
- 363-394 Testing for cointegration using partially linear models
by Juhl, Ted & Xiao, Zhijie
January 2005, Volume 124, Issue 1
- 1-31 The power of tests of predictive ability in the presence of structural breaks
by Clark, Todd E. & McCracken, Michael W.
- 33-54 Variance ratio tests of the seasonal unit root hypothesis
by Taylor, A. M. Robert
- 55-89 Subsampling vector autoregressive tests of linear constraints
by Choi, In
- 91-116 Parametric approximations of nonparametric frontiers
by Florens, Jean-Pierre & Simar, Leopold
- 117-148 Bootstrap specification tests for diffusion processes
by Corradi, Valentina & Swanson, Norman R.
- 149-186 Testing normality: a GMM approach
by Bontemps, Christian & Meddahi, Nour
- 187-201 Point optimal tests of the null hypothesis of cointegration
by Jansson, Michael
- 203-204 Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395]
by Rilstone, Paul & Ullah, Aman
December 2004, Volume 123, Issue 2
- 197-199 Recent advances in Bayesian econometrics
by Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K.
- 201-225 Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
by Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D.
- 227-258 Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
by Kleibergen, Frank
- 259-282 Bayesian variants of some classical semiparametric regression techniques
by Koop, Gary & Poirier, Dale J.
- 283-306 Bayesian evaluation of non-admissible conditioning
by Mouchart, Michel & Scheihing, Eliana
- 307-325 Bayesian analysis of the error correction model
by Strachan, Rodney W. & Inder, Brett
- 327-344 Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
by Chopin, Nicolas & Pelgrin, Florian
- 345-369 Density inference for ranking European research systems in the field of economics
by Lubrano, Michel & Protopopescu, Camelia
- 371-391 Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
by Osiewalski, Jacek & Pipien, Mateusz
November 2004, Volume 123, Issue 1
- 1-31 On Kolmogorov's representation of functions of several variables by functions of one variable
by Coppejans, Mark
- 33-66 Tests of stationarity against a change in persistence
by Busetti, Fabio & Taylor, A. M. Robert
- 67-87 Bootstrapping the HEGY seasonal unit root tests
by Burridge, Peter & Robert Taylor, A. M.
- 89-120 Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
by Goncalves, Silvia & Kilian, Lutz
- 121-152 Semiparametric Bayesian inference for stochastic frontier models
by Griffin, J. E. & Steel, M. F. J.
- 153-187 Comparing dynamic equilibrium models to data: a Bayesian approach
by Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan
- 189-193 Decompositions of Pearson's chi-squared test
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
October 2004, Volume 122, Issue 2
- 213-246 An empirical model of learning and patient spillovers in new drug entry
by Coscelli, Andrea & Shum, Matthew
- 247-280 Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
by Shin, Dong Wan & Oh, Man-Suk
- 281-291 Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
by Biorn, Erik
- 293-316 Estimation of cross sectional and panel data censored regression models with endogeneity
by Honore, Bo E. & Hu, Luojia
- 317-347 Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
by Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian
- 349-384 Analytical evaluation of the power of tests for the absence of cointegration
by Pesavento, Elena
- 385-403 Maximum score estimation of a nonstationary binary choice model
by Moon, Hyungsik Roger
September 2004, Volume 122, Issue 1
- 1-26 Toward an empirical analysis of polarization
by Anderson, Gordon
- 27-46 On the harm that ignoring pretesting can cause
by Danilov, Dmitry & Magnus, J.R.Jan R.
- 47-79 Optimal forecast combinations under general loss functions and forecast error distributions
by Elliott, Graham & Timmermann, Allan
- 81-126 Testing for a unit root in panels with dynamic factors
by Moon, H.R.Hyungsik Roger & Perron, Benoit
- 127-136 Markov-switching models with endogenous explanatory variables
by Kim, C.-J.Chang-Jin
- 137-183 Estimating cross-section common stochastic trends in nonstationary panel data
by Bai, Jushan
- 185-212 Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
by Jacquier, Eric & Polson, Nicholas G. & Rossi, P.E.Peter E.
2004, Volume 121, Issue 1-2
- 1-18 The econometrics of higher education: editor's view
by Marsh, L.C.Lawrence C.
- 19-37 Econometric studies of higher education
by Ehrenberg, R.G.Ronald G.
- 39-98 The effect of schooling and ability on achievement test scores
by Hansen, Karsten T. & Heckman, James J. & Mullen, K.J.Kathleen J.
- 99-124 How robust is the evidence on the effects of college quality? Evidence from matching
by Black, Dan A. & Smith, J.A.Jeffrey A.
- 125-142 The effect of college location on migration of college-educated labor
by Groen, J.A.Jeffrey A.
- 143-173 Trade in university training: cross-state variation in the production and stock of college-educated labor
by Bound, John & Groen, Jeffrey & Kezdi, G.Gabor & Turner, Sarah
- 175-212 Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data
by Moretti, Enrico
- 213-241 Why do employers pay for college?
by Cappelli, Peter
- 243-269 Time-use and college outcomes
by Stinebrickner, Ralph & Stinebrickner, T.R.Todd R.
- 271-296 How have college decisions changed over time? An application of the conditional logistic choice model
by Terry Long, B.Bridget
- 297-317 College performance predictions and the SAT
by Rothstein, J.M.Jesse M.
- 319-342 College applications and the effect of affirmative action
by Long, M.C.Mark C.
- 343-375 Ability sorting and the returns to college major
by Arcidiacono, Peter
- 377-404 The impact of college course offerings on the supply of academically talented public school teachers
by Reback, RandallRandall
- 405-426 Bayesian solutions to graduate admissions and related selection problems
by Marsh, L.C.Lawrence C. & Zellner, Arnold
June 2004, Volume 120, Issue 2
- 207-234 Alternative sampling methods for estimating multivariate normal probabilities
by Sandor, Zsolt & Andras, P.Peter
- 235-262 Asymptotic theory for heterogeneous dynamic pseudo-panels
by McKenzie, D.J.David J.
- 263-293 Bootstrap unit root tests in panels with cross-sectional dependency
by Chang, Yoosoon
- 295-326 Subsampling the distribution of diverging statistics with applications to finance
by Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert
- 327-359 Forecasting and turning point predictions in a Bayesian panel VAR model
by Canova, Fabio & Ciccarelli, Matteo
May 2004, Volume 120, Issue 1
- 1-33 Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
by Shintani, Mototsugu & Linton, Oliver
- 35-73 Alternative estimators and unit root tests for seasonal autoregressive processes
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
- 75-102 Contemporaneous aggregation of linear dynamic models in large economies
by Zaffaroni, Paolo
- 103-138 Nonstationary discrete choice
by Hu, Ling & Phillips, Peter C. B.
- 139-158 Stability of random coefficient ARCH models and aggregation schemes
by Kazakevicius, Vytautas & Leipus, Remigijus & Viano, Marie-Claude
- 159-180 Simple estimators for nonparametric panel data models with sample attrition
by Das, M.
- 181-205 Mobility measurement, transition matrices and statistical inference
by Formby, John P. & Smith, W. James & Zheng, Buhong
April 2004, Volume 119, Issue 2
- 223-230 Dynamic factor models
by Croux, Christophe & Renault, Eric & Werker, Bas
- 231-255 The generalized dynamic factor model consistency and rates
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
- 257-289 Factor representing portfolios in large asset markets
by Sentana, Enrique
- 291-321 Forecasting with nonstationary dynamic factor models
by Pena, Daniel & Poncela, Pilar
- 323-353 Kernel-based nonlinear canonical analysis and time reversibility
by Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian
- 355-379 Temporal aggregation of volatility models
by Meddahi, Nour & Renault, Eric
- 381-412 The stochastic conditional duration model: a latent variable model for the analysis of financial durations
by Bauwens, Luc & Veredas, David
- 413-433 Stochastic volatility duration models
by Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann
March 2004, Volume 119, Issue 1
- 1-18 Testing for unit roots with flow data and varying sampling frequency
by Chambers, Marcus J.
- 19-44 [tau]-estimators of regression models with structural change of unknown location
by Fiteni, Inmaculada
- 45-71 A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
by Abadir, Karim M. & Lucas, Andre
- 73-98 A consistent estimator for the binomial distribution in the presence of "incidental parameters": an application to patent data
by Machado, Matilde P.
- 99-130 Nonparametric estimation of regression functions with both categorical and continuous data
by Racine, Jeff & Li, Qi
- 131-154 Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
by Arteche, Josu
- 155-198 Semiparametric estimation of a panel data proportional hazards model with fixed effects
by Horowitz, Joel L. & Lee, Sokbae
- 199-219 Maximum likelihood and the bootstrap for nonlinear dynamic models
by Goncalves, Silvia & White, Halbert
- 221-222 Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65]
by Bollerslev, Tim & Zhou, Hao
2004, Volume 118, Issue 1-2
- 1-5 Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
by Potscher, Benedikt M. & Prucha, Ingmar R.
- 7-26 Aggregation of space-time processes
by Giacomini, Raffaella & Granger, Clive W. J.
- 27-50 Estimation of simultaneous systems of spatially interrelated cross sectional equations
by Kelejian, Harry H. & Prucha, Ingmar R.
- 51-65 Robust estimation of generalized linear models with measurement errors
by Li, Tong & Hsiao, Cheng
- 67-94 A complete class of tests when the likelihood is locally asymptotically quadratic
by Ploberger, Werner
- 95-109 Least squares in general vector spaces revisited
by Schonfeld, Peter
- 111-127 An omnibus test for the time series model AR(1)
by Anderson, T. W. & Lockhart, R. A. & Stephens, M. A.
- 129-149 Generalized Levinson-Durbin and Burg algorithms
by Brockwell, P. J. & Dahlhaus, R.
- 151-187 Modeling of time series arrays by multistep prediction or likelihood methods
by Findley, David F. & Potscher, Benedikt M. & Wei, Ching-Zong
- 189-218 Bootstrapping nonparametric estimators of the volatility function
by Franke, Jurgen & Neumann, Michael H. & Stockis, Jean-Pierre
- 219-246 Nonlinear instrumental variable estimation of an autoregression
by Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon
- 247-256 Variance expressions for spectra estimated using auto-regressions
by Xie, Liang-Liang & Ljung, Lennart
- 257-291 The asymptotic variance of subspace estimates
by Chiuso, Alessandro & Picci, Giorgio
- 293-312 The relation of the CCA subspace method to a balanced reduction of an autoregressive model
by Dahlen, Anders & Scherrer, Wolfgang
- 313-339 System theory for system identification
by van Schuppen, Jan H.
- 341-373 Deterministic least squares filtering
by Willems, J. C.
December 2003, Volume 117, Issue 2
- 207-244 Strong rules for detecting the number of breaks in a time series
by Altissimo, Filippo & Corradi, Valentina
- 245-278 Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
by Chen, Songnian & Khan, Shakeeb
- 279-309 Semiparametric-efficient estimation of AR(1) panel data models
by Park, Byeong U. & Sickles, Robin C. & Simar, Leopold
- 311-311 Corrigendum to "Semiparametric-efficient estimation of AR(1) panel data models": [J. Econom. 117 (2003) 279-309]
by Park, Byeong U. & Sickles, Robin C. & Simar, Leopold
- 313-330 The equality of comparable extended families of classical-type and Hausman-type statistics
by Dastoor, Naorayex K.