Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: T. Amemiya
Editor: A. R. Gallant
Editor: J. F. Geweke
Editor: C. Hsiao
Editor: P. M. Robinson
The email address of this editor does not seem to be valid any more. Please ask P. M. Robinson to have the entry updated or send us the correct address.
Additional information is available for the following registered editor(s):
Takeshi Amemiya , A. Ronald Gallant , John Geweke , Cheng Hsiao .
Series handle: RePEc:eee:econom
ISSN: 0304-4076
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Content
2012, Volume 166, Issue 1
2011, Volume 165, Issue 2
- 137-151 Inference with dependent data using cluster covariance estimators
by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B.
- 152-162 A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
by Swensen, Anders Rygh
- 163-174 Hypothesis testing in linear regression when k/n is large
by Calhoun, Gray
- 175-189 Volatility contagion: A range-based volatility approach
by Chiang, Min-Hsien & Wang, Li-Min
- 190-209 Particle filters for continuous likelihood evaluation and maximisation
by Malik, Sheheryar & Pitt, Michael K.
- 210-220 Bayesian inference in a time varying cointegration model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
- 221-232 Bayesian inference in a sample selection model
by van Hasselt, Martijn
- 233-245 Functional data analysis for volatility
by Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich
- 246-257 Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
by Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel
- 258-265 Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
by Tripathi, Gautam
- 266-274 Semiparametric estimation of a bivariate Tobit model
by Chen, Songnian & Zhou, Xianbo
2011, Volume 165, Issue 1
- 5-19 Asymptotic theory for nonparametric regression with spatial data
by Robinson, P.M.
- 20-29 Control variate method for stationary processes
by Amano, Tomoyuki & Taniguchi, Masanobu
- 30-44 Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
by Wang, Liqun & Hsiao, Cheng
- 45-57 Properties of the CUE estimator and a modification with moments
by Hausman, Jerry & Lewis, Randall & Menzel, Konrad & Newey, Whitney
- 58-69 On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
by Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi
- 70-86 Instrumental variable estimation in the presence of many moment conditions
by Okui, Ryo
- 87-99 Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
by Hsu, Shih-Hsun & Kuan, Chung-Ming
- 100-111 Moment-based estimation of smooth transition regression models with endogenous variables
by Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C.
- 112-127 A consistent nonparametric test for nonlinear causality—Specification in time series regression
by Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho
- 128-136 Linear programming-based estimators in simple linear regression
by Preve, Daniel & Medeiros, Marcelo C.
October 2011, Volume 164, Issue 2
- 207-217 A family of empirical likelihood functions and estimators for the binary response model
by Mittelhammer, Ron C. & Judge, George
- 218-238 Model selection criteria in multivariate models with multiple structural changes
by Kurozumi, Eiji & Tuvaandorj, Purevdorj
- 239-251 A new method of projection-based inference in GMM with weakly identified nuisance parameters
by Chaudhuri, Saraswata & Zivot, Eric
- 252-267 Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
by Sun, Yiguo & Hsiao, Cheng & Li, Qi
- 268-293 Generalized spectral testing for multivariate continuous-time models
by Chen, Bin & Hong, Yongmiao
- 294-309 How many consumers are rational?
by Hoderlein, Stefan
- 310-330 Estimating a common deterministic time trend break in large panels with cross sectional dependence
by Kim, Dukpa
- 331-344 Testing and detecting jumps based on a discretely observed process
by Fan, Yingying & Fan, Jianqing
- 345-366 Robust trend inference with series variance estimator and testing-optimal smoothing parameter
by Sun, Yixiao
- 367-381 Realized Laplace transforms for estimation of jump diffusive volatility models
by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna
- 382-403 Semi-nonparametric estimation and misspecification testing of diffusion models
by Kristensen, Dennis
September 2011, Volume 164, Issue 1
- 1-3 Annals issue on forecasting--Guest editors' introduction
by Issler, João Victor & Linton, Oliver & Timmermann, Allan
- 4-20 The affine arbitrage-free class of Nelson-Siegel term structure models
by Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D.
- 21-34 How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
by Carriero, Andrea & Giacomini, Raffaella
- 35-44 Do interest rate options contain information about excess returns?
by Almeida, Caio & Graveline, Jeremy J. & Joslin, Scott
- 45-59 A component model for dynamic correlations
by Colacito, Riccardo & Engle, Robert F. & Ghysels, Eric
- 60-78 Predictability of stock returns and asset allocation under structural breaks
by Pettenuzzo, Davide & Timmermann, Allan
- 79-91 A control function approach for testing the usefulness of trending variables in forecast models and linear regression
by Elliott, Graham
- 92-115 A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
by Atak, Alev & Linton, Oliver & Xiao, Zhijie
- 116-129 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
by Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid
- 130-141 Optimal prediction pools
by Geweke, John & Amisano, Gianni
- 142-157 Quantile regression for dynamic panel data with fixed effects
by Galvao Jr., Antonio F.
- 158-172 Understanding models' forecasting performance
by Rossi, Barbara & Sekhposyan, Tatevik
- 173-187 Variable selection, estimation and inference for multi-period forecasting problems
by Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan
- 188-205 A two-step estimator for large approximate dynamic factor models based on Kalman filtering
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia
August 2011, Volume 163, Issue 2
- 127-143 Asymptotic distributions of impulse response functions in short panel vector autoregressions
by Cao, Bolong & Sun, Yixiao
- 144-162 Bias corrections for two-step fixed effects panel data estimators
by Fernández-Val, Iván & Vella, Francis
- 163-171 Nonparametric identification of a binary random factor in cross section data
by Dong, Yingying & Lewbel, Arthur
- 172-185 Inference and prediction in a multiple-structural-break model
by Geweke, John & Jiang, Yu
- 186-199 An I(d) model with trend and cycles
by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas
- 200-214 A class of simple distribution-free rank-based unit root tests
by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M.
- 215-230 Likelihood-based scoring rules for comparing density forecasts in tails
by Diks, Cees & Panchenko, Valentyn & van Dijk, Dick
July 2011, Volume 163, Issue 1
- 1-3 Factor structures for panel and multivariate time series data
by Palm, Franz C. & Urbain, Jean-Pierre
- 4-22 Infinite-dimensional VARs and factor models
by Chudik, Alexander & Pesaran, M. Hashem
- 23-28 The general dynamic factor model: One-sided representation results
by Forni, Mario & Lippi, Marco
- 29-41 Dynamic factors in the presence of blocks
by Hallin, Marc & Liska, Roman
- 42-50 Market liquidity as dynamic factors
by Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David
- 51-70 Fitting dynamic factor models to non-stationary time series
by Eichler, Michael & Motta, Giovanni & von Sachs, Rainer
- 71-84 Testing for structural breaks in dynamic factor models
by Breitung, Jörg & Eickmeier, Sandra
- 85-104 Cross-sectional dependence robust block bootstrap panel unit root tests
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre
- 105-117 A characterization of vector autoregressive processes with common cyclical features
by Franchi, Massimo & Paruolo, Paolo
- 118-126 Method of moments estimation of GO-GARCH models
by Peter Boswijk, H. & van der Weide, Roy
June 2011, Volume 162, Issue 2
- 149-169 Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil
- 170-188 Estimating features of a distribution from binomial data
by Lewbel, Arthur & McFadden, Daniel & Linton, Oliver
- 189-212 A martingale approach for testing diffusion models based on infinitesimal operator
by Song, Zhaogang
- 213-224 A bootstrap-assisted spectral test of white noise under unknown dependence
by Shao, Xiaofeng
- 225-239 Nonparametric model validations for hidden Markov models with applications in financial econometrics
by Zhao, Zhibiao
- 240-247 Estimation of fractional integration under temporal aggregation
by Hassler, Uwe
- 248-267 Estimating structural changes in regression quantiles
by Oka, Tatsushi & Qu, Zhongjun
- 268-277 A new class of asymptotically efficient estimators for moment condition models
by Fan, Yanqin & Gentry, Matthew & Li, Tong
- 278-293 Fourth order pseudo maximum likelihood methods
by Holly, Alberto & Monfort, Alain & Rockinger, Michael
- 294-311 Integrated variance forecasting: Model based vs. reduced form
by Sizova, Natalia
- 312-325 Modeling frailty-correlated defaults using many macroeconomic covariates
by Koopman, Siem Jan & Lucas, André & Schwaab, Bernd
- 326-344 Generalized runs tests for the IID hypothesis
by Cho, Jin Seo & White, Halbert
- 345-361 Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
by Li, Mingliang & Tobias, Justin L.
- 362-368 Regression with imputed covariates: A generalized missing-indicator approach
by Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco
- 369-382 Bayesian estimation of an extended local scale stochastic volatility model
by Deschamps, Philippe J.
- 383-396 Stick-breaking autoregressive processes
by Griffin, J.E. & Steel, M.F.J.
May 2011, Volume 162, Issue 1
- 1-5 The economics and econometrics of risk: An introduction to the special issue
by Zellner, Arnold & Zilberman, David
- 6-17 Global identification of risk preferences with revealed preference data
by Just, Richard E. & Just, David R.
- 18-24 Risk behavior in the presence of government programs
by Serra, Teresa & Goodwin, Barry K. & Featherstone, Allen M.
- 25-34 Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?
by Just, David R.
- 35-43 Agricultural arbitrage and risk preferences
by Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E.
- 44-54 The empirical relevance of the competitive storage model
by Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D.
- 55-70 A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates
by Egorov, Alexei V. & Li, Haitao & Ng, David
- 71-78 Semi-nonparametric test of second degree stochastic dominance with respect to a function
by Schumann, Keith D.
- 79-88 Mixture models of choice under risk
by Conte, Anna & Hey, John D. & Moffatt, Peter G.
- 89-104 'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk
by Wilcox, Nathaniel T.
- 105-113 Evaluation of similarity models for expected utility violations
by Buschena, David E. & Atwood, Joseph A.
- 114-123 Are CEOs expected utility maximizers?
by List, John A. & Mason, Charles F.
- 124-131 A similarity-based approach to prediction
by Gilboa, Itzhak & Lieberman, Offer & Schmeidler, David
- 132-139 The distortion of information to support an emerging evaluation of risk
by Russo, J.E. & Yong, Kevyn
- 140-147 The effects of information about health hazards in food on consumers' choice process
by Heiman, Amir & Lowengart, Oded
April 2011, Volume 161, Issue 2
- 101-109 Modeling data revisions: Measurement error and dynamics of "true" values
by Jacobs, Jan P.A.M. & van Norden, Simon
- 110-121 Empirical likelihood block bootstrapping
by Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi
- 122-128 Tighter bounds in triangular systems
by Jun, Sung Jae & Pinkse, Joris & Xu, Haiqing
- 129-146 Instrumental variable methods for recovering continuous linear functionals
by Santos, Andres
- 147-165 Robustness and inference in nonparametric partial frontier modeling
by Daouia, Abdelaati & Gijbels, Irène
- 166-181 Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
by Shively, Thomas S. & Walker, Stephen G. & Damien, Paul
- 182-202 Large panels with common factors and spatial correlation
by Pesaran, M. Hashem & Tosetti, Elisa
- 203-207 Extending the regression-discontinuity approach to multiple assignment variables
by Papay, John P. & Willett, John B. & Murnane, Richard J.
- 208-227 Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men
by Ham, John C. & Li, Xianghong & Reagan, Patricia B.
- 228-245 Bias in estimating multivariate and univariate diffusions
by Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun
- 246-261 Testing for weak identification in possibly nonlinear models
by Inoue, Atsushi & Rossi, Barbara
- 262-283 Subsampling high frequency data
by Kalnina, Ilze
- 284-303 Data-based ranking of realised volatility estimators
by Patton, Andrew J.
- 304-324 Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
by Corradi, Valentina & Swanson, Norman R.
- 325-337 Estimation of stable distributions by indirect inference
by Garcia, René & Renault, Eric & Veredas, David
- 338-338 Corrigendum to "A simple way of computing the inverse moments of a non-central chi-square random variable" [J. Econom. 37 (1988) 389-393]
by Xie, Wen Zhi
March 2011, Volume 161, Issue 1
- 1-5 Introduction to measurement with theory
by Barnett, William A. & Erwin Diewert, W. & Zellner, Arnold
- 6-23 How better monetary statistics could have signaled the financial crisis
by Barnett, William A. & Chauvet, Marcelle
- 24-35 Scanner data, time aggregation and the construction of price indexes
by Ivancic, Lorraine & Erwin Diewert, W. & Fox, Kevin J.
- 36-46 Eliminating chain drift in price indexes based on scanner data
by de Haan, Jan & van der Grient, Heymerik A.
- 47-55 Price dynamics, retail chains and inflation measurement
by Nakamura, Alice O. & Nakamura, Emi & Nakamura, Leonard I.
- 56-81 Wealth accumulation and factors accounting for success
by Pawasutipaisit, Anan & Townsend, Robert M.
- 82-99 National estimates of gross employment and job flows from the Quarterly Workforce Indicators with demographic and industry detail
by Abowd, John M. & Vilhuber, Lars
February 2011, Volume 160, Issue 2
- 289-299 The Hausman test and weak instruments
by Hahn, Jinyong & Ham, John C. & Moon, Hyungsik Roger
- 300-310 Robust tests for heteroskedasticity in the one-way error components model
by Montes-Rojas, Gabriel & Sosa-Escudero, Walter
- 311-325 Multivariate contemporaneous-threshold autoregressive models
by Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio
- 326-348 Panels with non-stationary multifactor error structures
by Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T.
- 349-371 Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
by Kim, Min Seong & Sun, Yixiao
January 2011, Volume 160, Issue 1
- 1-1 Realized Volatility
by Meddahi, Nour & Mykland, Per & Shephard, Neil
- 2-11 Estimating quadratic variation when quoted prices change by a constant increment
by Large, Jeremy
- 12-21 Econometric analysis of jump-driven stochastic volatility models
by Todorov, Viktor
- 22-32 Estimation of objective and risk-neutral distributions based on moments of integrated volatility
by Garcia, René & Lewis, Marc-André & Pastorello, Sergio & Renault, Éric
- 33-47 Estimating covariation: Epps effect, microstructure noise
by Zhang, Lan
- 48-57 The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
by Busch, Thomas & Christensen, Bent Jesper & Nielsen, Morten Ørregaard
- 58-68 Covariance measurement in the presence of non-synchronous trading and market microstructure noise
by Griffin, Jim E. & Oomen, Roel C.A.
- 69-76 Do high-frequency measures of volatility improve forecasts of return distributions?
by Maheu, John M. & McCurdy, Thomas H.
- 77-92 Threshold estimation of Markov models with jumps and interest rate modeling
by Mancini, Cecilia & Renò, Roberto
- 93-101 Forecasting multivariate realized stock market volatility
by Bauer, Gregory H. & Vorkink, Keith
- 102-118 Realized jumps on financial markets and predicting credit spreads
by Tauchen, George & Zhou, Hao
- 119-128 High-frequency returns, jumps and the mixture of normals hypothesis
by Fleming, Jeff & Paye, Bradley S.
- 129-144 Box-Cox transforms for realized volatility
by Gonçalves, Sílvia & Meddahi, Nour
- 145-159 Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
by Bandi, Federico M. & Russell, Jeffrey R.
- 160-175 Ultra high frequency volatility estimation with dependent microstructure noise
by Aït-Sahalia, Yacine & Mykland, Per A. & Zhang, Lan
- 176-189 A reduced form framework for modeling volatility of speculative prices based on realized variation measures
by Andersen, Torben G. & Bollerslev, Tim & Huang, Xin
- 190-203 Edgeworth expansions for realized volatility and related estimators
by Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine
- 204-219 Subsampling realised kernels
by Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil
- 220-234 Realized volatility forecasting and market microstructure noise
by Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour
- 235-245 Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
by Bollerslev, Tim & Gibson, Michael & Zhou, Hao
- 246-256 Volatility forecast comparison using imperfect volatility proxies
by Patton, Andrew J.
- 257-271 Volatility forecasting and microstructure noise
by Ghysels, Eric & Sinko, Arthur
- 272-279 Causality effects in return volatility measures with random times
by Renault, Eric & Werker, Bas J.M.
- 280-287 Variance dynamics: Joint evidence from options and high-frequency returns
by Wu, Liuren
December 2010, Volume 159, Issue 2
- 252-266 Characterization of the asymptotic distribution of semiparametric M-estimators
by Ichimura, Hidehiko & Lee, Sokbae
- 267-275 Semiparametric bounds on treatment effects
by Chiburis, Richard C.
- 276-288 Threshold bipower variation and the impact of jumps on volatility forecasting
by Corsi, Fulvio & Pirino, Davide & Renò, Roberto
- 289-302 Dominating estimators for minimum-variance portfolios
by Frahm, Gabriel & Memmel, Christoph
- 303-319 An efficient GMM estimator of spatial autoregressive models
by Liu, Xiaodong & Lee, Lung-fei & Bollinger, Christopher R.
- 320-330 A primal Divisia technical change index based on the output distance function
by Feng, Guohua & Serletis, Apostolos
November 2010, Volume 159, Issue 1
- 1-13 The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study
by Nicoletti, Cheti & Rondinelli, Concetta
- 14-32 Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors
by Blazsek, Szabolcs & Escribano, Alvaro
- 33-45 A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
by Zellner, Arnold & Ando, Tomohiro
- 46-54 A consistent nonparametric test of affiliation in auction models
by Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan
- 55-73 Efficient estimation of a multivariate multiplicative volatility model
by Hafner, Christian M. & Linton, Oliver
- 74-98 Realised quantile-based estimation of the integrated variance
by Christensen, Kim & Oomen, Roel & Podolskij, Mark
- 99-115 GMM estimation of social interaction models with centrality
by Liu, Xiaodong & Lee, Lung-fei
- 116-133 Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
by Christensen, Kim & Kinnebrock, Silja & Podolskij, Mark
- 134-150 A flexible approach to parametric inference in nonlinear and time varying time series models
by Koop, Gary & Potter, Simon
- 151-165 Inconsistency of the MLE and inference based on weighted LS for LARCH models
by Francq, Christian & Zakoïan, Jean-Michel
- 166-182 No-arbitrage macroeconomic determinants of the yield curve
by Bikbov, Ruslan & Chernov, Mikhail
- 183-201 Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
by Zhou, Yong & Wan, Alan T.K. & Xie, Shangyu & Wang, Xiaojing
- 202-208 The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results
by Hayakawa, Kazuhiko
- 209-221 Specification tests of parametric dynamic conditional quantiles
by Escanciano, Juan Carlos & Velasco, Carlos
- 222-234 Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
by Chen, Songnian
- 235-250 Quasi-maximum likelihood estimation of volatility with high frequency data
by Xiu, Dacheng
October 2010, Volume 158, Issue 2
- 175-176 Editorial introduction
by Durlauf, Steven & Spanos, Aris
- 177-203 Testing the correlated random coefficient model
by Heckman, James J. & Schmierer, Daniel & Urzua, Sergio
- 204-220 Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification
by Spanos, Aris
- 221-230 The Bierens test for certain nonstationary models
by Kasparis, Ioannis
- 231-245 A low-dimension portmanteau test for non-linearity
by Castle, Jennifer L. & Hendry, David F.
- 246-261 Regression models with mixed sampling frequencies
by Andreou, Elena & Ghysels, Eric & Kourtellos, Andros
- 262-273 Some identification problems in the cointegrated vector autoregressive model
by Johansen, Søren
- 274-279 Smoothing local-to-moderate unit root theory
by Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas
- 280-284 Bootstrapping I(1) data
by Phillips, Peter C.B.
- 285-305 Applications of subsampling, hybrid, and size-correction methods
by Andrews, Donald W.K. & Guggenberger, Patrik
- 306-317 Understanding aggregate crime regressions
by Durlauf, Steven N. & Navarro, Salvador & Rivers, David A.
September 2010, Volume 158, Issue 1
- 1-2 Twenty years of cointegration
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick
- 3-6 Some thoughts on the development of cointegration
by Granger, Clive W.J.
- 7-24 Testing for co-integration in vector autoregressions with non-stationary volatility
by Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert
- 25-36 Forecasting with equilibrium-correction models during structural breaks
by Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F.
- 37-50 Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
by Georgiev, Iliyan
- 51-66 Likelihood inference for a nonstationary fractional autoregressive model
by Johansen, Søren & Nielsen, Morten Ørregaard
- 67-77 Likelihood based testing for no fractional cointegration
by Lasak, Katarzyna
- 78-94 Likelihood-based inference for cointegration with nonlinear error-correction
by Kristensen, Dennis & Rahbek, Anders
- 95-107 Modelling and measuring price discovery in commodity markets
by Figuerola-Ferretti, Isabel & Gonzalo, Jesús
- 108-116 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
by Jacobs, Jan P.A.M. & Wallis, Kenneth F.
- 117-129 Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
by Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael
- 130-141 Speed of adjustment in cointegrated systems
by Fanelli, Luca & Paruolo, Paolo
- 142-155 Averaging estimators for autoregressions with a near unit root
by Hansen, Bruce E.
- 156-159 Cointegration in a historical perspective
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick
Printed from https://ideas.repec.org/s/eee/econom13.html