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Editor: T. Amemiya
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Editor: J. F. Geweke
Editor: C. Hsiao
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Takeshi Amemiya , A. Ronald Gallant , John Geweke , Cheng Hsiao .
Series handle: RePEc:eee:econom
ISSN: 0304-4076
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Content
September 2010, Volume 158, Issue 1
August 2010, Volume 157, Issue 2
- 191-204 On the asymptotic optimality of the LIML estimator with possibly many instruments
by Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi
- 205-219 Econometric modeling of technical change
by Jin, Hui & Jorgenson, Dale W.
- 220-235 Jumps and betas: A new framework for disentangling and estimating systematic risks
by Todorov, Viktor & Bollerslev, Tim
- 236-247 Robust confidence sets in the presence of weak instruments
by Mikusheva, Anna
- 248-256 On Bahadur efficiency of empirical likelihood
by Otsu, Taisuke
- 257-271 Nonparametric estimation for a class of Lévy processes
by Chen, Song X. & Delaigle, Aurore & Hall, Peter
- 272-285 Efficient estimation in dynamic conditional quantile models
by Komunjer, Ivana & Vuong, Quang
- 286-296 Estimating fixed-effect panel stochastic frontier models by model transformation
by Wang, Hung-Jen & Ho, Chia-Wen
- 297-305 A generalized asymmetric Student-t distribution with application to financial econometrics
by Zhu, Dongming & Galbraith, John W.
- 306-316 Bayesian semiparametric stochastic volatility modeling
by Jensen, Mark J. & Maheu, John M.
- 317-327 Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
by Bolduc, Denis & Khalaf, Lynda & Yélou, Clément
- 328-341 Estimating first-price auctions with an unknown number of bidders: A misclassification approach
by An, Yonghong & Hu, Yingyao & Shum, Matthew
- 342-358 Robust methods for detecting multiple level breaks in autocorrelated time series
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 359-361 The LIML estimator has finite moments!
by Anderson, T.W.
- 362-374 Nonparametric least squares estimation in derivative families
by Hall, Peter & Yatchew, Adonis
- 375-380 Estimating panel data models in the presence of endogeneity and selection
by Semykina, Anastasia & Wooldridge, Jeffrey M.
- 381-395 Bayesian non-parametric signal extraction for Gaussian time series
by Macaro, Christian
- 396-408 Robust penalized quantile regression estimation for panel data
by Lamarche, Carlos
- 409-431 Semiparametric estimation of a simultaneous game with incomplete information
by Aradillas-Lopez, Andres
- 432-440 Structural measurement errors in nonseparable models
by Hoderlein, Stefan & Winter, Joachim
- 441-457 Non-negativity conditions for the hyperbolic GARCH model
by Conrad, Christian
- 458-480 Testing for unobserved heterogeneity in exponential and Weibull duration models
by Cho, Jin Seo & White, Halbert
- 481-491 Intelligible factors for the yield curve
by Lengwiler, Yvan & Lenz, Carlos
- 492-511 Semiparametric inference in multivariate fractionally cointegrated systems
by Hualde, J. & Robinson, P.M.
July 2010, Volume 157, Issue 1
- 3-5 Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
by Chen, Songnian & Li, Qi
- 6-17 Efficient estimation of the semiparametric spatial autoregressive model
by Robinson, P.M.
- 18-33 Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
by Su, Liangjun & Jin, Sainan
- 34-52 GMM estimation of spatial autoregressive models with unknown heteroskedasticity
by Lin, Xu & Lee, Lung-fei
- 53-67 Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
by Kelejian, Harry H. & Prucha, Ingmar R.
- 68-77 Indirect inference for dynamic panel models
by Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun
- 78-92 Common breaks in means and variances for panel data
by Bai, Jushan
- 93-100 An alternative root-n consistent estimator for panel data binary choice models
by Ai, Chunrong & Gan, Li
- 101-109 A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
by Wang, Shaoping & Wang, Peng & Yang, Jisheng & Li, Zinai
- 110-119 The construction of empirical credit scoring rules based on maximization principles
by Lieli, Robert P. & White, Halbert
- 120-128 Indirect inference in structural econometric models
by Li, Tong
- 129-142 Estimation and model selection of semiparametric multivariate survival functions under general censorship
by Chen, Xiaohong & Fan, Yanqin & Pouzo, Demian & Ying, Zhiliang
- 143-150 Semiparametric and nonparametric estimation of sample selection models under symmetry
by Chen, Songnian & Zhou, Yahong
- 151-164 Nonparametric transfer function models
by Liu, Jun M. & Chen, Rong & Yao, Qiwei
- 165-178 A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
by Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae
- 179-190 Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
by Li, Dong & Li, Qi
June 2010, Volume 156, Issue 2
- 239-259 Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
by Kristensen, Dennis
- 260-276 Accounting for heterogeneous returns in sequential schooling decisions
by Zamarro, Gema
- 277-283 Least squares model averaging by Mallows criterion
by Wan, Alan T.K. & Zhang, Xinyu & Zou, Guohua
- 284-303 Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
by Canay, Ivan A.
- 304-321 Dynamics of fiscal financing in the United States
by Leeper, Eric M. & Plante, Michael & Traum, Nora
- 322-336 Additive cubic spline regression with Dirichlet process mixture errors
by Chib, Siddhartha & Greenberg, Edward
- 337-343 The impact of a Hausman pretest on the size of a hypothesis test: The panel data case
by Guggenberger, Patrik
- 344-353 Axiomatic properties of geo-logarithmic price indices
by Fattore, Marco
- 354-366 Exponential Series Estimator of multivariate densities
by Wu, Ximing
- 367-376 Efficient estimation of probit models with correlated errors
by Liesenfeld, Roman & Richard, Jean-François
- 377-391 Testing single-index restrictions with a focus on average derivatives
by Escanciano, Juan Carlos & Song, Kyungchul
- 392-407 Identification and nonparametric estimation of a transformed additively separable model
by Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver
- 408-425 EL inference for partially identified models: Large deviations optimality and bootstrap validity
by Canay, Ivan A.
May 2010, Volume 156, Issue 1
- 1-2 Structural models of optimization behavior in labor, aging and health
by Gilleskie, Donna B. & Khwaja, Ahmed
- 3-20 Structural vs. atheoretic approaches to econometrics
by Keane, Michael P.
- 21-24 Comments on: "Structural vs. atheoretic approaches to econometrics" by Michael Keane
by Rust, John
- 25-26 Comments on: Michael P. Keane 'Structural vs. atheoretic approaches to econometrics'
by Blundell, Richard
- 27-37 Comparing IV with structural models: What simple IV can and cannot identify
by Heckman, James J. & Urzúa, Sergio
- 38-67 Dynamic discrete choice structural models: A survey
by Aguirregabiria, Victor & Mira, Pedro
- 68-85 Accounting for wage and employment changes in the US from 1968-2000: A dynamic model of labor market equilibrium
by Lee, Donghoon & Wolpin, Kenneth I.
- 86-105 Estimating the return to training and occupational experience: The case of female immigrants
by Cohen-Goldner, Sarit & Eckstein, Zvi
- 106-129 Health, economic resources and the work decisions of older men
by Bound, John & Stinebrickner, Todd & Waidmann, Timothy
- 130-147 Estimating willingness to pay for medicare using a dynamic life-cycle model of demand for health insurance
by Khwaja, Ahmed
- 148-163 Work absences and doctor visits during an illness episode: The differential role of preferences, production, and policies among men and women
by Gilleskie, Donna
- 164-189 Quasi-structural estimation of a model of childcare choices and child cognitive ability production
by Bernal, Raquel & Keane, Michael P.
- 190-200 Prejudice and gender differentials in the US labor market in the last twenty years
by Flabbi, Luca
- 201-211 Explaining cross-racial differences in teenage labor force participation: Results from a two-sided matching model
by Ahn, Tom & Arcidiacono, Peter & Murphy, Alvin & Swinton, Omari
- 212-228 Maternal employment, migration, and child development
by Liu, Haiyong & Mroz, Thomas A. & van der Klaauw, Wilbert
- 229-238 Wages, welfare benefits and migration
by Kennan, John & Walker, James R.
April 2010, Volume 155, Issue 2
- 99-116 Heterogeneous treatment effects: Instrumental variables without monotonicity?
by Klein, Tobias J.
- 117-127 The dynamic invariant multinomial probit model: Identification, pretesting and estimation
by Liesenfeld, Roman & Richard, Jean-François
- 128-137 Distribution-free tests for time series models specification
by Delgado, Miguel A. & Velasco, Carlos
- 138-154 Efficient semiparametric estimation of multi-valued treatment effects under ignorability
by Cattaneo, Matias D.
- 155-169 Nonlinearity and temporal dependence
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine
- 170-187 Nonparametric cointegration analysis of fractional systems with unknown integration orders
by Nielsen, Morten Ørregaard
- 188-194 A likelihood ratio test for stationarity of rating transitions
by Weißbach, Rafael & Walter, Ronja
March 2010, Volume 155, Issue 1
- 1-18 Micro versus macro cointegration in heterogeneous panels
by Trapani, Lorenzo & Urga, Giovanni
- 19-38 Tailored randomized block MCMC methods with application to DSGE models
by Chib, Siddhartha & Ramamurthy, Srikanth
- 39-55 Estimating a tournament model of intra-firm wage differentials
by Chen, Jiawei & Shum, Matthew
- 56-70 Nonparametric estimation of distributional policy effects
by Rothe, Christoph
- 71-82 Density estimation for nonlinear parametric models with conditional heteroscedasticity
by Zhao, Zhibiao
- 83-89 Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
by Miller, J. Isaac & Park, Joon Y.
- 90-98 An integrated maximum score estimator for a generalized censored quantile regression model
by Chen, Songnian
February 2010, Volume 154, Issue 2
- 101-121 On the distribution of the sample autocorrelation coefficients
by Kan, Raymond & Wang, Xiaolu
- 122-124 Testing for heteroskedasticity and serial correlation in a random effects panel data model
by Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun
- 125-138 Activity signature functions for high-frequency data analysis
by Todorov, Viktor & Tauchen, George
- 139-153 A comparison of two model averaging techniques with an application to growth empirics
by Magnus, Jan R. & Powell, Owen & Prüfer, Patricia
- 154-164 Estimating a class of triangular simultaneous equations models without exclusion restrictions
by Klein, Roger & Vella, Francis
- 165-185 Estimation of spatial autoregressive panel data models with fixed effects
by Lee, Lung-fei & Yu, Jihai
- 186-202 An improved bootstrap test of stochastic dominance
by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
January 2010, Volume 154, Issue 1
- 1-15 A new instrumental method for dealing with endogenous selection
by d'Haultfoeuille, Xavier
- 16-34 A comparison of mean-variance efficiency tests
by Amengual, Dante & Sentana, Enrique
- 35-41 A note on Phillips (1991): "A constrained maximum likelihood approach to estimating switching regressions"
by Xu, Jianjun & Tan, Xianming & Zhang, Runchu
- 42-58 Short and long run causality measures: Theory and inference
by Dufour, Jean-Marie & Taamouti, Abderrahim
- 59-73 Adaptive estimation of the dynamics of a discrete time stochastic volatility model
by Comte, F. & Lacour, C. & Rozenholc, Y.
- 74-84 Testing semiparametric conditional moment restrictions using conditional martingale transforms
by Song, Kyungchul
- 85-100 Stochastic model specification search for Gaussian and partial non-Gaussian state space models
by Frühwirth-Schnatter, Sylvia & Wagner, Helga
December 2009, Volume 153, Issue 2
- 105-121 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
by Mencía, Javier & Sentana, Enrique
- 122-132 Sequential conditional correlations: Inference and evaluation
by Palandri, Alessandro
- 133-135 On the effect of mean-nonstationarity in dynamic panel data models
by Hayakawa, Kazuhiko
- 136-154 Estimation with overidentifying inequality moment conditions
by Moon, Hyungsik Roger & Schorfheide, Frank
- 155-173 Regression density estimation using smooth adaptive Gaussian mixtures
by Villani, Mattias & Kohn, Robert & Giordani, Paolo
- 174-182 The effect of microaggregation by individual ranking on the estimation of moments
by Schmid, Matthias & Schneeweiss, Hans
- 183-195 Learning in a multilateral bargaining experiment
by Fréchette, Guillaume R.
- 196-210 Structural estimation of jump-diffusion processes in macroeconomics
by Posch, Olaf
November 2009, Volume 153, Issue 1
- 1-20 The dynamic effects of an earnings subsidy for long-term welfare recipients: Evidence from the self sufficiency project applicant experiment
by Card, David & Hyslop, Dean R.
- 21-32 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
by Zhang, Xibin & Brooks, Robert D. & King, Maxwell L.
- 33-50 Testing and imposing Slutsky symmetry in nonparametric demand systems
by Haag, Berthold R. & Hoderlein, Stefan & Pendakur, Krishna
- 51-64 Semiparametric estimation of binary response models with endogenous regressors
by Rothe, Christoph
- 65-82 Empirical likelihood-based inference for nonparametric recurrent diffusions
by Xu, Ke-Li
- 83-92 Nonparametric inference of discretely sampled stable Lévy processes
by Zhao, Zhibiao & Wu, Wei Biao
- 93-104 Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas
by Prokhorov, Artem & Schmidt, Peter
October 2009, Volume 152, Issue 2
- 79-80 Nonparametric and robust methods in econometrics
by Lima, Luiz Renato & Moreira, Marcelo & Porter, Jack & Xiao, Zhijie
- 81-92 Functional-coefficient cointegration models
by Xiao, Zhijie
- 93-103 Finite sample inference for quantile regression models
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael
- 104-119 Inference on endogenously censored regression models using conditional moment inequalities
by Khan, Shakeeb & Tamer, Elie
- 120-130 Parametric links for binary choice models: A Fisherian-Bayesian colloquy
by Koenker, Roger & Yoon, Jungmo
- 131-140 Tests with correct size when instruments can be arbitrarily weak
by Moreira, Marcelo J.
- 141-152 Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
by Horowitz, Joel L. & Lee, Sokbae
- 153-164 A panel data approach to economic forecasting: The bias-corrected average forecast
by Issler, João Victor & Lima, Luiz Renato
- 165-178 Unit root quantile autoregression testing using covariates
by Galvao Jr., Antonio F.
- 179-185 Quantiles, expectiles and splines
by De Rossi, Giuliano & Harvey, Andrew
- 186-196 A test of non-identifying restrictions and confidence regions for partially identified parameters
by Galichon, Alfred & Henry, Marc
September 2009, Volume 152, Issue 1
- 1-2 Editor's introduction
by Delgado, Miguel A.
- 3-18 Semiparametric tests of conditional moment restrictions under weak or partial identification
by Jun, Sung Jae & Pinkse, Joris
- 19-27 Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
by Andrews, Donald W.K. & Guggenberger, Patrik
- 28-36 Choosing instrumental variables in conditional moment restriction models
by Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K.
- 37-45 Excess heterogeneity, endogeneity and index restrictions
by Chesher, Andrew
- 46-60 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
by Chen, Xiaohong & Pouzo, Demian
- 61-69 Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment
by Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi
- 70-78 Consistent estimation of a general nonparametric regression function in time series
by Linton, Oliver & Sancetta, Alessio
August 2009, Volume 151, Issue 2
- 99-100 Editor's introduction
by Delgado, Miguel A.
- 101-112 Local inference for locally stationary time series based on the empirical spectral measure
by Dahlhaus, Rainer
- 113-128 Goodness of fit for lattice processes
by Hidalgo, Javier
- 129-139 Inference on transformed stationary time series
by Hosoya, Yuzo & Terasaka, Takahiro
- 140-149 An automatic Portmanteau test for serial correlation
by Escanciano, J. Carlos & Lobato, Ignacio N.
- 150-158 Long memory and long run variation
by Phillips, Peter C.B.
- 159-177 Estimators of long-memory: Fourier versus wavelets
by Faÿ, Gilles & Moulines, Eric & Roueff, François & Taqqu, Murad S.
- 178-189 A Wald test for the cointegration rank in nonstationary fractional systems
by Avarucci, Marco & Velasco, Carlos
- 190-200 Whittle estimation of EGARCH and other exponential volatility models
by Zaffaroni, Paolo
July 2009, Volume 151, Issue 1
- 1-16 The optimal choice of moments in dynamic panel data models
by Okui, Ryo
- 17-32 Optimally combining censored and uncensored datasets
by Devereux, Paul J. & Tripathi, Gautam
- 33-46 A specification test for the propensity score using its distribution conditional on participation
by Shaikh, Azeem M. & Simonsen, Marianne & Vytlacil, Edward J. & Yildiz, Nese
- 47-55 GMM redundancy results for general missing data problems
by Prokhorov, Artem & Schmidt, Peter
- 56-69 Estimating deterministic trends with an integrated or stationary noise component
by Perron, Pierre & Yabu, Tomoyoshi
- 70-81 Minimax regret treatment choice with finite samples
by Stoye, Jörg
- 82-97 Local structural quantile effects in a model with a nonseparable control variable
by Jun, Sung Jae
June 2009, Volume 150, Issue 2
- 117-118 Guest editors' introduction
by Kuan, Chung-Ming & Hong, Yongmiao
- 119-138 Predictive density estimators for daily volatility based on the use of realized measures
by Corradi, Valentina & Distaso, Walter & Swanson, Norman R.
- 139-150 A two-stage realized volatility approach to estimation of diffusion processes with discrete data
by Phillips, Peter C.B. & Yu, Jun
- 151-166 A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects
by Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George
- 167-181 The Wishart Autoregressive process of multivariate stochastic volatility
by Gourieroux, C. & Jasiak, J. & Sufana, R.
- 182-192 The structure of dynamic correlations in multivariate stochastic volatility models
by Asai, Manabu & McAleer, Michael
- 193-206 Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
by Dufour, Jean-Marie & Valéry, Pascale
- 207-218 Copula-based multivariate GARCH model with uncorrelated dependent errors
by Lee, Tae-Hwy & Long, Xiangdong
- 219-230 Maximum entropy autoregressive conditional heteroskedasticity model
by Park, Sung Y. & Bera, Anil K.
- 231-247 Extracting a common stochastic trend: Theory with some applications
by Chang, Yoosoon & Isaac Miller, J. & Park, Joon Y.
- 248-260 Quantile cointegrating regression
by Xiao, Zhijie
- 261-270 Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
by Kuan, Chung-Ming & Yeh, Jin-Huei & Hsu, Yu-Chin
- 271-287 Granger causality in risk and detection of extreme risk spillover between financial markets
by Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang
- 288-296 Estimating the structural credit risk model when equity prices are contaminated by trading noises
by Duan, Jin-Chuan & Fulop, Andras
- 297-311 Forecasts of US short-term interest rates: A flexible forecast combination approach
by Guidolin, Massimo & Timmermann, Allan
- 312-321 Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
by Jin, Sainan
- 322-331 The role of beliefs in inference for rational expectations models
by Lehmann, Bruce N.
May 2009, Volume 150, Issue 1
- 1-15 Dynamics of state price densities
by Härdle, Wolfgang & Hlávka, Zdenek
- 16-29 Edgeworth expansions and normalizing transforms for inequality measures
by Schluter, Christian & van Garderen, Kees Jan
- 30-40 Reliable inference for the Gini index
by Davidson, Russell
- 41-55 Identification of peer effects through social networks
by Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard
- 56-70 Two estimators of the long-run variance: Beyond short memory
by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas
- 71-85 Fixed effects estimation of structural parameters and marginal effects in panel probit models
by Fernández-Val, Iván
- 86-98 Central limit theorems and uniform laws of large numbers for arrays of random fields
by Jenish, Nazgul & Prucha, Ingmar R.
- 99-115 On the statistical identification of DSGE models
by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia
April 2009, Volume 149, Issue 2
- 101-117 Semiparametric binary regression models under shape constraints with an application to Indian schooling data
by Banerjee, Moulinath & Mukherjee, Debasri & Mishra, Santosh
- 118-135 Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
by Kurozumi, Eiji & Hayakawa, Kazuhiko
- 136-148 Bayesian analysis of random coefficient logit models using aggregate data
by Jiang, Renna & Manchanda, Puneet & Rossi, Peter E.
- 149-173 Tests of risk premia in linear factor models
by Kleibergen, Frank
- 174-190 Delay times of sequential procedures for multiple time series regression models
by Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L.
- 191-208 Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
by Carneiro, Pedro & Lee, Sokbae
April 2009, Volume 149, Issue 1
- 1-1 Announcement of the establishment of the Amemiya lecture series
by Hsiao, Cheng
- 2-11 Testing the assumptions behind importance sampling
by Koopman, Siem Jan & Shephard, Neil & Creal, Drew
- 12-25 Consistent noisy independent component analysis
by Bonhomme, Stphane & Robin, Jean-Marc
- 26-51 Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
by Kim, Dukpa & Perron, Pierre
- 52-64 Bootstrap validity for the score test when instruments may be weak
by Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A.
- 65-81 Parameter estimation and bias correction for diffusion processes
by Tang, Cheng Yong & Chen, Song Xi
- 82-99 Panel cointegration with global stochastic trends
by Bai, Jushan & Kao, Chihwa & Ng, Serena
February 2009, Volume 148, Issue 2
- 101-113 Functional-coefficient models for nonstationary time series data
by Cai, Zongwu & Li, Qi & Park, Joon Y.
- 114-123 Simulation based selection of competing structural econometric models
by Li, Tong
- 124-130 The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
by Lawford, Steve & Stamatogiannis, Michalis P.
- 131-148 Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
by Todorov, Viktor
- 149-161 A test of cross section dependence for a linear dynamic panel model with regressors
by Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald
- 162-178 Predictable returns and asset allocation: Should a skeptical investor time the market?
by Wachter, Jessica A. & Warusawitharana, Missaka
- 179-185 Thirty-five years of journal of econometrics
by Amemiya, Takeshi
- 186-200 A nonparametric test for equality of distributions with mixed categorical and continuous data
by Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S.
January 2009, Volume 148, Issue 1
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