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Content
January 2009, Volume 148, Issue 1
December 2008, Volume 147, Issue 2
- 207-209 Estimating demand systems and measuring consumer preferences
by Slottje, Daniel
- 210-224 Consumer preferences and demand systems
by Barnett, William A. & Serletis, Apostolos
- 225-231 Chamberlin's strategy of multiple working hypotheses and a relative frequency theory of market demand
by Basmann, R.L.
- 232-246 A Bayesian mixed logit-probit model for multinomial choice
by Burda, Martin & Harding, Matthew & Hausman, Jerry
- 247-257 Demand and supply estimation biases due to omission of durability
by Chen, Jiawei & Esteban, Susanna & Shum, Matthew
- 258-265 Nonparametric tests of collectively rational consumption behavior: An integer programming procedure
by Cherchye, Laurens & De Rock, Bram & Sabbe, Jeroen & Vermeulen, Frederic
- 266-274 Estimating demand with distance functions: Parameterization in the primal and dual
by Färe, Rolf & Grosskopf, Shawna & Hayes, Kathy J. & Margaritis, Dimitris
- 275-281 A nonparametric test of weak separability and consumer preferences
by Fleissig, Adrian R. & Whitney, Gerald A.
- 282-298 Estimating demand systems when outcomes are correlated counts
by Herriges, Joseph A. & Phaneuf, Daniel J. & Tobias, Justin L.
- 299-315 Inferential methods for elasticity estimates
by Hirschberg, J.G. & Lye, J.N. & Slottje, D.J.
- 316-325 Increasing the price variation in a repeated cross section
by Hoderlein, Stefan & Mihaleva, Sonya
- 326-335 Consumption and labor supply
by Jorgenson, Dale W. & Slesnick, Daniel T.
- 336-349 The structure of US food demand
by LaFrance, Jeffrey T.
- 350-358 Estimation of collective household models with Engel curves
by Lewbel, Arthur & Pendakur, Krishna
- 359-371 A neural network demand system with heteroskedastic errors
by McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel
- 372-383 An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
by Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier
- 384-395 Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints
by Millimet, Daniel L. & Tchernis, Rusty
November 2008, Volume 147, Issue 1
- 1-4 Econometric modelling in finance and risk management: An overview
by Gao, Jiti & McAleer, Michael & Allen, David E.
- 5-16 Correlation testing in time series, spatial and cross-sectional data
by Robinson, P.M.
- 17-33 Out of sample forecasts of quadratic variation
by Aït-Sahalia, Yacine & Mancini, Loriano
- 34-46 Realized volatility forecasting and option pricing
by Bandi, Federico M. & Russell, Jeffrey R. & Yang, Chen
- 47-59 Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
by Kalnina, Ilze & Linton, Oliver
- 60-71 Nonlinear models for strongly dependent processes with financial applications
by Baillie, Richard T. & Kapetanios, George
- 72-83 Econometric estimation in long-range dependent volatility models: Theory and practice
by Casas, Isabel & Gao, Jiti
- 84-98 Testing for a change in persistence in the presence of non-stationary volatility
by Cavaliere, Giuseppe & Taylor, A.M. Robert
- 99-103 A complete asymptotic series for the autocovariance function of a long memory process
by Lieberman, Offer & Phillips, Peter C.B.
- 104-119 A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
by McAleer, Michael & Medeiros, Marcelo C.
- 120-130 Nonparametric estimation of conditional VaR and expected shortfall
by Cai, Zongwu & Wang, Xian
- 131-140 Specification testing in discretized diffusion models: Theory and practice
by Gao, Jiti & Casas, Isabel
- 141-150 Fiscal policy and asset markets: A semiparametric analysis
by Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian
- 151-162 Testing for multivariate volatility functions using minimum volume sets and inverse regression
by Polonik, Wolfgang & Yao, Qiwei
- 163-185 Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
by Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton
- 186-197 High dimensional covariance matrix estimation using a factor model
by Fan, Jianqing & Fan, Yingying & Lv, Jinchi
- 198-205 Dynamic quantile models
by Gourieroux, C. & Jasiak, J.
October 2008, Volume 146, Issue 2
- 199-201 Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
by Cogley, Timothy & Durlauf, Steven N. & Nason, James M.
- 202-206 The Beveridge-Nelson decomposition in retrospect and prospect
by Nelson, Charles R.
- 207-219 The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
by Oh, Kum Hwa & Zivot, Eric & Creal, Drew
- 220-226 Trend/cycle decomposition of regime-switching processes
by Morley, James & Piger, Jeremy
- 227-240 Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984?
by Kim, Chang-Jin
- 241-254 Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
by Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H.
- 255-274 Methods for inference in large multiple-equation Markov-switching models
by Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao
- 275-292 Time series properties of ARCH processes with persistent covariates
by Han, Heejoon & Park, Joon Y.
- 293-303 Efficient forecast tests for conditional policy forecasts
by Faust, Jon & Wright, Jonathan H.
- 304-317 Forecasting economic time series using targeted predictors
by Bai, Jushan & Ng, Serena
- 318-328 Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia
- 329-341 Bayesian Model Averaging and exchange rate forecasts
by Wright, Jonathan H.
- 342-350 Least-squares forecast averaging
by Hansen, Bruce E.
- 351-363 Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
by Diebold, Francis X. & Li, Canlin & Yue, Vivian Z.
- 364-375 Quality control for structural credit risk models
by Andreou, Elena & Ghysels, Eric
September 2008, Volume 146, Issue 1
- 1-9 Explaining individual response using aggregated data
by van Dijk, Bram & Paap, Richard
- 10-25 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
by Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele
- 26-43 Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
by Moench, Emanuel
- 44-58 A Gaussian approximation scheme for computation of option prices in stochastic volatility models
by Cheng, Ai-ru (Meg) & Gallant, A. Ronald & Ji, Chuanshu & Lee, Beom S.
- 59-73 The limit distribution of the estimates in cointegrated regression models with multiple structural changes
by Kejriwal, Mohitosh & Perron, Pierre
- 74-85 Partial identification and testable restrictions in multi-unit auctions
by McAdams, David
- 86-91 Exact computation of max weighted score estimators
by Florios, Kostas & Skouras, Spyros
- 92-106 Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
by Kasahara, Hiroyuki & Shimotsu, Katsumi
- 107-117 Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
by Rosen, Adam M.
- 118-134 Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
by Yu, Jihai & de Jong, Robert & Lee, Lung-fei
- 135-145 A joint serial correlation test for linear panel data models
by Yamagata, Takashi
- 146-161 Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
by Gospodinov, Nikolay
- 162-169 The wild bootstrap, tamed at last
by Davidson, Russell & Flachaire, Emmanuel
- 170-184 Testing for structural change in regression quantiles
by Qu, Zhongjun
- 185-198 Local likelihood estimation of truncated regression and its partial derivatives: Theory and application
by Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin
July 2008, Volume 145, Issue 1-2
- 1-3 Special issue editors' introduction: The use of econometrics in informing public policy makers
by Sickles, Robin C. & Williams, Jennifer
- 4-20 A model of Social Security Disability Insurance using matched SIPP/Administrative data
by Lahiri, Kajal & Song, Jae & Wixon, Bernard
- 21-42 Social security and the retirement and savings behavior of low-income households
by van der Klaauw, Wilbert & Wolpin, Kenneth I.
- 43-63 Household search and health insurance coverage
by Dey, Matthew & Flinn, Christopher
- 64-80 Heterogeneous impacts in PROGRESA
by Djebbari, Habiba & Smith, Jeffrey
- 81-97 State dependence in youth labor market experiences, and the evaluation of policy interventions
by Doiron, Denise & Gørgens, Tue
- 98-108 Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients
by Hsiao, Cheng & Shen, Yan & Wang, Boqing & Weeks, Greg
- 109-120 The long-run cost of job loss as measured by consumption changes
by Browning, Martin & Crossley, Thomas F.
- 121-133 Panel data methods for fractional response variables with an application to test pass rates
by Papke, Leslie E. & Wooldridge, Jeffrey M.
- 134-157 Efficiency in public schools: Does competition matter?
by Millimet, Daniel L. & Collier, Trevor
- 158-173 Turning from crime: A dynamic perspective
by Sickles, Robin C. & Williams, Jenny
- 174-193 On the estimation of returns to scale, technical progress and monopolistic markups
by Diewert, W. Erwin & Fox, Kevin J.
- 194-208 Estimating regional trade agreement effects on FDI in an interdependent world
by Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael
- 209-225 Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
by Wheelock, David C. & Wilson, Paul W.
- 226-242 Relative prices and electronic substitution: Changes in household-level demand for postal delivery services from 1986 to 2004
by Hong, Seung-Hyun & Wolak, Frank A.
- 243-257 Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company
by Cho, Sungjin & Rust, John
June 2008, Volume 144, Issue 2
- 325-340 Evolution of forecast disagreement in a Bayesian learning model
by Lahiri, Kajal & Sheng, Xuguang
- 341-351 Patient enrollment in medical trials: Selection bias in a randomized experiment
by Malani, Anup
- 352-370 Testing for jumps when asset prices are observed with noise-a "swap variance" approach
by Jiang, George J. & Oomen, Roel C.A.
- 371-391 Difference in difference meets generalized least squares: Higher order properties of hypotheses tests
by Hausman, Jerry & Kuersteiner, Guido
- 392-408 Estimation of partial differential equations with applications in finance
by Kristensen, Dennis
- 409-427 Valid tests of whether technical inefficiency depends on firm characteristics
by Kim, Myungsup & Schmidt, Peter
- 428-429 Restricted Kalman filtering revisited
by Pizzinga, Adrian & Fernandes, Cristiano & Contreras, Sergio
- 430-446 Inference in panel data models under attrition caused by unobservables
by Bhattacharya, Debopam
- 447-464 Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
by Kruiniger, Hugo
- 465-478 Analysis of treatment response data from eligibility designs
by Chib, Siddhartha & Jacobi, Liana
- 479-491 The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias
by Hamermesh, Daniel S. & Donald, Stephen G.
- 492-499 Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
by Lee, Sokbae & Seo, Myung Hwan
- 500-510 Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
by Corradi, Valentina & Iglesias, Emma M.
- 511-523 Nearly-singular design in GMM and generalized empirical likelihood estimators
by Caner, Mehmet
- 524-525 Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18]
by Chambers, Marcus J.
May 2008, Volume 144, Issue 1
- 1-26 An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
by Aït-Sahalia, Yacine & Mykland, Per A.
- 27-61 Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution
by Hu, Yingyao
- 62-80 Likelihood approximation by numerical integration on sparse grids
by Heiss, Florian & Winschel, Viktor
- 81-117 Partial identification of probability distributions with misclassified data
by Molinari, Francesca
- 118-138 Weak identification robust tests in an instrumental quantile model
by Jun, Sung Jae
- 139-155 A non-parametric independence test using permutation entropy
by Matilla-Garcia, Mariano & Ruiz Marin, Manuel
- 156-174 Learning and the value of information: Evidence from health plan report cards
by Chernew, Michael & Gowrisankaran, Gautam & Scanlon, Dennis P.
- 175-192 Mixtures of t-distributions for finance and forecasting
by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert
- 193-218 Local polynomial estimation of nonparametric simultaneous equations models
by Su, Liangjun & Ullah, Aman
- 219-233 More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
by Im, Kyung So & Schmidt, Peter
- 234-256 Risk, jumps, and diversification
by Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George
- 257-275 Nonparametric estimation and testing of fixed effects panel data models
by Henderson, Daniel J. & Carroll, Raymond J. & Li, Qi
- 276-305 A semi-parametric Bayesian approach to the instrumental variable problem
by Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E.
- 306-324 Chain indices of the cost-of-living and the path-dependence problem: An empirical solution
by Oulton, Nicholas
April 2008, Volume 143, Issue 2
- 227-262 Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
by Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong
- 263-273 Estimation of Markov regime-switching regression models with endogenous switching
by Kim, Chang-Jin & Piger, Jeremy & Startz, Richard
- 274-290 Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity
by Bhalotra, Sonia & Soest, Arthur van
- 291-316 Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
by Panagiotelis, Anastasios & Smith, Michael
- 317-333 A smooth nonparametric conditional quantile frontier estimator
by Martins-Filho, Carlos & Yao, Feng
- 334-348 Bayesian analysis of the ordered probit model with endogenous selection
by Munkin, Murat K. & Trivedi, Pravin K.
- 349-374 Long-run risk-return trade-offs
by Bandi, Federico M. & Perron, Benoît
- 375-395 Examining bias in estimators of linear rational expectations models under misspecification
by Jondeau, Eric & Le Bihan, Hervé
- 396-397 Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330]
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
March 2008, Volume 143, Issue 1
- 1-4 Specification testing
by Delgado, Miguel A.
- 5-18 On distribution-free goodness-of-fit testing of exponentiality
by Haywood, John & Khmaladze, Estate
- 19-36 Testing multivariate distributions in GARCH models
by Bai, Jushan & Chen, Zhihong
- 37-55 Distribution-free specification tests of conditional models
by Delgado, Miguel A. & Stute, Winfried
- 56-73 Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach
by Dette, Holger & Podolskij, Mark
- 74-87 Joint and marginal specification tests for conditional mean and variance models
by Carlos Escanciano, J.
- 88-102 Specification tests in nonparametric regression
by Einmahl, John H.J. & Van Keilegom, Ingrid
- 103-122 Breaking the curse of dimensionality in nonparametric testing
by Lavergne, Pascal & Patilea, Valentin
- 123-142 Nonparametric simultaneous testing for structural breaks
by Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien
- 143-165 Specification testing for regression models with dependent data
by Hidalgo, J.
- 166-190 Goodness-of-fit tests for conditional models under censoring and truncation
by Cao, Ricardo & Gonzalez-Manteiga, Wenceslao
- 191-205 On specification testing of ordered discrete choice models
by Mora, Juan & Moro-Egido, Ana I.
- 206-225 Diagnostic testing for cointegration
by Robinson, P.M.
February 2008, Volume 142, Issue 2
- 611-614 Special issue editors' introduction: The regression discontinuity design--Theory and applications
by Imbens, Guido & Lemieux, Thomas
- 615-635 Regression discontinuity designs: A guide to practice
by Imbens, Guido W. & Lemieux, Thomas
- 636-654 "Waiting for Life to Arrive": A history of the regression-discontinuity design in Psychology, Statistics and Economics
by Cook, Thomas D.
- 655-674 Regression discontinuity inference with specification error
by Lee, David S. & Card, David
- 675-697 Randomized experiments from non-random selection in U.S. House elections
by Lee, David S.
- 698-714 Manipulation of the running variable in the regression discontinuity design: A density test
by McCrary, Justin
- 715-730 Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs
by Battistin, Erich & Rettore, Enrico
- 731-756 Breaking the link between poverty and low student achievement: An evaluation of Title I
by van der Klaauw, Wilbert
- 757-784 The work disincentive effects of the disability insurance program in the 1990s
by Chen, Susan & van der Klaauw, Wilbert
- 785-806 How do extended benefits affect unemployment duration A regression discontinuity approach
by Lalive, Rafael
- 807-828 Incentive effects of social assistance: A regression discontinuity approach
by Lemieux, Thomas & Milligan, Kevin
- 829-850 Mandatory summer school and student achievement
by Matsudaira, Jordan D.
January 2008, Volume 142, Issue 1
- 1-27 Nonlinearity, nonstationarity, and spurious forecasts
by Marmer, Vadim
- 28-49 Symmetry-based inference in an instrumental variable setting
by Bekker, Paul A. & Lawford, Steve
- 50-93 Testing slope homogeneity in large panels
by Hashem Pesaran, M. & Yamagata, Takashi
- 94-133 Adaptive consistent unit-root tests based on autoregressive threshold model
by Bec, Frederique & Guay, Alain & Guerre, Emmanuel
- 134-161 Generalized empirical likelihood tests in time series models with potential identification failure
by Guggenberger, Patrik & Smith, Richard J.
- 162-182 Local rank tests in a multivariate nonparametric relationship
by Fortuna, Natercia
- 183-200 Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
by Andrews, Donald W.K. & Marmer, Vadim
- 201-211 Sparse estimators and the oracle property, or the return of Hodges' estimator
by Leeb, Hannes & Potscher, Benedikt M.
- 212-240 A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
by Deng, Ai & Perron, Pierre
- 241-264 Nonparametric transformation to white noise
by Linton, Oliver B. & Mammen, Enno
- 265-280 Adaptive estimation of autoregressive models with time-varying variances
by Xu, Ke-Li & Phillips, Peter C.B.
- 281-311 Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
by Feng, Guohua & Serletis, Apostolos
- 312-326 A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
by Francq, Christian & Makarova, Svetlana & Zakoi[diaeresis]an, Jean-Michel
- 327-351 Robust estimation for structural spurious regressions and a Hausman-type cointegration test
by Choi, Chi-Young & Hu, Ling & Ogaki, Masao
- 352-378 Estimation and tests for power-transformed and threshold GARCH models
by Pan, Jiazhu & Wang, Hui & Tong, Howell
- 379-398 Instrumental variable quantile regression: A robust inference approach
by Chernozhukov, Victor & Hansen, Christian
- 399-424 The multi-state latent factor intensity model for credit rating transitions
by Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre
- 425-448 Estimation and testing of Euler equation models with time-varying reduced-form coefficients
by Li, Hong
- 449-466 Efficient estimation and inference in linear pseudo-panel data models
by Inoue, Atsushi
- 467-483 Temporal aggregation of multivariate GARCH processes
by Hafner, Christian M.
- 484-507 On Bayesian analysis and computation for functions with monotonicity and curvature restrictions
by McCausland, William J.
- 508-538 Conditional empirical likelihood estimation and inference for quantile regression models
by Otsu, Taisuke
- 539-552 Fixed effects instrumental variables estimation in correlated random coefficient panel data models
by Murtazashvili, Irina & Wooldridge, Jeffrey M.
- 553-580 Bayesian stochastic search for VAR model restrictions
by George, Edward I. & Sun, Dongchu & Ni, Shawn
- 581-609 Testing for unit root processes in random coefficient autoregressive models
by Distaso, Walter
December 2007, Volume 141, Issue 2
- 323-349 Realized range-based estimation of integrated variance
by Christensen, Kim & Podolskij, Mark
- 350-382 Instrumental variable estimation based on conditional median restriction
by Sakata, Shinichi
- 383-415 Generalized R-estimators under conditional heteroscedasticity
by Mukherjee, Kanchan
- 416-459 Incidental trends and the power of panel unit root tests
by Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B.
- 460-481 Non-parametric estimation of sequential english auctions
by Brendstrup, Bjarne
- 482-491 On the uniqueness of optimal prices set by monopolistic sellers
by van den Berg, Gerard J.
- 492-516 On the second-order properties of empirical likelihood with moment restrictions
by Chen, Song Xi & Cui, Hengjian
- 517-547 Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
by Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio
- 548-573 Efficient tests of the seasonal unit root hypothesis
by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- 574-596 Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
by Nielsen, Morten Orregaard & Shimotsu, Katsumi
- 597-620 Asymptotic properties of a robust variance matrix estimator for panel data when T is large
by Hansen, Christian B.
- 621-651 Online forecast combinations of distributions: Worst case bounds
by Sancetta, Alessio
- 652-682 Nonparametric tests for conditional symmetry in dynamic models
by Delgado, Miguel A. & Carlos Escanciano, J.
- 683-703 Masking identification of discrete choice models under simulation methods
by Chiou, Lesley & Walker, Joan L.
- 704-735 A smoothed least squares estimator for threshold regression models
by Seo, Myung Hwan & Linton, Oliver
- 736-776 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
by Hong, Yongmiao & Li, Haitao & Zhao, Feng
- 777-806 Endogenous selection or treatment model estimation
by Lewbel, Arthur
- 807-834 A consistent characteristic function-based test for conditional independence
by Su, Liangjun & White, Halbert
- 835-875 A goodness-of-fit test for ARCH([infinity]) models
by Hidalgo, Javier & Zaffaroni, Paolo
- 876-912 Modelling security market events in continuous time: Intensity based, multivariate point process models
by Bowsher, Clive G.
- 913-949 Asymptotics for duration-driven long range dependent processes
by Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe
- 950-972 An adaptive empirical likelihood test for parametric time series regression models
by Chen, Song Xi & Gao, Jiti
- 973-1013 A goodness-of-fit test for ARCH([infinity]) models
by Hidalgo, Javier & Zaffaroni, Paolo
- 1014-1043 Discrete time duration models with group-level heterogeneity
by Frederiksen, Anders & Honore, Bo E. & Hu, Luojia
- 1044-1072 Income distribution and inequality measurement: The problem of extreme values
by Cowell, Frank A. & Flachaire, Emmanuel
- 1073-1099 A zero-inflated ordered probit model, with an application to modelling tobacco consumption
by Harris, Mark N. & Zhao, Xueyan
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