Contact information of Elsevier
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
1997, Volume 82, Issue 1
- 107-134 A cointegration approach to estimating preference parameters
by Ogaki, Masao & Park, Joon Y.
- 135-156 Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models
by Crepon, Bruno & Kramarz, Francis & Trognon, Alain
- 157-192 A single-blind controlled competition among tests for nonlinearity and chaos
by Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J.
December 1997, Volume 81, Issue 2
November 1997, Volume 81, Issue 1
- 1-5 Nonparametric dynamic modelling
by Lutkepohl, Helmut
- 7-27 Rank tests for unit roots
by Breitung, Jorg & Gourieroux, Christian
- 29-64 Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
by Bierens, Herman J.
- 65-92 Nonlinear stochastic trends
by Granger, Clive W. J. & Inoue, Tomoo & Morin, Norman
- 93-126 Testing cointegration in infinite order vector autoregressive processes
by Saikkonen, Pentti & Luukkonen, Ritva
- 127-157 Impulse response analysis in infinite order cointegrated vector autoregressive processes
by Lutkepohl, Helmut & Saikkonen, Pentti
- 159-192 Estimation of stochastic volatility models with diagnostics
by Gallant, A. Ronald & Hsieh, David & Tauchen, George
- 193-221 Efficient estimation in semiparametric GARCH models
by Drost, Feike C. & Klaassen, Chris A. J.
- 223-242 Local polynomial estimators of the volatility function in nonparametric autoregression
by Hardle, W. & Tsybakov, A.
- 243-272 Local parametric analysis of hedging in discrete time
by Bossaerts, Peter & Hillion, Pierre
- 273-280 Recognizing changing seasonal patterns using artificial neural networks
by Franses, Philip Hans & Draisma, Gerrit
October 1997, Volume 80, Issue 2
- 199-221 Codependent cycles
by Vahid, Farshid & Engle, Robert F.
- 223-239 Analysis of cointegrated VARMA processes
by Lutkepohl, Helmut & Claessen, Holger
- 241-268 Testing of unit root and other nonstationary hypotheses in macroeconomic time series
by Gil-Alana, L. A. & Robinson, P. M.
- 269-286 Inference in a nearly integrated autoregressive model with nonnormal innovations
by Rothenberg, Thomas J. & Stock, James H.
- 287-296 Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
by Entorf, Horst
- 297-318 Bootstrapping cointegrating regressions
by Li, Hongyi & Maddala, G. S.
- 319-323 Discussion of paper by H. Li & G.S. Maddala
by Hinkley, D. V.
- 325-353 Exact tests in single equation autoregressive distributed lag models
by Kiviet, Jan F. & Dufour, Jean-Marie
- 355-385 Further evidence on breaking trend functions in macroeconomic variables
by Perron, Pierre
- 387-422 Detecting shocks: Outliers and breaks in time series
by Atkinson, A. C. & Koopman, S. J. & Shephard, N.
September 1997, Volume 80, Issue 1
- 1-34 Semiparametric estimation of the Type-3 Tobit model
by Chen, Songnian
- 35-62 An introduction to stochastic unit-root processes
by Granger, Clive W. J. & Swanson, Norman R.
- 63-84 Analyzing properties of K-cones in the generalized data envelopment analysis model
by Wei, Quanling & Yu, Gang
- 85-123 Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
by Kitamura, Yuichi & Phillips, Peter C. B.
- 125-165 Statistical inference in the multinomial multiperiod probit model
by Geweke, John F. & Keane, Michael P. & Runkle, David E.
- 167-193 Multiple unit roots in periodic autoregression
by Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels
August 1997, Volume 79, Issue 2
- 195-199 Duration, transition and count data models Introduction
by Gourieroux, Christian & Magnac, Thierry
- 201-219 Inference in non-linear panel models with partially missing observations The case of the equilibrium search model
by Christensen, Bent Jesper & Kiefer, Nicholas M.
- 221-245 Association measures for durations in bivariate hazard rate models
by van den Berg, Gerard J.
- 247-268 A count data model with unobserved heterogeneity
by Gourieroux, C. & Visser, M.
- 269-290 On seasonality and business cycle durations: A nonparametric investigation
by Ghysels, Eric
- 291-303 Bayes WESML Posterior inference from choice-based samples
by Lancaster, Tony
- 305-325 Job search theory, labour supply and unemployment duration
by Bloemen, Hans G.
- 327-354 Labour market transitions and retirement of men in the UK
by Meghir, Costas & Whitehouse, Edward
- 355-378 Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
by Crepon, Bruno & Duguet, Emmanuel
- 379-402 Debt, moral hazard and airline safety An empirical evidence
by Dionne, Georges & Gagne, Robert & Gagnon, Francois & Vanasse, Charles
July 1997, Volume 79, Issue 1
- 1-21 Efficient estimation of panel data models with sequential moment restrictions
by Hahn, Jinyong
- 23-51 Estimation and inference with censored and ordered multinomial response data
by Golan, Amos & Judge, George & Perloff, Jeffrey
- 53-81 Estimation and inference in nearly unbalanced nearly cointegrated systems
by Ng, Serena & Perron, Pierre
- 83-95 Applying linear time-varying constraints to econometric models: With an application to demand systems
by Doran, Howard E. & Rambaldi, Alicia N.
- 97-127 Augmented GARCH (p,q) process and its diffusion limit
by Duan, Jin-Chuan
- 129-146 Bayesian analysis of compound loss distributions
by Pai, Jeffrey S.
- 147-168 Convergence rates and asymptotic normality for series estimators
by Newey, Whitney K.
- 169-193 On the use of panel data in stochastic frontier models with improper priors
by Fernandez, Carmen & Osiewalski, Jacek & Steel, Mark F. J.
June 1997, Volume 78, Issue 2
- 139-151 Comparing and choosing between two models with a third model in the background
by Poirier, Dale J.
- 153-157 Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal
by Srivastava, Anil K. & Shalabh
- 159-177 Measuring information loss due to inconsistencies in duration data from longitudinal surveys
by Romeo, Charles J.
- 179-184 Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results
by Lee, Lung-Fei
- 205-216 The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance an application to German stock returns
by Runde, Ralf
- 217-227 Learning about the across-regime correlation in switching regression models
by Koop, Gary & Poirier, Dale J.
- 229-255 Noise in unspecified, non-linear time series
by Szpiro, George G.
- 257-294 A smooth likelihood simulator for dynamic disequilibrium models
by Lee, Lung-Fei
- 295-314 Robust estimators for simultaneous equations models
by Krishnakumar, J. & Ronchetti, E.
- 315-332 Modified Wald tests under nonregular conditions
by Lutkepohl, Helmut & Burda, Maike M.
- 333-357 Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
by Paarsch, Harry J.
- 359-380 Bayesian analysis of seasonal unit roots and seasonal mean shifts
by Franses, Philip Hans & Hoek, Henk & Paap, Richard
April 1997, Volume 77, Issue 2
- 297-302 Fellow's opinion: Econometrics, data, and the world wide web
by Barnett, William A.
- 303-327 Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
by Baltagi, Badi H. & Griffin, James M.
- 329-342 An R-squared measure of goodness of fit for some common nonlinear regression models
by Colin Cameron, A. & Windmeijer, Frank A. G.
- 343-377 Estimating continuous-time stochastic volatility models of the short-term interest rate
by Andersen, Torben G. & Lund, Jesper
- 379-404 Nonparametric cointegration analysis
by Bierens, Herman J.
March 1997, Volume 77, Issue 1
- 1-4 Editor's introduction: Analysis of data on health
by Bhargava, Alok
- 5-37 Nutritional status, the capacity for work, and poverty traps
by Dasgupta, Partha
- 39-64 The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach
by McClellan, Mark & Newhouse, Joseph P.
- 65-86 Estimation in choice-based sampling with measurement error and bootstrap analysis
by Wang, C. Y. & Wang, Suojin & Carroll, R. J.
- 87-103 Socioeconomic inequalities in health: Measurement, computation, and statistical inference
by Kakwani, Nanak & Wagstaff, Adam & van Doorslaer, Eddy
- 105-124 Does the AIDS epidemic threaten economic growth?
by Bloom, David E. & Mahal, Ajay S.
- 125-139 Decomposing social indicators using distributional data
by Bidani, Benu & Ravallion, Martin
- 141-158 Assessing the productive benefits of nutrition and health: An integrated human capital approach
by Schultz, T. Paul
- 159-185 Health and wages: Evidence on men and women in urban Brazil
by Thomas, Duncan & Strauss, John
- 187-207 The dynamics of agricultural production and the calorie-income relationship: Evidence from Pakistan
by Behrman, Jere R. & Foster, Andrew D. & Rosenzweig, Mark R.
- 209-235 The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations
by Lee, Lung-fei & Rosenzweig, Mark R. & Pitt, Mark M.
- 237-257 Private health insurance and public expenditures in Jamaica
by Gertler, Paul & Sturm, Roland
- 259-276 Using mixture models to detect sex bias in health outcomes in Bangladesh
by Morduch, Jonathan J. & Stern, Hal S.
- 277-295 Nutritional status and the allocation of time in Rwandese households
by Bhargava, Alok
1997, Volume 76, Issue 1-2
- 1-37 Estimation of some partially specified nonlinear models
by Ai, Chunrong & McFadden, Daniel
- 39-52 A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
by Shively, Thomas S. & Kohn, Robert
- 53-76 Estimating new product demand from biased survey data
by Klein, Roger & Sherman, Robert
- 77-105 Bayesian efficiency analysis through individual effects: Hospital cost frontiers
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
- 107-128 Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
by Honore, Bo E. & Kyriazidou, Ekaterini & Udry, Christopher
- 129-140 Generalized extreme value model and additively separable generator function
by Choi, Ki-Hong & Moon, Choon-Geol
- 141-147 Autocorrelation- and heteroskedasticity-consistent t-values with trending data
by Kramer, Walter & Michels, Sonja
- 149-169 Bayesian analysis of long memory and persistence using ARFIMA models
by Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J.
- 171-191 Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
by West, Kenneth D.
- 193-221 Higher moment estimators for linear regression models with errors in the variables
by Dagenais, Marcel G. & Dagenais, Denyse L.
- 223-250 Inferring the rank of a matrix
by Cragg, John G. & Donald, Stephen G.
- 251-280 On the robustness of nonlinearity tests to moment condition failure
by de Lima, Pedro J. F.
- 281-307 Monte Carlo evaluation of multivariate normal probabilities
by Vijverberg, Wim P. M.
- 309-321 Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
by Ahn, Seung C. & Schmidt, Peter
- 323-340 Semi-nonparametric estimation of binary response models with an application to natural resource valuation
by Chen, Heng Z. & Randall, Alan
- 341-350 Correlation and the time interval over which the variables are measured
by Levy, Haim & Schwarz, Gideon
- 351-356 Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship
by Kumbhakar, Subal C.
- 357-373 Why are estimates of agricultural supply response so variable?
by Diebold, Francis X. & Lamb, Russell L.
- 375-395 The evaluation of new health care technology: The labor economics of statistics
by Philipson, Tomas
- 397-403 GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
by Andersen, Torben G. & Sorensen, Bent E.
- 405-405 QML and GMM estimators of stochastic volatility models: Response to Andersen and Sorensen
by Ruiz, Esther
December 1996, Volume 75, Issue 2
- 239-261 Bounding posterior means by model criticism
by Iwata, Shigeru
- 263-289 A consistent test of functional form via nonparametric estimation techniques
by John Xu Zheng
- 291-316 Optimal bandwidth choice for density-weighted averages
by Powell, James L. & Stoker, Thomas M.
- 317-343 Nonparametric regression using Bayesian variable selection
by Smith, Michael & Kohn, Robert
- 345-367 A nonparametric test for poolability using panel data
by Baltagi, Badi H. & Hidalgo, Javier & Li, Qi
- 369-395 The second-order bias and mean squared error of nonlinear estimators
by Rilstone, Paul & Srivastava, V. K. & Ullah, Aman
- 397-398 Editorial statement
by Aigner, Dennis J.
November 1996, Volume 75, Issue 1
- 1-5 Editor's introduction
by Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K.
- 7-13 The Bernoullis of Basel
by Stigler, Stephen M.
- 15-32 The significance of Jacob Bernoulli's Ars Conjectandi for the philosophy of probability today
by Shafer, Glenn
- 33-50 De Finetti, Friedman, and the methodology of positive economics
by Pelloni, Gianluigi
- 51-68 Models, prior information, and Bayesian analysis
by Zellner, Arnold
- 69-78 Markov-Normal analysis of iterative simulations before their convergence
by Liu, Chuanhai & Rubin, Donald B.
- 79-97 Calculating posterior distributions and modal estimates in Markov mixture models
by Chib, Siddhartha
- 99-111 Priors for unit root models
by Kadane, Joseph B. & Chan, Ngai Hang & Wolfson, Lara J.
- 113-119 On priors and Bayes factors
by Young, Karen D. S. & Pettit, Lawrence I.
- 121-146 Bayesian reduced rank regression in econometrics
by Geweke, John
- 147-161 A bayesian multivariate nonstationary time series model for estimating mutual relationships among variables
by Kato, Hiroko & Naniwa, Sadao & Ishiguro, Makio
- 163-181 A Bayesian analysis of nested logit models
by Poirier, Dale J.
- 183-215 A Bayesian approach to the empirical valuation of bond options
by Schotman, Peter
- 217-238 Inference in successive sampling discovery models
by West, Mike
October 1996, Volume 74, Issue 2
- 209-235 A Bayesian approach to additive semiparametric regression
by Wong, Chi-ming & Kohn, Robert
- 237-254 Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
by Barnett, Glen & Kohn, Robert & Sheather, Simon
- 255-271 Interpreting cointegrating vectors and common stochastic trends
by Wickens, Michael R.
- 273-287 The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators
by Ohtani, Kazuhiro & Kozumi, Hideo
- 289-318 Efficient estimation and stratified sampling
by Imbens, Guido W. & Lancaster, Tony
- 319-361 Wage dispersion, returns to skill, and black-white wage differentials
by Card, David & Lemieux, Thomas
- 363-386 Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea
by Ermini, Luigi & Chang, Dongkoo
- 387-405 Estimating systems of equations with different instruments for different equations
by Wooldridge, Jeffrey M.
September 1996, Volume 74, Issue 1
- 1-2 Editor's introduction: Asymmetries and nonlinearities in dynamic economic models
by Burgess, Simon & Escribano, Alvaro & Pfann, Gerard
- 3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity
by Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole
- 31-57 Closing the GARCH gap: Continuous time GARCH modeling
by Drost, Feike C. & Werker, Bas J. M.
- 59-75 Testing the adequacy of smooth transition autoregressive models
by Eitrheim, Oyvind & Terasvirta, Timo
- 77-118 Qualitative and asymptotic performance of SNP density estimators
by Fenton, Victor M. & Gallant, A. Ronald
- 119-147 Impulse response analysis in nonlinear multivariate models
by Koop, Gary & Pesaran, M. Hashem & Potter, Simon M.
- 149-176 Nonlinear interest rate dynamics and implications for the term structure
by Pfann, Gerard A. & Schotman, Peter C. & Tschernig, Rolf
- 177-208 Volume, volatility, and leverage: A dynamic analysis
by Tauchen, George & Zhang, Harold & Liu, Ming
August 1996, Volume 73, Issue 2
July 1996, Volume 73, Issue 1
- 1-3 Editors' introduction: Fractional differencing and long memory processes
by Baillie, Richard T. & King, Maxwell L.
- 5-59 Long memory processes and fractional integration in econometrics
by Baillie, Richard T.
- 61-77 Varieties of long memory models
by Granger, Clive W. J. & Ding, Zhuanxin
- 79-99 Infinite variance stable moving averages with long memory
by Kokoszka, Piotr S. & Taqqu, Murad S.
- 101-149 Long memory continuous time models
by Comte, F. & Renault, E.
- 151-184 Modeling and pricing long memory in stock market volatility
by Bollerslev, Tim & Ole Mikkelsen, Hans
- 185-215 Modeling volatility persistence of speculative returns: A new approach
by Ding, Zhuanxin & Granger, Clive W. J.
- 217-236 The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
by Hosoya, Yuzo
- 237-259 Estimating a generalized long memory process
by Chung, Ching-Fan
- 261-284 Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
by Hosking, Jonathan R. M.
- 285-302 On the power of the KPSS test of stationarity against fractionally-integrated alternatives
by Lee, Dongin & Schmidt, Peter
- 303-324 Averaged periodogram estimation of long memory
by Lobato, I. & Robinson, P. M.
1996, Volume 72, Issue 1-2
- 1-32 The Bierens test under data dependence
by de Jong, Robert M.
- 33-48 A causality-in-variance test and its application to financial market prices
by Cheung, Yin-Wong & Ng, Lilian K.
- 49-84 Smoothing bias in the measurement of marginal effects
by Stoker, Thomas M.
- 85-134 Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results
by Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul
- 135-149 Parameter uncertainty and impulse response analysis
by Koop, Gary
- 151-175 On the power of tests for superexogeneity and structural invariance
by Psaradakis, Zacharias & Sola, Martin
- 177-195 A farm-level study of labor use and efficiency wages in Indian agriculture
by Kumbhakar, Subal C.
- 197-229 On the choice between sample selection and two-part models
by Leung, Siu Fai & Yu, Shihti
- 231-249 Empirical implementation of ex ante cost functions
by Pope, Rulon D. & Just, Richard E.
- 251-274 Two flexible functional form approaches for approximating the Lorenz curve
by Ryu, Hang K. & Slottje, Daniel J.
- 275-299 Some results on the Glejser and Koenker tests for heteroskedasticity
by Godfrey, Leslie G.
- 301-312 Mirror image distributions and the Dickey-Fuller regression with a maintained trend
by Haldrup, Niels
- 313-356 On the determination of integration indices in I(2) systems
by Paruolo, Paolo
- 357-395 The effects of vertical integration between cable television systems and pay cable networks
by Waterman, David & Weiss, Andrew A.
1996, Volume 71, Issue 1-2
- 1-47 Asymptotic filtering theory for multivariate ARCH models
by Nelson, Daniel B.
- 49-70 Semiparametric estimates of the supply and demand effects of disability on labor force participation
by Stern, Steven
- 71-87 Marginalization and contemporaneous aggregation in multivariate GARCH processes
by Nijman, Theo & Sentana, Enrique
- 89-115 Tests for cointegration a Monte Carlo comparison
by Haug, Alfred A.
- 117-143 Cointegration and speed of convergence to equilibrium
by Pesaran, M. Hashem & Shin, Yongcheol
- 145-160 Case-control studies with contaminated controls
by Lancaster, Tony & Imbens, Guido
- 161-173 Interpreting tests of the convergence hypothesis
by Bernard, Andrew B. & Durlauf, Steven N.
- 175-205 Robustness to nonnormality of regression F-tests
by Ali, Mukhtar M. & Sharma, Subhash C.
- 207-225 Information criteria for selecting possibly misspecified parametric models
by Sin, Chor-Yiu & White, Halbert
- 227-248 Alternative methods of detrending and the power of unit root tests
by Hwang, Jaeyoun & Schmidt, Peter
- 249-264 A minimum distance estimator for long-memory processes
by Tieslau, Margie A. & Schmidt, Peter & Baillie, Richard T.
- 265-283 An interior point algorithm for nonlinear quantile regression
by Koenker, Roger & Park, Beum J.
- 285-290 A note on Sargan densities
by Hadri, Kaddour
- 291-307 Specification testing in panel data with instrumental variables
by Metcalf, Gilbert E.
- 309-319 A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
by Ahn, Seung C. & Low, Stuart
- 321-341 Testing for structural breaks in cointegrated relationships
by Gregory, Allan W. & Nason, James M. & Watt, David G.
- 343-379 Endogenous capital utilization and productivity measurement in dynamic factor demand models Theory and an application to the U.S. electrical machinery industry
by Prucha, Ingmar R. & Nadiri, M. Ishaq
- 381-388 Lorenz ordering of generalized beta-II income distributions
by Wilfling, Bernd
- 389-397 Semiparametric estimation of partially linear panel data models
by Li, Qi & Stengos, Thanasis
February 1996, Volume 70, Issue 2
January 1996, Volume 70, Issue 1
- 1-8 Editors' introduction recent developments in the econometrics of structural change
by Dufour, Jean-Marie & Ghysels, Eric
- 9-38 Optimal changepoint tests for normal linear regression
by Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner
- 39-68 Exact tests for structural change in first-order dynamic models
by Dufour, Jean-Marie & Kiviet, Jan F.
- 69-97 The effect of linear filters on dynamic time series with structural change
by Ghysels, Eric & Perron, Pierre
- 99-126 Residual-based tests for cointegration in models with regime shifts
by Gregory, Allan W. & Hansen, Bruce E.
Printed from https://ideas.repec.org/s/eee/econom19.html
