Journal of Econometrics
June 2005, Volume 126, Issue 2
- 571-572 Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294]
by Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles
May 2005, Volume 126, Issue 1
- 1-24 Testing for common deterministic trend slopes
by Vogelsang, Timothy J. & Franses, Philip Hans
- 25-51 A finite sample correction for the variance of linear efficient two-step GMM estimators
by Windmeijer, Frank
- 53-77 Nonparametric estimation of time varying parameters under shape restrictions
by Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan
- 79-114 Nonparametric estimation of structural change points in volatility models for time series
by Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong
- 115-143 A bootstrap causality test for covariance stationary processes
by Hidalgo, J.
- 145-171 Asymptotic inference from multi-stage samples
by Bhattacharya, Debopam
- 173-200 Econometrics of first-price auctions with entry and binding reservation prices
by Tong Li
- 201-232 Testing affine term structure models in case of transaction costs
by Driessen, Joost & Melenberg, Bertrand & Nijman, Theo
2005, Volume 125, Issue 1-2
- 1-13 Special issue on Experimental and non-experimental evaluation of economic policy and models
by Ham, John C. & LaLonde, Robert J.
- 15-51 Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs
by Aakvik, Arild & Heckman, James J. & Vytlacil, Edward J.
- 53-75 Do unemployment insurance recipients actively seek work? Evidence from randomized trials in four U.S. States
by Ashenfelter, Orley & Ashmore, David & Deschenes, Olivier
- 77-111 Correcting for selective compliance in a re-employment bonus experiment
by Bijwaard, Govert E. & Ridder, Geert
- 113-139 How important are "entry effects" in financial incentive programs for welfare recipients? Experimental evidence from the Self-Sufficiency Project
by Card, David & Robins, Philip K.
- 141-173 Program evaluation as a decision problem
by Dehejia, Rajeev H.
- 175-205 Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions
by Ham, John C. & Kagel, John H. & Lehrer, Steven F.
- 207-239 The benefits of prenatal care: evidence from the PAT bus strike
by Evans, William N. & Lien, Diana S.
- 241-270 Predicting the efficacy of future training programs using past experiences at other locations
by Joseph Hotz, V. & Imbens, Guido W. & Mortimer, Julie H.
- 271-304 Estimating the returns to community college schooling for displaced workers
by Jacobson, Louis & LaLonde, Robert & G. Sullivan, Daniel
- 305-353 Does matching overcome LaLonde's critique of nonexperimental estimators?
by A. Smith, Jeffrey & E. Todd, Petra
- 355-364 Practical propensity score matching: a reply to Smith and Todd
by Dehejia, Rajeev
- 365-375 Rejoinder
by Smith, Jeffrey & Todd, Petra
February 2005, Volume 124, Issue 2
- 205-225 Testing the nominal-to-real transformation
by Kongsted, Hans Christian
- 227-252 Autocovariance functions of series and of their transforms
by Abadir, Karim M. & Talmain, Gabriel
- 253-267 Optimal weighted average power similar tests for the covariance structure in the linear regression model
by Forchini, Giovanni
- 269-310 Testing for the cointegration rank when some cointegrating directions are changing
by Andrade, Philippe & Bruneau, Catherine & Gregoir, Stephane
- 311-334 A Bayesian analysis of the multinomial probit model using marginal data augmentation
by Imai, Kosuke & van Dyk, David A.
- 335-361 Instrumental variables estimators of nonparametric models with discrete endogenous regressors
by Das, M.
- 363-394 Testing for cointegration using partially linear models
by Juhl, Ted & Xiao, Zhijie
January 2005, Volume 124, Issue 1
- 1-31 The power of tests of predictive ability in the presence of structural breaks
by Clark, Todd E. & McCracken, Michael W.
- 33-54 Variance ratio tests of the seasonal unit root hypothesis
by Taylor, A. M. Robert
- 55-89 Subsampling vector autoregressive tests of linear constraints
by Choi, In
- 91-116 Parametric approximations of nonparametric frontiers
by Florens, Jean-Pierre & Simar, Leopold
- 117-148 Bootstrap specification tests for diffusion processes
by Corradi, Valentina & Swanson, Norman R.
- 149-186 Testing normality: a GMM approach
by Bontemps, Christian & Meddahi, Nour
- 187-201 Point optimal tests of the null hypothesis of cointegration
by Jansson, Michael
- 203-204 Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395]
by Rilstone, Paul & Ullah, Aman
December 2004, Volume 123, Issue 2
- 197-199 Recent advances in Bayesian econometrics
by Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K.
- 201-225 Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
by Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D.
- 227-258 Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
by Kleibergen, Frank
- 259-282 Bayesian variants of some classical semiparametric regression techniques
by Koop, Gary & Poirier, Dale J.
- 283-306 Bayesian evaluation of non-admissible conditioning
by Mouchart, Michel & Scheihing, Eliana
- 307-325 Bayesian analysis of the error correction model
by Strachan, Rodney W. & Inder, Brett
- 327-344 Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
by Chopin, Nicolas & Pelgrin, Florian
- 345-369 Density inference for ranking European research systems in the field of economics
by Lubrano, Michel & Protopopescu, Camelia
- 371-391 Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
by Osiewalski, Jacek & Pipien, Mateusz
November 2004, Volume 123, Issue 1
- 1-31 On Kolmogorov's representation of functions of several variables by functions of one variable
by Coppejans, Mark
- 33-66 Tests of stationarity against a change in persistence
by Busetti, Fabio & Taylor, A. M. Robert
- 67-87 Bootstrapping the HEGY seasonal unit root tests
by Burridge, Peter & Robert Taylor, A. M.
- 89-120 Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
by Goncalves, Silvia & Kilian, Lutz
- 121-152 Semiparametric Bayesian inference for stochastic frontier models
by Griffin, J. E. & Steel, M. F. J.
- 153-187 Comparing dynamic equilibrium models to data: a Bayesian approach
by Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan
- 189-193 Decompositions of Pearson's chi-squared test
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
October 2004, Volume 122, Issue 2
- 213-246 An empirical model of learning and patient spillovers in new drug entry
by Coscelli, Andrea & Shum, Matthew
- 247-280 Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
by Shin, Dong Wan & Oh, Man-Suk
- 281-291 Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
by Biorn, Erik
- 293-316 Estimation of cross sectional and panel data censored regression models with endogeneity
by Honore, Bo E. & Hu, Luojia
- 317-347 Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
by Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian
- 349-384 Analytical evaluation of the power of tests for the absence of cointegration
by Pesavento, Elena
- 385-403 Maximum score estimation of a nonstationary binary choice model
by Moon, Hyungsik Roger
September 2004, Volume 122, Issue 1
- 1-26 Toward an empirical analysis of polarization
by Anderson, Gordon
- 27-46 On the harm that ignoring pretesting can cause
by Danilov, Dmitry & Magnus, J.R.Jan R.
- 47-79 Optimal forecast combinations under general loss functions and forecast error distributions
by Elliott, Graham & Timmermann, Allan
- 81-126 Testing for a unit root in panels with dynamic factors
by Moon, H.R.Hyungsik Roger & Perron, Benoit
- 127-136 Markov-switching models with endogenous explanatory variables
by Kim, C.-J.Chang-Jin
- 137-183 Estimating cross-section common stochastic trends in nonstationary panel data
by Bai, Jushan
- 185-212 Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
by Jacquier, Eric & Polson, Nicholas G. & Rossi, P.E.Peter E.
2004, Volume 121, Issue 1-2
- 1-18 The econometrics of higher education: editor's view
by Marsh, L.C.Lawrence C.
- 19-37 Econometric studies of higher education
by Ehrenberg, R.G.Ronald G.
- 39-98 The effect of schooling and ability on achievement test scores
by Hansen, Karsten T. & Heckman, James J. & Mullen, K.J.Kathleen J.
- 99-124 How robust is the evidence on the effects of college quality? Evidence from matching
by Black, Dan A. & Smith, J.A.Jeffrey A.
- 125-142 The effect of college location on migration of college-educated labor
by Groen, J.A.Jeffrey A.
- 143-173 Trade in university training: cross-state variation in the production and stock of college-educated labor
by Bound, John & Groen, Jeffrey & Kezdi, G.Gabor & Turner, Sarah
- 175-212 Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data
by Moretti, Enrico
- 213-241 Why do employers pay for college?
by Cappelli, Peter
- 243-269 Time-use and college outcomes
by Stinebrickner, Ralph & Stinebrickner, T.R.Todd R.
- 271-296 How have college decisions changed over time? An application of the conditional logistic choice model
by Terry Long, B.Bridget
- 297-317 College performance predictions and the SAT
by Rothstein, J.M.Jesse M.
- 319-342 College applications and the effect of affirmative action
by Long, M.C.Mark C.
- 343-375 Ability sorting and the returns to college major
by Arcidiacono, Peter
- 377-404 The impact of college course offerings on the supply of academically talented public school teachers
by Reback, RandallRandall
- 405-426 Bayesian solutions to graduate admissions and related selection problems
by Marsh, L.C.Lawrence C. & Zellner, Arnold
June 2004, Volume 120, Issue 2
- 207-234 Alternative sampling methods for estimating multivariate normal probabilities
by Sandor, Zsolt & Andras, P.Peter
- 235-262 Asymptotic theory for heterogeneous dynamic pseudo-panels
by McKenzie, D.J.David J.
- 263-293 Bootstrap unit root tests in panels with cross-sectional dependency
by Chang, Yoosoon
- 295-326 Subsampling the distribution of diverging statistics with applications to finance
by Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert
- 327-359 Forecasting and turning point predictions in a Bayesian panel VAR model
by Canova, Fabio & Ciccarelli, Matteo
May 2004, Volume 120, Issue 1
- 1-33 Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
by Shintani, Mototsugu & Linton, Oliver
- 35-73 Alternative estimators and unit root tests for seasonal autoregressive processes
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
- 75-102 Contemporaneous aggregation of linear dynamic models in large economies
by Zaffaroni, Paolo
- 103-138 Nonstationary discrete choice
by Hu, Ling & Phillips, Peter C. B.
- 139-158 Stability of random coefficient ARCH models and aggregation schemes
by Kazakevicius, Vytautas & Leipus, Remigijus & Viano, Marie-Claude
- 159-180 Simple estimators for nonparametric panel data models with sample attrition
by Das, M.
- 181-205 Mobility measurement, transition matrices and statistical inference
by Formby, John P. & Smith, W. James & Zheng, Buhong
April 2004, Volume 119, Issue 2
- 223-230 Dynamic factor models
by Croux, Christophe & Renault, Eric & Werker, Bas
- 231-255 The generalized dynamic factor model consistency and rates
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
- 257-289 Factor representing portfolios in large asset markets
by Sentana, Enrique
- 291-321 Forecasting with nonstationary dynamic factor models
by Pena, Daniel & Poncela, Pilar
- 323-353 Kernel-based nonlinear canonical analysis and time reversibility
by Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian
- 355-379 Temporal aggregation of volatility models
by Meddahi, Nour & Renault, Eric
- 381-412 The stochastic conditional duration model: a latent variable model for the analysis of financial durations
by Bauwens, Luc & Veredas, David
- 413-433 Stochastic volatility duration models
by Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann
March 2004, Volume 119, Issue 1
- 1-18 Testing for unit roots with flow data and varying sampling frequency
by Chambers, Marcus J.
- 19-44 [tau]-estimators of regression models with structural change of unknown location
by Fiteni, Inmaculada
- 45-71 A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
by Abadir, Karim M. & Lucas, Andre
- 73-98 A consistent estimator for the binomial distribution in the presence of "incidental parameters": an application to patent data
by Machado, Matilde P.
- 99-130 Nonparametric estimation of regression functions with both categorical and continuous data
by Racine, Jeff & Li, Qi
- 131-154 Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
by Arteche, Josu
- 155-198 Semiparametric estimation of a panel data proportional hazards model with fixed effects
by Horowitz, Joel L. & Lee, Sokbae
- 199-219 Maximum likelihood and the bootstrap for nonlinear dynamic models
by Goncalves, Silvia & White, Halbert
- 221-222 Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65]
by Bollerslev, Tim & Zhou, Hao
2004, Volume 118, Issue 1-2
- 1-5 Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
by Potscher, Benedikt M. & Prucha, Ingmar R.
- 7-26 Aggregation of space-time processes
by Giacomini, Raffaella & Granger, Clive W. J.
- 27-50 Estimation of simultaneous systems of spatially interrelated cross sectional equations
by Kelejian, Harry H. & Prucha, Ingmar R.
- 51-65 Robust estimation of generalized linear models with measurement errors
by Li, Tong & Hsiao, Cheng
- 67-94 A complete class of tests when the likelihood is locally asymptotically quadratic
by Ploberger, Werner
- 95-109 Least squares in general vector spaces revisited
by Schonfeld, Peter
- 111-127 An omnibus test for the time series model AR(1)
by Anderson, T. W. & Lockhart, R. A. & Stephens, M. A.
- 129-149 Generalized Levinson-Durbin and Burg algorithms
by Brockwell, P. J. & Dahlhaus, R.
- 151-187 Modeling of time series arrays by multistep prediction or likelihood methods
by Findley, David F. & Potscher, Benedikt M. & Wei, Ching-Zong
- 189-218 Bootstrapping nonparametric estimators of the volatility function
by Franke, Jurgen & Neumann, Michael H. & Stockis, Jean-Pierre
- 219-246 Nonlinear instrumental variable estimation of an autoregression
by Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon
- 247-256 Variance expressions for spectra estimated using auto-regressions
by Xie, Liang-Liang & Ljung, Lennart
- 257-291 The asymptotic variance of subspace estimates
by Chiuso, Alessandro & Picci, Giorgio
- 293-312 The relation of the CCA subspace method to a balanced reduction of an autoregressive model
by Dahlen, Anders & Scherrer, Wolfgang
- 313-339 System theory for system identification
by van Schuppen, Jan H.
- 341-373 Deterministic least squares filtering
by Willems, J. C.
December 2003, Volume 117, Issue 2
- 207-244 Strong rules for detecting the number of breaks in a time series
by Altissimo, Filippo & Corradi, Valentina
- 245-278 Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
by Chen, Songnian & Khan, Shakeeb
- 279-309 Semiparametric-efficient estimation of AR(1) panel data models
by Park, Byeong U. & Sickles, Robin C. & Simar, Leopold
- 311-311 Corrigendum to "Semiparametric-efficient estimation of AR(1) panel data models": [J. Econom. 117 (2003) 279-309]
by Park, Byeong U. & Sickles, Robin C. & Simar, Leopold
- 313-330 The equality of comparable extended families of classical-type and Hausman-type statistics
by Dastoor, Naorayex K.
- 331-367 Effective nonparametric estimation in the case of severely discretized data
by Coppejans, Mark
- 369-399 An alternative bootstrap to moving blocks for time series regression models
by Hidalgo, Javier
- 401-404 Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363]
by Breitung, Jorg & Taylor, A. M. Robert
November 2003, Volume 117, Issue 1
- 1-19 A simple estimator for nonlinear error in variable models
by Hong, Han & Tamer, Elie
- 21-53 Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
by Busetti, Fabio & Taylor, A. M. Robert
- 55-93 Empirical likelihood estimation and consistent tests with conditional moment restrictions
by Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K.
- 95-121 Estimating fractional cointegration in the presence of polynomial trends
by Chen, Willa W. & Hurvich, Clifford M.
- 123-150 Testing panel data regression models with spatial error correlation
by Baltagi, Badi H. & Song, Seuck Heun & Koh, Won
- 151-178 Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables
by Frazis, Harley & Loewenstein, Mark A.
- 179-206 Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
by Bams, Dennis & Schotman, Peter C.
2003, Volume 116, Issue 1-2
- 1-7 Frontiers of financial econometrics and financial engineering
by Ghysels, Eric & Tauchen, George
- 9-47 Nonparametric option pricing under shape restrictions
by Ait-Sahalia, Yacine & Duarte, Jefferson
- 49-83 Empirical assessment of an intertemporal option pricing model with latent variables
by Garcia, Rene & Luger, Richard & Renault, Eric
- 85-112 Estimation of risk-neutral densities using positive convolution approximation
by Bondarenko, Oleg
- 113-146 An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
by Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve
- 147-180 Purebred or hybrid?: Reproducing the volatility in term structure dynamics
by Ahn, Dong-Hyun & Dittmar, Robert F. & Gallant, A. Ronald & Gao, Bin
- 181-224 The dynamics of stochastic volatility: evidence from underlying and options markets
by Jones, Christopher S.
- 225-257 Alternative models for stock price dynamics
by Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George
- 259-292 Spectral GMM estimation of continuous-time processes
by Chacko, George & Viceira, Luis M.
- 293-328 On the functional estimation of jump-diffusion models
by Bandi, Federico M. & Nguyen, Thong H.
- 329-364 Empirical reverse engineering of the pricing kernel
by Chernov, Mikhail
- 365-386 Portfolio choice with endogenous utility: a large deviations approach
by Stutzer, Michael
- 387-404 Empirical option pricing: a retrospection
by Bates, David S.
August 2003, Volume 115, Issue 2
- 199-258 Gaussian inference on certain long-range dependent volatility models
by Zaffaroni, Paolo & d'Italia, Banca
- 259-276 Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
by Luger, Richard
- 277-291 Estimation of Lorenz curves: a Bayesian nonparametric approach
by Hasegawa, Hikaru & Kozumi, Hideo
- 293-346 An MCMC approach to classical estimation
by Chernozhukov, Victor & Hong, Han
- 347-354 Calculation of maximum entropy densities with application to income distribution
by Wu, Ximing
- 355-389 Nonlinear log-periodogram regression for perturbed fractional processes
by Sun, Yixiao & Phillips, Peter C. B.
July 2003, Volume 115, Issue 1
- 1-27 GLS detrending, efficient unit root tests and structural change
by Perron, Pierre & Rodriguez, Gabriel
- 29-52 An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
by Wan Shin, Dong & Lee, Oesook
- 53-74 Testing for unit roots in heterogeneous panels
by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol
- 75-89 Testing for unit roots with stationary covariates
by Elliott, Graham & Jansson, Michael
- 91-123 Structural change tests for simulated method of moments
by Ghysels, Eric & Guay, Alain
- 125-157 Binary choice panel data models with predetermined variables
by Arellano, Manuel & Carrasco, Raquel
- 159-197 Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models
by Ni, Shawn & Sun, Dongchu
June 2003, Volume 114, Issue 2
- 197-220 Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: an application to the demand for healthcare
by Munkin, Murat K. & Trivedi, Pravin K.
- 221-241 Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications
by Crawford, Ian & Laisney, Francois & Preston, Ian
- 243-260 Open outcry auctions with secret reserve prices: an empirical application to executive auctions of tenant owner's apartments in Sweden
by Eklof, Matias & Lunander, Anders
- 261-295 Structural changes in the cointegrated vector autoregressive model
by Hansen, Peter Reinhard
- 297-328 Identification and sequential estimation of panel data models with insufficient exclusion restrictions
by Das, M.
- 329-347 Likelihood preserving normalization in multiple equation models
by Waggoner, Daniel F. & Zha, Tao
- 349-360 Kurtosis of GARCH and stochastic volatility models with non-normal innovations
by Bai, Xuezheng & Russell, Jeffrey R. & Tiao, George C.
- 361-394 The large sample behaviour of the generalized method of moments estimator in misspecified models
by Hall, Alastair R. & Inoue, Atsushi
May 2003, Volume 114, Issue 1
- 1-27 Higher-order kernel semiparametric M-estimation of long memory
by Robinson, Peter M. & Henry, Marc
- 29-72 Bayesian and classical approaches to instrumental variable regression
by Kleibergen, Frank & Zivot, Eric
- 73-106 Index models with integrated time series
by Chang, Yoosoon & Park, Joon Y.
- 107-139 Maximum likelihood estimation of time-inhomogeneous diffusions
by Egorov, Alexei V. & Li, Haitao & Xu, Yuewu
- 141-164 Testing for neglected nonlinearity in regression models based on the theory of random fields
by Dahl, Christian M. & Gonzalez-Rivera, Gloria
- 165-196 Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure
by Wan, Alan T. K. & Zou, Guohua
April 2003, Volume 113, Issue 2
- 201-229 Comparison of tests for the cointegrating rank of a VAR process with a structural shift
by Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten
- 231-263 Semiparametric instrumental variable estimation of treatment response models
by Abadie, Alberto
- 265-288 Reference Bayesian inference in nonregular models
by Sareen, Samita
- 289-335 Bayesian analysis of a dynamic stochastic model of labor supply and saving
by Houser, Daniel
- 337-361 An econometric model of birth inputs and outputs for Native Americans
by Li, Kai & Poirier, Dale J.
- 363-398 What is an oil shock?
by Hamilton, James D.
March 2003, Volume 113, Issue 1
- 1-2 Introduction to statistics and econometrics in litigation support
by Basmann, Robert L.
- 3-31 Specification issues and confidence intervals in unilateral price effects analysis
by Capps Jr., Oral & Church, Jeffrey & Alan Love, H.
- 33-48 Expert statistical testimony and epidemiological evidence: the toxic effects of lead exposure on children
by Fienberg, Stephen E. & Glymour, Clark & Scheines, Richard
- 49-67 Bertrand competition with capacity constraints: mergers among parking lots
by Froeb, Luke & Tschantz, Steven & Crooke, Philip
- 69-82 Issues arising in using samples as evidence in trademark cases
by Gastwirth, Joseph L.
- 83-113 Estimating worklife expectancy: an econometric approach
by Millimet, Daniel L. & Nieswiadomy, Michael & Ryu, Hang & Slottje, Daniel
- 115-128 Calculating compensation in cases of wrongful death
by Lewbel, Arthur
- 129-158 Antitrust issues in international comparisons of market structure
by Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel & Arize, Augustine C.
- 159-200 Statistical outlier analysis in litigation support: the case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
by Basmann, Robert L.
February 2003, Volume 112, Issue 2
- 241-264 Bayesian bootstrap multivariate regression
by Heckelei, Thomas & Mittelhammer, Ron C.
- 265-294 Rescaled variance and related tests for long memory in volatility and levels
by Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles
- 295-325 Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
by Li, Qi & Hsiao, Cheng & Zinn, Joel