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Content
1998, Volume 17, Issue 2
- 145-166 Estimating partially linear panel data models with one-way error components
by Qi Li & Aman Ullha - 167-183 Estimating mixtures of normal distributions via empirical characteristic function
by Kien Tran - 185-214 Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods
by Andre Lucas - 215-220 Book reviews
by Charles Nelson - 221-225 Book reviews
by Norman Swanson
1998, Volume 17, Issue 1
- 1-29 Confidence intervals for impulse responses under departures from normality
by Lutz Kilian - 31-55 Testing for serial correlation in the presence of dynamic heteroscedasticity
by Paramsothy Silvapulle & Merran Evans - 57-84 A residual-based test of the null of cointegration in panel data
by Suzanne McCoskey & Chihwa Kao - 85-104 A tobit model with garch errors
by Giorgio Calzolari & Gabriele Fiorentini - 105-108 Book review
by Julia Campos
1997, Volume 16, Issue 4
- 361-391 Specification tests in ordered logit and probit models
by Andrew Weiss - 393-409 Uniformly adaptive estimation for models with arma errors
by Dougas Steigerwald - 411-420 Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
by Zhenjuan Liu & Xuewen Lu & Zhenjuan Liu & Xuewen Lu - 421-439 Testing for unit roots in time series with nearly deterministic seasonal variation
by Zacharias Psaradakis - 441-457 The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator
by Hailong Qian & Peter Schmidt
1997, Volume 16, Issue 3
- 251-279 Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
by James Davidson & Robert de Jong - 281-314 The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
by H. Penm Jammie & H. W. Penm Jack & R. D. Terrell - 305-320 A hierarchy of lorenz curves based on the generalized tukey's lambda distribution
by Jose-Mari Sarabia - 321-352 Exact testing in multivariate regression
by Kenneth Stewart - 353-360 Multiple hypothesis test for parameter constancy based on recursive residuals
by Chia-Shang James Chu
1997, Volume 16, Issue 2
- 131-156 Locally optimal one-sided tests for multiparameter hypotheses
by Maxwell King & Ping Wu - 157-178 Wald,LM and LR test statistics of linear hypothese in a strutural equation model
by Kosuke Oya & Kosuke Oya - 179-203 Revisiting the flexibility and regularity properties of the asymptotically ideal production model
by Mark Jensen - 205-227 Weak convergence and distributional assumptions for a general class of nonliner arch models
by Fabio Fornari & Antonio Mele - 229-247 Estimation and specification testing in female labor participation models: parametric and semiparametric methods
by Ana Fernandez & Juan Rodriquez-Poo
1997, Volume 16, Issue 1
- 1-19 A test of the normality assumption in ordered probit model
by P. Glewwe - 21-38 Lagrance-multiplier tersts for weak exogeneity: a synthesis
by H. Peter Boswijk & Jean-Pierre Urbain - 39-53 On the corrections to information matrix tests
by Francisco Cribari-Neto - 55-68 A note on adaptation in garch models
by Gloria Gonzalez-Rivera - 69-92 Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
by Christopher Skeels & Franics Vella - 93-107 Generalized mixed estimator for nonlinear models: a maximum likelihood approach
by Pene Kalulumia & Denis Bolduc - 109-118 An R2criterion based on optimal predictors
by Larry Taylor - 119-130 The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
by Kazuhiro Ohtani & David Giles & Judith Giles