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
May 2003, Volume 114, Issue 1
April 2003, Volume 113, Issue 2
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
- 327-358 Econometric models of asymmetric ascending auctions
by Hong, Han & Shum, Matthew
- 359-379 Testing for a unit root in the nonlinear STAR framework
by Kapetanios, George & Shin, Yongcheol & Snell, Andy
- 381-399 Semiparametric instrumental variables estimation
by Park, Sangin
January 2003, Volume 112, Issue 1
- 1-1 Analysis of data on health: 2
by Bhargava, Alok
- 3-56 Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status
by Adams, Peter & Hurd, Michael D. & McFadden, Daniel & Merrill, Angela & Ribeiro, Tiago
- 57-63 Socio-economic status and health: causality and pathways
by Adda, Jerome & Chandola, Tarani & Marmot, Michael
- 65-67 Some observations on health status and economic status
by Poterba, James M.
- 69-71 Some aspects of causal relationships
by Granger, Clive W. J.
- 73-78 Conditioning, causality and policy analysis
by Heckman, James
- 79-87 Assumptions allowing the estimation of direct causal effects
by Mealli, Fabrizia & Rubin, Donald B.
- 89-106 General methodological considerations
by Robins, James M.
- 107-113 Triangular structural model specification and estimation with application to causality
by Hausman, Jerry A.
- 115-120 Econometric issues in using the AHEAD panel
by Geweke, John
- 121-125 Some causal lessons from macroeconomics
by Hoover, Kevin D.
- 127-128 Some technical issues in defining causality
by Florens, Jean-Pierre
- 129-133 Response
by Adams, P. & Hurd, M. D. & McFadden, D. & Merrill, A. & Ribeirio, T.
- 135-151 Disease cases and their medical costs attributable to smoking: an analysis of the national medical expenditure survey
by Johnson, Elizabeth & Dominici, Francesca & Griswold, Michael & L. Zeger, Scott
- 153-173 Does piped water reduce diarrhea for children in rural India?
by Jalan, Jyotsna & Ravallion, Martin
- 175-192 Understanding mid-life and older age mortality declines: evidence from Union Army veterans
by Costa, Dora L.
- 193-206 Parental bereavement: heterogeneous impacts of AIDS in Thailand
by Wachter, Kenneth W. & Knodel, John E. & VanLandingham, Mark
- 207-223 On decomposing the causes of health sector inequalities with an application to malnutrition inequalities in Vietnam
by Wagstaff, Adam & van Doorslaer, Eddy & Watanabe, Naoko
- 225-240 Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India
by Bhargava, Alok
December 2002, Volume 111, Issue 2
- 135-140 Finite sample and asymptotic methods in econometrics
by Smith, Richard J. & Boswijk, H. Peter
- 141-167 Bootstrap critical values for tests based on the smoothed maximum score estimator
by Horowitz, Joel L.
- 169-194 Duration response measurement error
by Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J.
- 195-221 A small sample correction for tests of hypotheses on the cointegrating vectors
by Johansen, Soren
- 223-249 Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
by Kleibergen, Frank & Paap, Richard
- 251-283 Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables
by Chao, John C. & Phillips, Peter C. B.
- 285-302 Exact inference for the linear model with groupwise heteroscedastic spherical disturbances
by Bekker, Paul A.
- 303-322 Simulation based finite and large sample tests in multivariate regressions
by Dufour, Jean-Marie & Khalaf, Lynda
- 323-353 New unit root asymptotics in the presence of deterministic trends
by Phillips, Peter C. B.
- 355-361 Some elementary distribution theory for an autoregression fitted to a random walk
by Rothenberg, Thomas J.
- 363-384 Stochastic cointegration: estimation and inference
by Harris, David & McCabe, Brendan & Leybourne, Stephen
November 2002, Volume 111, Issue 1
October 2002, Volume 110, Issue 2
- 105-112 Long memory and nonlinear time series
by Davidson, James & Terasvirta, Timo
- 113-133 Properties of nonlinear transformations of fractionally integrated processes
by Dittmann, Ingolf & Granger, Clive W. J.
- 135-165 A nonlinear long memory model, with an application to US unemployment
by van Dijk, Dick & Franses, Philip Hans & Paap, Richard
- 167-185 Inference on the cointegration rank in fractionally integrated processes
by Breitung, Jorg & Hassler, Uwe
- 187-212 A model of fractional cointegration, and tests for cointegration using the bootstrap
by Davidson, James
- 213-239 Consistent order selection with strongly dependent data and its application to efficient estimation
by Hidalgo, Javier
- 241-259 Nonlinear minimization estimators in the presence of cointegrating relations
by de Jong, Robert M.
- 261-292 Nonlinear IV unit root tests in panels with cross-sectional dependency
by Chang, Yoosoon
- 293-318 Testing for two-regime threshold cointegration in vector error-correction models
by Hansen, Bruce E. & Seo, Byeongseon
- 319-352 Estimation and model selection based inference in single and multiple threshold models
by Gonzalo, Jesus & Pitarakis, Jean-Yves
- 353-381 A consistent test for nonlinear out of sample predictive accuracy
by Corradi, Valentina & Swanson, Norman R.
- 383-415 Nonstationary nonlinear heteroskedasticity
by Park, Joon Y.
- 417-435 Evaluating GARCH models
by Lundbergh, Stefan & Terasvirta, Timo
September 2002, Volume 110, Issue 1
August 2002, Volume 109, Issue 2
- 195-237 Market efficiency, asset returns, and the size of the risk premium in global equity markets
by Bansal, Ravi & Lundblad, Christian
- 239-273 Misspecified Structural Change, Threshold, and Markov-switching models
by Carrasco, Marine
- 275-303 External bootstrap tests for parameter stability
by Delgado, Miguel A. & Fiteni, Inmaculada
- 305-340 Superconsistent estimation and inference in structural econometric models using extreme order statistics
by Donald, Stephen G. & Paarsch, Harry J.
- 341-363 The importance of common cyclical features in VAR analysis: a Monte-Carlo study
by Vahid, Farshid & Issler, Joao Victor
- 365-387 Unit root tests with a break in innovation variance
by Kim, Tae-Hwan & Leybourne, Stephen & Newbold, Paul
- 389-392 Corrigendum to "Detection of change in persistence of a linear time series" [J. Econom. 95 (2000) 97-116]
by Kim, Jae-Young & Belaire-Franch, Jorge & Amador, Rosa Badillo
July 2002, Volume 109, Issue 1
- 1-32 Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model
by Choi, In
- 33-65 Estimating stochastic volatility diffusion using conditional moments of integrated volatility
by Bollerslev, Tim & Zhou, Hao
- 67-105 Quantile regression under random censoring
by Honore, Bo & Khan, Shakeeb & Powell, James L.
- 107-150 Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
by Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A.
- 151-166 Tails of Lorenz curves
by Schluter, Christian & Trede, Mark
- 167-193 Bootstrap J tests of nonnested linear regression models
by Davidson, Russell & MacKinnon, James G.
June 2002, Volume 108, Issue 2
- 203-225 Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions
by Atkinson, Scott E. & Primont, Daniel
- 227-252 Estimating the effect of unemployment insurance compensation on the labor market histories of displaced workers
by Jurajda, Stepan
- 253-280 Semi-nonparametric cointegration testing
by Boswijk, H. Peter & Lucas, Andre
- 281-316 Markov chain Monte Carlo methods for stochastic volatility models
by Chib, Siddhartha & Nardari, Federico & Shephard, Neil
- 317-342 Bootstrap inference for inequality, mobility and poverty measurement
by Biewen, Martin
- 343-363 Nonparametric tests for unit roots and cointegration
by Breitung, Jorg
- 365-393 The problem of near-multicollinearity revisited: erratic vs systematic volatility
by Spanos, Aris & McGuirk, Anya
May 2002, Volume 108, Issue 1
- 1-24 Unit root tests in panel data: asymptotic and finite-sample properties
by Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang
- 25-42 Trend stationarity versus long-range dependence in time series analysis
by Marmol, Francesc & Velasco, Carlos
- 43-61 A CUSUM test for cointegration using regression residuals
by Xiao, Zhijie & Phillips, Peter C. B.
- 63-99 Testing for stationarity with a break
by Kurozumi, Eiji
- 101-111 A note on the double k-class estimator in simultaneous equations
by Gao, Chuanming & Lahiri, Kajal
- 113-131 Individual effects and dynamics in count data models
by Blundell, Richard & Griffith, Rachel & Windmeijer, Frank
- 133-156 How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
by van Giersbergen, Noud P. A. & Kiviet, Jan F.
- 157-198 Higher order approximations for Wald statistics in time series regressions with integrated processes
by Xiao, Zhijie & Phillips, Peter C. B.
- 199-202 Tastes and technology: curvature is not sufficient for regularity
by Barnett, William A.
March 2002, Volume 107, Issue 1-2
- 1-15 Information and Entropy Econometrics--Editor's View
by Golan, Amos
- 17-40 Information indices: unification and applications
by Soofi, E. S. & Retzer, J. J.
- 41-50 Information processing and Bayesian analysis
by Zellner, Arnold
- 51-86 The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis
by Bera, Anil K. & Bilias, Yannis
- 87-98 Confidence intervals in generalized method of moments models
by Imbens, Guido W. & Spady, Richard
- 99-125 Generalized empirical likelihood non-nested tests
by Ramalho, Joaquim J. S. & Smith, Richard J.
- 127-148 Generalized moment based estimation and inference
by van Akkeren, Marco & Judge, George & Mittelhammer, Ron
- 149-157 Sample selection and information-theoretic alternatives to GMM
by Nevo, Aviv
- 159-174 Connections between entropic and linear projections in asset pricing estimation
by Kitamura, Yuichi & Stutzer, Michael
- 175-193 Limited information likelihood and Bayesian analysis
by Kim, Jae-Young
- 195-211 Comparison of maximum entropy and higher-order entropy estimators
by Golan, Amos & Perloff, Jeffrey M.
- 213-233 Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
by Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W.
- 235-257 Information theoretic measures of the income distribution in food demand
by LaFrance, J. T. & Beatty, T. K. M. & Pope, R. D. & Agnew, G. K.
- 259-274 On the recovery of joint distributions from limited information
by Miller, Douglas J. & Liu, Wei-han
- 275-290 Information-based estimators for the non-stationary transition probability matrix: an application to the Danish pork industry
by Karantininis, Kostas
- 291-312 Entropy and predictability of stock market returns
by Maasoumi, Esfandiar & Racine, Jeff
- 313-326 Uses of entropy and divergence measures for evaluating econometric approximations and inference
by Ullah, Aman
- 327-344 Functional data analysis of the dynamics of the monthly index of nondurable goods production
by Ramsay, James O. & Ramsey, James B.
- 345-374 A structural labour supply model with flexible preferences
by van Soest, Arthur & Das, Marcel & Gong, Xiaodong
February 2002, Volume 106, Issue 2
- 203-216 Reduced rank regression in cointegrated models
by Anderson, T. W.
- 217-241 Determination of cointegrating rank in fractional systems
by Robinson, Peter M. & Yajima, Yoshihiro
- 243-269 Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
by Davidson, James
- 271-295 The pseudo-true score encompassing test for non-nested hypotheses
by Chen, Yi-Ting & Kuan, Chung-Ming
- 297-324 On B-robust instrumental variable estimation of the linear model with panel data
by Wagenvoort, Rien & Waldmann, Robert
- 325-368 Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
by Linton, Oliver
- 369-400 Modeling the interdependence of volatility and inter-transaction duration processes
by Grammig, Joachim & Wellner, Marc
January 2002, Volume 106, Issue 1
- 1-25 Nonparametric frontier estimation: a robust approach
by Cazals, Catherine & Florens, Jean-Pierre & Simar, Leopold
- 27-65 The surprise element: jumps in interest rates
by Das, Sanjiv R.
- 67-95 Estimating multi-way error components models with unbalanced data structures
by Davis, Peter
- 97-107 Stationarity of stable power-GARCH processes
by Mittnik, Stefan & Paolella, Marc S. & Rachev, Svetlozar T.
- 109-117 Stationarity and the existence of moments of a family of GARCH processes
by Ling, Shiqing & McAleer, Michael
- 119-142 Entropy densities with an application to autoregressive conditional skewness and kurtosis
by Rockinger, Michael & Jondeau, Eric
- 143-170 Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
by Dufour, Jean-Marie & Khalaf, Lynda
- 171-201 Regression models for choice-based samples with misclassification in the response variable
by Ramalho, Esmeralda A.
December 2001, Volume 105, Issue 2
November 2001, Volume 105, Issue 1
- 1-3 Forecasting and empirical methods in finance and macroeconomics
by Diebold, F. X. & West, Kenneth D.
- 5-26 Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
by Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J.
- 27-58 Forecasting multifractal volatility
by Calvet, Laurent & Fisher, Adlai
- 59-83 A new semiparametric spatial model for panel time series
by Chen, Xiaoheng & Conley, Timothy G.
- 85-110 Tests of equal forecast accuracy and encompassing for nested models
by Clark, Todd E. & McCracken, Michael W.
- 111-130 A real-time data set for macroeconomists
by Croushore, Dean & Stark, Tom
- 131-159 Long memory and regime switching
by Diebold, Francis X. & Inoue, Atsushi
- 161-184 Economic tracking portfolios
by Lamont, Owen A.
- 185-223 Yield curve estimation by kernel smoothing methods
by Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten
- 225-247 Semiparametric fractional cointegration analysis
by Marinucci, D. & Robinson, P. M.
- 249-286 Dangers of data mining: The case of calendar effects in stock returns
by Sullivan, Ryan & Timmermann, Allan & White, Halbert
- 287-308 Encompassing tests when no model is encompassing
by West, Kenneth D.
September 2001, Volume 104, Issue 2
- 209-217 Invariance and the Wald test
by Kemp, Gordon C. R.
- 219-257 On the asymptotic distribution of the Moran I test statistic with applications
by H. Kelejian, Harry & Prucha, Ingmar R.
- 259-268 GMM estimation in panel data models with measurement error
by Wansbeek, Tom
- 269-288 Generalized spectral estimation of the consumption-based asset pricing model
by Berkowitz, Jeremy
- 289-313 Maximum entropy and Bayesian approaches to the ratio problem
by Shen, Edward Z. & Perloff, Jeffrey M.
- 315-358 Predictive ability with cointegrated variables
by Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia
- 359-405 Optimal instrumental variables estimation for ARMA models
by Kuersteiner, Guido M.
August 2001, Volume 104, Issue 1
- 1-48 Testing additivity in generalized nonparametric regression models with estimated parameters
by Gozalo, Pedro L. & Linton, Oliver B.
- 49-65 Rank tests of unit root hypothesis with infinite variance errors
by Hasan, Mohammad N.
- 67-89 Two-part multiple spell models for health care demand
by Santos Silva, Joao M. C. & Windmeijer, Frank
- 91-117 On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
by Burridge, Peter & Taylor, A. M. Robert
- 119-140 Optimal prediction in loglinear models
by van Garderen, Kees Jan
- 141-178 A generalized bivariate mixture model for stock price volatility and trading volume
by Liesenfeld, Roman
- 179-207 A nonlinear autoregressive conditional duration model with applications to financial transaction data
by Zhang, Michael Yuanjie & Russell, Jeffrey R. & Tsay, Ruey S.
July 2001, Volume 103, Issue 1-2
- 1-4 Studies in Estimation and Testing
by Hsiao, Cheng & Perrigne, Isabelle
- 5-72 S-estimation of nonlinear regression models with dependent and heterogeneous observations
by Sakata, Shinichi & White, Halbert
- 73-110 Two-step estimation of semiparametric censored regression models
by Khan, Shakeeb & Powell, James L.
- 111-153 Panel data analysis of household brand choices
by Chintagunta, Pradeep & Kyriazidou, Ekaterini & Perktold, Josef
- 155-181 Confidence intervals for autoregressive coefficients near one
by Elliott, Graham & Stock, James H.
- 183-224 A test for volatility spillover with application to exchange rates
by Hong, Yongmiao
- 225-258 A consistent test for conditional symmetry in time series models
by Bai, Jushan & Ng, Serena
- 259-306 Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities
by Perez-Quiros, Gabriel & Timmermann, Allan
- 307-344 An equality test across nonparametric regressions
by Lavergne, Pascal
- 345-386 Evaluation of a three-step method for choosing the number of bootstrap repetitions
by Andrews, Donald W. K. & Buchinsky, Moshe
June 2001, Volume 102, Issue 2
- 143-164 Identification, estimation and testing of conditionally heteroskedastic factor models
by Sentana, Enrique & Fiorentini, Gabriele
- 165-195 Estimation of income expectations models using expectations and realization data
by Dominitz, Jeff
- 197-229 An invariant sign test for random walks based on recursive median adjustment
by So, Beong Soo & Shin, Dong Wan
- 231-269 Estimation of the binary response model using a mixture of distributions estimator (MOD)
by Coppejans, Mark
- 271-309 Combining micro and macro unemployment duration data
by van den Berg, Gerard J. & van der Klaauw, Bas
- 311-338 Bayesian inference in models based on equilibrium search theory
by Koop, Gary
- 339-364 Stationarity of multivariate Markov-switching ARMA models
by Francq, C. & Zakoian, J. -M.
- 365-398 A consistent nonparametric test of ergodicity for time series with applications
by Domowitz, Ian & El-Gamal, Mahmoud A.
May 2001, Volume 102, Issue 1
April 2001, Volume 101, Issue 2
- 195-218 The memory of stochastic volatility models
by Robinson, P. M.
- 219-255 GMM estimation of linear panel data models with time-varying individual effects
by Ahn, Seung Chan & Hoon Lee, Young & Schmidt, Peter
- 257-294 Contemporaneous asymmetry in GARCH processes
by Babsiri, Mohamed El & Zakoian, Jean-Michel
- 295-313 Nested random effects estimation in unbalanced panel data
by Antweiler, Werner
- 315-335 Statistical inference for testing inequality indices with dependent samples
by Zheng, Buhong & J. Cushing, Brian
- 337-356 Statistical inference for poverty measures with relative poverty lines
by Zheng, Buhong
- 357-381 The unbalanced nested error component regression model
by H. Baltagi, Badi & Heun Song, Seuck & Cheol Jung, Byoung
March 2001, Volume 101, Issue 1
Printed from https://ideas.repec.org/s/eee/econom17.html
