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Content
November 1998, Volume 88, Issue 1
September 1998, Volume 87, Issue 2
- 207-237 Testing serial correlation in semiparametric panel data models
by Li, Q. & Hsiao, C.
- 239-269 Misclassification of the dependent variable in a discrete-response setting
by Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M.
- 271-301 Estimation of stochastic volatility models via Monte Carlo maximum likelihood
by Sandmann, Gleb & Koopman, Siem Jan
- 303-327 Inferring technological parameters from incomplete panel data
by Dionne, Georges & Gagne, Robert & Vanasse, Charles
- 329-371 Convenient estimators for the panel probit model
by Bertschek, Irene & Lechner, Michael
August 1998, Volume 87, Issue 1
- 1-24 Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
by Mayer, Walter J. & Dorsey, Robert E.
- 25-47 Simulated latent variable estimation of models with ordered categorical data
by Breslaw, Jon A. & McIntosh, James
- 49-86 Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
by Chao, J. C. & Phillips, P. C. B.
- 87-113 Structural relations, cointegration and identification: some simple results and their application
by Davidson, James
- 115-143 Initial conditions and moment restrictions in dynamic panel data models
by Blundell, Richard & Bond, Stephen
- 145-165 A simple consistent bootstrap test for a parametric regression function
by Li, Q. & Wang, Suojin
- 167-189 Testing for a slowly changing level with special reference to stochastic volatility
by Harvey, Andrew & Streibel, Mariane
- 191-203 Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
by Leybourne, Stephen J. & C. Mills, Terence & Newbold, Paul
June 1998, Volume 86, Issue 2
- 193-220 Testing for serial correlation in multivariate regression models
by Kyriazidou, Ekaterini
- 221-241 Estimation and comparison of multiple change-point models
by Chib, Siddhartha
- 243-268 Uniform laws of large numbers and stochastic Lipschitz-continuity
by de Jong, Robert M.
- 269-295 Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
by Ichimura, Hidehiko & Thompson, T. Scott
- 297-336 Higher-order approximations for frequency domain time series regression
by Xiao, Zhijie & Phillips, Peter C. B.
- 337-368 Test for partial parameter instability in regressions with I(1) processes
by Kuo, Biing-Shen
- 369-386 Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
by Psaradakis, Zacharias & Sola, Martin
- 387-396 FELLOW'S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions
by Vinod, H. D.
June 1998, Volume 86, Issue 1
- 1-32 Spectral methods for identifying scalar diffusions
by Hansen, Lars Peter & Alexandre Scheinkman, Jose & Touzi, Nizar
- 33-54 Posterior simulation and Bayes factors in panel count data models
by Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer
- 55-95 Inference in possibly integrated vector autoregressive models: some finite sample evidence
by Yamada, Hiroshi & Toda, Hiro Y.
- 97-127 Testing for GARCH effects: a one-sided approach
by Demos, Antonis & Sentana, Enrique
- 129-154 Pitfalls in testing for long run relationships
by Gonzalo, Jesus & Lee, Tae-Hwy
- 155-175 Tests for cointegration with infinite variance errors
by Caner, Mehmet
- 177-192 Bayesian and non-bayesian solutions to analysis of covariance models under heteroscedasticity
by Ananda, Malwane M. A.
August 1998, Volume 85, Issue 2
July 1998, Volume 85, Issue 1
- 1-31 The estimation of systems of joint differential-difference equations
by Chambers, Marcus J.
- 33-50 Parametric tests for static and dynamic equilibrium
by Atkinson, Scott E. & Halvorsen, Robert
- 51-74 Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
by Turkington, Darrell A.
- 75-98 Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
by Broze, Laurence & Gourieroux, Christian
- 99-123 Business cycle durations
by Filardo, Andrew J. & Gordon, Stephen F.
- 125-154 Contracting in space: An application of spatial statistics to discrete-choice models
by Pinkse, Joris & Slade, Margaret E.
- 155-188 Analysis of cointegration vectors using the GMM approach
by Quintos, Carmela E.
- 189-203 Using dominance in forming bounds on DEA models: The case of experimental agricultural data
by Chambers, Robert G. & Fare, Rolf & Jaenicke, Edward & Lichtenberg, Erik
June 1998, Volume 84, Issue 2
- 205-231 A consistent nonparametric test for serial independence
by Pinkse, Joris
- 233-250 Spurious regression theory with nonstationary fractionally integrated processes
by Marmol, Francesc
- 251-271 On the use of sampling weights when estimating regression models with survey data
by Magee, L. & Robb, A. L. & Burbidge, J. B.
- 273-301 Stochastic panel frontiers: A semiparametric approach
by Park, B. U. & Sickles, R. C. & Simar, L.
- 303-325 Representations of I(2) cointegrated systems using the Smith-McMillan form
by Haldrup, Niels & Salmon, Mark
- 327-349 The union/non-union wage differential: An application of semi-parametric methods
by Lanot, Gauthier & Walker, Ian
- 383-400 Estimation of censored linear errors-in-variables models
by Wang, Liqun
May 1998, Volume 84, Issue 1
1998, Volume 83, Issue 1-2
- 1-7 Editor's introduction studies in econometrics in honor of Carl F. Christ
by Klein, Lawrence R.
- 9-19 Econometric implications of the government budget constraint
by Sims, Christopher A.
- 21-56 Impulse response and forecast error variance asymptotics in nonstationary VARs
by Phillips, Peter C. B.
- 57-88 Business cycle analysis without much theory A look at structural VARs
by Cooley, Thomas F. & Dwyer, Mark
- 89-128 Lending cycles
by Asea, Patrick K. & Blomberg, Brock
- 129-161 Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply
by Nerlove, Marc & Fornari, Ilaria
- 163-184 Identification and Kullback information in the GLSEM
by Dhrymes, Phoebus J.
- 185-212 The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches
by Zellner, Arnold
- 213-237 Model specification and endogeneity
by Nakamura, Alice & Nakamura, Masao
- 239-262 Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case
by McCarthy, Michael D.
- 263-290 Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
by Tanizaki, Hisashi & Mariano, Roberto S.
- 291-323 Heterogeneous information arrival and option pricing
by Asea, Patrick K. & Ncube, Mthuli
- 325-348 The detection and estimation of long memory in stochastic volatility
by Breidt, F. Jay & Crato, Nuno & de Lima, Pedro
- 349-363 Rational expectations, inflation and the nominal interest rate
by Crockett, Jean A.
February 1998, Volume 82, Issue 2
- 197-207 Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results
by Godfrey, Leslie G.
- 209-233 Predictive tests for structural change with unknown breakpoint
by Ghysels, Eric & Guay, Alain & Hall, Alastair
- 235-287 The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
by Fitzenberger, Bernd
- 289-315 Stability tests in error correction models
by Quintos, Carmela E.
- 317-333 The influence of sample size on the degree of redundancy in spatial lag operators
by Blommestein, Hans J. & Koper, Nick A. M.
- 335-359 Full maximum likelihood estimation of dynamic demand models
by Deschamps, Philippe J.
- 361-392 Sources of asymmetry in production factor dynamics
by Palm, Franz C. & Pfann, Gerard A.
1997, Volume 82, Issue 1
- 1-35 Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results
by Lee, Lung-Fei
- 37-62 Estimating dynamic models from time series of independent cross-sections
by Dolores Collado, M.
- 63-80 Testing for conditional heteroskedasticity with misspecified alternative hypotheses
by Dastoor, Naorayex K.
- 81-106 Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
by Rahman, Shahidur & King, Maxwell L.
- 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
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