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Results: 1-25/600
Authors:
ZELLNER A
Citation: A. Zellner, FORECASTING TURNING-POINTS IN COUNTRIES OUTPUT GROWTH-RATES - A RESPONSE TO FRIEDMAN,MILTON, Journal of econometrics, 88(2), 1999, pp. 203-206
Authors:
COMTE F
Citation: F. Comte, DISCRETE AND CONTINUOUS-TIME COINTEGRATION, Journal of econometrics, 88(2), 1999, pp. 207-226
Authors:
CORTS KS
Citation: Ks. Corts, CONDUCT PARAMETERS AND THE MEASUREMENT OF MARKET POWER, Journal of econometrics, 88(2), 1999, pp. 227-250
Authors:
KOOP G
POTTER SM
Citation: G. Koop et Sm. Potter, BAYES FACTORS AND NONLINEARITY - EVIDENCE FROM ECONOMIC TIME-SERIES, Journal of econometrics, 88(2), 1999, pp. 251-281
Authors:
VOGELSANG TJ
Citation: Tj. Vogelsang, SOURCES OF NONMONOTONIC POWER WHEN TESTING FOR A SHIFT IN MEAN OF A DYNAMIC TIME-SERIES, Journal of econometrics, 88(2), 1999, pp. 283-299
Authors:
JOHANSEN S
SCHAUMBURG E
Citation: S. Johansen et E. Schaumburg, LIKELIHOOD ANALYSIS OF SEASONAL COINTEGRATION, Journal of econometrics, 88(2), 1999, pp. 301-339
Authors:
GOMEZ V
MARAVALL A
PENA D
Citation: V. Gomez et al., MISSING OBSERVATIONS IN ARIMA MODELS - SKIPPING APPROACH VERSUS ADDITIVE OUTLIER APPROACH, Journal of econometrics, 88(2), 1999, pp. 341-363
Authors:
TSIONAS EG
Citation: Eg. Tsionas, MONTE-CARLO INFERENCE IN ECONOMETRIC-MODELS WITH SYMMETRICAL STABLE DISTURBANCES, Journal of econometrics, 88(2), 1999, pp. 365-401
Authors:
PENDAKUR K
Citation: K. Pendakur, SEMIPARAMETRIC ESTIMATES AND TESTS OF BASE-INDEPENDENT EQUIVALENCE SCALES, Journal of econometrics, 88(1), 1999, pp. 1-40
Authors:
CHOI I
AHN BC
Citation: I. Choi et Bc. Ahn, TESTING THE NULL OF STATIONARITY FOR MULTIPLE TIME-SERIES, Journal of econometrics, 88(1), 1999, pp. 41-77
Authors:
MANDY DM
MARTINS C
Citation: Dm. Mandy et C. Martins, RELATIVE EFFICIENCY WITH EQUIVALENCE CLASSES OF ASYMPTOTIC COVARIANCES, Journal of econometrics, 88(1), 1999, pp. 79-98
Authors:
KWAN YK
Citation: Yk. Kwan, ASYMPTOTIC BAYESIAN-ANALYSIS BASED ON A LIMITED INFORMATION ESTIMATOR, Journal of econometrics, 88(1), 1999, pp. 99-121
Authors:
GURMU S
RILSTONE P
STERN S
Citation: S. Gurmu et al., SEMIPARAMETRIC ESTIMATION OF COUNT REGRESSION-MODELS, Journal of econometrics, 88(1), 1999, pp. 123-150
Authors:
SNELL A
Citation: A. Snell, TESTING FOR R VERSUS R-1 COINTEGRATING VECTORS, Journal of econometrics, 88(1), 1999, pp. 151-191
Authors:
OHTANI K
Citation: K. Ohtani, INADMISSIBILITY OF THE STEIN-RULE ESTIMATOR UNDER THE BALANCED LOSS FUNCTION, Journal of econometrics, 88(1), 1999, pp. 193-201
Authors:
LI Q
HSIAO C
Citation: Q. Li et C. Hsiao, TESTING SERIAL-CORRELATION IN SEMIPARAMETRIC PANEL-DATA MODELS, Journal of econometrics, 87(2), 1998, pp. 207-237
Authors:
HAUSMAN JA
ABREVAYA J
SCOTTMORTON FM
Citation: Ja. Hausman et al., MISCLASSIFICATION OF THE DEPENDENT VARIABLE IN A DISCRETE-RESPONSE SETTING, Journal of econometrics, 87(2), 1998, pp. 239-269
Authors:
SANDMANN G
KOOPMAN SJ
Citation: G. Sandmann et Sj. Koopman, ESTIMATION OF STOCHASTIC VOLATILITY MODELS VIA MONTE-CARLO MAXIMUM-LIKELIHOOD, Journal of econometrics, 87(2), 1998, pp. 271-301
Authors:
DIONNE G
GAGNE R
VANASSE C
Citation: G. Dionne et al., INFERRING TECHNOLOGICAL PARAMETERS FROM INCOMPLETE PANEL-DATA, Journal of econometrics, 87(2), 1998, pp. 303-327
Authors:
BERTSCHEK I
LECHNER M
Citation: I. Bertschek et M. Lechner, CONVENIENT ESTIMATORS FOR THE PANEL PROBIT MODEL, Journal of econometrics, 87(2), 1998, pp. 329-371
Authors:
MAYER WJ
DORSEY RE
Citation: Wj. Mayer et Re. Dorsey, MAXIMUM SCORE ESTIMATION OF DISEQUILIBRIUM MODELS AND THE ROLE OF ANTICIPATORY PRICE-SETTING, Journal of econometrics, 87(1), 1998, pp. 1-24
Authors:
BRESLAW JA
MCINTOSH J
Citation: Ja. Breslaw et J. Mcintosh, SIMULATED LATENT VARIABLE ESTIMATION OF MODELS WITH ORDERED CATEGORICAL-DATA, Journal of econometrics, 87(1), 1998, pp. 25-47
Authors:
CHAO JC
PHILLIPS PCB
Citation: Jc. Chao et Pcb. Phillips, POSTERIOR DISTRIBUTIONS IN LIMITED INFORMATION ANALYSIS OF THE SIMULTANEOUS-EQUATIONS MODEL USING THE JEFFREYS PRIOR, Journal of econometrics, 87(1), 1998, pp. 49-86
Authors:
DAVIDSON J
Citation: J. Davidson, STRUCTURAL RELATIONS, COINTEGRATION AND IDENTIFICATION - SOME SIMPLE RESULTS AND THEIR APPLICATION, Journal of econometrics, 87(1), 1998, pp. 87-113
Authors:
BLUNDELL R
BONDS S
Citation: R. Blundell et S. Bonds, INITIAL CONDITIONS AND MOMENT RESTRICTIONS IN DYNAMIC PANEL-DATA MODELS, Journal of econometrics, 87(1), 1998, pp. 115-143