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Volume 54; Issue 1-3

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Journal of Econometrics
Volume 54; Issue 1-3

Journal of Econometrics

Volume 54; Issue 1-3

1

Editorial Board

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 135 KB

english, 1992

2

Tests of overidentification and predeterminedness in simultaneous equation models

T.W. Anderson, Naoto Kunitomo

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.32 MB

english, 1992

3

Discrete/continuous models of consumer demand with binding nonnegativity constraints

Jeongwen Chiang, Lung-Fei Lee

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 772 KB

english, 1992

4

Monte Carlo results on several new and existing tests for the error component model

Badi H. Baltagi, Young-Jae Chang, Qi Li

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.30 MB

english, 1992

5

Heteroskedastic cointegration

Bruce E. Hansen

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 939 KB

english, 1992

6

Quasi-Aitken estimation for heteroskedasticity of unknown form

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.34 MB

english, 1992

7

Adaptive estimation in time series regression models

Douglas G. Steigerwald

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.39 MB

english, 1992

8

Computing p-values for the generalized Durbin-Watson and other invariant test statistics

Craig F. Ansley, Robert Kohn, Thomas S. Shively

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.25 MB

english, 1992

9

Identification and estimation of noninvertible non-Gaussian MA(q) processes

James B. Ramsey, Alvaro Montenegro

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.08 MB

english, 1992

10

Overdispersion tests for truncated Poisson regression models

Shiferaw Gurmu, Pravin K. Trivedi

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.23 MB

english, 1992

11

Maximum likelihood inference on cointegration and seasonal cointegration

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 2.20 MB

english, 1992

12

Testing and estimating location vectors when the error covariance matrix is unknown

William Griffiths, George Judge

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.03 MB

english, 1992

13

Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, Yongcheol Shin

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.19 MB

english, 1992

14

Regression-based methods for using control variates in Monte Carlo experiments

Russell Davidson, James G. MacKinnon

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.21 MB

english, 1992

15

Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.39 MB

english, 1992

16

Properties of ordinary least squares estimators in regression models with nonspherical disturbances

Denzil G. Fiebig, Michael McAleer, Robert Bartels

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 786 KB

english, 1992

17

An econometric approach to the construction of generalized Theil-Tornqvist indices for multilateral comparisons

E.A. Selvanathan, D.S. Prasada Rao

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 745 KB

english, 1992

18

On the finite sample behavior of adaptive estimators

Douglas G. Steigerwald

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 1.69 MB

english, 1992

19

Index

Journal:

Journal of Econometrics

Année:

1992

Langue:

english

Fichier:

PDF, 64 KB

english, 1992