Citation: R. Bewley et al., COMPARISON OF BOX-TIAO AND JOHANSEN CANONICAL ESTIMATORS OF COINTEGRATING VECTORS IN VEC(1) MODELS, Journal of econometrics, 64(1-2), 1994, pp. 3-27
Citation: J. Szroeter, EXACT FINITE-SAMPLE RELATIVE EFFICIENCY OF SUBOPTIMALLY WEIGHTED LEAST-SQUARES ESTIMATORS IN MODELS WITH ORDERED HETEROSCEDASTICITY, Journal of econometrics, 64(1-2), 1994, pp. 29-43
Citation: L. Froeb et R. Koyak, MEASURING AND COMPARING SMOOTHNESS IN TIME-SERIES THE PRODUCTION SMOOTHING HYPOTHESIS, Journal of econometrics, 64(1-2), 1994, pp. 97-122
Citation: Mg. Dagenais, PARAMETER-ESTIMATION IN REGRESSION-MODELS WITH ERRORS IN THE VARIABLES AND AUTOCORRELATED DISTURBANCES, Journal of econometrics, 64(1-2), 1994, pp. 145-163
Citation: Gj. Borjas et Gt. Sueyoshi, A 2-STAGE ESTIMATOR FOR PROBIT MODELS WITH STRUCTURAL GROUP EFFECTS, Journal of econometrics, 64(1-2), 1994, pp. 165-182
Citation: Be. Honore et Jl. Powell, PAIRWISE DIFFERENCE ESTIMATORS OF CENSORED AND TRUNCATED REGRESSION-MODELS, Journal of econometrics, 64(1-2), 1994, pp. 241-278
Citation: Jd. Hamilton et R. Susmel, AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND CHANGES IN REGIME, Journal of econometrics, 64(1-2), 1994, pp. 307-333
Citation: B. Cheng et Pm. Robinson, SEMIPARAMETRIC ESTIMATION FROM TIME-SERIES WITH LONG-RANGE DEPENDENCE, Journal of econometrics, 64(1-2), 1994, pp. 335-353
Citation: R. Blundell et Rj. Smith, COHERENCY AND ESTIMATION IN SIMULTANEOUS MODELS WITH CENSORED OR QUALITATIVE DEPENDENT-VARIABLES, Journal of econometrics, 64(1-2), 1994, pp. 355-373
Citation: J. Danielsson, STOCHASTIC VOLATILITY IN ASSET PRICES ESTIMATION WITH SIMULATED MAXIMUM-LIKELIHOOD, Journal of econometrics, 64(1-2), 1994, pp. 375-400
Citation: Rh. Koning et G. Ridder, ON THE COMPATIBILITY OF NESTED LOGIT-MODELS WITH UTILITY MAXIMIZATION- A COMMENT, Journal of econometrics, 63(2), 1994, pp. 389-396
Citation: S. Johansen et K. Juselius, IDENTIFICATION OF THE LONG-RUN AND THE SHORT-RUN STRUCTURE - AN APPLICATION TO THE ISLM MODEL, Journal of econometrics, 63(1), 1994, pp. 7-36
Citation: Hp. Boswijk, TESTING FOR AN UNSTABLE ROOT IN CONDITIONAL AND STRUCTURAL ERROR-CORRECTION MODELS, Journal of econometrics, 63(1), 1994, pp. 37-60