Results: 1-25 | 26-50 | 51-75 | 76-83

Table of contents of journal: *Journal of econometrics

Results: 1-25/83

Authors: BEWLEY R ORDEN D YANG MX FISHER LA
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

Authors: SZROETER J
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

Authors: DHRYMES PJ
Citation: Pj. Dhrymes, SPECIFICATION TESTS IN SIMULTANEOUS-EQUATIONS SYSTEMS, Journal of econometrics, 64(1-2), 1994, pp. 45-76

Authors: SHIVELY TS KOHN R ANSLEY CF
Citation: Ts. Shively et al., TESTING FOR LINEARITY IN A SEMIPARAMETRIC REGRESSION-MODEL, Journal of econometrics, 64(1-2), 1994, pp. 77-96

Authors: FROEB L KOYAK R
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

Authors: PHILLIPS RF
Citation: Rf. Phillips, PARTIALLY ADAPTIVE ESTIMATION VIA A NORMAL MIXTURE, Journal of econometrics, 64(1-2), 1994, pp. 123-144

Authors: DAGENAIS MG
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

Authors: BORJAS GJ SUEYOSHI GT
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

Authors: CHIB S GREENBERG E
Citation: S. Chib et E. Greenberg, BAYES INFERENCE IN REGRESSION-MODELS WITH ARMA (P, Q) ERRORS, Journal of econometrics, 64(1-2), 1994, pp. 183-206

Authors: MCCULLOCH R ROSSI PE
Citation: R. Mcculloch et Pe. Rossi, AN EXACT LIKELIHOOD ANALYSIS OF THE MULTINOMIAL PROBIT MODEL, Journal of econometrics, 64(1-2), 1994, pp. 207-240

Authors: HONORE BE POWELL JL
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

Authors: THOMA MA
Citation: Ma. Thoma, SUBSAMPLE INSTABILITY AND ASYMMETRIES IN MONEY-INCOME CAUSALITY, Journal of econometrics, 64(1-2), 1994, pp. 279-306

Authors: HAMILTON JD SUSMEL R
Citation: Jd. Hamilton et R. Susmel, AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND CHANGES IN REGIME, Journal of econometrics, 64(1-2), 1994, pp. 307-333

Authors: CHENG B ROBINSON PM
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

Authors: BLUNDELL R SMITH RJ
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

Authors: DANIELSSON J
Citation: J. Danielsson, STOCHASTIC VOLATILITY IN ASSET PRICES ESTIMATION WITH SIMULATED MAXIMUM-LIKELIHOOD, Journal of econometrics, 64(1-2), 1994, pp. 375-400

Authors: POIRIER D
Citation: D. Poirier, JEFFREYS PRIOR FOR LOGIT-MODELS, Journal of econometrics, 63(2), 1994, pp. 327-339

Authors: LEE LF
Citation: Lf. Lee, SEMIPARAMETRIC INSTRUMENTAL VARIABLE ESTIMATION OF SIMULTANEOUS EQUATION SAMPLE SELECTION MODELS, Journal of econometrics, 63(2), 1994, pp. 341-388

Authors: KONING RH RIDDER G
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

Authors: VANDERLEEUW J
Citation: J. Vanderleeuw, THE COVARIANCE-MATRIX OF ARMA ERRORS IN CLOSED-FORM, Journal of econometrics, 63(2), 1994, pp. 397-405

Authors: KIVIET JF VANDIJK HK
Citation: Jf. Kiviet et Hk. Vandijk, STRUCTURE AND DYNAMICS IN ECONOMETRICS, Journal of econometrics, 63(1), 1994, pp. 1-5

Authors: JOHANSEN S JUSELIUS K
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

Authors: BOSWIJK HP
Citation: Hp. Boswijk, TESTING FOR AN UNSTABLE ROOT IN CONDITIONAL AND STRUCTURAL ERROR-CORRECTION MODELS, Journal of econometrics, 63(1), 1994, pp. 37-60

Authors: KLEIBERGEN F VANDIJK HK
Citation: F. Kleibergen et Hk. Vandijk, DIRECT COINTEGRATION TESTING IN ERROR-CORRECTION MODELS, Journal of econometrics, 63(1), 1994, pp. 61-103

Authors: STOCK JH
Citation: Jh. Stock, DECIDING BETWEEN I(1) AND I(0), Journal of econometrics, 63(1), 1994, pp. 105-131
Risultati: 1-25 | 26-50 | 51-75 | 76-83