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Journal of Econometrics
1973 - 2013
Edited by T. Amemiya , A. R. Gallant , J. F. Geweke , C. Hsiao and P. M. Robinson
from Elsevier
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Volume 103, issue 1-2 , 2001
Studies in Estimation and Testing pp. 1-4 Cheng Hsiao and Isabelle Perrigne S-estimation of nonlinear regression models with dependent and heterogeneous observations pp. 5-72 Shinichi Sakata and Halbert White Two-step estimation of semiparametric censored regression models pp. 73-110 Shakeeb Khan and James L. Powell Panel data analysis of household brand choices pp. 111-153 Pradeep K. Chintagunta , Ekaterini Kyriazidou and Josef Perktold Confidence intervals for autoregressive coefficients near one pp. 155-181 Graham Elliott and James H. Stock A test for volatility spillover with application to exchange rates pp. 183-224 Yongmiao Hong A consistent test for conditional symmetry in time series models pp. 225-258 Jushan Bai and Serena Ng Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities pp. 259-306 Gabriel Perez-Quiros and Allan Timmermann An equality test across nonparametric regressions pp. 307-344 Pascal Lavergne Evaluation of a three-step method for choosing the number of bootstrap repetitions pp. 345-386 Donald W. K. Andrews and Moshe Buchinsky Volume 102, issue 2 , 2001
Identification, estimation and testing of conditionally heteroskedastic factor models pp. 143-164 Enrique Sentana and Gabriele Fiorentini Estimation of income expectations models using expectations and realization data pp. 165-195 Jeff Dominitz An invariant sign test for random walks based on recursive median adjustment pp. 197-229 Beong Soo So and Dong Wan Shin Estimation of the binary response model using a mixture of distributions estimator (MOD) pp. 231-269 Mark Coppejans Combining micro and macro unemployment duration data pp. 271-309 Gerard J. van den Berg and Bas van der Klaauw Bayesian inference in models based on equilibrium search theory pp. 311-338 Gary Koop Stationarity of multivariate Markov-switching ARMA models pp. 339-364 Christian Francq and Jean-Michel Zakoian A consistent nonparametric test of ergodicity for time series with applications pp. 365-398 Ian Domowitz and Mahmoud A. El-Gamal Volume 102, issue 1 , 2001
Truncated dynamics and estimation of diffusion equations pp. 1-22 Serge Darolles and Christian S. Gourieroux A simplified approach to computing efficiency bounds in semiparametric models pp. 23-66 Thomas A. Severini and Gautam Tripathi Do option markets correctly price the probabilities of movement of the underlying asset? pp. 67-110 Yacine Ait-Sahalia , Yubo Wang and Francis Yared Estimation of affine asset pricing models using the empirical characteristic function pp. 111-141 Kenneth J. Singleton Volume 101, issue 2 , 2001
The memory of stochastic volatility models pp. 195-218 Peter M. Robinson GMM estimation of linear panel data models with time-varying individual effects pp. 219-255 Seung C. Ahn , Young Hoon Lee and Peter Schmidt Contemporaneous asymmetry in GARCH processes pp. 257-294 Mohamed El Babsiri and Jean-Michel Zakoian Nested random effects estimation in unbalanced panel data pp. 295-313 Werner Antweiler Statistical inference for testing inequality indices with dependent samples pp. 315-335 Buhong Zheng and Brian Joseph Cushing Statistical inference for poverty measures with relative poverty lines pp. 337-356 Buhong Zheng The unbalanced nested error component regression model pp. 357-381 Badi H. Baltagi , Seuck Heun Song and Byoung Cheol Jung Volume 101, issue 1 , 2001
Tests for the error component model in the presence of local misspecification pp. 1-23 Anil K. Bera , Walter Sosa-Escudero and Mann Yoon Causality tests and conditional heteroskedasticity:: Monte Carlo evidence pp. 25-35 Jon R. Vilasuso Robust inference with GMM estimators pp. 37-69 Elvezio Ronchetti and Fabio Trojani An analysis of housing expenditure using semiparametric models and panel data pp. 71-107 Erwin Charlier , Bertrand Melenberg and Arthur van Soest Nonlinear estimation using estimated cointegrating relations pp. 109-122 Robert de jong Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models pp. 123-164 Donald W. K. Andrews and Biao Lu A simultaneous estimation and variable selection rule pp. 165-193 Amos Golan Volume 100, issue 2 , 2001
Two-stage rank estimation of quantile index models pp. 319-355 Shakeeb Khan Production risk and the estimation of ex-ante cost functions pp. 357-380 GianCarlo Moschini Benchmark priors for Bayesian model averaging pp. 381-427 Carmen Fernandez , Eduardo Ley and Mark Steel Volume 100, issue 1 , 2001
Open forum on the current state and future challenges of econometrics pp. 1-1 Cheng Hsiao Econometrics and empirical economics pp. 3-5 James J. Heckman Achievements and challenges in econometric methodology pp. 7-10 David F. Hendry Bayesian econometrics and forecasting pp. 11-15 John Geweke Macroeconometrics - Past and future pp. 17-19 Clive W. J. Granger Trending time series and macroeconomic activity: Some present and future challenges pp. 21-27 Peter C. B. Phillips Macro-econometrics pp. 29-32 James H. Stock Microeconometrics pp. 33-35 Jerry Hausman The bootstrap and hypothesis tests in econometrics pp. 37-40 Joel L. Horowitz Financial econometrics: Past developments and future challenges pp. 41-51 Tim Bollerslev Financial econometrics - A new discipline with new methods pp. 53-56 Robert F. Engle Notes on financial econometrics pp. 57-64 George Tauchen Manifesto for a growth econometrics pp. 65-69 Steven N. Durlauf Comments on the contributions by C.W.J. Granger and J.J. Heckman pp. 71-72 M. Deistler Econometrics: Retrospect and prospect pp. 73-75 Francis X. Diebold A short comment on the JE Open forum essays pp. 77-78 Jaya Krishnakumar Bayesian econometrics:: A reaction to Geweke pp. 79-80 Peter Lenk and Michel Wedel Comment on essays on current state and future challenges of econometrics pp. 81-82 Helmut Lütkepohl On the relevance of first-order asymptotic theory to economics pp. 83-86 Esfandiar Maasoumi Care and feeding of reproducible econometrics pp. 87-88 Hrishikesh D. Vinod Comment on "Microeconometrics" by J.A. Hausman pp. 89-91 Tom Wansbeek , Michel Wedel and Erik Meijer Comments on papers by Engle, Geweke and Granger pp. 93-94 Arnold Zellner Some publishing facts, figures, and observations on the occasion of Volume 100, number 1 of the Journal of Econometrics pp. 99-112 Joop Dirkmaat
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