The Econometrics Journal 2005

Volume 8, n° 3, 2005

  • DANILOV Dmitry - Estimation of the mean of a univariate normal distribution when the variance is not known, pp. 277-291 
  • DASTOOR Naorayex K. - On the arbitrariness of some asymptotic test statistics based on generalized inverses pp. 292-305 
  • LUCCHETTI Riccardo, ROSSI Eduardo - Artificial regression testing in the GARCH-in-mean model pp. 306-322 
  • IANNIDIS Evangelos E. - Residual-based block bootstrap unit root testing in the presence of trend breaks, pp. 323-351
  • XIMING Wu, THANASIS Stengos - Partially adaptive estimation via the maximum entropy densities, pp. 352-366  
  • LIEBERMANN Offer, PHILLIPS Peter C. B. - Expanssions for approximate maximum likelihood estimators of the fractional difference parameter, pp. 367-379 
  • MADSEN Edith - Estimating cointegrating relations from a cross section, pp. 380-405  
  • KLEIBER Christian, KRÄMER Walter - Finite-sample power of the Durbin–Watson test against fractionally integrated disturbances, pp. 406-417
  • THORI LIND Jo - Repeated surveys and the Kalman filter, pp. 418-427  
  • JUNKER Markus, MAY Angelika - Measurement of aggregate risk with copulas pp. 428-454  

(résumés du n° 3/2005)

Volume 8, n° 2, 2005

  • KIVIET Jan F., PHILLIPS Garry D.A. - Moment approximation for least-squares estimators in dynamic regression models with a unit root, pp. 115 - 142
  • Van HUI Yer, JIANG Jiancheng - Robust modelling of DTARCH models, pp. 143 - 158
  • CARRION-i-SILVESTRE Josep Lluís, del BARRIO-CASTRO Tomás, LÓPEZ-BAZO Enrique - Breaking the panels: An application to the GDP per Capita, pp. 159 - 175
  • LEE Myoung-JAE, KIMHI Ayal - Simultaneous equations in ordered discrete responses with regressor-dependent Thresholds, pp. 176 - 196
  • JUHL Ted - Functional-Coefficient models under unit root behaviour, pp. 197 - 213
  • MOAURO Filippo, SAVIO Giovanni - Temporal disaggregation using multivariate structural time series models, pp. 214 - 234
  • RAGGI Davide - Adaptive MCMC methods for inference on affine stochastic volatility models with jumps, pp. 235 - 250
  • LANNE Markki, SAIKKONEN Pentti - Non-linear GARCH models for highly persistent volatiliy, pp. 251 - 276

(résumés du n° 2/2005)

Volume 8, n° 1, 2005

  • ROMEU Andrés, VERA-HERNÁNDEZ Marcos - Counts with an endogenous binary regressor: A series expansion approach, pp. 1 - 22 
  • HANSEN Peter Reinhard - Granger's representation theorem: A closed-form expression for I (1) processes, pp. 23 - 38 
  • MAGNUS Jan R., SINHA Ashoke K. - On Theil's errors, pp. 39 - 54
  • HADRI Kaddour, LARSSON Rolf - Testing for stationarity in heterogenous panel data where the time dimension is finite, pp. 55 - 69
  • MACHADO José A.F., PARENTE Paulo - Bootstrap estimation of covariance matrices via the percentile method, pp. 70 - 78
  • CHUNG Jeff, GAN Li - Estimating the effect of price limits on limit-hitting days, pp. 79 - 96 
  • HARVEY David I., LEYBOURNE Stephen J. - On testing for unit roots and the initial observation, pp. 97 - 111 

(résumés du n° 1/2005)

Dernière modification le