The Econometrics Journal 2006

Volume 9, n° 3, 2006

  • PROIETTI Tommaso - Temporal disaggregation by state space methods: Dynamic regression methods revisited, pp. 357-372
  • AUE Alexander, HORV�?TH Lajos, HUSKOVA Marie, KOKOSZKA Piotr - Change-point monitoring in linear models, pp. 373-403
  • ORME Chris D., TAKASHI Yamagata - The asymptotic distribution of the F-test statistic for individual effects, pp. 404-422
  • DENG Ai, PERRON Pierre - A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend, pp. 423-447
  • OUYANG Desheng, LI Dong, LI Qi - Cross-validation and non-parametric k nearest-neighbour estimationpp. 448-471
  • STRIKHOLM Birgit, TERÄSVIRTA Timo - A sequential procedure for determining the number of regimes in a threshold autoregressive model, pp. 472-491
  • LOBATO Ignacio N., VELASCO Carlos - Optimal Fractional Dickey-Fuller tests, pp. 492-510
  • FRÖLICH Markus - Non-parametric regression for binary dependent variables, pp. 511-540

(résumés du n° 3/2006)

Volume 9, n° 2, 2006

  • THOMAS Alban - Consistent estimation of binary-choice panel data models with heterogeneous linear trends, pp. 177-195
  • CARRION-I-SILVESTRE Josep Lluis, SANSÓ Andreu - Joint hypothesis specification for unit root tests with a structural break, pp. 196-224
  • RODRIGUEZ Gabriel, LIU Hui - Unit root tests and structural change when the initial observation is drawn from its unconditional distribution, pp. 225-251
  • KAPETANIOS George, SHIN Yongcheol - Unit root tests in three-regime SETAR models, pp. 252-278
  • BEDNARSKI Tadeusz, MOCARSKA Edyta - On robust model selection within the Cox model, pp. 279-290
  • ROBINSON P.M., GEROLIMETTO M. - Instrumental variables estimation of stationary and non-stationary cointegrating regressions, pp. 291-306
  • DEB Partha, TRIVEDI Pravin K. - Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization, pp. 307-331
  • GAO Jiti, HAWTHORNE Kim - Semiparametric estimation and testing of the trend of temperature series, pp. 332-355

(résumés du n° 2/2006)

Volume 9, n° 1, 2006

  • GORGENS Tue . Semiparametric estimation of single-index hazard functions without proportional hazards, pp. 1-22
  • FANELLI Luca - Dynamic adjustment cost models with forward-looking behaviour, pp. 23-47
  • INOUE Atsushi - A bootstrap approach to moment selection, pp. 48-75
  • GODFREY L. G., ORME C. D., SANTOS SILVA J. M. C - Simulation-based tests for heteroskedasticity in linear regression models: Some further results, pp. 76-97
  • TAI-LEUNG CHONG Terence - The polynomial aggregated AR(1) model, pp. 98-122
  • YONGCHEOL Shin, SNELL Andy - Mean group tests for stationarity in heterogeneous panels, pp. 123-158
  • WAN Alan T.K., ZOU Guohua, KAZUHIRO Ohtani - Further results on optimal critical values of pre-test when estimating the regression error variance, pp. 159-176

(résumés du n° 1/2006)

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