The Econometrics Journal 2008

HARVEY David I., LEYBOURNE Stephen J., TAYLOR A. M. Robert - Seasonal unit root tests and the role of initial conditions, pp. 409-442
DAVIDSON Russell, MACKINNON James G. - Bootstrap inference in a linear equation estimated by instrumental variables, pp. 443-477
ULRICK Shawn W. - Using semi-parametric methods in an analysis of earnings mobility, pp. 478-498
HALLIDAY Timothy J. - Heterogeneity, state dependence and health, pp. 499-516
SHIN Youngki - Semiparametric estimation of the Box–Cox transformation model, pp. 517-537
AI Chunrong, NORTON Edward C. - A semiparametric derivative estimator in log transformation models, pp. 538-553
BALTAGI Badi H., KAO Chihwa, LIU Long - Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals, pp. 554-572
TAKADA Teruko - Asymptotic and qualitative performance of non-parametric density estimators: a comparative study, pp. 573-592
KNIGHT John, NING Cathy Q. - Estimation of the stochastic conditional duration model via alternative methods, pp. 593-616
PONG Shiuyan, SHACKLETON Mark B., TAYLOR Stephen J. - Distinguishing short and long memory volatility specifications, pp. 617-637

Notes

SANDBERG Rickard - Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent, pp. 638-647

HUANG Xiao - Panel vector autoregression under cross-sectional dependence, pp. 219-243
SASS Jor, ELLIOTT Robert J., KRISHNAMURTHY Vikram - Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models, pp. 244-270
BEYER Andreas, FARMER Roger E. A., HENRY Jerome, MARCELLINO Massimiliano - Factor analysis in a model with rational expectations, pp. 271-286
BAI Jushan, CHEN Haiqiang, CHONG Terence Tai-Leung, WANG Seraph Xin - Generic consistency of the break-point estimators under specification errors in a multiple-break model, pp. 287-307
KUOSMANEN Timo - Representation theorem for convex nonparametric least squares, pp. 308-325
EREN Ozkan, HENDERSON Daniel J. - The impact of homework on student achievement, pp. 326-348
YANG Zhenlin, TSE Yiu-Kuen - Generalized LM tests for functional form and heteroscedasticity, pp. 349-376
KKAPETANIOS G. - A bootstrap procedure for panel data sets with many cross-sectional units, pp. 377-395
GONG Guan, LI Rui - K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables, pp. 396-408

SMITH Richard J. - The Econometrics Journal of the Royal Economic Society- Editoral, pp. i-iii
XU Ke-Li - Bootstrapping Autoregression under Non-stationary Volatility, pp. 1-26
HUANG Da, WANG Hansheng, YAO Qiwei - Estimating GARCH models: when to use what?, pp. 27-38
BOHN NIELSEN Heino - Influential observations in cointegrated VAR models: Danish money demand 1973-2003, pp. 39-57
JACOBSON Tor, LYHAGEN Johan, LARSSON Rolf, NESSÉN Marianne - Inflation, exchange rates and PPP in a multivariate panel cointegration model, pp. 58-79
MOON Roger Hyungsik, PERRON Benoit - Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects, pp. 80-104
PESARAN M.Hashem, ULLAH Aman, YAMAGATA Takashi - A bias-adjusted LM test of error cross-section independence, pp. 105-127
MAASOUMI Esfandiar, WANG Le - Economic Reform, Growth and Convergence in China, pp. 128-154
BANACHEWICZ Konrad, VAN DER VAART Aad, LUCAS André - Modelling Portfolio Defaults Using Hidden Markov Models with Covariates, pp. 155-171
SMITH Murray D. - Stochastic frontier models with dependent error components, pp. 172-192
LOMBARDI Marco J., CALZOLARI Giorgio - Indirect Estimation of α-Stable Distributions and Processes, pp. 193-208

Notes

Dernière modification le 22.03.2022