Journal of Econometrics 1998: Vol 82 Index

1 Pages·1998·0.12 MB·English

JOURNALO F
Econometrics
Journal of Econometrics 82 (1998) 393
Index
Alain Guay, see Eric Ghysels
Alastair Hall, see Eric Ghysels
Barnett, William A., Ronald Gallant, A., Hinich, Melvin J., Jungeilges, Jochen A., Kaplan,
Daniel, T. and Jensen, Mark J., A Single-blind controlled competition among tests for
nonlinearity and chaos
Bernd Fitzenberger, The moving blocks bootstrap and robust inference for linear least
squares and quantile regressions
Blommestein, Hans J. and Koper, Nick A.M., The influence of sample size on the degree
of redundancy in spatial lag operators
Bruno Crepon, Francis Kramarz and Alain Trognow, Parameters of interest, nuisance
parameter and orthogonality conditions. An application to autoregressive errors
component models
Dastoor, Naorayex K., Testing for conditional heteroskedasticity with misspecified
alternative hypotheses
Deschamps, Philippe J., Full maximum likelihood estimation of dynamic demand models
Dolores Collado, M. Estimating dynamic models from time series of independent cross-
sections
Eric Ghysels, Alain Guay, and Alastair Hall, Predictive tests for structural change with
unknown breakpoint
Koper, Nick A.M., see Blommestein, Hans J.
Leslie G., Hausman tests for autocorrelation in the presence of lagged dependent
variables. Some further results
Lung-Fei Lee, Simulated maximum liklihood estimation of dynamic discrete choice
statistical models. Some Monte Carlo results
Masao Ogaki, Park, Joon Y., A cointegration approach to estimating preference para-
meters
Palm, Franz C. and Pfann, Gerard A., Sources of asymmetry in production factor
dynamics
Pfann, Gerard A., see Palm, Franz C.
Quintos, Carmela E., Stability tests in error correction models
Shahidur Rahman and King, Maxwell L., Marginal likelihood score-based tests of
regression disturbances in the presence of nuissance parameters
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