Journal of Econometrics 1998: Vol 84 Index

2 Pages·1998·0.22 MB·English

JOURNALO F
Econometrics
ELSEVIER Journal of Econometrics 84 (1998) 401
Index
Anderson, Heather M. and Farshid Vahid, Testing multiple equation systems for com-
mon nonlinear components
Andrews, Donald W.K., Hypothesis testing with a restricted parameter space
Burbidge, J.B., see Magee, L.
Christopher Cavanagh and Sherman, Robert P., Rank estimators for monotonic index
models
Chung-Ming Kuan, Tests for changes in models with a polynomial trend
Farshid Vahid, see Anderson, Heather M.
Francesc Marmol, Spurious regression theory with nonstationary fractionally integrated
processes
Gauthier Lanot and Ian Walker, The union/non-union wage differential: An application
of semi-parametric methods
Godfrey, L.G., Tests of non-nested regression models: Some results on small sample
behaviour and the bootstrap
Horowitz, Joel L. and Manski, Charles F., Censoring of outcomes and regressors due to
survey nonresponse: Identification and estimation using weights and imputations
lan Walker, see Gauthier Lanot
Joris Pinkse, A consistent nonparametric test for serial independence
Liqun Wang, Estimation of censored linear errors-in-variables models
Magee, L., Robb, A.L. and Burbidge, J.B., On the use of sampling weights when
estimating regression models with survey data
Manski, Charles F., see Horowitz, Joel L.
Mark Salmon, see Niels Haldrup
Niels Haldrup and Mark Salmon, Representations of /(2) cointegrated systems using the
Smith—McMillan form
Park, B.U., Sickles, R.C. and Simar, L., Stochastic panel frontiers: A semiparametric
approach
Robb, A.L., see Magee, L.
Sherman, Robert P., see Christopher Cavanagh
Sickles, R.C., see Park, B.U.
Simar, L., see Park, B.U.
Terza, Joseph V. Estimating count data models with endogenous switching: Sample
selection and endogenous treatment effects
Yacine Ait-Sahalia, Dynamic equilibrium and volatility in financial asset markets
0304-4076/98/$19.00 © 1998 Elsevier Science S.A. All right reserved.