Journal of Econometrics 1999: Vol 90 Index

1 Pages·1999·0.15 MB·English

JOURNAL OF
Econometrics
ELSEVIER Journal of Econometrics 90 (1999) 345
Author index to volume 90
Brownstone, D., see Kazimi, C.......
Dorfman, A.H., see Reinsdorf, M.B
Ebrahimi, N., Maasoumi, E., Soofi, E.S., Ordering univariate distributions by entropy
and variance
Ghysels, E., Guay, A., Hall, A.. Corrigendum to “Predictive tests for structural change
with unknown breakpoint” [J. Econom. 82 [1997] 209-233]
Gorgens, T., Horowitz, J.L., Semiparametric estimation of a censored regression model
with an unknown transformation of the dependent variable
Guay, A., see Ghysels, E
Hall, A., see Ghysels, E.
Horowitz, J.L., see Gorgens, T.
Inoue, A., Tests of cointegrating rank with a trend-break
Jorgensen, C., see Rahbek, A.
Kao, C., Spurious regression and residual-based tests for cointegration in panel data...
Karanasos, M., The second moment and the autocovariance function of the squared
errors of the GARCH model
Kazimi, C., Brownstone, D., Bootstrap confidence bands for shrinkage estimators
Kongsted, H.C., see Rahbek, A
Lin, C.-F.J., Teriasvirta, Timo, Testing parameter constancy in linear models against
stochastic stationary parameters
Lobato, I.N., A semiparametric two-step estimator in a multivariate long memory model
Maasoumi, E., see Ebrahimi, N.
Rahbek, A., Kongsted, H.C., Jorgensen, C., Trend stationarity in the J(2) cointegration
model
Reinsdorf, M.B., Dorfman, A.H., The Sato—Vartia index and the monotonicity axiom...
Soofi, E.S., see Ebrahimi, N.
Terasvirta, T., see Lin, C.-F_J.
Vella, F., Verbeek, M., Two-step estimation of panel data models with censored endogen-
ous variables and selection bias.......
Verbeek, M., see Vella, F.
Wooldridge, J.M., Distribution-free estimation of some nonlinear panel! data models.....
Zha, T., Block recursion and structural vector autoregressions
0304-4076/99/$—see front matter © 1999 Elsevier Science S.A. All rights reserved.
PII: $0304-4076(99)00002-0