Journal of Econometrics 1999: Vol 92 Index

2 Pages·1999·0.2 MB·English

JOURNAL OF
Econometrics
ELSEVIER Journal of Econometrics 92 (1999) 391
www.elsevier.nl/locate/econbase
Author index to volume 92
Banerjee, A.N., Magnus, J.R., The sensitivity of OLS when the variance matrix is
(partially) unknown
Bollerslev, T., Mikkelsen, H.O., Long-term equity anticipation securities and stock
market volatility dynamics
Conley, T.G.,GMM estimation with cross sectional dependence
Duggal, V.G., Saltzman, C., Klein, L.R., Infrastructure and productivity: a nonlinear
approach
Gallant, R.A., Tauchen, G., The relative efficiency of method of moments estimators
He, C., Terasvirta, T., Properties of moments of a family of GARCH processes
Klein, L.R., see Duggal, V.G.
Li, Q., Consistent model specification tests for time series econometric models
Lung-fei Lee, Estimation of dynamic and ARCH Tobit models
Magnus, J.R., see Banerjee, A.N.
Maravall, A., Planas, C., Estimation error and the specification of unobserved component
models
Mikkelsen, H.O., see Bollerslev, T.
Mroz, T.A., Discrete factor approximations in simultaneous equation models: Estimating
the impact of a dummy endogenous variable on a continuous outcome
Planas, C., see Maravall, A.
Ridder, G., Tunali, [., Stratified partial likelihood estimation
Saltzman, C., see Duggal, V.G.
Skeels, C.L., Vella, F., A Monte Carlo investigation of the sampling behavior of condi-
tional moment tests in Tobit and Probit models
Tauchen, G., see Gallant, R.A.
Terasvirta, T., see He, C.
Tunali, [., see Ridder, G.
Vella, F., see Skeels, C.L.
0304-4076/99/$-see front matter © 1999 Elsevier Science S.A. All rights reserved.