Journal of Econometrics 2001: Vol 104 Index

2 Pages·2001·0.21 MB·English

JOURNAL OF
Econometrics
ELSEVIER Journal of Econometrics 104 (2001) 407
www.elsevier.com/locate/econbase
Author index to volume 104
Berkowitz, J., Generalized spectral estimation of the consumption-based asset pricing model
Burridge, P., Taylor, A.M.R., On regression-based tests for seasonal unit roots in the presence
of periodic heteroscedasticity
Corradi, V., Swanson, N.R., Olivetti, C., Predictive ability with cointegrated variables
Gozalo, P.L., Linton, O.B., Testing additivity in generalized nonparametric regression
models with estimated parameters
Hasan, M.N., Rank tests of unit root hypothesis with infinite variance errors
Kelejian, H.H., Prucha, I.R., On the asymptotic distribution of the Moran / test statistic with
pplications
Kemp, G.C.R., Invariance and the Wald test
Kuersteiner, G.M., Optimal instrumental variables estimation for ARMA models
Liesenfeld, R., A generalized bivariate mixture model for stock price volatility and trading
volume
Linton, O.B., see Gozalo, P.L.
Olivetti, C., see Corradi, V.
Perloff, J.M., see Shen, E.Z.
Prucha, I.R., see Kelejian, H.H.
Russell, J.R., see Zhang, M.Y.
Shen, E.Z., Perloff, J.M., Maximum entropy and Bayesian approaches to the ratio problem
Silva, J.M.C.S., Windmeijer, F., Two-part multiple spell models for health care demand
Swanson, N.R., see Corradi, V.
Taylor, A.M.R., see Burridge, P.
Tsay, R.S., see Zhang, M.Y.
van Garderen, K.J., Optimal prediction in loglinear models
Wansbeek, T., GMM estimation in panel data models with measurement error
Windmeijer, F., see Silva, J.M.C.S.
Zhang, M.Y., Russell, J.R., Tsay, R.S., A nonlinear autoregressive conditional duration model
with applications to financial transaction data
0304-4076/01/$-see front matter
PII: S0304-4076(01)00097-5