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Journal of Econometrics 2002: Vol 109 Index PDF

3 Pages·2002·0.2 MB·English
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Preview Journal of Econometrics 2002: Vol 109 Index

JOURNAL OF Econometrics ELSEVIER Journal of Econometrics 109 (2002) 393 www.elsevier.com/locate/econbase Author index to volume 109 Amador, R.B., see Kim, J.-Y. Bansal, R., Lundblad, C., Market efficiency, asset returns, and the size of the risk premium in global equity markets 195 Belaire-Franch, J., see Kim, J.-Y. 389 Bollerslev, T., Zhou, H., Estimating stochastic volatility diffusion using conditional moments of integrated volatility 33 Carrasco, M., Misspecified Structural Change, Threshold, and Markov-switching models 239 Choi, I., Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model l Davidson, R., MacKinnon, J.G., Bootstrap J tests of nonnested linear regression models 167 Delgado, M.A., Fiteni, I., External bootstrap tests for parameter stability 275 Donald, S.G., Paarsch, H.J., Superconsistent estimation and inference in structural econometric models using extreme order statistics 305 Fiteni, I., see Delgado, M.A. 275 Honore, B., Khan, S., Powell, J.L., Quantile regression under random censoring 67 Hsiao, C., Pesaran, M.H., Tahmiscioglu, A.K., Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 107 Issler, J.V., see Vahid, F. 341 Khan, S., see Honore, B. 67 Schluter, C., Trede, M., Tails of Lorenz curves 151 Tahmiscioglu, A.K., see Hsiao, C. 107 Trede, M., see Schluter, C. 151 Vahid, F., Issler, J.V., The importance of common cyclical features in VAR analysis: a Monte-Carlo study 341 Zhou, H., see Bollerslev, T. 33 0304-4076/02/$-see front matter PII: S0304-4076(02)00131-8

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