Journal of Econometrics 2002: Vol 109 Index

3 Pages·2002·0.2 MB·English

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