Journal of Econometrics 2002: Vol 110 Index PDF
Preview Journal of Econometrics 2002: Vol 110 Index
NH, has JOURNAL OF beg Econometrics i ELSEVIER Journal of Econometrics 110 (2002) 437 www.elsevier.com/locate/econbase Author index to volume 110 Breitung, J., Hassler Inference on tl le cointegrat a fractionally processes Chang, Y., Nonlinear IV unit root tests in panels with cross-sectional dependency Chib, S., Hamilton, B.H., Semiparametric Bayes analysiso f longitudinal data treatmet Coppejans, M., Gallant, A.R., Cross-validated SNP density estimates Corradi, V., Swanson, N.R., A consistent test for nonlinear out of sample predictive Davidson, J., Corrigendum to “Establishing conditions for the functional central limit t in nonlinear and semiparametric time series processes” [Journ (2002) 243-269 Davidson, J., Terasvirta, T., Long memory and nonlinear time set Davidson, J.. A model of fractional cointegration bootstrap de Jong, R.M., Nonlinear minimization estimators in the presence co grating relations Dittmann, | inger, C.W.J.. Properties of nonlinear transforma iCLIOT integrated processes Franses, P.H., see van Dijk, D Gallant, A.R., see Coppejans, M Gonzalo, J., Pitarakis, J.-Y., Estimation and model selection based multiple threshold models Granger, C.W.J., see Dittmann, | Hamilton, B.H., see Chib, S Hansen B I seo B Testing ior two-regime thi - models Hassler, U., see Breitung, J Hidalgo, J., Consistent order selection with strongly dependent data and efficient estimation Li, T., Robust and consistent estimation of nonlinear errors-in-variables moc Lundbergh, S., Terasvirta, T., Evaluating GARCH models Paap, R., see van Dijk, D Park, J.Y., Nonstationary nonlinear heteroskedasticity Pitarakis, J.-Y., see Gonzalo, J Reif, J.. Vicek, K., Optimal pre-test estimators in regression Seo, B., see Hansen, B.f Swanson, N.R., see Corradi, V Terasvirta, T., see Davidson, J Terisvirta, T., see Lundbergh, S van Dijk, D., Franses, P.H., Paap, R., A nonlinear long memory model, with an application to US unemployment Vitek, K., see Reif, J 0304-4076/02/$- see front matter PI: S0304-4076(02)00179-3
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