Journal of Econometrics 2002: Vol 111 Index

3 Pages·2002·0.24 MB·English

JOURNAL OF
Econometrics
ELSEVIER Journal of Econometrics 111 (2002) 385
www.elsevier.com/locate/econbase
Author index to volume 111
Bauer, D., Wagner, M., Estimating cointegrated systems using subspace algorithms
Bekker, P.A., Exact inference for the linear model with groupwise heteroscedastic spherical
disturbances
Boswijk, H.P., see Smith, R.J.
Chao, J.C., Phillips, P.C.B., Jeffreys prior analysis of the simultaneous equations model in the
case with n + 1 endogenous variables
Chesher, A., Dumangane, M., Smith, R.J., Duration response measurement error
de Jong, R.M., A note on “‘Convergence rates and asymptotic normality for series estimators”:
uniform convergence rates
Dufour, J.-M., Khalaf, L., Simulation based finite and large sample tests in multivariate
regressions
Dumangane, M., see Chesher, A.
Gao, J., see Lahiri, K.
Gospodinov, N., Median unbiased forecasts for highly persistent autoregressive processes
Harris, D., McCabe, B., Leybourne, S., Stochastic cointegration: estimation and inference
Horowitz, J.L., Bootstrap critical values for tests based on the smoothed maximum score
estimator
Huang, T.-H., Shen, C.-H., Seasonal cointegration and cross-equation restrictions on a
forward-looking buffer stock model of money demand
Johansen, S., A small sample correction for tests of hypotheses on the cointegrating vectors
Khalaf, L., see Dufour, J.-M.
Kleibergen, F., Paap, R., Priors, posteriors and bayes factors for a Bayesian analysis of
cointegration
Lahiri, K., Gao, J., Bayesian analysis of nested logit model by Markov chain Monte Carlo
Leybourne, S., see Harris, D.
McCabe, B., see Harris, D.
Paap, R., see Kleibergen, F.
Phillips, P.C.B., see Chao, J.C.
Phillips, P.C.B., New unit root asymptotics in the presence of deterministic trends
Rothenberg, T.J., Some elementary distribution theory for an autoregression fitted to a random
walk
Shen, C.-H., see Huang, T.-H.
Smith, R.J., Boswijk, H.P., Finite sample and asymptotic methods in econometrics
Smith, R.J., see Chesher, A.
Wagner, M., see Bauer, D.
0304-4076/02-/ $se e front matter
PII: S0304-4076(02)00214-2