Journal of Econometrics 2003: Vol 114 Index

1 Pages·2003·0.18 MB·English

JOURNAL OF
Econometrics
ELSEVIER Journal of Econometrics 114 (2003) 395
www.elsevier.com/locate/econbase
Author index to volume 114
Bai, X., Russell, J.R., Tiao, G.C., Kurtosis of GARCH and stochastic volatility models with
non-normal innovations
Chang, Y., Park, J.Y., Index models with integrated time series
Crawford, I., Laisney, F., Preston, I., Estimation of household demand systems with
theoretically compatible Engel curves and unit value specifications
Dahl, C.M., Gonzalez- Rivera, G., Testing for neglected nonlinearity in regression models based
on the theory of random fields
Das, M., Identification and sequential estimation of panel data models with insufficient
exclusion restrictions
Egorov, A.V., Li, H., Xu. Y., Maximum likelihood estimation of time-inhomogeneous
diffusions
Ekléf, M.. Lunander, A., Open outcry auctions with secret reserve prices: an empirical
application to executive auctions of tenant owner's apartments in Sweden
Gonzalez-Rivera, G., see Dahl, C.M.
Hall, A.R., Inoue, A., The large sample behaviour of the generalized method of moments
estimator in misspecified models
Hansen, P.R., Structural changes in the cointegrated vector autoregressive model
Henry. M.. see Robinson, P.M.
Inoue, A., see Hall. AR.
Kleibergen, F., Zivot. E.. Bayesian and classical approaches to instrumental variable regression
Laisney, F.. see Crawford, I.
Li, H.. see Egorov, A.¥.
Lunander. A.. see EKIGF. M.
Munkin, M.K., Trivedi, P.K., Bayesian analysis of a self-selectiom model with multiple
outcomes using simulation-based estimation: an application to the demand for healthcare
Park, J.Y.. see Chang, Y.
Preston, [.. see Crawford, I.
Robinson, P.M., Henry, M.. Higher-order kernel semiparametric M-estimation of long memory
Russell, J.R.. see Bai, X.
Tiao, G.C.. see Bai, X.
Trivedi, P.K.. see Munkin, M.K.
Waggoner, D.F.. Zha. T.. Likelthood preserving normalization in multiple equation models
Wan, A.T.K., Zou. G.. Optimal critical values of pre-tests when estimating the regression error
variance: analytical findings under a general loss structure
Xu. Y.. see Egorov, A.V.
Zha, T.. see Waggoner, D.F.
Zivot. E.. see Kleibergen, F.
Zou, G., see Wan, A.T.K.
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