Journal of Econometrics 2003: Vol 115 Index

1 Pages·2003·0.16 MB·English

JOURNAL OF
Econometrics
ELSEVIER Journal of Econometrics 115 (2003) 391
www.elsevier.com/locate/econbase
Author index to volume 115
Arellano, M., Carrasco, R., Binary choice panel data models with predetermined variables
Carrasco, R., see Arellano, M.
Chernozhukoy, V.. Hong, H., An MCMC approach to classical estimation
d'Italia, B., see Zaffaroni, P.
Elliott, G., Jansson, M., Testing for unit roots with stationary covariates
Ghysels, E., Guay, A., Structural change tests for simulated method of moments
Guay, A., see Ghysels, E.
Hasegawa, H., Kozumi, H., Estimation of Lorenz curves: a Bayesian nonparametric approach
Hong, H., see Chernozhukoy, V.
Im, K.S., Pesaran, M.H., Shin, Y., Testing for unit roots in heterogeneous panels
Jansson, M., see Elliott, G.
Kozumi, H., see Hasegawa, H.
Lee, O., see Wan Shin, D.
Luger, R., Exact non-parametric tests for a random walk with unknown drift under conditional
heteroscedasticity
Ni, S., Sun, D., Noninformative priors and frequentist risks of bayesian estimators of vector-
autoregressive models
Perron, P., Rodriguez, G., GLS detrending, efficient unit root tests and structural change
Pesaran, M.H., see Im, K.S.
Phillips, P.C.B., see Sun, Y.
Rodriguez, G., see Perron, P.
Shin, Y., see Im, K.S.
Sun, D.. see Ni, S.
Sun, Y., Phillips, P.C.B., Nonlinear log-periodogram regression for perturbed fractional
processes
Wan Shin, D., Lee, O., An instrumental variable approach fof tests of unit roots and seasonal
unit roots in asymmetric time series models
Wu, X., Calculation of maximum entropy densities with application to income distribution
Zaffaroni, P., d'Italia, B.. Gaussian inference on certain long-range dependent volatility models
PII: S0304-4076(03)00172-6