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Volume 20, Issue

DYNAMIC FACTOR MODELS Christian Gourieroux; Joann Jasiak Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001 Pages: 385 - 424 | PDF File Size: 296 KB DOI: 10.1081/ETC-100106997

GENERALIZED INTEGER-VALUED AUTOREGRESSION

Kurt Br?nn?s; J?rgen Hellstr?m Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001 Pages: 425 - 443 | PDF File Size: 148 KB DOI: 10.1081/ETC-100106998

ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS

Badi H. Baltagi; Qi Li Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001 Pages: 445 - 460 | PDF File Size: 149 KB DOI: 10.1081/ETC-100106999

UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS

Sung K. Ahn; Stergios B. Fotopoulos; Lijian He Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001 Pages: 461 - 483 | PDF File Size: 150 KB DOI: 10.1081/ETC-100107000

OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS

David M. Mandy; Carlos Martins-Filho Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001 Pages: 485 - 505 | PDF File Size: 177 KB DOI: 10.1081/ETC-100107001

CONSISTENT ESTIMATION THROUGH WEIGHTED HARMONIC MEAN OF INCONSISTENT ESTIMATORS IN REPLICATED MEASUREMENT ERROR MODELS

Shalabh Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001 Pages: 507 - 510 | PDF File Size: 43 KB DOI: 10.1081/ETC-100107002

Volume 20, Issue 3

A REVIEW OF SYSTEMS COINTEGRATION TESTS

Kirstin Hubrich; Helmut Lütkepohl; Pentti Saikkonen Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001 Pages: 247 - 318 | PDF File Size: 608 KB DOI: 10.1081/ETC-100104936

RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES

Shigeru Iwata Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001 Pages: 319 - 335 | PDF File Size: 123 KB DOI: 10.1081/ETC-100104937

AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL

Even Koenda Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001 Pages: 337 - 351 | PDF File Size: 143 KB DOI: 10.1081/ETC-100104938

DENSITY ESTIMATION FOR CLUSTERED DATA

Robert V. Breunig Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001 Pages: 353 - 367 | PDF File Size: 181 KB DOI: 10.1081/ETC-100104939

THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR

Offer Lieberman Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001 Pages: 369 - 383 | PDF File Size: 116 KB DOI: 10.1081/ETC-100104940

Volume 20, Issue 2

MODEL BUILDING AND DATA MINING

J. Denis Sargan Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001 Pages: 159 - 170 | PDF File Size: 86 KB DOI: 10.1081/ETC-100103820

THE CHOICE BETWEEN SETS OF REGRESSORS

J. Denis Sargan Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001 Pages: 171 - 186 | PDF File Size: 190 KB DOI: 10.1081/ETC-100103821

SEASONAL INTEGRATION FOR DAILY DATA

Akira Tokihisa; Shigeyuki Hamori Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001 Pages: 187 - 200 | PDF File Size: 99 KB DOI: 10.1081/ETC-100103822

COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY

Gianluca Cubadda Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001 Pages: 201 - 216 | PDF File Size: 136 KB DOI: 10.1081/ETC-100103823

BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL

Gael M. Martin Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001 Pages: 217 - 234 | PDF File Size: 155 KB DOI: 10.1081/ETC-100103824

A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES

Mahmoud A. El-Gamal Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001 Pages: 235 - 245 | PDF File Size: 102 KB DOI: 10.1081/ETC-100103825

Volume 20, Issue 1

THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS

Gordon Anderson Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001 Pages: 1 - 30 | PDF File Size: 431 KB DOI: 10.1081/ETC-100104077

DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE

Badi H. Baltagi; Dong Li Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001 Pages: 31 - 40 | PDF File Size: 103 KB DOI: 10.1081/ETC-100104078

A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION

Thanasis Stengos; Yiguo Sun Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001 Pages: 41 - 60 | PDF File Size: 147 KB DOI: 10.1081/ETC-100104079

ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY

Nunzio Cappuccio; Diego Lubian Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001 Pages: 61 - 84 | PDF File Size: 454 KB DOI: 10.1081/ETC-100104080

A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION

Paramsothy Silvapulle Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001 Pages: 85 - 104 | PDF File Size: 136 KB DOI: 10.1081/ETC-100104081

SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE

Kazumitsu Nawata; Michael McAleer Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001 Pages: 105 - 112 | PDF File Size: 70 KB DOI: 10.1081/ETC-100104082

A MODIFIED AVERAGE DERIVATIVES ESTIMATOR

Chunrong Ai Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001 Pages: 113 - 131 | PDF File Size: 144 KB DOI: 10.1081/ETC-100104083

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接着 Volume 21

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120015786.pdf
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Volume 21, Issue 4

LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS

Jonathan H. Wright Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 397 - 417 | PDF File Size: 553 KB DOI: 10.1081/ETC-120015382

FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS

Russell Davidson; James G. MacKinnon Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 419 - 429 | PDF File Size: 479 KB DOI: 10.1081/ETC-120015384

ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS

Yoosoon Chang; Joon Y. Park Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 431 - 447 | PDF File Size: 158 KB DOI: 10.1081/ETC-120015385

DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY

Ionel Birgean; Lutz Kilian Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 449 - 476 | PDF File Size: 670 KB DOI: 10.1081/ETC-120015386

A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS

Edoardo Otranto; Giampiero M. Gallo Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 477 - 496 | PDF File Size: 187 KB DOI: 10.1081/ETC-120015387

Volume 21, Issue 3

SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES

Alain Hecq; Franz C. Palm; Jean-Pierre Urbain Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 273 - 307 | PDF File Size: 369 KB DOI: 10.1081/ETC-120015785

A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS

Jinyong Hahn; Atsushi Inoue Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 309 - 336 | PDF File Size: 192 KB DOI: 10.1081/ETC-120015786

A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS

Yanqin Fan; Qi Li Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 337 - 352 | PDF File Size: 174 KB DOI: 10.1081/ETC-120015787

ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN

Serena Ng; Timothy J. Vogelsang Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 353 - 381 | PDF File Size: 309 KB DOI: 10.1081/ETC-120015788

COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL

Jason Abrevaya Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 383 - 393 | PDF File Size: 116 KB DOI: 10.1081/ETC-120015789

Volume 21, Issue 2

IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES

Zeng-Hua Lu; Maxwell L. King Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 149 - 165 | PDF File Size: 174 KB DOI: 10.1081/ETC-120014346

SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL

Badi H. Baltagi; Seuck Heun Song; Byoung Cheol Jung Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 167 - 187 | PDF File Size: 180 KB DOI: 10.1081/ETC-120014347

IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE

Nilanjana Roy Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 189 - 203 | PDF File Size: 129 KB DOI: 10.1081/ETC-120014348

ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION

John W. Galbraith; Aman Ullah; Victoria Zinde-Walsh Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 205 - 219 | PDF File Size: 137 KB DOI: 10.1081/ETC-120014349

ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH

Denise R. Osborn; Paulo M.M. Rodrigues Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 221 - 241 | PDF File Size: 202 KB DOI: 10.1081/ETC-120014350

TESTING FOR PERIODIC STATIONARITY

Eiji Kurozumi Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 243 - 270 | PDF File Size: 287 KB DOI: 10.1081/ETC-120014351

Volume 21, Issue 1

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Dick van Dijk; Timo Ter?svirta; Philip Hans Franses Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 1 - 47 | PDF File Size: 422 KB DOI: 10.1081/ETC-120002918

LONG-RUN STRUCTURAL MODELLING

M. Hashem Pesaran; Yongcheol Shin Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 49 - 87 | PDF File Size: 314 KB DOI: 10.1081/ETC-120002919

DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL

Mukhtar M. Ali Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 89 - 119 | PDF File Size: 182 KB DOI: 10.1081/ETC-120002920

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION

Kazuhiro Ohtani; Alan T. K. Wan Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 121 - 134 | PDF File Size: 115 KB DOI: 10.1081/ETC-120002921

ESTIMATION OF DISCRETE CHOICE MODELS WITH MINIMAL VARIATION OF ALTERNATIVE-SPECIFIC VARIABLES

Gerd Ronning Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 135 - 146 | PDF File Size: 94 KB DOI: 10.1081/ETC-120002922

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2005-6-6 10:04:00

继续 Volume 22

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120017971.pdf
120017972.pdf
120017973.pdf
120017974.pdf
120017975.pdf
120017976.pdf
120017977.pdf
120017978.pdf
120017979.pdf
120020203.pdf
120020458.pdf
120020459.pdf
120020460.pdf
120020461.pdf
120020462.pdf
120020463.pdf
120020464.pdf
120023894.pdf
120023895.pdf
120023897.pdf
120023900.pdf
120023903.pdf
120023906.pdf
120024075.pdf
120024752.pdf
120024753.pdf
120025889.pdf
120025891.pdf
120025892.pdf
120025895.pdf
120025896.pdf
120025897.pdf
120027363.pdf
120027364.pdf
120027432.pdf

Volume 22, Issue 4

Editor's Note

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 1 page | PDF File Size: 19 KB DOI: 10.1081/ETC-120025889

Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

Lung-fei Lee Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 307 - 335 | PDF File Size: 243 KB DOI: 10.1081/ETC-120025891

A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges

Jorge Belaire-Franch Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 337 - 349 | PDF File Size: 104 KB DOI: 10.1081/ETC-120025892

Testing the Martingale Difference Hypothesis

Manuel A. Domínguez; Ignacio N. Lobato Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 351 - 377 | PDF File Size: 201 KB DOI: 10.1081/ETC-120025895

Optimal Predictive Tests

Alain Guay Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 379 - 410 | PDF File Size: 175 KB DOI: 10.1081/ETC-120025896

Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison

Vasco J. Gabriel Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 411 - 435 | PDF File Size: 191 KB DOI: 10.1081/ETC-120025897

Acknowledgment of Reviewers and Referees

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 437 - 439 | PDF File Size: 30 KB DOI: 10.1081/ETC-120027432

Author Index to Volume 22

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 441 - 442 | PDF File Size: 23 KB DOI: 10.1081/ETC-120027363

Subject Index to Volume 22

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 443 - 445 | PDF File Size: 28 KB DOI: 10.1081/ETC-120027364

Volume 22, Issue 3

Editor's Note

Journal Content | Print Published: 08/01/2003 | Online Published: 07/23/2003 1 page | PDF File Size: 28 KB DOI: 10.1081/ETC-120023894

Foreword

Journal Content | Print Published: 08/01/2003 | Online Published: 07/23/2003 1 page | PDF File Size: 28 KB DOI: 10.1081/ETC-120023895

Statistical Adequacy and the Testing of Trend Versus Difference Stationarity

Elena Andreou; Aris Spanos Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 217 - 237 | PDF File Size: 193 KB DOI: 10.1081/ETC-120023897

Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1)

Pierre Perron Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 239 - 245 | PDF File Size: 88 KB DOI: 10.1081/ETC-120023900

Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2)

Robin L. Lumsdaine Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 247 - 252 | PDF File Size: 73 KB DOI: 10.1081/ETC-120023903

Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3)

Ragnar Nymoen Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 253 - 260 | PDF File Size: 119 KB DOI: 10.1081/ETC-120023906

The Robustness of Trend Stationarity: An Illustration with the Extended Nelson–Plosser Dataset

Maozu Lu; Jan M. Podivinsky Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 261 - 267 | PDF File Size: 116 KB DOI: 10.1081/ETC-120024075

A Consistent Method for the Selection of Relevant Instruments

Alastair R. Hall; Fernanda P. M. Peixe Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 269 - 287 | PDF File Size: 195 KB DOI: 10.1081/ETC-120024752

Modeling Technology as a Dynamic Error Components Process: The Case of the Inter-country Agricultural Production Function

Rodolfo Cerme?o; G. S. Maddala; Michael A. Trueblood Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 289 - 306 | PDF File Size: 181 KB DOI: 10.1081/ETC-120024753

Volume 22, Issue 2

Book Reviews

Journal Book Review | Print Published: 06/01/2003 | Online Published: 05/06/2003 2 pages | PDF File Size: 40 KB DOI: 10.1081/ETC-120020458

Editor's Note

Journal Editorial | Print Published: 06/01/2003 | Online Published: 05/06/2003 1 page | PDF File Size: 25 KB DOI: 10.1081/ETC-120020464

A Comparison of Partially Adaptive and Reweighted Least Squares Estimation

Brian H. Boyer; James B. McDonald; Whitney K. Newey Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 115 - 134 | PDF File Size: 220 KB DOI: 10.1081/ETC-120020459

Regularity of the Generalized Quadratic Production Model: A Counterexample

William A. Barnett; Meenakshi Pasupathy Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 135 - 154 | PDF File Size: 163 KB DOI: 10.1081/ETC-120020460

Dynamics of Market Power and Concentration Profiles

Esfandiar Maasoumi; Daniel J. Slottje Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 155 - 177 | PDF File Size: 782 KB DOI: 10.1081/ETC-120020461

Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence

Shiqing Ling; W. K. Li; Michael McAleer Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 179 - 202 | PDF File Size: 193 KB DOI: 10.1081/ETC-120020462

Some Recent Developments in Econometric Inference

Arnold Zellner Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 203 - 215 | PDF File Size: 128 KB DOI: 10.1081/ETC-120020463

Volume 22, Issue 1

In Memoriam: G. S. Maddala

Cheng Hsiao Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Page: 0 | PDF File Size: 41 KB DOI: 10.1081/ETC-120017977

In Memoriam: Zvi Griliches

Jacques Mairesse Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Page: 0 | PDF File Size: 62 KB DOI: 10.1081/ETC-120017978

Foreword

Journal Editorial | Print Published: 03/01/2003 | Online Published: 02/27/2003 1 page | PDF File Size: 26 KB DOI: 10.1081/ETC-120017971

Editor's Note

Journal Editorial | Print Published: 04/01/2003 | Online Published: 03/04/2003 1 page | PDF File Size: 20 KB DOI: 10.1081/ETC-120020203

Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects

Fran?ois Laisney; Michael Lechner Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 1 - 28 | PDF File Size: 363 KB DOI: 10.1081/ETC-120017972

Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Maurice J. G. Bun Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 29 - 58 | PDF File Size: 250 KB DOI: 10.1081/ETC-120017973

Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach

Melvyn Weeks; James Yudong Yao Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 59 - 77 | PDF File Size: 392 KB DOI: 10.1081/ETC-120017974

Stochastic Production Frontier and Technical Inefficiency: A Sensitivity Analysis

Rafik Baccouche; Mokhtar Kouki Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 79 - 91 | PDF File Size: 149 KB DOI: 10.1081/ETC-120017975

Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries

Rim Ben Ayed-Mouelhi; Mohamed Goa?ed Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 93 - 111 | PDF File Size: 193 KB DOI: 10.1081/ETC-120017976

The Denis Sargan Memorial Fund

Journal Announcement | Print Published: 03/01/2003 | Online Published: 02/27/2003 Page: 113 | PDF File Size: 24 KB DOI: 10.1081/ETC-120017979

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继续 Volume 23

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120039608.pdf
200028199.pdf
200028201.pdf
200028205.pdf
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Volume 23, Issue 4

Announcement

Journal Content | Print Published: 12/31/2004 | Online Published: 12/31/2004 1 page | PDF File Size: 38 KB DOI: 10.1081/ETC-200041955

Announcement (Special Issues)

Journal Content | Print Published: 12/31/2004 | Online Published: 12/31/2004 1 page | PDF File Size: 42 KB DOI: 10.1081/ETC-200040775

Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity

Hyungsik Roger Moon; Benoit Perron Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 293 - 323 | PDF File Size: 257 KB DOI: 10.1081/ETC-200040777

Bootstrap Tests of Nonnested Hypotheses: Some Further Results

L. G. Godfrey; J. M. C. Santos Silva Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 325 - 340 | PDF File Size: 174 KB DOI: 10.1081/ETC-200040780

The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data

Gianna Boero; Jeremy Smith; Kenneth F. Wallis Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 341 - 370 | PDF File Size: 377 KB DOI: 10.1081/ETC-200040782

In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?

Atsushi Inoue; Lutz Kilian Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 371 - 402 | PDF File Size: 290 KB DOI: 10.1081/ETC-200040785

Book Review

Journal Book Review | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 403 - 404 | PDF File Size: 87 KB DOI: 10.1081/ETC-200040789

Volume 23, Issue 3

Forecast Evaluation in the Presence of Unobserved Volatility

George A. Christodoulakis; Stephen E. Satchell Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 175 - 198 | PDF File Size: 309 KB DOI: 10.1081/ETC-200028199

Estimating Long and Short Run Effects in Static Panel Models

Peter Egger; Michael Pfaffermayr Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 199 - 214 | PDF File Size: 385 KB DOI: 10.1081/ETC-200028201

On the Power of Bootstrapped Specification Tests

Manuel A. Domínguez Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 215 - 228 | PDF File Size: 193 KB DOI: 10.1081/ETC-200028205

Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form

Douglas J. Hodgson Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 229 - 257 | PDF File Size: 267 KB DOI: 10.1081/ETC-200028211

Unit Root Tests under Time-Varying Variances

Giuseppe Cavaliere Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 259 - 292 | PDF File Size: 396 KB DOI: 10.1081/ETC-200028215

Volume 23, Issue 2

Editor's Note

Journal Content | Print Published: 09/01/2004 | Online Published: 08/05/2004 1 page | PDF File Size: 37 KB DOI: 10.1081/ETC-120039604

Empirical Characteristic Function Estimation and Its Applications

Jun Yu Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 93 - 123 | PDF File Size: 265 KB DOI: 10.1081/ETC-120039605

Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model

William Greene Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 125 - 147 | PDF File Size: 211 KB DOI: 10.1081/ETC-120039606

Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends

Richard D. F. Harris; Elias Tzavalis Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 149 - 166 | PDF File Size: 190 KB DOI: 10.1081/ETC-120039607

A Note on the Role of the Propensity Score for Estimating Average Treatment Effects

Markus Fr?lich Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 167 - 174 | PDF File Size: 129 KB DOI: 10.1081/ETC-120039608

Volume 23, Issue 1

Editor's Note

Journal Content | Print Published: 03/01/2004 | Online Published: 02/24/2004 1 page | PDF File Size: 35 KB DOI: 10.1081/ETC-120028838

On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank

Bent Nielsen Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 1 - 23 | PDF File Size: 229 KB DOI: 10.1081/ETC-120028834

Estimator Choice and Fisher's Paradox: A Monte Carlo Study

Guglielmo Maria Caporale; Nikitas Pittis Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 25 - 52 | PDF File Size: 194 KB DOI: 10.1081/ETC-120028835

Automatic Block-Length Selection for the Dependent Bootstrap

Dimitris N. Politis; Halbert White Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 53 - 70 | PDF File Size: 212 KB DOI: 10.1081/ETC-120028836

A Small-Sample Estimator for the Sample-Selection Model

Amos Golan; Enrico Moretti; Jeffrey M.Perloff Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 71 - 91 | PDF File Size: 171 KB DOI: 10.1081/ETC-120028837