The Econometrics Journal Published on behalf of the Royal Economic Society July 2005 - Vol. 8 Issue 2 Page 115-276 Prev | All Issues | Next

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You have full access rights to this content TEST View all highlighted abstracts on one page. Download to reference manager. Original Articles 115 Moment approximation for least-squares estimators in dynamic regression models with a unit root Jan F. Kiviet, Garry D. A. Phillips

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-------------------------------------------------------------------------------- 143 Robust modelling of DTARCH models Yer Van Hui, Jiancheng Jiang

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-------------------------------------------------------------------------------- 159 Breaking the panels: An application to the GDP per capita Josep Lluís Carrion-i-Silvestre, Tomás del Barrio-Castro, Enrique López-Bazo

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-------------------------------------------------------------------------------- 176 Simultaneous equations in ordered discrete responses with regressor-dependent thresholds Myoung-Jae Lee, Ayal Kimhi

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-------------------------------------------------------------------------------- 197 Functional-coefficient models under unit root behaviour Ted Juhl

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-------------------------------------------------------------------------------- 214 Temporal disaggregation using multivariate structural time series models Filippo Moauro, Giovanni Savio

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-------------------------------------------------------------------------------- 235 Adaptive MCMC methods for inference on affine stochastic volatility models with jumps Davide Raggi

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-------------------------------------------------------------------------------- 251 Non-linear GARCH models for highly persistent volatility Markku Lanne, Pentti Saikkonen

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