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本附件包括：

• A numerically stable quadrature procedure for the one-factor random-component discrete choice model.pdf
• Bayesian analysis of ARMA–GARCH models-- A Markov chain sampling approach.pdf
• Conference Paper.pdf
• Cross-sectional aggregation of non-linear models.pdf
• Detection of change in persistence of a linear time series.pdf
• Econometrics and decision theory.pdf
• Editorial.pdf
• Empirically relevant critical values for hypothesis tests-- A bootstrap approach.pdf
• Estimating the density of unemployment duration based on contaminated samples or small samples.pdf
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics.pdf
• Identification problems and decisions under ambiguity-- treatment response and choice.pdf
• Index.pdf
• Internet-based econometric computing.pdf
• On the sensitivity of the usual t- and F-tests to covariance misspecification.pdf
• Rank estimation of a generalized fixed-effects regression model.pdf
• Testing for the cointegrating rank of a VAR process with a time trend.pdf
• Testing time reversibility without moment restrictions.pdf
• The econometric consequences of the ceteris paribus condition in economic theory.pdf
• The incidental parameter problem since 1948.pdf
• Unit root tests in the presence of uncertainty about the non-stochastic trend.pdf
• Using a likelihood perspective to sharpen econometric discourse-- Three examples.pdf