42篇Journal of Econometrics的论文

chenmxlong

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收藏 2010-04-10

42篇Journal of Econometrics的论文

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rainsq

2010-4-10 10:45:35

至少应该给出目录吧，好贵～～～

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chenmxlong

2010-4-13 14:36:21

好吧，我把目录整理一下先

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chenmxlong

2010-4-13 15:03:54

1． Replay to B.M. Potscher’s comment on ‘Adaptive estimation in time series regression models’
2． Editor’s introduction Bayesian and classical econometric modeling of time series
3． Corrigendum to ‘Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes’
4． Long memory and nonlinear time series
5． Corrigendum to ‘Detection of change in persistence of a linear time series’
6． Comment on ‘Adaptive estimation in time series regression models’ by D.G. Steigerwald
7． Trending time series and macroeconomic activity:Some present and future challenges
8． A quasi-differencing approach to dynamic modeling from a time series of independent cross-sections
9． Estimating dynamic models from time series of independent cross-sections
10． The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series

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chenmxlong

2010-4-13 15:04:14

11． An alternative bootstrap to moving blocks for time series regression models
12． Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
13． Noise in unspecified, non-linear time series
14． A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
15． Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
16． Higher order approximations for Wald statistics in time series regressions with integrated processes
17． Bayesian long-run prediction in time series models
18． Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
19． Testing of unit root and other nonstationary hypotheses in macroeconomic time series
20． Specification of varying coefficient time series models via generalized flexible least squares

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chenmxlong

2010-4-13 15:05:00

21． The effect of linear filters on dynamic time series with structural change
22． Bayes factors and nonlinearity: evidence from economic time series
23． Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
24． Detection of change in persistence of a linear time series
25． An omnibus test for the time series model AR(1)
26． Consistent model specification tests for time series econometric models
27． Higher-order approximations for frequency domain time series regression
28． Bayesian factors and nonlinearity: evidence from economic time series
29． Subsampling for heteroskedastic time series
30． A Bayesian multivariate nonstationary time series model for estimating mutual relationships among variables

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