Volume 64; Issue 1-2

Journal of Econometrics

Volume 64; Issue 1-2
1

Editorial Board

Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 106 KB
english, 1994
2

Announcement

Journal:
Journal of Econometrics
Year:
1994
File:
PDF, 32 KB
1994
5

Specification tests in simultaneous equations systems

Phoebus J Dhrymes
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.66 MB
english, 1994
6

Testing for linearity in a semiparametric regression model

Thomas S Shively, Robert Kohn, Craig F Ansley
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.05 MB
english, 1994
7

Measuring and comparing smoothness in time series the production smoothing hypothesis

Luke Froeb, Robert Koyak
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.48 MB
english, 1994
8

Partially adaptive estimation via a normal mixture

Robert F Phillips
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.40 MB
english, 1994
10

Bayes inference in regression models with ARMA (p, q) errors

Siddhartha Chib, Edward Greenberg
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.43 MB
english, 1994
11

Pairwise difference estimators of censored and truncated regression models

Bo E Honoré, James L Powell
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.90 MB
english, 1994
12

Subsample instability and asymmetries in money-income causality

Mark A Thoma
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.46 MB
english, 1994
13

Autoregressive conditional heteroskedasticity and changes in regime

James D Hamilton, Raul Susmel
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.42 MB
english, 1994
14

Semiparametric estimation from time series with long-range dependence

Bing Cheng, P.M Robinson
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 993 KB
english, 1994
15

Stochastic volatility in asset prices estimation with simulated maximum likelihood

Jon Danielsson
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.42 MB
english, 1994
16

Index

Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 61 KB
english, 1994
17

A two-stage estimator for probit models with structural group effects

George J Borjas, Glenn T Sueyoshi
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 1.16 MB
english, 1994
18

An exact likelihood analysis of the multinomial probit model

Robert McCulloch, Peter E Rossi
Journal:
Journal of Econometrics
Year:
1994
Language:
english
File:
PDF, 2.04 MB
english, 1994