Volume 69; Issue 1

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Journal of Econometrics
Volume 69; Issue 1

Journal of Econometrics

Volume 69; Issue 1

1

Editors' introduction Bayesian and classical econometric modeling of time series

Luc Bauwens, Michel Lubrano

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 290 KB

english, 1995

2

Tests for seasonal unit roots general to specific or specific to general?

Svend Hylleberg

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.14 MB

english, 1995

3

Classical and Bayesian aspects of robust unit root inference

Henk Hoek, André Lucas, Herman K. van Dijk

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.91 MB

english, 1995

4

Efficient inference on cointegration parameters in structural error correction models

H.Peter Boswijk

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.48 MB

english, 1995

5

Conditional and structural error correction models

Neil R. Ericsson

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 850 KB

english, 1995

6

Conditional and structural error correction models reply

H.Peter Boswijk

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 171 KB

english, 1995

7

Partial versus full system modelling of cointegrated systems an empirical illustration

Jean-Pierre Urbain

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 2.01 MB

english, 1995

8

Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model

Katarina Juselius

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.76 MB

english, 1995

9

The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models

Jan F. Kiviet, Garry D.A. Phillips, Bernhard Schipp

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.11 MB

english, 1995

10

A simple message for autocorrelation correctors: Don't

Grayham E. Mizon

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.40 MB

english, 1995

11

Bayesian model selection and prediction with empirical applications comments

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 164 KB

english, 1995

12

Bayesian model selection and prediction with empirical applications discussion

Jean-François Richard

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 942 KB

english, 1995

13

Editorial Board

Journal:

Journal of Econometrics

Year:

1995

File:

PDF, 25 KB

1995

14

Bayesian long-run prediction in time series models

Gary Koop, Jacek Osiewalski, Mark F.J. Steel

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.07 MB

english, 1995

15

Testing for unit roots in a Bayesian framework

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.41 MB

english, 1995

16

Identifying restrictions of linear equations with applications to simultaneous equations and cointegration

Søren Johansen

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.19 MB

english, 1995

17

Bayesian model selection and prediction with empirical applications

Peter C.B. Phillips

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.70 MB

english, 1995

18

Bayesian prediction a response

Peter C.B. Phillips

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 945 KB

english, 1995