Volume 7; Issue 2

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The Econometrics Journal
Volume 7; Issue 2

The Econometrics Journal

Volume 7; Issue 2

1

The consequences of seasonal adjustment for periodic autoregressive processes

Tomas Del Barrio Castro, Denise R. Osborn

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 119 KB

english, 2004

2

Some cautions on the use of panel methods for integrated series of macroeconomic data

Anindya Banerjee, Massimiliano Marcellino, Chiara Osbat

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 135 KB

english, 2004

3

Testing linearity in cointegrating smooth transition regressions

In Choi, Pentti Saikkonen

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 189 KB

english, 2004

4

Response error in a transformation model with an application to earnings-equation estimation

Jason Abrevaya, Jerry A. Hausman

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 228 KB

english, 2004

5

More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

Søren Johansen, Anders Rygh Swensen

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 94 KB

english, 2004

6

Markov switching stochastic frontier model

Efthymios G. Tsionas, Subal C. Kumbhakar

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 741 KB

english, 2004

7

Semiparametric mixture models for multivariate count data, with application

Marco Alfò, Giovanni Trovato

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 190 KB

english, 2004

8

On the forecasting ability of ARFIMA models when infrequent breaks occur

Vasco J. Gabriel, Luis F. Martins

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 171 KB

english, 2004

9

Oil prices and exchange rates: Norwegian evidence

Q. Farooq Akram

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 651 KB

english, 2004

10

Asymptotic confidence intervals for impulse responses of near-integrated processes

Nikolay Gospodinov

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 527 KB

english, 2004

11

Testing for duration dependence in economic cycles

Jonathan Ohn, Larry W. Taylor, Adrian Pagan

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 191 KB

english, 2004

12

Forecasting in dynamic factor models using Bayesian model averaging

Gary Koop, Simon Potter

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 116 KB

english, 2004

13

Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts

A. Colin Cameron, Tong Li, Pravin K. Trivedi, David M. Zimmer

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 207 KB

english, 2004

14

A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error

Ekaterini Panopoulou, Nikitas Pittis

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 407 KB

english, 2004

15

Identification of causal factor models of stationary time series

Chris Heaton, Victor Solo

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 102 KB

english, 2004

16

Vector equilibrium correction models with non-linear discontinuous adjustments

Frédérique Bec, Anders Rahbek

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 202 KB

english, 2004

17

Markov switching stochastic frontier model

Efthymios G. Tsionas and Subal C. Kumbhakar

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 2.69 MB

english, 2004

18

Testing linearity in cointegrating smooth transition regressions

In Choi and Pentti Saikkonen

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.98 MB

english, 2004

19

Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts

A. Colin Cameron, Tong Li, Pravin K. Trivedi and David M. Zimmer

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.93 MB

english, 2004

20

Forecasting in dynamic factor models using Bayesian model averaging

Gary Koop and Simon Potter

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.50 MB

english, 2004

21

More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

Søren Johansen and Anders Rygh Swensen

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 745 KB

english, 2004

22

Identification of causal factor models of stationary time series

Chris Heaton and Victor Solo

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 970 KB

english, 2004

23

On the forecasting ability of ARFIMA models when infrequent breaks occur

Vasco J. Gabriel and Luis F. Martins

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.82 MB

english, 2004

24

Vector equilibrium correction models with non-linear discontinuous adjustments

Frédérique Bec and Anders Rahbek

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.75 MB

english, 2004

25

A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error

Ekaterini Panopoulou and Nikitas Pittis

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 2.88 MB

english, 2004

26

Oil prices and exchange rates: Norwegian evidence

Q. Farooq Akram

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 3.70 MB

english, 2004

27

Response error in a transformation model with an application to earnings-equation estimation

Jason Abrevaya and Jerry A. Hausman

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 2.29 MB

english, 2004

28

Testing for duration dependence in economic cycles

Jonathan Ohn, Larry W. Taylor and Adrian Pagan

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.78 MB

english, 2004

29

Asymptotic confidence intervals for impulse responses of near-integrated processes

Nikolay Gospodinov

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 2.29 MB

english, 2004

30

The consequences of seasonal adjustment for periodic autoregressive processes

Tomas del Barrio Castro and Denise R. Osborn

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.39 MB

english, 2004

31

Front Matter

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 572 KB

english, 2004

32

Some cautions on the use of panel methods for integrated series of macroeconomic data

Anindya Banerjee, Massimiliano Marcellino and Chiara Osbat

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.65 MB

english, 2004

33

Back Matter

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 1.88 MB

english, 2004

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