Volume 8; Issue 2

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The Econometrics Journal
Volume 8; Issue 2

The Econometrics Journal

Volume 8; Issue 2

1

Moment approximation for least-squares estimators in dynamic regression models with a unit root

Jan F. Kiviet, Garry D. A. Phillips

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 219 KB

english, 2005

2

Robust modelling of DTARCH models

Yer Van Hui, Jiancheng Jiang

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 635 KB

english, 2005

3

Breaking the panels: An application to the GDP per capita

Josep Lluís Carrion-i-Silvestre, Tomás Del Barrio-Castro, Enrique López-Bazo

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 133 KB

english, 2005

4

Simultaneous equations in ordered discrete responses with regressor-dependent thresholds

Myoung-Jae Lee, Ayal Kimhi

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 169 KB

english, 2005

5

Functional-coefficient models under unit root behaviour

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 180 KB

english, 2005

6

Temporal disaggregation using multivariate structural time series models

Filippo Moauro, Giovanni Savio

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 155 KB

english, 2005

7

Adaptive MCMC methods for inference on affine stochastic volatility models with jumps

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 467 KB

english, 2005

8

Non-linear GARCH models for highly persistent volatility

Markku Lanne, Pentti Saikkonen

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 398 KB

english, 2005

9

Moment approximation for least-squares estimators in dynamic regression models with a unit root

Jan F. Kiviet and Garry D. A. Phillips

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 2.14 MB

english, 2005

10

Simultaneous equations in ordered discrete responses with regressor-dependent thresholds

Myoung-Jae Lee and Ayal Kimhi

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 1.56 MB

english, 2005

11

Breaking the panels: An application to the GDP per capita

Josep Lluís Carrion-i-Silvestre, Tomás del Barrio-Castro and Enrique López-Bazo

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 1.55 MB

english, 2005

12

Robust modelling of DTARCH models

Yer Van Hui and Jiancheng Jiang

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 1.47 MB

english, 2005

13

Non-linear GARCH models for highly persistent volatility

Markku Lanne and Pentti Saikkonen

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 2.35 MB

english, 2005

14

Front Matter

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 537 KB

english, 2005

15

Temporal disaggregation using multivariate structural time series models

Filippo Moauro and Giovanni Savio

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 2.07 MB

english, 2005

16

Functional-coefficient models under unit root behaviour

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 1.26 MB

english, 2005

17

Adaptive MCMC methods for inference on affine stochastic volatility models with jumps

Journal:

The Econometrics Journal

Year:

2005

Language:

english

File:

PDF, 1.60 MB

english, 2005