<P></P>
<P>Volume 20, Issue </P>
<P>DYNAMIC FACTOR MODELS

Christian Gourieroux; Joann Jasiak
Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001
Pages: 385 - 424| PDF File Size: 296 KB
DOI: 10.1081/ETC-100106997 </P>
<P>
GENERALIZED INTEGER-VALUED AUTOREGRESSION </P>
<P>Kurt Br?nn?s; J?rgen Hellstr?m
Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001
Pages: 425 - 443| PDF File Size: 148 KB
DOI: 10.1081/ETC-100106998 </P>
<P>
ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS </P>
<P>Badi H. Baltagi; Qi Li
Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001
Pages: 445 - 460| PDF File Size: 149 KB
DOI: 10.1081/ETC-100106999 </P>
<P>UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS </P>
<P>Sung K. Ahn; Stergios B. Fotopoulos; Lijian He
Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001
Pages: 461 - 483| PDF File Size: 150 KB
DOI: 10.1081/ETC-100107000 </P>
<P>OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS </P>
<P>David M. Mandy; Carlos Martins-Filho
Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001
Pages: 485 - 505| PDF File Size: 177 KB
DOI: 10.1081/ETC-100107001 </P>
<P>CONSISTENT ESTIMATION THROUGH WEIGHTED HARMONIC MEAN OF INCONSISTENT ESTIMATORS IN REPLICATED MEASUREMENT ERROR MODELS </P>
<P>Shalabh
Journal Article | Print Published: 10/31/2001 | Online Published: 10/31/2001
Pages: 507 - 510| PDF File Size: 43 KB
DOI: 10.1081/ETC-100107002 </P>
<P>
Volume 20, Issue 3</P>
<P>
A REVIEW OF SYSTEMS COINTEGRATION TESTS </P>
<P>Kirstin Hubrich; Helmut Lütkepohl; Pentti Saikkonen
Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001
Pages: 247 - 318| PDF File Size: 608 KB
DOI: 10.1081/ETC-100104936 </P>
<P>RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES </P>
<P>Shigeru Iwata
Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001
Pages: 319 - 335| PDF File Size: 123 KB
DOI: 10.1081/ETC-100104937 </P>
<P>
AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL </P>
<P>Even Koenda
Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001
Pages: 337 - 351| PDF File Size: 143 KB
DOI: 10.1081/ETC-100104938 </P>
<P>DENSITY ESTIMATION FOR CLUSTERED DATA </P>
<P>Robert V. Breunig
Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001
Pages: 353 - 367| PDF File Size: 181 KB
DOI: 10.1081/ETC-100104939 </P>
<P>THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR </P>
<P>Offer Lieberman
Journal Article | Print Published: 08/31/2001 | Online Published: 08/31/2001
Pages: 369 - 383| PDF File Size: 116 KB
DOI: 10.1081/ETC-100104940 </P>
<P>
Volume 20, Issue 2</P>
<P>
MODEL BUILDING AND DATA MINING </P>
<P>J. Denis Sargan
Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001
Pages: 159 - 170| PDF File Size: 86 KB
DOI: 10.1081/ETC-100103820 </P>
<P> </P>
<P>
THE CHOICE BETWEEN SETS OF REGRESSORS </P>
<P>J. Denis Sargan
Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001
Pages: 171 - 186| PDF File Size: 190 KB
DOI: 10.1081/ETC-100103821 </P>
<P>SEASONAL INTEGRATION FOR DAILY DATA </P>
<P>Akira Tokihisa; Shigeyuki Hamori
Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001
Pages: 187 - 200| PDF File Size: 99 KB
DOI: 10.1081/ETC-100103822 </P>
<P>
COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY </P>
<P>Gianluca Cubadda
Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001
Pages: 201 - 216| PDF File Size: 136 KB
DOI: 10.1081/ETC-100103823 </P>
<P>
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL </P>
<P>Gael M. Martin
Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001
Pages: 217 - 234| PDF File Size: 155 KB
DOI: 10.1081/ETC-100103824 </P>
<P>A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES </P>
<P>Mahmoud A. El-Gamal
Journal Article | Print Published: 04/30/2001 | Online Published: 04/30/2001
Pages: 235 - 245| PDF File Size: 102 KB
DOI: 10.1081/ETC-100103825 </P>
<P>Volume 20, Issue 1</P>
<P>
THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS </P>
<P>Gordon Anderson
Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001
Pages: 1 - 30| PDF File Size: 431 KB
DOI: 10.1081/ETC-100104077 </P>
<P> </P>
<P>
DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE </P>
<P>Badi H. Baltagi; Dong Li
Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001
Pages: 31 - 40| PDF File Size: 103 KB
DOI: 10.1081/ETC-100104078 </P>
<P>A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION </P>
<P>Thanasis Stengos; Yiguo Sun
Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001
Pages: 41 - 60| PDF File Size: 147 KB
DOI: 10.1081/ETC-100104079 </P>
<P> </P>
<P>
ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY </P>
<P>Nunzio Cappuccio; Diego Lubian
Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001
Pages: 61 - 84| PDF File Size: 454 KB
DOI: 10.1081/ETC-100104080 </P>
<P>A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION </P>
<P>Paramsothy Silvapulle
Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001
Pages: 85 - 104| PDF File Size: 136 KB
DOI: 10.1081/ETC-100104081 </P>
<P>SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE </P>
<P>Kazumitsu Nawata; Michael McAleer
Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001
Pages: 105 - 112| PDF File Size: 70 KB
DOI: 10.1081/ETC-100104082 </P>
<P>A MODIFIED AVERAGE DERIVATIVES ESTIMATOR </P>
<P>Chunrong Ai
Journal Article | Print Published: 02/28/2001 | Online Published: 02/28/2001
Pages: 113 - 131| PDF File Size: 144 KB
DOI: 10.1081/ETC-100104083
</P>

[此贴子已经被作者于2005-6-6 9:58:58编辑过]