<P>The Econometrics Journal
Published on behalf of the Royal Economic Society

July 2005 - Vol. 8 Issue 2 Page 115-276
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Original Articles


115
Moment approximation for least-squares estimators in dynamic regression models with a unit root
Jan F. Kiviet, Garry D. A. Phillips</P>
<P>Online publication date: 19-Jul-2005 </P>

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143
Robust modelling of DTARCH models
Yer Van Hui, Jiancheng Jiang</P>
<P>Online publication date: 19-Jul-2005 </P>

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159
Breaking the panels: An application to the GDP per capita
Josep Lluís Carrion-i-Silvestre, Tomás del Barrio-Castro, Enrique López-Bazo</P>
<P>Online publication date: 19-Jul-2005 </P>

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176
Simultaneous equations in ordered discrete responses with regressor-dependent thresholds
Myoung-Jae Lee, Ayal Kimhi</P>
<P>Online publication date: 19-Jul-2005 </P>

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197
Functional-coefficient models under unit root behaviour
Ted Juhl</P>
<P>Online publication date: 19-Jul-2005 </P>

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214
Temporal disaggregation using multivariate structural time series models
Filippo Moauro, Giovanni Savio</P>
<P>Online publication date: 19-Jul-2005 </P>

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235
Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
Davide Raggi</P>
<P>Online publication date: 19-Jul-2005 </P>

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251
Non-linear GARCH models for highly persistent volatility
Markku Lanne, Pentti Saikkonen</P>
<P>Online publication date: 19-Jul-2005 </P>

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