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<P>Journal of Econometrics Vol 95 2000</P> <DL> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A223-253.htm" target="_blank" >The econometric consequences of the ceteris paribus condition in economic theory</A> pp. 223-253 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Herman J. Bierens</I> and <I>Norman R. Swanson</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A255-283.htm" target="_blank" >Econometrics and decision theory</A> pp. 255-283 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Gary Chamberlain</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A285-331.htm" target="_blank" >Cross-sectional aggregation of non-linear models</A> pp. 285-331 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Kees Jan van Garderen</I>, <I>Kevin Lee</I> and <I>M Hashem Pesaran</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A333-345.htm" target="_blank" >Internet-based econometric computing</A> pp. 333-345 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>W. Hardle</I> and <I>J. Horowitz</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A347-374.htm" target="_blank" >Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics</A> pp. 347-374 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Roger Koenker</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A375-389.htm" target="_blank" >Empirically relevant critical values for hypothesis tests: A bootstrap approach</A> pp. 375-389 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Joel L. Horowitz</I> and <I>N. E. Savin</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A391-413.htm" target="_blank" >The incidental parameter problem since 1948</A> pp. 391-413 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Tony Lancaster</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A415-442.htm" target="_blank" >Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice</A> pp. 415-442 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Charles Manski</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A2_3Ap_3A443-462.htm" target="_blank" >Using a likelihood perspective to sharpen econometric discourse: Three examples</A> pp. 443-462 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Christopher Sims</I> </DD></DL> <P><B><A>Volume 95, issue 1</A>, 2000</B> <DL> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A1-23.htm" target="_blank" >Rank estimation of a generalized fixed-effects regression model</A> pp. 1-23 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Jason Abrevaya</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A25-56.htm" target="_blank" >Estimation of a censored regression panel data model using conditional moment restrictions efficiently</A> pp. 25-56 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Erwin Charlier</I>, <I>Bertrand Melenberg</I> and <I>Arthur van Soest</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A57-69.htm" target="_blank" >Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach</A> pp. 57-69 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Teruo Nakatsuma</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A71-96.htm" target="_blank" >Unit root tests in the presence of uncertainty about the non-stochastic trend</A> pp. 71-96 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Leila Ayat</I> and <I>Peter Burridge</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A97-116.htm" target="_blank" >Detection of change in persistence of a linear time series</A> pp. 97-116 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Jae-Young Kim</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A117-129.htm" target="_blank" >A numerically stable quadrature procedure for the one-factor random-component discrete choice model</A> pp. 117-129 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Lung-Fei Lee</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A131-156.htm" target="_blank" >Estimating the density of unemployment duration based on contaminated samples or small samples</A> pp. 131-156 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Hang K. Ryu</I> and <I>Daniel J. Slottje</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A157-176.htm" target="_blank" >On the sensitivity of the usual t- and F-tests to covariance misspecification</A> pp. 157-176 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Anurag Banerjee</I> and <I>Jan R. Magnus</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A177-198.htm" target="_blank" >Testing for the cointegrating rank of a VAR process with a time trend</A> pp. 177-198 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Helmut Lütkepohl</I> and <I>Pentti Saikkonen</I> <DT><a href="http://econpapers.repec.org/article/eeeeconom/v_3A95_3Ay_3A2000_3Ai_3A1_3Ap_3A199-218.htm" target="_blank" >Testing time reversibility without moment restrictions</A> pp. 199-218 <IMG src="http://econpapers.repec.org/downloads_econpapers.gif"> <DD><I>Yi-Ting Chen</I>, <I>Ray Yeutien Chou</I> and <I>Chung-Ming Kuan</I> </DD></DL> |
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