Journal of Econometrics
Volume 96, issue 1, 2000
- A simple framework for nonparametric specification testing pp. 1-23
- Glenn Ellison and Sara Fisher Ellison
- Efficiency results of MLE and GMM estimation with sampling weights pp. 25-37
- J. S. Butler
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes pp. 39-73
- Valentina Corradi, Norman R. Swanson and Halbert White
- Moments of Markov switching models pp. 75-111
- Allan Timmermann
- Nonparametric inference on structural breaks pp. 113-144
- Miguel A. Delgado and Javier Hidalgo
- Reconsidering the continuous time limit of the GARCH(1, 1) process pp. 145-153
- Valentina Corradi
- The spurious regression of fractionally integrated processes pp. 155-182
- Wen-Jen Tsay and Ching-Fan Chung
- Efficient estimation of binary choice models under symmetry pp. 183-199
- Songnian Chen
Volume 96, issue 2, 2000
- Semiparametric identification and heterogeneity in discrete choice dynamic programming models pp. 201-229
- Christopher R. Taber
- Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators pp. 231-266
- Alexander Michaelides and Serena Ng
- On simulated EM algorithms pp. 267-292
- Soren Feodor Nielsen
- An empirical analysis of earnings dynamics among men in the PSID: 1968-1989 pp. 293-356
- John Geweke and Michael P Keane
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study pp. 357-393
- Michael Baker and Angelo Melino
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