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2001, Volume 2, Issue 1
- 1-30 A Comparative Study of Different Shrinkage Estimators for Panel Data Models
by G. S. Maddala & Hongyi Li & V. K. Srivastava - 31-58 Consistent Speciffcation Tests for Regression Models
by Chunrong Ai - 59-76 Data Transformation and Forecasting in Models with Unit Roots and Cointegration
by John C. Chao & Valentina Corradi & Norman R. Swanson - 77-96 A Consistent Test for the Parametric Specification of the Hazard Function
by Yanqin Fan & Paul Rilstone - 97-100 On Model Approximation for Long-Memory Processes: A Cautionary Result
by Clive W. J. Granger - 101-122 Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application
by Jie Q. Guo & Tong Li - 123-164 Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function
by Yongmiao Hong - 165-185 An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services
by Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson - 187-213 Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions
by Soosung Hwang & John Knight & Stephen E. Satchell - 215-235 Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
by Chihwa Kao & Lung-fei Lee & Mark M. Pitt - 237-248 Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator
by Oliver Linton - 249-264 Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors
by Aman Ullah & Shalabh & Debasri Mukherjee
- 231-263 A Theory of Supervision with Endogenous Transaction Costs
by Antoine Faure-Grimaud & Jean-Jacques Laffont & David Martimort - 265-282 Power Risk Aversion Utility Functions
by Danyang Xie - 283-301 The Growth-Inequality Nexus without Borrowing Restrictions and Government Intervention: Some Implications from a Prototype Model
by Isaac Ehrlich & Chi-Wa Yuen - 303-339 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
by Jushan Bai - 337-357 Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth
by Qi Li & Jeffrey Wooldridge - 359-381 Optimal Portfolios in an Incomplete Market
by Jiongmin Yong - 381-400 Capital Structure and Product Market Strategy
by Chong-en Bai & Shan Li - 403-433 The Macroeconomic Impact of Decentralized Spending and Deficits: International Evidence
by Francesca Fornasari & Steven B. Webb & Heng-fu Zou - 423-479 Economic Reforms and Constitutional Transition
by Jeffrey Sachs & Wing Thye Woo & Xiaokai Yang
- 1-19 Fiscal Decentralization in Developing Countries: The Effects of Local Corruption and Tax Evasion
by Jan K. Brueckner - 19-32 Feasible and Continuous Double Implementation of Constrained Walrasian Allocations
by Guoqiang Tian - 33-47 Do Debt Flows Crowd Out Equity Flows or the Other Way Round?
by Assaf Razin & Efraim Sadka & Chi-Wa Yuen - 49-77 Evolution of Transitory Volatility over the Week
by Charles Cao & Hyuk Choe - 79-100 Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange
by Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou - 101-116 Growth Optimal Portfolio in a Market Driven by a Jump-Diffusion-Like Process or a Levy Process
by Jia-an Yan & Qiang Zhang & Shuguang Zhang - 117-146 Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income
by Yunhong Yang - 147-163 Foreign Aid Reduces Domestic Capital Accumulation and Increases Foreign Borrowing: A Theoretical Analysis
by Liutang Gong & Heng-fu Zou - 165-188 Why Are Entrepreneurs Liquidity-Constrained?
by Weiying Zhang - 189-210 Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations
by Chun Chang & Yijiang Wang - 211-230 Endogenous Structure of the Division of Labor, Endogenous Trade Policy Regime, and a Dual Structure in Economic Development
by Xiaokai Yang & Dingsheng Zhang
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