[分享]Econometric Reviews Volume 20-23,有你需要的吗？

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

16423.rar (3.81 MB) 本附件包括：

• 100104077.pdf
• 100103821.pdf
• 100103822.pdf
• 100103823.pdf
• 100103824.pdf
• 100103825.pdf
• 100103820.pdf
• 100104078.pdf
• 100104079.pdf
• 100104080.pdf
• 100104081.pdf
• 100104082.pdf
• 100104083.pdf
• 100104936.pdf
• 100104937.pdf
• 100104938.pdf
• 100104939.pdf
• 100104940.pdf
• 100106997.pdf
• 100106998.pdf
• 100106999.pdf
• 100107000.pdf
• 100107001.pdf
• 100107002.pdf

2005-6-6 09:53:00 上传

[分享]Econometric Reviews Volume 20-23,有你需要的吗？

Volume 20, Issue

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

GENERALIZED INTEGER-VALUED AUTOREGRESSION

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

ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS

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

UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS

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

OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS

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

CONSISTENT ESTIMATION THROUGH WEIGHTED HARMONIC MEAN OF INCONSISTENT ESTIMATORS IN REPLICATED MEASUREMENT ERROR MODELS

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

Volume 20, Issue 3

A REVIEW OF SYSTEMS COINTEGRATION TESTS

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

RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES

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

AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL

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

DENSITY ESTIMATION FOR CLUSTERED DATA

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

THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR

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

Volume 20, Issue 2

MODEL BUILDING AND DATA MINING

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

THE CHOICE BETWEEN SETS OF REGRESSORS

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

SEASONAL INTEGRATION FOR DAILY DATA

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

COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY

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

BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL

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

A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES

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

Volume 20, Issue 1

THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS

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

DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE

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

A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION

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

ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY

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

A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION

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

SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE

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

A MODIFIED AVERAGE DERIVATIVES ESTIMATOR

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

[此贴子已经被作者于2005-6-6 9:58:58编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏3 回帖

关键词：Econometric Reviews Metric Review econom 分享 Econometric Reviews volume

16424.rar (4.45 MB) 本附件包括：

• 120015384.pdf
• 120002919.pdf
• 120002920.pdf
• 120002921.pdf
• 120002922.pdf
• 120014346.pdf
• 120014347.pdf
• 120014348.pdf
• 120014349.pdf
• 120014350.pdf
• 120014351.pdf
• 120015382.pdf
• 120002918.pdf
• 120015385.pdf
• 120015386.pdf
• 120015387.pdf
• 120015785.pdf
• 120015786.pdf
• 120015787.pdf
• 120015788.pdf
• 120015789.pdf

2005-6-6 10:00:00 上传

[分享]Econometric Reviews Volume 20-23,有你需要的吗？

Volume 21, Issue 4

LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS

Jonathan H. Wright Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 397 - 417 | PDF File Size: 553 KB DOI: 10.1081/ETC-120015382

FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS

Russell Davidson; James G. MacKinnon Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 419 - 429 | PDF File Size: 479 KB DOI: 10.1081/ETC-120015384

ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS

Yoosoon Chang; Joon Y. Park Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 431 - 447 | PDF File Size: 158 KB DOI: 10.1081/ETC-120015385

DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY

Ionel Birgean; Lutz Kilian Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 449 - 476 | PDF File Size: 670 KB DOI: 10.1081/ETC-120015386

A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS

Edoardo Otranto; Giampiero M. Gallo Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 477 - 496 | PDF File Size: 187 KB DOI: 10.1081/ETC-120015387

Volume 21, Issue 3

SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES

Alain Hecq; Franz C. Palm; Jean-Pierre Urbain Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 273 - 307 | PDF File Size: 369 KB DOI: 10.1081/ETC-120015785

A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS

Jinyong Hahn; Atsushi Inoue Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 309 - 336 | PDF File Size: 192 KB DOI: 10.1081/ETC-120015786

A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS

Yanqin Fan; Qi Li Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 337 - 352 | PDF File Size: 174 KB DOI: 10.1081/ETC-120015787

ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN

Serena Ng; Timothy J. Vogelsang Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 353 - 381 | PDF File Size: 309 KB DOI: 10.1081/ETC-120015788

COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL

Jason Abrevaya Journal Article | Print Published: 12/01/2002 | Online Published: 11/12/2002 Pages: 383 - 393 | PDF File Size: 116 KB DOI: 10.1081/ETC-120015789

Volume 21, Issue 2

IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES

Zeng-Hua Lu; Maxwell L. King Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 149 - 165 | PDF File Size: 174 KB DOI: 10.1081/ETC-120014346

SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL

Badi H. Baltagi; Seuck Heun Song; Byoung Cheol Jung Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 167 - 187 | PDF File Size: 180 KB DOI: 10.1081/ETC-120014347

IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE

Nilanjana Roy Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 189 - 203 | PDF File Size: 129 KB DOI: 10.1081/ETC-120014348

ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION

John W. Galbraith; Aman Ullah; Victoria Zinde-Walsh Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 205 - 219 | PDF File Size: 137 KB DOI: 10.1081/ETC-120014349

ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH

Denise R. Osborn; Paulo M.M. Rodrigues Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 221 - 241 | PDF File Size: 202 KB DOI: 10.1081/ETC-120014350

TESTING FOR PERIODIC STATIONARITY

Eiji Kurozumi Journal Article | Print Published: 10/01/2002 | Online Published: 09/03/2002 Pages: 243 - 270 | PDF File Size: 287 KB DOI: 10.1081/ETC-120014351

Volume 21, Issue 1

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Dick van Dijk; Timo Ter?svirta; Philip Hans Franses Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 1 - 47 | PDF File Size: 422 KB DOI: 10.1081/ETC-120002918

LONG-RUN STRUCTURAL MODELLING

M. Hashem Pesaran; Yongcheol Shin Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 49 - 87 | PDF File Size: 314 KB DOI: 10.1081/ETC-120002919

DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL

Mukhtar M. Ali Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 89 - 119 | PDF File Size: 182 KB DOI: 10.1081/ETC-120002920

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION

Kazuhiro Ohtani; Alan T. K. Wan Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 121 - 134 | PDF File Size: 115 KB DOI: 10.1081/ETC-120002921

ESTIMATION OF DISCRETE CHOICE MODELS WITH MINIMAL VARIATION OF ALTERNATIVE-SPECIFIC VARIABLES

Gerd Ronning Journal Article | Print Published: 04/01/2002 | Online Published: 04/16/2002 Pages: 135 - 146 | PDF File Size: 94 KB DOI: 10.1081/ETC-120002922

16425.rar (4.22 MB) 本附件包括：

• 120017971.pdf
• 120017972.pdf
• 120017973.pdf
• 120017974.pdf
• 120017975.pdf
• 120017976.pdf
• 120017977.pdf
• 120017978.pdf
• 120017979.pdf
• 120020203.pdf
• 120020458.pdf
• 120020459.pdf
• 120020460.pdf
• 120020461.pdf
• 120020462.pdf
• 120020463.pdf
• 120020464.pdf
• 120023894.pdf
• 120023895.pdf
• 120023897.pdf
• 120023900.pdf
• 120023903.pdf
• 120023906.pdf
• 120024075.pdf
• 120024752.pdf
• 120024753.pdf
• 120025889.pdf
• 120025891.pdf
• 120025892.pdf
• 120025895.pdf
• 120025896.pdf
• 120025897.pdf
• 120027363.pdf
• 120027364.pdf
• 120027432.pdf

2005-6-6 10:03:00 上传

[分享]Econometric Reviews Volume 20-23,有你需要的吗？

Volume 22, Issue 4

Editor's Note

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 1 page | PDF File Size: 19 KB DOI: 10.1081/ETC-120025889

Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

Lung-fei Lee Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 307 - 335 | PDF File Size: 243 KB DOI: 10.1081/ETC-120025891

A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges

Jorge Belaire-Franch Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 337 - 349 | PDF File Size: 104 KB DOI: 10.1081/ETC-120025892

Testing the Martingale Difference Hypothesis

Manuel A. Domínguez; Ignacio N. Lobato Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 351 - 377 | PDF File Size: 201 KB DOI: 10.1081/ETC-120025895

Optimal Predictive Tests

Alain Guay Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 379 - 410 | PDF File Size: 175 KB DOI: 10.1081/ETC-120025896

Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison

Vasco J. Gabriel Journal Article | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 411 - 435 | PDF File Size: 191 KB DOI: 10.1081/ETC-120025897

Acknowledgment of Reviewers and Referees

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 437 - 439 | PDF File Size: 30 KB DOI: 10.1081/ETC-120027432

Author Index to Volume 22

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 441 - 442 | PDF File Size: 23 KB DOI: 10.1081/ETC-120027363

Subject Index to Volume 22

Journal Content | Print Published: 12/01/2003 | Online Published: 11/03/2003 Pages: 443 - 445 | PDF File Size: 28 KB DOI: 10.1081/ETC-120027364

Volume 22, Issue 3

Editor's Note

Journal Content | Print Published: 08/01/2003 | Online Published: 07/23/2003 1 page | PDF File Size: 28 KB DOI: 10.1081/ETC-120023894

Foreword

Journal Content | Print Published: 08/01/2003 | Online Published: 07/23/2003 1 page | PDF File Size: 28 KB DOI: 10.1081/ETC-120023895

Statistical Adequacy and the Testing of Trend Versus Difference Stationarity

Elena Andreou; Aris Spanos Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 217 - 237 | PDF File Size: 193 KB DOI: 10.1081/ETC-120023897

Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1)

Pierre Perron Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 239 - 245 | PDF File Size: 88 KB DOI: 10.1081/ETC-120023900

Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2)

Robin L. Lumsdaine Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 247 - 252 | PDF File Size: 73 KB DOI: 10.1081/ETC-120023903

Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3)

Ragnar Nymoen Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 253 - 260 | PDF File Size: 119 KB DOI: 10.1081/ETC-120023906

The Robustness of Trend Stationarity: An Illustration with the Extended Nelson–Plosser Dataset

Maozu Lu; Jan M. Podivinsky Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 261 - 267 | PDF File Size: 116 KB DOI: 10.1081/ETC-120024075

A Consistent Method for the Selection of Relevant Instruments

Alastair R. Hall; Fernanda P. M. Peixe Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 269 - 287 | PDF File Size: 195 KB DOI: 10.1081/ETC-120024752

Modeling Technology as a Dynamic Error Components Process: The Case of the Inter-country Agricultural Production Function

Rodolfo Cerme?o; G. S. Maddala; Michael A. Trueblood Journal Article | Print Published: 08/01/2003 | Online Published: 07/23/2003 Pages: 289 - 306 | PDF File Size: 181 KB DOI: 10.1081/ETC-120024753

Volume 22, Issue 2

Book Reviews

Journal Book Review | Print Published: 06/01/2003 | Online Published: 05/06/2003 2 pages | PDF File Size: 40 KB DOI: 10.1081/ETC-120020458

Editor's Note

Journal Editorial | Print Published: 06/01/2003 | Online Published: 05/06/2003 1 page | PDF File Size: 25 KB DOI: 10.1081/ETC-120020464

A Comparison of Partially Adaptive and Reweighted Least Squares Estimation

Brian H. Boyer; James B. McDonald; Whitney K. Newey Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 115 - 134 | PDF File Size: 220 KB DOI: 10.1081/ETC-120020459

Regularity of the Generalized Quadratic Production Model: A Counterexample

William A. Barnett; Meenakshi Pasupathy Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 135 - 154 | PDF File Size: 163 KB DOI: 10.1081/ETC-120020460

Dynamics of Market Power and Concentration Profiles

Esfandiar Maasoumi; Daniel J. Slottje Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 155 - 177 | PDF File Size: 782 KB DOI: 10.1081/ETC-120020461

Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence

Shiqing Ling; W. K. Li; Michael McAleer Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 179 - 202 | PDF File Size: 193 KB DOI: 10.1081/ETC-120020462

Some Recent Developments in Econometric Inference

Arnold Zellner Journal Article | Print Published: 06/01/2003 | Online Published: 05/06/2003 Pages: 203 - 215 | PDF File Size: 128 KB DOI: 10.1081/ETC-120020463

Volume 22, Issue 1

In Memoriam: G. S. Maddala

Cheng Hsiao Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Page: 0 | PDF File Size: 41 KB DOI: 10.1081/ETC-120017977

In Memoriam: Zvi Griliches

Jacques Mairesse Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Page: 0 | PDF File Size: 62 KB DOI: 10.1081/ETC-120017978

Foreword

Journal Editorial | Print Published: 03/01/2003 | Online Published: 02/27/2003 1 page | PDF File Size: 26 KB DOI: 10.1081/ETC-120017971

Editor's Note

Journal Editorial | Print Published: 04/01/2003 | Online Published: 03/04/2003 1 page | PDF File Size: 20 KB DOI: 10.1081/ETC-120020203

Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects

Fran?ois Laisney; Michael Lechner Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 1 - 28 | PDF File Size: 363 KB DOI: 10.1081/ETC-120017972

Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Maurice J. G. Bun Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 29 - 58 | PDF File Size: 250 KB DOI: 10.1081/ETC-120017973

Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach

Melvyn Weeks; James Yudong Yao Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 59 - 77 | PDF File Size: 392 KB DOI: 10.1081/ETC-120017974

Stochastic Production Frontier and Technical Inefficiency: A Sensitivity Analysis

Rafik Baccouche; Mokhtar Kouki Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 79 - 91 | PDF File Size: 149 KB DOI: 10.1081/ETC-120017975

Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries

Rim Ben Ayed-Mouelhi; Mohamed Goa?ed Journal Article | Print Published: 03/01/2003 | Online Published: 02/27/2003 Pages: 93 - 111 | PDF File Size: 193 KB DOI: 10.1081/ETC-120017976

The Denis Sargan Memorial Fund

Journal Announcement | Print Published: 03/01/2003 | Online Published: 02/27/2003 Page: 113 | PDF File Size: 24 KB DOI: 10.1081/ETC-120017979

16426.rar (3.71 MB) 本附件包括：

• 120028834.pdf
• 120028835.pdf
• 120028836.pdf
• 120028837.pdf
• 120039604.pdf
• 120039605.pdf
• 120039606.pdf
• 120039607.pdf
• 120039608.pdf
• 200028199.pdf
• 200028201.pdf
• 200028205.pdf
• 200028211.pdf
• 200028215.pdf
• disclaimer.jsp_nextPage=%2Fservlet%2Fproduct%2FDOI%2F101081ETC120028838%2Fpdf%2F120028838.pdf
• 200040775.pdf
• 200040777.pdf
• 200040780.pdf
• 200040782.pdf
• 200040785.pdf
• 200040789.pdf
• 200041955.pdf

2005-6-6 10:06:00 上传

[分享]Econometric Reviews Volume 20-23,有你需要的吗？

Volume 23, Issue 4

Announcement

Journal Content | Print Published: 12/31/2004 | Online Published: 12/31/2004 1 page | PDF File Size: 38 KB DOI: 10.1081/ETC-200041955

Announcement (Special Issues)

Journal Content | Print Published: 12/31/2004 | Online Published: 12/31/2004 1 page | PDF File Size: 42 KB DOI: 10.1081/ETC-200040775

Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity

Hyungsik Roger Moon; Benoit Perron Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 293 - 323 | PDF File Size: 257 KB DOI: 10.1081/ETC-200040777

Bootstrap Tests of Nonnested Hypotheses: Some Further Results

L. G. Godfrey; J. M. C. Santos Silva Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 325 - 340 | PDF File Size: 174 KB DOI: 10.1081/ETC-200040780

The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data

Gianna Boero; Jeremy Smith; Kenneth F. Wallis Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 341 - 370 | PDF File Size: 377 KB DOI: 10.1081/ETC-200040782

In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?

Atsushi Inoue; Lutz Kilian Journal Article | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 371 - 402 | PDF File Size: 290 KB DOI: 10.1081/ETC-200040785

Book Review

Journal Book Review | Print Published: 12/31/2004 | Online Published: 12/31/2004 Pages: 403 - 404 | PDF File Size: 87 KB DOI: 10.1081/ETC-200040789

Volume 23, Issue 3

Forecast Evaluation in the Presence of Unobserved Volatility

George A. Christodoulakis; Stephen E. Satchell Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 175 - 198 | PDF File Size: 309 KB DOI: 10.1081/ETC-200028199

Estimating Long and Short Run Effects in Static Panel Models

Peter Egger; Michael Pfaffermayr Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 199 - 214 | PDF File Size: 385 KB DOI: 10.1081/ETC-200028201

On the Power of Bootstrapped Specification Tests

Manuel A. Domínguez Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 215 - 228 | PDF File Size: 193 KB DOI: 10.1081/ETC-200028205

Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form

Douglas J. Hodgson Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 229 - 257 | PDF File Size: 267 KB DOI: 10.1081/ETC-200028211

Unit Root Tests under Time-Varying Variances

Giuseppe Cavaliere Journal Article | Print Published: 10/01/2004 | Online Published: 09/23/2004 Pages: 259 - 292 | PDF File Size: 396 KB DOI: 10.1081/ETC-200028215

Volume 23, Issue 2

Editor's Note

Journal Content | Print Published: 09/01/2004 | Online Published: 08/05/2004 1 page | PDF File Size: 37 KB DOI: 10.1081/ETC-120039604

Empirical Characteristic Function Estimation and Its Applications

Jun Yu Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 93 - 123 | PDF File Size: 265 KB DOI: 10.1081/ETC-120039605

Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model

William Greene Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 125 - 147 | PDF File Size: 211 KB DOI: 10.1081/ETC-120039606

Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends

Richard D. F. Harris; Elias Tzavalis Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 149 - 166 | PDF File Size: 190 KB DOI: 10.1081/ETC-120039607

A Note on the Role of the Propensity Score for Estimating Average Treatment Effects

Markus Fr?lich Journal Article | Print Published: 09/01/2004 | Online Published: 08/05/2004 Pages: 167 - 174 | PDF File Size: 129 KB DOI: 10.1081/ETC-120039608

Volume 23, Issue 1

Editor's Note

Journal Content | Print Published: 03/01/2004 | Online Published: 02/24/2004 1 page | PDF File Size: 35 KB DOI: 10.1081/ETC-120028838

On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank

Bent Nielsen Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 1 - 23 | PDF File Size: 229 KB DOI: 10.1081/ETC-120028834

Estimator Choice and Fisher's Paradox: A Monte Carlo Study

Guglielmo Maria Caporale; Nikitas Pittis Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 25 - 52 | PDF File Size: 194 KB DOI: 10.1081/ETC-120028835

Automatic Block-Length Selection for the Dependent Bootstrap

Dimitris N. Politis; Halbert White Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 53 - 70 | PDF File Size: 212 KB DOI: 10.1081/ETC-120028836

A Small-Sample Estimator for the Sample-Selection Model

Amos Golan; Enrico Moretti; Jeffrey M.Perloff Journal Article | Print Published: 03/01/2004 | Online Published: 02/24/2004 Pages: 71 - 91 | PDF File Size: 171 KB DOI: 10.1081/ETC-120028837

真是太宝贵了！！非常谢谢。

支持一个！

re

建议版主给予奖励

太好了。非常感谢！！

duoxie