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Journal of Econometrics Vol 95 2000
- The econometric consequences of the ceteris paribus condition in economic theory pp. 223-253
- Herman J. Bierens and Norman R. Swanson
- Econometrics and decision theory pp. 255-283
- Gary Chamberlain
- Cross-sectional aggregation of non-linear models pp. 285-331
- Kees Jan van Garderen, Kevin Lee and M Hashem Pesaran
- Internet-based econometric computing pp. 333-345
- W. Hardle and J. Horowitz
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics pp. 347-374
- Roger Koenker
- Empirically relevant critical values for hypothesis tests: A bootstrap approach pp. 375-389
- Joel L. Horowitz and N. E. Savin
- The incidental parameter problem since 1948 pp. 391-413
- Tony Lancaster
- Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice pp. 415-442
- Charles Manski
- Using a likelihood perspective to sharpen econometric discourse: Three examples pp. 443-462
- Christopher Sims
Volume 95, issue 1, 2000
- Rank estimation of a generalized fixed-effects regression model pp. 1-23
- Jason Abrevaya
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently pp. 25-56
- Erwin Charlier, Bertrand Melenberg and Arthur van Soest
- Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach pp. 57-69
- Teruo Nakatsuma
- Unit root tests in the presence of uncertainty about the non-stochastic trend pp. 71-96
- Leila Ayat and Peter Burridge
- Detection of change in persistence of a linear time series pp. 97-116
- Jae-Young Kim
- A numerically stable quadrature procedure for the one-factor random-component discrete choice model pp. 117-129
- Lung-Fei Lee
- Estimating the density of unemployment duration based on contaminated samples or small samples pp. 131-156
- Hang K. Ryu and Daniel J. Slottje
- On the sensitivity of the usual t- and F-tests to covariance misspecification pp. 157-176
- Anurag Banerjee and Jan R. Magnus
- Testing for the cointegrating rank of a VAR process with a time trend pp. 177-198
- Helmut Lütkepohl and Pentti Saikkonen
- Testing time reversibility without moment restrictions pp. 199-218
- Yi-Ting Chen, Ray Yeutien Chou and Chung-Ming Kuan
25773.rar
(3.35 MB)
本附件包括：- A numerically stable quadrature procedure for the one-factor random-component discrete choice model.pdf
- Bayesian analysis of ARMA–GARCH models-- A Markov chain sampling approach.pdf
- Conference Paper.pdf
- Cross-sectional aggregation of non-linear models.pdf
- Detection of change in persistence of a linear time series.pdf
- Econometrics and decision theory.pdf
- Editorial.pdf
- Empirically relevant critical values for hypothesis tests-- A bootstrap approach.pdf
- Estimating the density of unemployment duration based on contaminated samples or small samples.pdf
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics.pdf
- Identification problems and decisions under ambiguity-- treatment response and choice.pdf
- Index.pdf
- Internet-based econometric computing.pdf
- On the sensitivity of the usual t- and F-tests to covariance misspecification.pdf
- Rank estimation of a generalized fixed-effects regression model.pdf
- Testing for the cointegrating rank of a VAR process with a time trend.pdf
- Testing time reversibility without moment restrictions.pdf
- The econometric consequences of the ceteris paribus condition in economic theory.pdf
- The incidental parameter problem since 1948.pdf
- Unit root tests in the presence of uncertainty about the non-stochastic trend.pdf
- Using a likelihood perspective to sharpen econometric discourse-- Three examples.pdf
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