Journal of Econometrics Vol 96 2000

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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

偶尔收费，搞点钱买书，通货膨胀就是这样来的啊

25776.rar (4.22 MB, 需要: 5 个论坛币) 本附件包括：

• A simple framework for nonparametric specification testing.pdf
• An empirical analysis of earnings dynamics among men in the PSID-- 1968–1989.pdf
• Duration dependence and nonparametric heterogeneity-- A Monte Carlo study.pdf
• Efficiency results of MLE and GMM estimation with sampling weights.pdf
• Efficient estimation of binary choice models under symmetry.pdf
• Estimating the rational expectations model of speculative storage.pdf
• Index.pdf
• Moments of Markov switching models.pdf
• Nonparametric inference on structural breaks.pdf
• On simulated EM algorithms.pdf
• Reconsidering the continuous time limit of the GARCH(1, 1) process.pdf
• Semiparametric identification and heterogeneity in discrete choice dynamic programming models.pdf
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes.pdf
• The spurious regression of fractionally integrated processes.pdf

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Journal of Econometrics Vol 96 2000
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关键词：econometrics Econometric metrics econom Metric econometrics Journal Vol

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