TOC: J Econometrics


Journal of Econometrics, 137(2)

 ARC: Community: ELMAR: TOC

areas: methods: journals

Journal of Econometrics 

Relevant ARCategory: Marketing Journals 

April, 2007

Gaussian semiparametric estimation of multivariate fractionally integrated processes
Katsumi Shimotsu [Publisher] [Google Scholar]

A robust version of the KPSS test based on indicators
Robert M. de Jong, Christine Amsler and Peter Schmidt [Publisher] [Google Scholar]

Granger causality and path diagrams for multivariate time series
Michael Eichler [Publisher] [Google Scholar]

A simple approach to the parametric estimation of potentially nonstationary diffusions?
Federico M. Bandi and Peter C.B. Phillips [Publisher] [Google Scholar]

Finite sample properties of maximum likelihood estimator in spatial models
Yong Bao and Aman Ullah [Publisher] [Google Scholar]

Decisionmetrics: A decision-based approach to econometric modelling
Spyros Skouras [Publisher] [Google Scholar]

Optimal statistical decisions about some alternative financial models
Wolfgang Stummer and Igor Vajda [Publisher] [Google Scholar]

Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Andrew P. Blake and George Kapetanios [Publisher] [Google Scholar]

GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Lung-fei Lee [Publisher] [Google Scholar]

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
John Chao and Norman R. Swanson [Publisher] [Google Scholar]

Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
Ngai Hang Chan, Shi-Jie Deng, Liang Peng and Zhendong Xia [Publisher] [Google Scholar]

On efficient estimation of the ordered response model
Mark Coppejans [Publisher] [Google Scholar]

MCMC maximum likelihood for latent state models
Eric Jacquier, Michael Johannes and Nicholas Polson [Publisher] [Google Scholar]

Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
José T.A.S. Ferreira and Mark F.J. Steel [Publisher] [Google Scholar]

Inference on inequality from household survey data
Debopam Bhattacharya [Publisher] [Google Scholar]

Marginal likelihood and unit roots
Marc K. Francke and Aart F. de Vos [Publisher] [Google Scholar]