Econometrics journal

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  Año 2004, Vol. 7, Número 2

  • The consequences of seasonal adjustment for periodic autoregressive processes

    Denise R. Osborn, Tomás del Barrio Castro

    págs. 307-321

    

  • Some cautions on the use of panel methods for integrated series of macroeconomic data

    Massimiliano Marcellino, Chiara Osbat, Anindya Banerjee

    págs. 322-340

    

  • Testing linearity in cointegrating smooth transition regressions

    Pentti Saikkonen, In Choi

    págs. 341-365

    

  • Response error in a transformation model with an application to earnings-equation estimation

    Jerry A. Hausman, Jason Abrevaya

    págs. 366-388

    

  • More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

    Anders Rygh Swensen, Søren Johansen

    págs. 389-397

    

  • Markov switching stochastic frontier model

    Subal C. Kumbhakar, E.G. Tsionas

    págs. 398-425

    

  • Semiparametric mixture models for multivariate count data, with application

    Giovanni Trovato, Marco Alf

    págs. 426-454

    

  • On the forecasting ability of ARFIMA models when infrequent breaks occur

    Luis F. Martins, Vasco J. Gabriel

    págs. 455-475

    

  • Oil prices and exchange rates: Norwegian evidence

    Q. Farooq Akram

    págs. 476-504

    

  • Asymptotic confidence intervals for impulse responses of near-integrated processes

    Nikolay Gospodinov

    págs. 505-527

    

  • Testing for duration dependence in economic cycles

    Larry W. Taylor, Adrian Pagan, Jonathan Ohn

    págs. 528-549

    

  • Forecasting in dynamic factor models using Bayesian model averaging

    Simon Potter, Gary Koop

    págs. 550-565

    

  • Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts

    Tong Li, David M. Zimmer, A. Colin Cameron, Pravin K. Trivedi

    págs. 566-584

    

  • A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error

    Ekaterini Panopoulou, Nikitas Pittis

    págs. 585-617

    

  • Identification of causal factor models of stationary time series

    Victor Solo, Chris Heaton

    págs. 618-627

    

  • Vector equilibrium correction models with non-linear discontinuous adjustments

    Anders Rahbek, Frédérique Bec

    págs. 628-651