| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Acknowledgement
|
|
|
1992
|
53 |
1-3 |
p. 401-403
3 p.
|
article
|
| 2 |
A comparison of several exact and approximate tests for structural shift under heteroscedasticity
|
Thursby, Jerry G.
|
|
1992
|
53 |
1-3 |
p. 363-386
24 p.
|
article
|
| 3 |
A monotonic property for iterative GLS in the two-way random effects model
|
Baltagi, Badi H.
|
|
1992
|
53 |
1-3 |
p. 45-51
7 p.
|
article
|
| 4 |
Editorial Board
|
|
|
1992
|
53 |
1-3 |
p. IFC-
1 p.
|
article
|
| 5 |
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
|
Hansen, Bruce E.
|
|
1992
|
53 |
1-3 |
p. 87-121
35 p.
|
article
|
| 6 |
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
|
Pesaran, M.Hashem
|
|
1992
|
53 |
1-3 |
p. 141-163
23 p.
|
article
|
| 7 |
Estimation of polynomial distributed lags and leads with end point constraints
|
Andrews, Donald W.K.
|
|
1992
|
53 |
1-3 |
p. 123-139
17 p.
|
article
|
| 8 |
Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
|
Giles, Judith A.
|
|
1992
|
53 |
1-3 |
p. 345-361
17 p.
|
article
|
| 9 |
Fellow's opinion
|
Maasoumi, Esfandiar
|
|
1992
|
53 |
1-3 |
p. 1-4
4 p.
|
article
|
| 10 |
Finite-sample properties of single-equation estimators under structural change
|
Hodoshima, Jiro
|
|
1992
|
53 |
1-3 |
p. 189-209
21 p.
|
article
|
| 11 |
Frequency of purchase and the estimation of demand systems
|
Meghir, Costas
|
|
1992
|
53 |
1-3 |
p. 53-85
33 p.
|
article
|
| 12 |
Highest predictive density estimator in regression models
|
Iwata, Shigeru
|
|
1992
|
53 |
1-3 |
p. 271-295
25 p.
|
article
|
| 13 |
How common is identification in parametric models?
|
McManus, Douglas A.
|
|
1992
|
53 |
1-3 |
p. 5-23
19 p.
|
article
|
| 14 |
Index
|
|
|
1992
|
53 |
1-3 |
p. 405-
1 p.
|
article
|
| 15 |
Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
|
Iwata, Shigeru
|
|
1992
|
53 |
1-3 |
p. 297-322
26 p.
|
article
|
| 16 |
Making noisy data sing
|
Tybout, James R.
|
|
1992
|
53 |
1-3 |
p. 25-44
20 p.
|
article
|
| 17 |
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
|
Sowell, Fallaw
|
|
1992
|
53 |
1-3 |
p. 165-188
24 p.
|
article
|
| 18 |
Saddlepath solutions for multivariate linear rational expectations models
|
Salemi, Michael K.
|
|
1992
|
53 |
1-3 |
p. 245-269
25 p.
|
article
|
| 19 |
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
|
Johansen, S∅ren
|
|
1992
|
53 |
1-3 |
p. 211-244
34 p.
|
article
|
| 20 |
The potential for efficiency gains in estimation from the use of additional moment restrictions
|
Kemp, Gordon C.R.
|
|
1992
|
53 |
1-3 |
p. 387-399
13 p.
|
article
|
| 21 |
The power problems of unit root test in time series with autoregressive errors
|
DeJong, David N.
|
|
1992
|
53 |
1-3 |
p. 323-343
21 p.
|
article
|
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