| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Author index to volume 109
|
|
|
2002
|
109 |
2 |
p. 393-
1 p.
|
artikel
|
| 2 |
Corrigendum to “Detection of change in persistence of a linear time series” [J. Econom. 95 (2000) 97–116]
|
Kim, Jae-Young
|
|
2002
|
109 |
2 |
p. 389-392
4 p.
|
artikel
|
| 3 |
External bootstrap tests for parameter stability
|
Delgado, Miguel A.
|
|
2002
|
109 |
2 |
p. 275-303
29 p.
|
artikel
|
| 4 |
Market efficiency, asset returns, and the size of the risk premium in global equity markets
|
Bansal, Ravi
|
|
2002
|
109 |
2 |
p. 195-237
43 p.
|
artikel
|
| 5 |
Misspecified Structural Change, Threshold, and Markov-switching models
|
Carrasco, Marine
|
|
2002
|
109 |
2 |
p. 239-273
35 p.
|
artikel
|
| 6 |
Superconsistent estimation and inference in structural econometric models using extreme order statistics
|
Donald, Stephen G.
|
|
2002
|
109 |
2 |
p. 305-340
36 p.
|
artikel
|
| 7 |
The importance of common cyclical features in VAR analysis: a Monte-Carlo study
|
Vahid, Farshid
|
|
2002
|
109 |
2 |
p. 341-363
23 p.
|
artikel
|
| 8 |
Two adverts: Economics Direct, Authors
|
|
|
2002
|
109 |
2 |
p. EX1-EX2
nvt p.
|
artikel
|
| 9 |
Unit root tests with a break in innovation variance
|
Kim, Tae-Hwan
|
|
2002
|
109 |
2 |
p. 365-387
23 p.
|
artikel
|
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