Journal of Econometrics

Simulated maximum likelihood estimation of dynamic discrete choice statistical models Some Monte Carlo results
pp. 1-35(35)
Author: Lee L.-F.

Estimating dynamic models from time series of independent cross-sections
pp. 37-62(26)
Author: Collado M.D.

Testing for conditional heteroskedasticity with misspecified alternative hypotheses
pp. 63-80(18)
Author: Dastoor N.K.

Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
pp. 81-106(26)
Authors: Rahman S.; King M.L.

A cointegration approach to estimating preference parameters
pp. 107-134(28)
Authors: Ogaki M.; Park J.Y.

Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models
pp. 135-156(22)
Authors: Crepon B.; Kramarz F.; Trognon A.

A single-blind controlled competition among tests for nonlinearity and chaos
pp. 157-192(36)
Authors: Barnett W.A.; Gallant A.R.; Hinich M.J.; Jungeilges J.A.; Kaplan D.T.; Jensen M.J.