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Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
Bayesian estimation of switching ARMA models
Billio, M.; Monfort, A.; Robert, C.P.
Testing for ARCH in the presence of a possibly misspecified conditional mean - estimation and testing
Lumsdaine, R.L.; Ng, S.
Weak exogeneity in I(2) VAR systems
Paruolo, P.; Rahbek, A.
How informative is the initial condition in the dynamic panel model with fixed effects?
GMM inference when the number of moment conditions is large
Koenker, R.; Machado, J.A.F.
Threshold effects in non-dynamic panels: Estimation, testing, and inference
The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors