Journal of Econometrics

IFC - Insider Front Cover - Editorial Board
pp. CO2-CO2(1)

Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
pp. 1-5(5)
Authors: Potscher B.M.; Prucha I.R.

Aggregation of space-time processes
pp. 7-26(20)
Authors: Giacomini R.; Granger C.W.J.

Estimation of simultaneous systems of spatially interrelated cross sectional equations
pp. 27-50(24)
Authors: Kelejian H.H.; Prucha I.R.

Robust estimation of generalized linear models with measurement errors
pp. 51-65(15)
Authors: Li T.; Hsiao C.

A complete class of tests when the likelihood is locally asymptotically quadratic
pp. 67-94(28)
Author: Ploberger W.

Least squares in general vector spaces revisited
pp. 95-109(15)
Author: Schonfeld P.

An omnibus test for the time series model AR(1)
pp. 111-127(17)
Authors: Anderson T.W.; Lockhart R.A.; Stephens M.A.

Generalized Levinson-Durbin and Burg algorithms
pp. 129-149(21)
Authors: Brockwell P.J.; Dahlhaus R.

Modeling of time series arrays by multistep prediction or likelihood methods
pp. 151-187(37)
Authors: Findley D.F.; Potscher B.M.; Wei C.-Z.

Bootstrapping nonparametric estimators of the volatility function
pp. 189-218(30)
Authors: Franke J.; Neumann M.H.; Stockis J.-P.

Nonlinear instrumental variable estimation of an autoregression
pp. 219-246(28)
Authors: Phillips P.C.B.; Park J.Y.; Chang Y.

Variance expressions for spectra estimated using auto-regressions
pp. 247-256(10)
Authors: Xie L-L.; Ljung L.

The asymptotic variance of subspace estimates
pp. 257-291(35)
Authors: Chiuso A.; Picci G.

The relation of the CCA subspace method to a balanced reduction of an autoregressive model
pp. 293-312(20)
Authors: Dahlen A.; Scherrer W.

System theory for system identification
pp. 313-339(27)
Author: van Schuppen J.H.

Deterministic least squares filtering
pp. 341-373(33)
Author: Willems J.C.

Author index to volume 118
pp. 375-375(1)