Volume 66.
(as bibtex)
16 references.
Articles
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1-33. Shrinkage estimation in nonlinear regression. The Box-Cox transformation
Kim, Minbo,
Hill, R. Carter
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123-129. Comment on ``Adaptive estimation in time series regression models'' (V54 p251-276)
Poetscher, Benedikt M.,
Potscher, Benedikt M.,
Pötscher, Benedikt M.
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131-132. Reply to comment on ``Adaptive estimation in time series regression models''
Steigerwald, Douglas G.
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133-152. A generalization of the beta distribution with applications (Corr: 95V69 p427-428)
McDonald, James B.,
Xu, Yexiao J.
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153-173. An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, Andre,
Lucas, André
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175-205. Stochastic specification in random production models of cost-minimizing firms
Brown, Bryan W.,
Walker, Mary Beth
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207-223. A Bartlett adjustment to the likelihood ratio test for a system of equations
Attfield, C. L. F.
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225-250. Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y.,
Yamamoto, Taku
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251-287. Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi,
Gallant, A. Ronald,
Hussey, Robert,
Tauchen, George
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289-324. A numerical Bayesian test for cointegration of AR processes
Dorfman, Jeffrey H.
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325-348. Optimal stock/flow panels
Lancaster, Tony,
Imbens, Guido
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349-355. Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W.,
Zinde-Walsh, Victoria
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35-59. Alternative size corrections for some GLS test statistics. The case of the AR$(1)$ model
Magdalinos, Michael A.,
Symeonides, Spyridon D.
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357-369. Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence
Granger, C. W. J.,
Siklos, Pierre L.
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61-98. Nonconvexities, labor hoarding, technology shocks, and procyclical productivity. A structural econometric analysis
Chirinko, Robert S.
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99-121. Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
Srivastava, V. K.,
Maekawa, Koichi