Volume 98.
(as bibtex)
15 references.
Articles

125. The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
Marriott, John,
Newbold, Paul

107127. A test for constant correlations in a multivariate GARCH model
Tse, Y. K.

129161. Conditionally independent private information in OCS wildcat auctions
Li, Tong,
Perrigne, Isabelle,
Vuong, Quang

163185. Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables
Oberhelman, Dennis,
Kadiyala, K. Rao

187202. Further consequences of viewing LIML as an iterated Aitken estimator
Gao, Chuanming,
Lahiri, Kajal

203223. A Bayesian approach to dynamic macroeconomics
DeJong, David N.,
Ingram, Beth F.,
Whiteman, Charles H.

225255. Inference on oneway effect and evidence in Japanese macroeconomic data
Yao, Feng,
Hosoya, Yuzo

257281. Nonparametric seemingly unrelated regression
Smith, Michael,
Kohn, Robert

2746. Consistent bootstrap tests of parametric regression functions
Whang, YoonJae

283316. Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
Chen, Songnian,
Khan, Shakeeb

317334. Rank estimation of a location parameter in the binary choice model
Chen, Songnian

335363. Adjusted estimates and Wald statistics for the AR$(1)$ model with constant
Pere, Pekka

364383. A quasidifferencing approach to dynamic modelling from a time series of independent crosssections
Girma, Sourafel

4779. A Bayesian analysis of multipleoutput production frontiers
Fernandez, Carmen,
Fernández, Carmen,
Koop, Gary,
Steel, Mark

81106. Semiparametric estimation of longmemory volatility dependencies: The role of highfrequency data
Bollerslev, Tim,
Wright, Jonathan H.