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Author index to volume 106
Journal of Econometrics 106 (2002) 401
Author index to volume 106 Anderson, T.W., Reduced rank regression in cointegrated models Cazals, C., Florens, J.-P., Simar, L., Nonparametric frontier estimation: a robust approach Chen, Y.-T., Kuan, C.-M., The pseudo-true score encompassing test for non-nested hypotheses Das, S.R., The surprise element: jumps in interest rates Davidson, J., Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes Davis, P., Estimating multi-way error components models with unbalanced data structures Dufour, J.-M., Khalaf, L., Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions Florens, J.-P., see Cazals, C. Grammig, J., Wellner, M., Modeling the interdependence of volatility and inter-transaction duration processes Jondeau, E., see Rockinger, M. Khalaf, L., see Dufour, J.-M. Kuan, C.-M., see Chen, Y.-T. Ling, S., McAleer, M., Stationarity and the existence of moments of a family of GARCH processes Linton, O., Edgeworth approximations for semiparametric instrumental variable estimators and test statistics McAleer, M., see Ling, S. Mittnik, S., Paolella, M.S., Rachev, S.T., Stationarity of stable power-GARCH processes Paolella, M.S., see Mittnik, S. Rachev, S.T., see Mittnik, S. Ramalho, E.A., Regression models for choice-based samples with misclassi"cation in the response variable Robinson, P.M., Yajima, Y., Determination of cointegrating rank in fractional systems Rockinger, M., Jondeau, E., Entropy densities with an application to autoregressive conditional skewness and kurtosis Simar, L., see Cazals, C. Wagenvoort, R., Waldmann, R., On B-robust instrumental variable estimation of the linear model with panel data Waldmann, R., see Wagenvoort, R. Wellner, M., see Grammig, J. Yajima, Y., see Robinson, P.M.
0304-4076/01/$ - see front matter PII: S 0 3 0 4 - 4 0 7 6 ( 0 1 ) 0 0 1 2 9 - 4
203 1 271 27 243 67 143 1 369 119 143 271 109 325 109 97 97 97 171 217 119 1 297 297 369 217
Author index to volume 106 Anderson, T.W., Reduced rank regression in cointegrated models Cazals, C., Florens, J.-P., Simar, L., Nonparametric frontier estimation: a robust approach Chen, Y.-T., Kuan, C.-M., The pseudo-true score encompassing test for non-nested hypotheses Das, S.R., The surprise element: jumps in interest rates Davidson, J., Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes Davis, P., Estimating multi-way error components models with unbalanced data structures Dufour, J.-M., Khalaf, L., Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions Florens, J.-P., see Cazals, C. Grammig, J., Wellner, M., Modeling the interdependence of volatility and inter-transaction duration processes Jondeau, E., see Rockinger, M. Khalaf, L., see Dufour, J.-M. Kuan, C.-M., see Chen, Y.-T. Ling, S., McAleer, M., Stationarity and the existence of moments of a family of GARCH processes Linton, O., Edgeworth approximations for semiparametric instrumental variable estimators and test statistics McAleer, M., see Ling, S. Mittnik, S., Paolella, M.S., Rachev, S.T., Stationarity of stable power-GARCH processes Paolella, M.S., see Mittnik, S. Rachev, S.T., see Mittnik, S. Ramalho, E.A., Regression models for choice-based samples with misclassi"cation in the response variable Robinson, P.M., Yajima, Y., Determination of cointegrating rank in fractional systems Rockinger, M., Jondeau, E., Entropy densities with an application to autoregressive conditional skewness and kurtosis Simar, L., see Cazals, C. Wagenvoort, R., Waldmann, R., On B-robust instrumental variable estimation of the linear model with panel data Waldmann, R., see Wagenvoort, R. Wellner, M., see Grammig, J. Yajima, Y., see Robinson, P.M.
0304-4076/01/$ - see front matter PII: S 0 3 0 4 - 4 0 7 6 ( 0 1 ) 0 0 1 2 9 - 4
203 1 271 27 243 67 143 1 369 119 143 271 109 325 109 97 97 97 171 217 119 1 297 297 369 217