Econometrics journal

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  Año 2005, Vol. 8, Número 1

  • Counts with an endogenous binary regressor: A series expansion approach

    Andrés E. Romeu Santana, Marcos Vera Hernández

    págs. 1-22

    

  • Granger's representation theorem: A closed-form expression forI(1) processes

    Peter Reinhard Hansen

    págs. 23-38

    

  • On Theil's errors

    Jan R. Magnus, Ashoke K. Sinha

    págs. 39-54

    

  • Testing for stationarity in heterogeneous panel data where the time dimension is finite

    Rolf Larsson, Kaddour Hadri

    págs. 55-69

    

  • Bootstrap estimation of covariance matrices via the percentile method

    José A. F. Machado, Paulo Parente

    págs. 70-78

    

  • Estimating the effect of price limits on limit-hitting days

    Li Gan, Jeff Chung

    págs. 79-96

    

  • On testing for unit roots and the initial observation

    StephenJ. Leybourne, DavidI. Harvey

    págs. 97-111

    

  • Corrigendum

    págs. 112-113