Econometrics journal

• 

  Año 2005, Vol. 8, Número 3

  • Estimation of the mean of a univariate normal distribution when the variance is not known

    Dmitry Danilov

    págs. 277-291

    

  • On the arbitrariness of some asymptotic test statistics based on generalized inverses

    Naorayex K. Dastoor

    págs. 292-305

    

  • Artificial regression testing in the GARCH-in-mean model

    Riccardo Lucchetti, Eduardo Rossi

    págs. 306-322

    

  • Residual-based block bootstrap unit root testing in the presence of trend breaks

    Evangelos Ioannidis

    págs. 323-351

    

  • Partially adaptive estimation via the maximum entropy densities

    Thanasis Stengos, Ximing Wu

    págs. 352-366

    

  • Expansions for approximate maximum likelihood estimators of the fractional difference parameter

    Peter C. B. Phillips, Offer Lieberman

    págs. 367-379

    

  • Estimating cointegrating relations from a cross section

    Edith Madsen

    págs. 380-405

    

  • Finite-sample power of the Durbin¿Watson test against fractionally integrated disturbances

    Christian Kleiber, Walter Krämer

    págs. 406-417

    

  • Repeated surveys and the Kalman filter

    Jo Thori Lind

    págs. 418-427

    

  • Measurement of aggregate risk with copulas

    Angelika May, Markus Junker

    págs. 428-454