The Econometrics Journal

Cover image for The Econometrics Journal

June 1999

Volume 2, Issue 1

Pages 1–166

  1. Original Article

    1. Top of page
    2. Original Article
    3. Review Articles
    1. Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application (pages 29–48)

      Murat K. Munkin and Pravin K. Trivedi

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00019

    2. Inference for Lorenz curve orderings (pages 49–75)

      Valentino Dardanoni and Antonio Forcina

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00020

    3. Cointegration rank inference with stationary regressors in VAR models (pages 76–91)

      Anders Rahbek and Rocco Mosconi

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00021

    4. The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (pages 92–100)

      Stephen J. Leybourne and Paul Newbold

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00022

  2. Review Articles

    1. Top of page
    2. Original Article
    3. Review Articles
    1. Statistical algorithms for models in state space using SsfPack 2.2 (pages 107–160)

      Siem Jan Koopman, Neil Shephard and Jurgen A. Doornik

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00023

    2. Review of SsfPack 2.2: statistical algorithms for models in state space (pages 161–166)

      Marius Ooms

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00024

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