The Econometrics Journal

Cover image for The Econometrics Journal

December 1999

Volume 2, Issue 2

Pages 167–333

  1. Original Article

    1. Top of page
    2. Original Article
    3. Commentaries
    4. Original Article
    1. Data mining reconsidered: encompassing and the general-to-specific approach to specification search (pages 167–191)

      Kevin D. Hoover and Stephen J. Perez

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00025

  2. Commentaries

    1. Top of page
    2. Original Article
    3. Commentaries
    4. Original Article
    1. Discussion of ‘Data mining reconsidered’ (pages 192–201)

      Bruce E. Hansen

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00026

    2. Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez (pages 202–219)

      David F. Hendry and Hans-Martin Krolzig

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00027

    3. Data mining with local model specification uncertainty: a discussion of Hoover and Perez (pages 220–225)

      Clive Granger and Allan Timmermann

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00028

    4. Constructive data mining: modeling consumers’ expenditurein Venezuela (pages 226–240)

      Julia Campos and Neil R. Ericsson

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00029

    5. Reply to our discussants (pages 244–247)

      Kevin D. Hoover and Stephen J. Perez

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00031

  3. Original Article

    1. Top of page
    2. Original Article
    3. Commentaries
    4. Original Article
    1. Conditions for convergence of Monte Carlo EM sequences with an application to product diffusion modeling (pages 248–267)

      Robert P. Sherman, Yu-Yun K. Ho and Siddhartha R. Dalal

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00032

    2. The optimal capital structure of a liquidity-insuring bank (pages 268–291)

      Hans-Jürg Büttler

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00033

    3. Rank estimation of a transformation model with observed truncation (pages 292–305)

      Jason Abrevaya

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00034

    4. Some tests for parameter constancy in cointegrated VAR-models (pages 306–333)

      Henrik Hansen and Søren Johansen

      Article first published online: 21 APR 2002 | DOI: 10.1111/1368-423X.00035

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