The Econometrics Journal

Cover image for The Econometrics Journal

December 2000

Volume 3, Issue 2

Pages 123–264

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. Prediction-based estimating functions (pages 123–147)

      Michael Sørensen

      Article first published online: 20 MAR 2002 | DOI: 10.1111/1368-423X.00042

    2. Testing for stationarity in heterogeneous panel data (pages 148–161)

      Kaddour Hadri

      Article first published online: 20 MAR 2002 | DOI: 10.1111/1368-423X.00043

    3. The representative household's demand for money in a cointegrated VAR model (pages 162–176)

      Thórarinn G. Pétursson

      Article first published online: 20 MAR 2002 | DOI: 10.1111/1368-423X.00044

    4. Testing for linear autoregressive dynamics under heteroskedasticity (pages 177–197)

      Christian M. Hafner and Helmut Herwartz

      Article first published online: 20 MAR 2002 | DOI: 10.1111/1368-423X.00045

    5. BUGS for a Bayesian analysis of stochastic volatility models (pages 198–215)

      Renate Meyer and Jun Yu

      Article first published online: 20 MAR 2002 | DOI: 10.1111/1368-423X.00046

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      Cointegration analysis in the presence of structural breaks in the deterministic trend (pages 216–249)

      Søren Johansen, Rocco Mosconi and Bent Nielsen

      Article first published online: 20 MAR 2002 | DOI: 10.1111/1368-423X.00047

    7. Determining the order of differencing in seasonal time series processes (pages 250–264)

      Philip Hans Franses and A. M. Robert Taylor

      Article first published online: 20 MAR 2002 | DOI: 10.1111/1368-423X.00048

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