Volume 72.
(as bibtex)
16 references.
Articles

108115. Analyzing frequencies of several types of events: A mixed multinomialPoisson approach
Terza, Joseph V.,
Wilson, Paul W.

116125. Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lutkepohl, Helmut,
Luetkepohl, Helmut,
Lütkepohl, Helmut

126132. The inappropriate use of serial correlation tests in dynamic linear models
Dezhbakhsh, Hashem

168173. Sample stratification with nonnested alternatives: Theory and a hedonic example
Goodman, Allen C.,
Dubin, Robin A.

173177. An `expanded equation' approach to weakexogeneity tests in structural systems and a monetary application
Revankar, Nagesh S.,
Yoshino, Naoyuki

178182. The estimation of $M$ disaggregate time series when contemporaneous and temporal aggregates are known
Di Fonzo, Tommaso

182184. The asymptotic variance of extreme bounds
Magee, Lonnie

184188. Data loss from pretest to posttest as a sample selection problem
Becker, William E.,
Walstad, William B.

321327. Robust and partially adaptive estimation of regression models
Butler, Richard J.,
McDonald, James B.,
Nelson, Ray D.,
White, Steven B.

328333. Error components in grouped data: Is it ever worth weighting?
Dickens, William T.

339344. Constructing confidence intervals using the bootstrap: An application to a multiproduct cost function
Eakin, B. Kelly,
McMillen, Daniel P.,
Buono, Mark J.

345349. Why are longrun parameter estimates so disparate?
Bewley, Ronald,
Fiebig, Denzil G.

506510. A Monte Carlo evaluation of the BoxCox difference transformation
Seaks, Terry G.,
Vines, Donna P.

510515. Estimation of a linear SUR model with unequal numbers of observations
Hwang, Haeshin

664671. A comparison of the forecasting ability of ECM and VAR models
LeSage, James P.

96107. A VARMA test on the Gibson paradox
Chen, Chung,
Lee, ChiWen Jevons