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The Heteroskedastic Consequences of an Arbitrary Variance for Initial Disturbance of an AR(1) Model
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- 11 February 2009, pp. 544-545
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Estimation of Type 3 Tobit Model via the EM Algorithm
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- 11 February 2009, pp. 142-144
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Exogenous and Endogenous Sampling
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- 11 February 2009, p. 417
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Correlation Among Unconstrained Variables in a Pooled Model
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- 11 February 2009, pp. 545-546
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A Property of the Duplication Matrix
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- 11 February 2009, pp. 144-145
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Skewness and Kurtosis in Bivariate Regression
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- 11 February 2009, pp. 417-418
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The Characteristic Function of a Simple Random Walk Test Statistic
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- 11 February 2009, pp. 546-548
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Variance Component Estimation Under Misspecification
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- 11 February 2009, pp. 418-419
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Comparison of t-Ratios
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- 11 February 2009, pp. 145-146
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A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling
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- 11 February 2009, pp. 548-549
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Parameter Estimates Which Minimize the Sum of Functions of the Differences Between the Residuals
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- 11 February 2009, pp. 146-153
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The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient
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- 11 February 2009, pp. 419-420
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A Matrix Equation
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- 11 February 2009, pp. 420-424
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Estimation and Testing in Linear Models with Singular Covariance Matrices
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- 11 February 2009, pp. 153-162
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Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case
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- 11 February 2009, pp. 549-558
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Front matter
ECT volume 7 issue 1 Front matter
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- 11 February 2009, p. f1
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Cumulative Index Econometric Theory Volume 7, 1991
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- 11 February 2009, pp. 559-561
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Conditional and Unconditional Independence
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- 11 February 2009, p. 425
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Announcement
The A.R. Bergstrom Prize in Econometrics
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- 11 February 2009, p. 562
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A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
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- 11 February 2009, pp. 425-427
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