Research Article
DENIS SARGAN: SOME PERSPECTIVES
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- 20 March 2003, pp. 481-494
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THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS
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- 04 August 2003, pp. 865-877
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PROBLEMS AND SOLUTIONS
03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
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- 01 October 2003, p. 879
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Research Article
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS
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- 24 September 2003, pp. 1065-1121
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PROBLEMS AND SOLUTIONS
03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function
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- 01 February 2003, p. 225
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BOOK REVIEW
FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001
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- 31 January 2003, pp. 401-409
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Research Article
NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS
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- 06 June 2003, pp. 640-663
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VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN
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- 20 March 2003, pp. 495-511
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PROBLEMS AND SOLUTIONS
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation
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- 01 October 2003, pp. 879-880
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BOOK REVIEWS
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
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- 06 June 2003, pp. 665-674
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PROBLEMS AND SOLUTIONS
03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model
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- 01 April 2003, pp. 411-412
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MISCELLANEA
AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS
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- 24 September 2003, pp. 1123-1127
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PROBLEMS AND SOLUTIONS
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression
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- 01 February 2003, pp. 225-226
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02.1.1. LS and BLUE Are Algebraically Identical—Solution
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- 01 February 2003, pp. 226-227
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MISCELLANEA
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS
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- 24 September 2003, pp. 1128-1143
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PROBLEMS AND SOLUTIONS
02.5.1. A Mixingale Inequality Using an Exponential Moment
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- 01 October 2003, pp. 880-881
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01.2.1. ARMA Representation of Squared Markov Switching Heteroskedastic Models—Solution
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- 01 April 2003, pp. 412-413
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BOOK REVIEWS
CAUSALITY: MODELS, REASONING, AND INFERENCE, by Judea Pearl, Cambridge University Press, 2000
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- 06 June 2003, pp. 675-685
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PROBLEMS AND SOLUTIONS
02.1.2. A Particular Symmetric Idempotent Matrix—Solution
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- 01 February 2003, pp. 227-228
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PROBLEMS AND SOLUTIONS
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- 04 August 2003, pp. 879-883
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