| Volume 11 Number 4 | July-August, 1996 |
The Inconsistency of Common Scale Estimators when Output Prices are
Unobserved and Endogenous
T.J. Klette and Z. Griliches | 343 | |
Applied Cointegration Analysis in the Mirror of Macroeconomic
Theory
P. Soderlind and A. Vredin | 363 | |
Persistence
of Shocks on Seasonal Processes
T. Proietti | 383 | |
Analytical Derivatives and a Mixed-Gradient Method for Efficient
Computation of GARCH Estimates
G. Fiorentini, G. Calzolari and L. Panattoni | 399 | |
Credit Rationing and Threshold Effects in the Relation Between Money and
Output
J.W. Galbraith | 419 | |
Computing
Median Unbiased Estimates in Macroeconometric Models
R.C. Fair | 431 | |
|
Software Review
Systems Estimation: A Comparison of SAS, Shazam and TSP
J. Silk | 437 | |
| Forthcoming Papers | ||
| Journal of Applied Econometrics Data Archive:
Information for Users | ||
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© 2005 by John Wiley & Sons, Ltd. |
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