search query: @journal_id 1341 / total: 156
references: 30-39 / 156
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30.
Post-'87 crash fears in the S&P 500 futures option market
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 181-238
 2000 Bates, D. S.
31.
Economic specification of the risk neutral valuation model
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 117-143
 2000 Clement, E.
Gourieroux, C.
Monfort, A.
32.
Nonparametric risk management and implied risk aversion
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 9-51
 2000 Ait-Sahalia, Y.
Lo, A, W.
33.
Estimating the density of unemployment duration based on contaminated samples or small samples
Journal of Econometrics
2000 : MAR, VOL. 95:1, p. 131-156
 2000 Ryu, H. K.
Slottje, D. J.
34.
Testing for the cointegrating rank of a VAR process with a time trend
Journal of Econometrics
2000 : MAR, VOL. 95:1, p. 177-198
 2000 Lütkepohl, H.
Saikkonen, P.
35.
Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
Journal of Econometrics
2000 : MAR, VOL. 95:1, p. 57-69
 2000 Nakatsuma, T.
36.
Indirect estimation of ARFIMA and VARFIMA models
Journal of Econometrics
1999 : NOV, VOL. 93:1, p. 149-175
 1999 Martin, V. L.
Wilkins, N. P.
37.
Finite sample properties of tests of the Epstein-Zin asset pricing model
Journal of Econometrics
1999 : NOV, VOL. 93:1, p. 113-148
 1999 Smith, D. C.
38.
A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
Journal of Econometrics
1999 : NOV, VOL. 93:1, p. 49-72
 1999 Labeaga, J. M.
39.
Threshold effects in non-dynamic panels: Estimation, testing, and difference
Journal of Econometrics
1999 : DEC, VOL. 93:2, p. 345-368
 1999 Hansen, B. E.
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