search query: @journal_id 1341 / total: 156
references: 40-49 / 156
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40.
Properties of moments of a family of GARCH processes
Journal of Econometrics
1999 : SEP, VOL. 92:1, p. 173-192
 1999 He, C.
Teräsvirta, T.
41.
Estimation of dynamic and ARCH Tobit models
Journal of Econometrics
1999 : OCT, VOL. 92:2, p. 355-390
 1999 Lee, L.
42.
A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models
Journal of Econometrics
1999 : OCT, VOL. 92:2, p. 275-294
 1999 Skeels, C. L.
Vella, F.
43.
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Journal of Econometrics
1999 : AUG, VOL. 91:2, p. 373-401
 1999 Chen, X.
Fan, Y.
44.
Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
Journal of Econometrics
1999 : JUL, VOL. 91:1, p. 61-87
 1999 Andersen, T. G.
Chung, H-J.
Sorensen, B. E.
45.
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Journal of Econometrics
1999 : JUL, VOL. 91:1, p. 1-42
 1999 Whang, Y-J.
Linton, O.
46.
A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns
Journal of Econometrics
1999 : MAR/APR, VOL. 89:1-2, p. 423-456
 1999 DeSarbo, W.
Choi, J.
47.
Representation of measurement error in marketing variables: review of approaches and extension to three-facet designs
Journal of Econometrics
1999 : MAR/APR, VOL. 89:1-2, p. 393-422
 1999 Bagozzi, R.
48.
Optimal product positioning based on paired comparison data
Journal of Econometrics
1999 : MAR/APR, VOL. 89:1-2, p. 365-392
 1999 Baier, D.
Gaul, W.
49.
Product line extensions and competitive market interactions: an empirical analysis
Journal of Econometrics
1999 : MAR/APR, VOL. 89:1-2, p. 339-364
 1999 Kadiyali, V.
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