|
ECONOMETRICA, Vol.
72, No.5
|
S.No.
|
Title
|
Author
|
Page
No.
|
|
1.
|
Measuring
expectations
|
Manski,
Charles F.
|
1329-76
|
|
2.
|
A
General formula for valuing default-able Securities
|
Collin-Dufresne,
P.
|
1377-1408
|
|
3.
|
Women
as policy makers: evidence from a randomized policy experiment
in India
|
Chattopachyay,
Raghabendra & Duflo, Estheir
|
1409-44
|
|
6.
|
Likelihood
estimation and inference in a class of non-regular econometric
models
|
Chernozhukov,
Victor & Hong, Han
|
1445-80
|
|
7.
|
Likelihood-based
estimation of Latent Generalized ARCH structures
|
Fiorentini,
Gabriele
|
11481-1518
|
|
8.
|
Wavelet-based
testing for serial correlation of unknown from in panel models
|
Hong,
Yongmia & Kao, Chihwa
|
1519-64
|
ECONOMETRICA, Vol.
72, No.6
|
S.No.
|
Title
|
Author
|
Page
No.
|
|
1.
|
Large
robust games
|
Kalai,
Ehud
|
1631-66
|
|
2.
|
Empirical
likelihood-based inference in conditional moment restriction
models
|
Kitamura,
Yuichi, Tripathi, Gautam & Ahn, Hyungtaik
|
1667-1714
|
|
3.
|
On
optimal rules of persuasion
|
Glazer,
Jacob &
Rubinstein, Ariel
|
1715-36
|
|
4.
|
Polarization
: concepts, measurement estimation
|
Duclos,
Jean-Yves, Esteban, Joan & Ray, Debraj
|
1737-72
|
|
5.
|
Estimation
of continuous time markov processes sampled Random time
intervals
|
Deffie,
Darrell & Glynn, Peter
|
1773-1808
|
|
6.
|
Consistent
testing of cointegrating relationships
|
Marmol,
Francesc & Velasco, Carlos
|
1809-44
|
ECONOMETRICS
JOURNAL, VOL.7, NO.2
|
S.No.
|
Title
|
Author
|
Page
No.
|
|
1.
|
The
consequences of seasonal adjustment for periodic
autoregressive processes
|
Castro,
Tomas Del Barrio
|
307
|
|
2.
|
Some
cautions on the use of panel methods for integrated series of
macroeconomic data
|
Banerjee,
Anindya
|
322
|
|
3.
|
Testing
linearity in cointegrating smooth transition regressions
|
Choi,
In and Saikkonen, pentti
|
341
|
|
4.
|
Response
error in a transformation model with an application to
earnings-equation estimation
|
Abrevaya,
Jason and Hausman, Jerry A.
|
366
|
|
5.
|
More
on testing exact rational expectations in Cointegrated vector
auto regressive models: restricted constant and linear term
|
Johansen,
Soren and Swensen, Rygh Anders
|
389
|
|
6.
|
Markov
switching stochastic frontier model
|
Tsionas,
Efthymios G.
|
398
|
|
7.
|
Semiparametric
mixture models for multivariate count data, with application
|
Alfo,
Marco
|
426
|
|
8.
|
On
the forecasting ability of ARFIMA models when infrequent
breaks occur
|
Gabriel,
Vasco J.
|
455
|
|
9.
|
Oil
prices and exchange rates: Norwegian evidence
|
Akram,
Q. Farooq
|
476
|
|
10.
|
Asymptotic
confidence intervals for impulse responses of near-integrated
processes
|
Gospodinow,
Nikolay
|
505
|
|
11.
|
Testing
for duration dependence in economic cycles
|
Ohn,
Jonathan
|
528
|
|
12.
|
Forecasting
in dynamic factor models using Bayesian model averaging
|
Koop,
Gary
|
550
|
|
13.
|
Modeling
the differences in counted outcomes using bivariate copula
models with application to mismeasured counts
|
Cameron,
A Colin
|
566
|
|
14.
|
A
comparison of autoregressive distributed lag and dynamic OLS
cointegration estimators in the case of a serially correlated
cointegration error
|
Panopoulou,
Ekaterini
|
585
|
|
15.
|
Identification
of causal factor models of stationary time series
|
Heaton,
Chris
|
618
|
|
16.
|
Vector
equilibrium correction models with non-linear discontinuous
adjustments
|
Bec,
Frederique
|
628
|
ECONOMIC AFFAIRS,
VOL.49, QR.3
|
S.No.
|
Title
|
Author
|
Page
No.
|
|
1.
|
Aroma
modeling of tea export and co-integration analysis
|
Mahmood,
Arshad
|
135
|
|
2.
|
Fertilizer
demand and drought 2002
|
Shafiqul
Islam, Quazi Mohd.
|
139
|
|
3.
|
Adoption
status of Bari Lentil Varieties and its profitability over
local variety in different lentil growing Areas of Bangladesh
|
Bhukta,
Anindya
|
146
|
|
4.
|
Agricultural
growth and food security: a post-reform picture
|
Dye
G.
|
152
|
|
5.
|
Composition
of rural households and their average income-A cross sectional
analysis in Nadia District of West Bengal
|
Kaur,
Tejinder
|
157
|
|
6.
| |
