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Volume 16, Issue 1

Econometric Reviews

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Econometric Reviews, Volume 16, Issue 1 (1997)

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Econometric Reviews, Volume 16, Issue 1 (1997)

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Miscellany

News note

Page: v

Published online: 03 Apr 2007

CitationforNews note | PDF (17.4 KB)

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Original Articles

Article

A test of the normality assumption in ordered probit model

P. Glewwe

Pages: 1-19

Published online: 03 Apr 2007

AbstractforA test of the normality assumption in ordered probit model | References | PDF (527.9 KB)

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Article

Lagrance-multiplier tersts for weak exogeneity: a synthesis

H. Peter Boswijk & Jean-Pierre Urbain

Pages: 21-38

Published online: 03 Apr 2007

AbstractforLagrance-multiplier tersts for weak exogeneity: a synthesis | References | PDF (668.2 KB)

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Article

On the corrections to information matrix tests

Francisco Cribari-Neto

Pages: 39-53

Published online: 03 Apr 2007

AbstractforOn the corrections to information matrix tests | References | PDF (476.5 KB)

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Article

A note on adaptation in garch models

Gloria González-Rivera

Pages: 55-68

Published online: 03 Apr 2007

AbstractforA note on adaptation in garch models | References | PDF (360.7 KB)

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Article

Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models

Christopher L. Skeels & Franics Vella

Pages: 69-92

Published online: 03 Apr 2007

AbstractforMonte carlo evidence on the robustness of conditional moment tests in tobit and probit models | References | PDF (838.5 KB)

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Article

Generalized mixed estimator for nonlinear models: a maximum likelihood approach

Pene Kalulumia & Denis Bolduc

Pages: 93-107

Published online: 03 Apr 2007

AbstractforGeneralized mixed estimator for nonlinear models: a maximum likelihood approach | References | PDF (518.5 KB)

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Article

An R²criterion based on optimal predictors

Larry W. Taylor

Pages: 109-118

Published online: 03 Apr 2007

AbstractforAn R²criterion based on optimal predictors | References | PDF (311.8 KB)

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Article

The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function

Kazuhiro Ohtani, David E. A. Giles & Judith A. Giles

Pages: 119-130

Published online: 03 Apr 2007

AbstractforThe exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function | References | PDF (270 KB)

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Miscellany

Editorial board

Pages: ebi-ebii

Published online: 03 Apr 2007

CitationforEditorial board | PDF (49.5 KB)

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Econometric Reviews (Vol.16, Iss.1, 1997)

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