Econometric Reviews, Volume 23, Issue 3 (2005)

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Econometric Reviews, Volume 23, Issue 3 (2005)

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Original Articles

Article
Forecast Evaluation in the Presence of Unobserved Volatility
George A. Christodoulakis & Stephen E. Satchell
Pages: 175-198
Published online: 04 Sep 2006
AbstractforForecast Evaluation in the Presence of Unobserved Volatility | Full Text | References | PDF (309.8 KB)
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Article
Estimating Long and Short Run Effects in Static Panel Models
Peter Egger & Michael Pfaffermayr
Pages: 199-214
Published online: 04 Sep 2006
AbstractforEstimating Long and Short Run Effects in Static Panel Models | Full Text | References | PDF (385.2 KB)
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Article
On the Power of Bootstrapped Specification Tests
Manuel A. Domínguez
Pages: 215-228
Published online: 04 Sep 2006
AbstractforOn the Power of Bootstrapped Specification Tests | Full Text | References | PDF (193.7 KB)
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Article
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
Douglas J. Hodgson
Pages: 229-257
Published online: 04 Sep 2006
AbstractforSemiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form | Full Text | References | PDF (267.3 KB)
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Article
Unit Root Tests under Time-Varying Variances
Giuseppe Cavaliere
Pages: 259-292
Published online: 04 Sep 2006
AbstractforUnit Root Tests under Time-Varying Variances | Full Text | References | PDF (396.4 KB)
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