Journal of Econometrics 101 (2001) 383
Author index to volume 101
Ahn, S.C., Lee, Y.H., Schmidt, P., GMM estimation of linear panel data models with
time-varying individual e!ects 219
Andrews, D.W.K., Lu, B., Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models 123 Antweiler, W., Nested random e!ects estimation in unbalanced panel data 295 Baltagi, B.H., Song, S.H., Jung, B.C., The unbalanced nested error component regression
model 357
Bera, A.K., Sosa-Escudero, W., Yoon, M., Tests for the error component model in the
presence of local misspeci"cation 1
Charlier, E., Melenberg, B., van Soest, A., An analysis of housing expenditure using
semiparametric models and panel data 71
Cushing, B.J.,seeZheng, B. 315
de Jong, R.M., Nonlinear estimation using estimated cointegrating relations 109 El Babsiri, M., Zakoian, J.-M., Contemporaneous asymmetry in GARCH processes 257 Golan, A., A simultaneous estimation and variable selection rule 165
Jung, B.C.,seeBaltagi, B.H. 357
Lee, Y.H.,seeAhn, S.C. 219
Lu, B.,seeAndrews, D.W.K. 123
Melenberg, B.,seeCharlier, E. 71
Robinson, P.M., The memory of stochastic volatility models 195 Ronchetti, E., Trojani, F., Robust inference with GMM estimators 37
Schmidt, P.,seeAhn, S.C. 219
Song, S.H.,seeBaltagi, B.H. 357
Sosa-Escudero, W.,seeBera, A.K. 1
Trojani, F.,seeRonchetti, E. 37
van Soest, A.,seeCharlier, E. 71
Vilasuso, J., Causality tests and conditional heteroskedasticity: Monte Carlo evidence 25
Yoon, M.,seeBera, A.K. 1
Zakoian, J.-M.,seeEl Babsiri, M. 257
Zheng, B., Cushing, B.J., Statistical inference for testing inequality indices with dependent
samples 315
Zheng, B., Statistical inference for poverty measures with relative poverty lines 337
