Journal of Econometrics 95 (2000) 463
Author index to volume 95
Abrevaya, J., Rank estimation of a generalized"xed-e!ects regression model 1 Ayat, L., Burridge, P., Unit root tests in the presence of uncertainty about the non-stochastic
trend 71
Banerjee, A.N., Magnus, J.R., On the sensitivity of the usualt- andF-tests to covariance
misspeci"cation 157
Bierens, H.J., Swanson, N.R., The econometric consequences of the ceteris paribus condition
in economic theory 223
Burridge, P.,seeAyat, L. 71
Chamberlain, G., Econometrics and decision theory 255
Charlier, E., Melenberg, B., van Soest, A., Estimation of a censored regression panel data
model using conditional moment restrictions e$ciently 25
Chen, Y.-T., Chou, R.Y., Kuan, C.-M., Testing time reversibility without moment restrictions 199
Chou, R.Y.,seeChen, Y.-T. 199
Goldberger, A.S.,seeManski, C.F. 219
HaKrdle, W., Horowitz, J., Internet-based econometric computing 333
Horowitz, J.,seeHaKrdle, W. 333
Horowitz, J.L., Savin, N.E., Empirically relevant critical values for hypothesis tests: A
boot-strap approach 375
Kim, J.-Y., Detection of change in persistence of a linear time series 97 Koenker, R., Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics 347
Kuan, C.-M.,seeChen, Y.-T. 199
Lancaster, T., The incidental parameter problem since 1948 391
Lee, K.,seevan Garderen, K.J. 285
Lee, L.f., A numerically stable quadrature procedure for the one-factor random-component
discrete choice model 117
LuKtkepohl, H., Saikkonen, P., Testing for the cointegrating rank of a VAR process with
a time trend 177
Magnus, J.R.,seeBanerjee, A.N. 157
Manski, C.F., Goldberger, A.S., Guest editorial. Principles of Econometrics 219 Manski, C.F., Identi"cation problems and decisions under ambiguity: Empirical analysis of
treatment response and normative analysis of treatment choice 415
Melenberg, B.,seeCharlier, E. 25
Nakatsuma, T., Bayesian analysis of ARMA}GARCH models: A Markov chain sampling
approach 57
Pesaran, M.H.,seevan Garderen, K.J. 285
Ryu, H.K., Slottje, D.J., Estimating the density of unemployment duration based on
con-taminated samples or small samples 131
Saikkonen, P.,seeLuKtkepohl, H. 177
Savin, N.E.,seeHorowitz, J.L. 375
Sims, C.A., Using a likelihood perspective to sharpen econometric discourse: Three examples 443
Slottje, D.J.,seeRyu, H.K. 131
Swanson, N.R.,seeBierens, H.J. 223
van Garderen, K.J., Lee, K., Pesaran, M.H., Cross-sectional aggregation of non-linear models 285
van Soest, A.,seeCharlier, E. 25
