A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions David A. Belsley OriginalPaper Pages: 5 - 45
Estimation of the Bivariate Stable Spectral Representation by theProjection Method J. Huston McCulloch OriginalPaper Pages: 47 - 62
Inconsistencies in SURE Models: Computational Aspects Erricos J. Kontoghiorghes OriginalPaper Pages: 63 - 70
Recursive Estimation and Testing of Dynamic Models Juan Del HoyoJ. Guillermo Llorente OriginalPaper Pages: 71 - 85
A Computational Approach to Finding Causal Economic Laws I-Lok ChangP.A.V.B. SwamyGeorge S. Tavlas OriginalPaper Pages: 105 - 136
Confidence Interval Estimation for Inequality Indices of the Gini Family Paola PalmitestaCorrado ProvasiCosimo Spera OriginalPaper Pages: 137 - 147
Explaining the Persistence of Commodity Prices Serena NgFrancisco J. Ruge-Murcia OriginalPaper Pages: 149 - 171
Parallel Krylov Methods for Econometric Model Simulation Giorgio PaulettoManfred Gilli OriginalPaper Pages: 173 - 186