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A bayesian analysis of trend determination in economic time series

Eric, Zivot; Peter, C.B. Phillips; Eric, Zivot; Department of Economics, Wellesley College; Peter, C.B. Phillips; Cowles Foundation for Research in Economics, Yale University (Marcel Dekker, Inc, 1994)
A comment on “testing the lucas critique: A review ”

Farmer, Roger E.A. (Marcel Dekker, Inc., 1992)
A comparison of model selection criteria

Mills, Jeffrey A.; Prasad, Kislaya; Mills, Jeffrey A.; Florida State University, Department of Economics; Prasad, Kislaya; Florida State University, Department of Economics (Marcel Dekker, Inc., 1992)
A comparison of some robust, adaptive, and partially adaptive estimators of regression models

Mcdonald, James B.; White, Steven B.; Mcdonald, James B.; Brigham young university; White, Steven B.; Allstate Insurance Co. (Marcel Dekker, Inc., 1993)
A compendium to information theory in economics and econometrics

Maasoumi <sup>1</sup> , Esfandiar; Maasoumi <sup>1</sup> , Esfandiar; Department of Economics, SMU (Marcel Dekker, Inc., 1993)
A cusum test in the linear regression model with serially correlated disturbances

Chihwa, Kao; Ross, Stephen. L.; Chihwa, Kao; Department of Economics, Syracuse University; Ross, Stephen. L.; Department of Economics, University of Connecticut (Marcel Dekker, Inc., 1995)
A differencing test

Franses, Philip Hans; Franses, Philip Hans; Econometric Institute, Erasmus University Rotterdam (Marcel Dekker, Inc., 1995)
A joint test for arch and bilinearity in the regression model

Higgins, M. L.; Bera, A. K.; Higgins, M. L.; Department of Economics, University of Wisconsin-Milwaukee; Bera, A. K.; Department of Economics, University of Illinois (Marcel Dekker, Inc., 1998)
A lagrange multiplier test for the error components model with incomplete panels

Baltagi, Badi H.; Li, Qi; Baltagi, Badi H.; Department of Economics College Station, Texas A&M University; Li, Qi; Department of Economics College Station, Texas A&M University (Marcel Dekker, Inc., 1990)
A monte carlo comparison of tests based on the durbin-watson statistic with other autocorrelation tests in dynamic models

Hashem, Dezhbakhsh; Thursby, JerryG; Hashem, Dezhbakhsh; Department of Economics, Emory University; Thursby, JerryG; Department of Economics, Purdue University (Marcel Dekker, Inc., 1995)
A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.

Jensen, Mark J.; Jensen, Mark J.; Department of Economics, Southern Illinois University (Marcel Dekker, Inc., 1995)
A neural' network applied to tlie calculation of lyapunov exponents

Kaashoek, Johan F.; Van Dijk, Herman K.; Kaashoek, Johan F.; Econometric Institute, Erasmus Uiliversity Rotterdam; Van Dijk, Herman K.; Econometric Institute, Erasmus Uiliversity Rotterdam (Marcel Dekker, Inc, 1994)
A non-nested test of level-differenced versus log-differenced stationary models

Pesaran, Bahram; Hashem Pesaran, M.; Pesaran, Bahram; Bank of England, University of East London; Hashem Pesaran, M.; Trinity College (Marcel Dekker, Inc., 1995)
A note on estimating regression coefficients with missing data

Lien, Donald; Rearden, David; Lien, Donald; Department of Economics, University of Kansas; Rearden, David; Department of Economics, Cleveland State University (Marcel Dekker, Inc., 1992)
A note on f statistics for instrumental variable regessions

Godfrey, L. G.; Godfrey, L. G.; Department of Ecnomics and related studies, University of York (Marcel Dekker, Inc., 1992)
A selection criterion for choosing between functional forms of income distribution

Hirschberg, J. G.; Molina, D. J.; Slottje, D. J.; Hirschberg, J. G.; Department of Economics, Southern Methodist University; Molina, D. J.; Department of Economics, University of North Texas; Slottje, D. J.; Department of Economics, Southern Methodist University (Marcel Dekker, Inc., 1998)
A separability result for gmm estimation, with applications to gls prediction and conditional moment tests

Ahu, Seung C.; Schmidt, Peter; Ahu, Seung C.; Arizona State University; Schmidt, Peter; Michigan State University (Marcel Dekker, Inc., 1995)
A sequential testing procedure for outliers and structural change

McAleer, Michael; Tse, Y. K.; McAleer, Michael; Department of Statistics, Australian National University; Tse, Y. K.; Department of Economics and Statistics, National University of Singapore (Marcel Dekker, Inc., 1998)
A simple bera-jarque normality test for nonparametric residuals

Rilstone, Paul; Rilstone, Paul; Département d'économique, Université Laval (Marcel Dekker, Inc., 1992)
A test for independence based on the correlation dimension

Broock, W. A.; Scheinkman, J. A.; Dechert, W. D.; LeBaron, B.; Broock, W. A.; Department of Economics, University of Wisconsin; Scheinkman, J. A.; Department of Economics, University of Chicago; Dechert, W. D.; Department of Economics, University of Houston; LeBaron, B.; Department of Economics, University of Wisconsin (Marcel Dekker, Inc., 1996)

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