AAE AAM ABG ACP ACR ADR ADW AEC AED AEE AEP AER AES AEU AFN AII ALM AME AML AMS ANE ANS AOV APA APD APH APM APU AQR ARIMA ARMA ARMAX ATC ATR ATS Aa Ab Abbas Ac Acknowledgement Adi Ae Af Agbeyegbe Aguirre Agustin Ahmad Aigner Akaike Akiyama Alain Alleman Allocative Amemiya Anil Ansley Antle Aoki Appelbaum Arabmazar Arellano Arie Armax Arne Asad Asatoshi Asraul Attfield Autoreg B BAE BAS BDC BEM BEP BES BFF BII BIP BIS BLI BML BMM BNP BPR BRD BSA BSE BSP Badi Bagher Bahram Baillie Baksalary Baldev Balestra Baltagi Balvir Basmann Batchelor Battese Bauwens Bayes Beesley Beggs Behrman Bekker Belsley Benedikt Bengt Bentler Bera Berger Bernanke Berndt Berner Bi Bianchi Bierens Binkley Binswanger Biorn Bivariate Blundell Boender Boggs Bohn Bohrer Bollerslev Bourguignon Bowden Boyes Bresnahan Breusch Bridger Broek Broemeling Bronars Bronsard Bronwyn Bunzel Burdett Burmeister Burras Byung C CAC CAE CAF CAG CBC CBP CCD CCL CCP CCT CDA CDD CDE CDM CDS CDT CE CEE CEF CEL CEO CES CEU CGO CIP CIS CLT CME CML CMS CMT CNS COC CODEN CPD CRC CRL CRQ CRR CSD CSM CSMa CSMb CST CSW CTB CTC CTO CUS CYS Ca Calzolari Campos Capalbo Cardell Carlos Carmelo Cata Catsiapis Cb Cecchetti Chalfant Chandra Chansik Charnes Chau Chavas Cheng Chesher Chetty Chib Choon Chunchi Chung Cinar Clements Cochrane Coelli Colclough Conerly Conniffe Corsi Cosslett Costas Cowell Cragg Cramer Cumby D DAS DBN DCC DCS DDP DFC DFD DFL DII DMA DMC DMH DML DOI DOR DPC DRC DRM DRP DSB DSL DTE DWT DWU Dag Dagenais Daigee Damayanti Dao Darrel Darroch Daryl Dastoor De DeGooijer DeLeeuw Deaton Deistler Dempster Denis Deprins Deville Devlin Diaz Diewert Dijk Dilip Dipak Djarraya Domowitz Doran Duan Dubin Dufour Durbin Dwivedi E EAA EAB EAE EAF EAM EAS EBP EBa EBb EBc EBd ECA ECD ECN ECO ECU EDA EDB EDD EDE EDI EDM EDO EDR EDS EDV EEC EED EER EES EEV EFE EFF EFS EGE EI EID EIE EIH EIN EIP EIS ELC ELD ELL EMA EMAa EMAb EMC EML EMN EMO EMP EMS EOC EPD EPI EPP EPT ERB ERC ERM ESE ESF ESP ETI ETS ETT ETU EUB EVD EVP EVS Ea Eakin Eb Ec Econom Edgeworth Egy Ehtisham Elie Engle Erling Ernesto Esfandiar Eugen Euro Evdokia F FAX FBA FCA FCS FCT FDE FDL FDS FEI FEM FER FIE FIH FIML FPA FPU FRP FRS FSP FSS FTT FVL FVM Farebrother Farkas Fei Feldman Fen Fernandez Fienberg Fishe Flannery Flinn Florens Fomby Forsund Fourgeaud Fredrik Frentrup Fujikoshi G GAC GAI GCM GDU GFT GID GLS GMM GPT GR GRF GRH GSM GTE Garber Garthwaite Gastwirth Geary Geisser Gelfand Generalised Gerig Gersovitz Gertler Geweke Ghosh Giaccotto Gini Giorgio Glymour Golany Goldberger Goldfeld Golub Gooijer Gouranga Gouri Gourieroux Graeme Greenwald Griffiths Griliches Grosse Guilkey Guttman Guus H HCC HDM HES HYC Hae Haitovsky Haji Hajime Hajivassiliou Halbert Hallman Hanssens Harkema Hartog Hasza Hatanaka Haugh Hausman Havenner Hazilla Heckman Heijmans Heikes Heiser Helliwell Hendry Henk Henning Hern Hernandez Herriges Highfield Hinich Hinkley Hiroki Hirotugu Hirschberg Hjalmarsson Holbert Holtz Hoque Howrey Hsiao Hsieh Hsu Huizinga Hulten Hwang Hylleberg IAD IAE ICD ICM ICN ICR IDM IDS IED IEM IFA IFC IGC IIM ILS IMA IMC IOL IPF IPI IPP IRF IRL ISD ISE ISI ISO ISR ISSN IST ITSM IUE IVE IWP Ia Ib Ic Id Identifiability Iglesias Ignazio Ilmakunnas Ingmar Internet Ishaq Iwasaki Izan J JECMB JOS Jammalamadaka Jansen Jarque Jeong Jere Jerzy Jin Jondrow Joop Jorgenson Jos Joskow Julien K KFE KTL Kadane Kajal Kalman Kamstra Kang Kapteyn Katsuto Kazuhiro Kees Kelejian Keogh Ker Khazzoom Kiefer Killingsworth Kimio Kiviet Klem Klema Klepper Kloek Koenker Kohler Kohn Koichi Kontrus Kooiman Koopmans Kopp Kr Krasker Krause Kroch Kulatilaka Kumar Kumbhakar Kunitomo Kwack L LBC LCB LDB LDC LDD LDE LDV LFG LIS LIV LJS LLV LMC LMI LMR LOA LPE LRA LRB LRP LRU LRY LSE LSP LTM LTV LVC LVD LVM LVS Laguerre Lahiri Lange Lankford Laurits Leamer Leeuw Lennart Leontief Lerman Leung Lewbel Li Liddle Lilien Ling Lise Liu Locay Logit Loglinear Lon Lonnie Lorenz Lorenzo Lovell Lubinsky Lubrano Luc Lutkepohl M MCB MCC MCE MCS MCW MDD MDS MEB MEC MELO MEM MFS MLE MLM MLT MMA MMB MMD MMDA MMQ MMR MMT MNN MOM MPA MPJ MPS MPT MRM MSA MSC MSL MST MTE MVR MaCurdy Maasoumi MacKinlay MacKinnon Madan Maddala Maekawa Maeshiro Magee Magnus Maloney Mandy Manoranjan Manski Maravall Marcello Masanao Masanobu Masao Masson Materov McAleer McCabe Meese Meeusen Meghir Mehta Melton Melvyn Merran Meulman Microeconometric Missiakoulis Misspecification Misspecified Mittelhammer Miyazaki Modelling Modjtahedi Moffitt Mohamed Monahan Monfort Montfort Mooijaart Morey Morgenthaler Morimune Mouchart Moulton Muehlen Muellbauer Mukhtar Mullahy Mundlak Muth Muthen Myoung N NAD NAE NAR NBA NBE NCD NCM NCO NDC NDS NEC NEN NES NFE NI NIM NLR NLS NMA NMC NME NMK NMP NNN NOI NPA NPAa NPAb NPH NPM NPT NQS NSD NST NTD NTF NTS NUA NUS NVS Nadiri Naihua Nakamura Nakervis Nalin Nankervis Naorayex Naoto Narendranathan Nayak Naylor Neale Nerlove Newbold Newey Newhouse Nicholls Nickell Nickelsburg Nieswiadomy Nijman Nowak Nyg Nygaard O OCM OCR OGI OGP OLS OOR OOS Obstfeld Offenbacher Ohanian Ohtani Oldford Orcutt Orsi P PAa PAb PBE PCC PCM PCP PCR PCS PD PDT PDU PDV PDW PEC PEM PES PF PFA PFL PFO PGL PHC PJ PJAa PJF PJa PJb PJc PMA PMC PMJ PMN PMa PMb PN POB PON POR PPR PRV PS PSE PSO PTE PTL PTN PTNa PTNb PTS PTW Paarsch Pagano Palash Panattoni Pantula Paolo Parkan Parke Pekka Penm Pentti Perryman Pesaran Phuong Picci Pietro Ploberger Poirier Poli Potscher Praag Pradel Pravin Pregibon Prem Prucha QRD Quandt Quang R RBI RBS RCC RCF RDC REA REE REL RES RFE RGE RGS RIS RLF RLH RLM RLS RM RMN RRE RRL RRR RRS RRT RSA RSC RSD RSF RSM RSS RST RTP RV RWB Raja Rao Rasche Raveh Reinsel Reiss Rins Risto Robb Roch Roehrig Roley Rolla Rossi Rothwell Rotterdam Ruud Ryuzo S SAB SAE SAI SBL SCL SCM SCR SCT SDB SDP SDR SDS SDW SDY SED SEL SEM SES SEU SFC SFD SFI SFP SHC SIE SIL SIV SLI SLS SMD SME SMM SPC SPM SPS SPT SPV SR SRD SRE SRL SRS SSA SSB SSC SSN SSP SSR STA STC STD STE STR STS STW STZ SVD SWC Saikkonen Salazar Salemi Salvas Sanderson Sandstr Saporta Sargan Sastry Sato Savin Sawa Schankerman Schlagenhauf Schlaifer Schmalensee Schoech Seasonality Segerson Seiford Semiparametric Sevestre Shamseldin Sharma Sheehan Sheflin Shiba Shiller Shively Shlomo Shorrocks Sickles Siddhartha Simar Singh Skyrms Slade Slesnick Slottje Slutsky Soo Speakes Spiegelman Spiller Spindt Spirtes Spyros Srba Srivastava Stapleton Startz Steinberg Stroeker Studentizing Stutz Subal Subhash Suk Sunil Surekha Sushama Svend Swamy T TAA TCC TDA TDG TDM TEB TEP TFO TFP THS TMS TNA TNE TNN TPT TRE TRF TRI TRR TSA TSC TSE TSF TSM TSR TSS TST TTS TVS Takamitsu Takeshi Talwar Tanaka Taniguchi Tapan Tapiero Tauchen Tel Ter Terasvirta Terence Terrell Terza Teun Theil Theo Thurik Thursby Tiao Timo Tinsley Tishler Tiwari Tj Tjostheim Tobin Tobit Tompa Torres Toshihisa Toyoda Trenkler Trevor Trimble Trivedi Trognon Trost Tsai Tse Tsukuda Tsunemasa Tsurumi Turkington U UDP UFR UID UIM UIR UIV UJA UMS UPV URL USR UTS Ullah Unger Upadhyaya V VAR VCB VIS VPA Valencia VanDijk VanMontfort VanPraag Vandaele VandeVen Vardi Varian Vassilis Veloce Velu Ven Villase Villasenor Vinod Virender Visco Von Vuong W WAT WEP WWW Wago Wald Waldman Wampler Wansbeek Wegge Weihs Weilbull Weitzel Wesselman Westbrook Wetzel Wiji Willem Wim Witte Wolak Wouter Wykoff Wynand X Xekalaki Xie Y Yahav Yair Yancey Yasunori Yasuo Yatchew Yi Yitzhaki Yoel Yoo Yoshi Yoshihiko Yul Yumi Yuzo Zagardo Zaman Zellner Zhi Ziemer Zieschang Zur Zvi ack acknowledgement acm allocative apr aug autocorrelated autocorrelations autocorrrelation autoregressions autoregressive beebe bibdate bibmods bibnames bibsource bivariate c characterizations co cointegration collinearity com contemporal de dec decomposability deductibles doi e edu elicitation endogeneity equational exogeneity expos feb fjournal heteroscedastic heteroscedasticity heteroskedastic heteroskedasticity homoscedasticity http https hypergeometric hyperinflation hyperparameter ifc inar interspatial intertemporal itsm j jae jan jeconom jeconometrics jul jun logit m macroeconometric macroeconomic marginalposterior mer minflex minimax misspecification misspecifications misspecified modelling multi multicollinearity multinomial n ndez nhfb nonsymmetric nov o observability observables observationally oct ois org overidentifying pii poly pp pre priori probit quantal quantile quantiles rd regressors replicability rn roux rsund s sciencedirect semiflexible sep showtags stationarity stheim sur svirta t tex th tkepohl translog trended tscher u unbiasedness utah vanDijk vandenBroek var www