He, Changli; Teräsvirta, Timo Properties of moments of a family of GARCH processes. (English) Zbl 0929.62093 J. Econom. 92, No. 1, 173-192 (1999). MSC: 62M10 62P05 62P20 PDF BibTeX XML Cite \textit{C. He} and \textit{T. Teräsvirta}, J. Econom. 92, No. 1, 173--192 (1999; Zbl 0929.62093) Full Text: DOI
Gallant, A. Ronald; Tauchen, George The relative efficiency of method of moments estimators. (English) Zbl 0956.62030 J. Econom. 92, No. 1, 149-172 (1999). MSC: 62G07 62P05 62P20 PDF BibTeX XML Cite \textit{A. R. Gallant} and \textit{G. Tauchen}, J. Econom. 92, No. 1, 149--172 (1999; Zbl 0956.62030) Full Text: DOI
Li, Qi Consistent model specification tests for time series econometric models. (English) Zbl 0929.62054 J. Econom. 92, No. 1, 101-147 (1999). MSC: 62G10 91B84 62G20 62P05 62P20 PDF BibTeX XML Cite \textit{Q. Li}, J. Econom. 92, No. 1, 101--147 (1999; Zbl 0929.62054) Full Text: DOI
Bollerslev, Tim; Mikkelsen, Hans Ole Long-term equity anticipation securities and stock market volatility dynamics. (English) Zbl 0933.62125 J. Econom. 92, No. 1, 75-99 (1999). MSC: 62P20 91B84 PDF BibTeX XML Cite \textit{T. Bollerslev} and \textit{H. O. Mikkelsen}, J. Econom. 92, No. 1, 75--99 (1999; Zbl 0933.62125) Full Text: DOI
Duggal, Vijaya G.; Saltzman, Cynthia; Klein, Lawrence R. Infrastructure and productivity: A nonlinear approach. (English) Zbl 0929.62114 J. Econom. 92, No. 1, 47-74 (1999). MSC: 62P20 91B38 PDF BibTeX XML Cite \textit{V. G. Duggal} et al., J. Econom. 92, No. 1, 47--74 (1999; Zbl 0929.62114) Full Text: DOI
Conley, T. G. GMM estimation with cross sectional dependence. (English) Zbl 0944.62117 J. Econom. 92, No. 1, 1-45 (1999). Reviewer: Roland Fahrion (Heidelberg) MSC: 62P20 PDF BibTeX XML Cite \textit{T. G. Conley}, J. Econom. 92, No. 1, 1--45 (1999; Zbl 0944.62117) Full Text: DOI