JOURNAL OF Econometrics ELSEVIER Journal of Econometrics 101 (2001) 383 www.elsevier.nl/locate/econbase Author index to volume 101 Ahn, S.C., Lee, Y.H., Schmidt, P.. GMM estimation of linear panel data models with time-varying individual effects Andrews, D.W.K., Lu, B., Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models Antweiler, W., Nested random effects estimation in unbalanced panel data Baltagi, B.H., Song, S.H., Jung, B.C., The unbalanced nested error component regression model Bera, A.K., Sosa-Escudero, W., Yoon, M., Tests for the error component model in the presence of local misspecification Charlier, E., Melenberg, B., van Soest, A., An analysis of housing expenditure using semiparametric models and panel data Cushing, B.J., see Zheng, B. de Jong, R.M., Nonlinear estimation using estimated cointegrating relations El Babsiri, M., Zakoian, J.-M., Contemporaneous asymmetry in GARCH processes Golan, A., A simultaneous estimation and variable selection rule Jung, B.C., see Baltagi, B.H. Lee, Y.H., see Ahn, S.C. Lu, B., see Andrews, D.W.K. Melenberg, B., see Charlier, E. Robinson, P.M., The memory of stochastic volatility models Ronchetti, E., Trojani, F., Robust inference with GMM estimators Schmidt, P., see Ahn, S.C. Song, S.H., see Baltagi, B.H. Sosa-Escudero, W., see Bera, A.K. Trojani, F., see Ronchetti, E. van Soest, A., see Charlier, E. Vilasuso, J., Causality tests and conditional heteroskedasticity: Monte Carlo evidence Yoon, M., see Bera, A.K. Zakoian, J.-M., see El Babsiri, M. Zheng, B., Cushing, B.J., Statistical inference for testing inequality indices with dependent samples Zheng, B., Statistical inference for poverty measures with relative poverty lines 0304-4076/01/$-see front matter © 2001 Elsevier Science S.A. All rights reserved. PII: S0304-4076(00)00037-9