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Cambridge University Press Econometric Theory Contact information of
Cambridge University Press:
For technical questions regarding this series, please contact
(Mike Eden) Series handle: repec:cup:etheor
More pages of listings: 0 |1 |2 2008, Volume 24, Issue 02
448-471 Adaptive Estimators Of A Mean Matrix: Total Least Squares Versus Total Shrinkage by Beran, Rudolf [Downloadable!]
472-492 Localized Model Selection For Regression by Yang, Yuhong [Downloadable!]
493-527 Minimizing Average Risk In Regression Models by Claeskens, Gerda & Hjort, Nils Lid [Downloadable!]
528-544 Predictive Density Estimation For Multiple Regression by George, Edward I. & Xu, Xinyi [Downloadable!]
545-552 Fast Rates For Estimation Error And Oracle Inequalities For Model Selection by Bartlett, Peter L. [Downloadable!]
553-579 Using Macro Data To Obtain Better Micro Forecasts by Magnus, Jan R. & Vasnev, Andrey L. [Downloadable!]
581-583 CORRIGENDUM: Correction to by Leeb, Hannes & P tscher, Benedikt M. [Downloadable!]
2007, Volume 24, Issue 02 319-322 Guest Editors' Editorial: Recent Developments In Model Selection And Related Areas by Leeb, Hannes & P tscher, Benedikt M. [Downloadable!]
323-337 Shrinkage Estimation For Nearly Singular Designs by Knight, Keith [Downloadable!]
338-376 Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators? by Leeb, Hannes & P tscher, Benedikt M. [Downloadable!]
377-403 An In-Depth Look At Highest Posterior Model Selection by Dey, Tanujit & Ishwaran, Hemant & Rao, J. Sunil [Downloadable!]
404-447 Formalized Data Snooping Based On Generalized Error Rates by Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael [Downloadable!]
2007, Volume 24, Issue 01 1-6 Unit Root And Cointegration Testing: Guest Editors' Introduction by L tkepohl, Helmut & Rodrigues, Paulo M.M. [Downloadable!]
15-42 Admissible And Nonadmissible Tests In Unit-Root-Like Situations by Ploberger, Werner [Downloadable!]
43-71 Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility by Cavaliere, Giuseppe & Taylor, A.M. Robert [Downloadable!]
72-87 Testing For Trend by Busetti, Fabio & Harvey, Andrew [Downloadable!]
88-108 Testing For Unit Roots In Panels With A Factor Structure by Breitung, J rg & Das, Samarjit [Downloadable!]
109-142 Cointegration For Periodically Integrated Processes by del Barrio Castro, Tom s & Osborn, Denise R. [Downloadable!]
143-175 Testing For Long Memory by Harris, David & McCabe, Brendan & Leybourne, Stephen [Downloadable!]
176-215 Long Memory Testing In The Time Domain by Demetrescu, Matei & Kuzin, Vladimir & Hassler, Uwe [Downloadable!]
216-255 Distribution-Free Tests Of Fractional Cointegration by Hualde, Javier & Velasco, Carlos [Downloadable!]
256-293 Alternative Frequency And Time Domain Versions Of Fractional Brownian Motion by Davidson, James & Hashimzade, Nigar [Downloadable!]
294-318 Stability Of Regime Switching Error Correction Models Under Linear Cointegration by Saikkonen, Pentti [Downloadable!]
2007, Volume 23, Issue 06 1033-1082 Rank Tests For Instrumental Variables Regression With Weak Instruments by Andrews, Donald W.K. & Soares, Gustavo [Downloadable!]
1083-1107 Optimality Of Gls For One-Step-Ahead Forecasting With Regarima And Related Models When The Regression Is Misspecified by Findley, David F. [Downloadable!]
1108-1135 Monitoring Procedures To Detect Unit Roots And Stationarity by Steland, Ansgar [Downloadable!]
1136-1161 Higher Order Asymptotic Theory When A Parameter Is On A Boundary With An Application To Garch Models by Iglesias, Emma M. & Linton, Oliver B. [Downloadable!]
1162-1215 Testing For Unit Roots In Autoregressions With Multiple Level Shifts by Cavaliere, Giuseppe & Georgiev, Iliyan [Downloadable!]
1217-1232 On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators by Donald, Stephen G. & Fortuna, Nat rcia & Pipiras, Vladas [Downloadable!]
1233-1247 Long-Run Covariance Matrices For Fractionally Integrated Processes by Phillips, Peter C.B. & Kim, Chang Sik [Downloadable!]
1248-1253 Determinants Of Covariance Matrices Of Differenced Ar(1) Processes by Han, Chirok [Downloadable!]
1254-1260 Present Value Relations, Granger Noncausality, And Var Stability by Fanelli, Luca [Downloadable!]
2007, Volume 23, Issue 05 775-837 Writing With Nowhere To Go: Haavelmo In The United States, 1939 1944 by Bjerkholt, Olav [Downloadable!]
838-851 The Nature And Logic Of Econometric Inference: The 1942 Hillside Lecture by Haavelmo, Trygve & Bjerkholt, Olav [Downloadable!]
852-879 Weighted Least Absolute Deviations Estimation For Arma Models With Infinite Variance by Pan, Jiazhu & Wang, Hui & Yao, Qiwei [Downloadable!]
880-898 Nonparametric Estimation Of Second-Order Stochastic Differential Equations by Nicolau, Jo o [Downloadable!]
899-929 Local Whittle Estimation Of Fractional Integration For Nonlinear Processes by Shao, Xiaofeng & Wu, Wei Biao [Downloadable!]
930-951 A Limit Theorem For Quadratic Forms And Its Applications by Wu, Wei Biao & Shao, Xiaofeng [Downloadable!]
952-1012 Worldwide Econometrics Rankings: 1989 2005 by Baltagi, Badi H. [Downloadable!]
1013-1021 The Approximate Moments Of The Least Squares Estimator For The Stationary Autoregressive Model Under A General Error Distribution by Bao, Yong [Downloadable!]
1022-1032 The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator by Magnus, Jan R. [Downloadable!]
2007, Volume 23, Issue 04 557-614 Regression With Slowly Varying Regressors And Nonlinear Trends by Phillips, Peter C.B. [Downloadable!]
615-637 The Likelihood Ratio Test For Cointegration Ranks In The I(2) Model by Nielsen, Heino Bohn & Rahbek, Anders [Downloadable!]
638-685 A Modified Information Criterion For Cointegration Tests Based On A Var Approximation by Qu, Zhongjun & Perron, Pierre [Downloadable!]
686-710 The Available Information For Invariant Tests Of A Unit Root by Marsh, Patrick [Downloadable!]
711-748 THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. P tscher by P tscher, Benedikt M. [Downloadable!]
749-759 Bayesian Consistency For Stationary Models by Lijoi, Antonio & Pr nster, Igor & Walker, Stephen G. [Downloadable!]
761-766 On The Law Of Large Numbers For (Geometrically) Ergodic Markov Chains by Jensen, S ren Tolver & Rahbek, Anders [Downloadable!]
767-773 Finite-Sample Properties Of Forecasts From The Stationary First-Order Autoregressive Model Under A General Error Distribution by Bao, Yong [Downloadable!]
2007, Volume 23, Issue 03 371-413 A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form by Linton, Oliver & Xiao, Zhijie [Downloadable!]
414-439 A Model Selection Test For Bivariate Failure-Time Data by Chen, Xiaohong & Fan, Yanqin [Downloadable!]
440-463 A Robust Bayesian Approach For Unit Root Testing by Conigliani, Caterina & Spezzaferri, Fulvio [Downloadable!]
464-484 On The Parametrization Of Multivariate Garch Models by Scherrer, Wolfgang & Ribarits, Eva [Downloadable!]
485-500 On The Stationarity Of Markov-Switching Garch Processes by Abramson, Ari & Cohen, Israel [Downloadable!]
501-517 EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF [alpha]-SYMMETRIC DISTRIBUTIONS by Ibragimov, Rustam [Downloadable!]
519-535 An Efficient Linear Gmm Estimator For The Covariance Stationary Ar(1)/Unit Root Model For Panel Data by Kruiniger, Hugo [Downloadable!]
537-545 The Real Part Of A Complex Arma Process by Bailey, Ralph W. [Downloadable!]
546-553 The Integration Order Of Vector Autoregressive Processes by Franchi, Massimo [Downloadable!]
555-555 New Co-Editors by Philllips, Peter C.B. [Downloadable!]
2007, Volume 23, Issue 02 201-220 A Limit Theorem For Mildly Explosive Autoregression With Stable Errors by Aue, Alexander & Horv th, Lajos [Downloadable!]
221-250 Testing The Parametric Specification Of The Diffusion Function In A Diffusion Process by Li, Fuchun [Downloadable!]
251-280 Semiparametric Multivariate Volatility Models by Hafner, Christian M. & Rombouts, Jeroen V.K. [Downloadable!]
281-308 Efficient Semiparametric Estimation Of Duration Models With Unobserved Heterogeneity by Bearse, Peter & Canals-Cerd , Jos & Rilstone, Paul [Downloadable!]
309-347 Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models by Khan, Shakeeb & Lewbel, Arthur [Downloadable!]
349-354 Nonparametric Identification Of The Mixed Hazards Model With Time-Varying Covariates by Brinch, Christian N. [Downloadable!]
355-363 Modified Kpss Tests For Near Integration by Harris, David & Leybourne, Stephen & McCabe, Brendan [Downloadable!]
364-368 Redundancy Of Lagged Regressors Revisited by Anatolyev, Stanislav [Downloadable!]
369-369 The Econometric Theory Awards 2007 by Phillips, Peter C.B. [Downloadable!]
2006, Volume 23, Issue 01 1-36 Prediction/Estimation With Simple Linear Models: Is It Really That Simple? by Yang, Yuhong [Downloadable!]
37-70 Local Linear Fitting Under Near Epoch Dependence by Lu, Zudi & Linton, Oliver [Downloadable!]
71-88 Wiener Kolmogorov Filtering, Frequency-Selective Filtering, And Polynomial Regression by Pollock, D.S.G. [Downloadable!]
89-105 Common Stochastic Trends And Aggregation In Heterogeneous Panels by Lazarov , tep na & Trapani, Lorenzo & Urga, Giovanni [Downloadable!]
106-154 An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With Conditional Heteroskedasticity Of Unknown Form by Hong, Yongmiao & Lee, Yoon-Jin [Downloadable!]
155-181 THE ET INTERVIEW: TAKESHI AMEMIYA: Interviewed by James L. Powell by Powell, James L. [Downloadable!]
183-189 Permanent-Transitory Decompositions Under Weak Exogeneity by Fisher, Lance A. & Huh, Hyeon-seung [Downloadable!]
190-199 Minimax Regret Treatment Choice With Incomplete Data And Many Treatments by Stoye, J rg [Downloadable!]
2006, Volume 22, Issue 06 989-1029 A Test For Stationarity Versus Trends And Unit Roots For A Wide Class Of Dependent Errors by Giraitis, Liudas & Leipus, Remigijus & Philippe, Anne [Downloadable!]
1030-1051 A Consistent Diagnostic Test For Regression Models Using Projections by Escanciano, J. Carlos [Downloadable!]
1052-1090 Stochastic Unit Root Models by Gourieroux, Christian & Robert, Christian Y. [Downloadable!]
1091-1111 A Residual-Based Lm-Type Test Against Fractional Cointegration by Hassler, Uwe & Breitung, J rg [Downloadable!]
1112-1137 Asymptotic Distributions For Two Estimators Of The Single-Index Model by Xia, Yingcun [Downloadable!]
1138-1175 On The Identification And Estimation Of Nonstationary And Cointegrated Armax Systems by Poskitt, D.S. [Downloadable!]
1177-1178 Acknowledgment Of Related Prior Work by Wooldridge, Jeffrey M. [Downloadable!]
1179-1190 On The Breitung Test For Panel Unit Roots And Local Asymptotic Power by Moon, H.R. & Perron, B. & Phillips, P.C.B. [Downloadable!]
1191-1194 An Alternative Derivation Of Mundlak'S Fixed Effects Results Using System Estimation by Baltagi, Badi H. [Downloadable!]
2006, Volume 22, Issue 05 765-814 Unbalanced Cointegration by Hualde, Javier [Downloadable!]
815-834 Mixing Properties Of A General Class Of Garch(1,1) Models Without Moment Assumptions On The Observed Process by Francq, Christian & Zako an, Jean-Michel [Downloadable!]
835-851 A Portmanteau Test For Serially Correlated Errors In Fixed Effects Models by Inoue, Atsushi & Solon, Gary [Downloadable!]
852-862 On The Tail Behaviors Of A Family Of Garch Processes by Liu, Ji-Chun [Downloadable!]
863-912 Bias-Reduced Log-Periodogram And Whittle Estimation Of The Long-Memory Parameter Without Variance Inflation by Guggenberger, Patrik & Sun, Yixiao [Downloadable!]
913-931 Yet More On The Exact Properties Of Iv Estimators by Hillier, Grant [Downloadable!]
932-946 On The Bimodality Of The Exact Distribution Of The Tsls Estimator by Forchini, G. [Downloadable!]
947-960 A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation by Phillips, Peter C.B. [Downloadable!]
961-967 NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut L tkepohl, Springer, 2005 by Kilian, Lutz [Downloadable!]
968-972 MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005 by Otsu, Taisuke [Downloadable!]
973-984 Random Effects And Spatial Autocorrelation With Equal Weights by Baltagi, Badi H. [Downloadable!]
985-988 A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes by Meitz, Mika [Downloadable!]
2006, Volume 22, Issue 04 543-586 A Data-Driven Nonparametric Specification Test For Dynamic Regression Models by Guay, Alain & Guerre, Emmanuel [Downloadable!]
587-613 A Nonparametric Bootstrap Test Of Conditional Distributions by Fan, Yanqin & Li, Qi & Min, Insik [Downloadable!]
614-632 A Consistent Nonparametric Equality Test Of Conditional Quantile Functions by Sun, Yiguo [Downloadable!]
633-676 On Testing For Serial Correlation With A Wavelet-Based Spectral Density Estimator In Multivariate Time Series by Duchesne, Pierre [Downloadable!]
677-719 Limit Theorems For Bipower Variation In Financial Econometrics by Barndorff-Nielsen, Ole E. & Graversen, Svend Erik & Jacod, Jean & Shephard, Neil [Downloadable!]
721-742 A Study Of A Semiparametric Binary Choice Model With Integrated Covariates by Guerre, Emmanuel & Moon, Hyungsik Roger [Downloadable!]
743-755 FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS by Bunzel, Helle [Downloadable!]
756-761 A Generalization Of The Burridge Guerre Nonparametric Unit Root Test by Garc a, Ana & Sans , Andreu [Downloadable!]
763-764 The 2003 2005 Tjalling C. Koopmans Econometric Theory Prize by Phillips, Peter C. B. [Downloadable!]
2006, Volume 22, Issue 03 347-372 On The Alternative Long-Run Variance Ratio Test For A Unit Root by Cai, Ye & Shintani, Mototsugu [Downloadable!]
373-402 Monitoring Constancy Of Variance In Conditionally Heteroskedastic Time Series by Horv th, Lajos & Kokoszka, Piotr & Zhang, Aonan [Downloadable!]
403-428 Empirical Likelihood For Garch Models by Chan, Ngai Hang & Ling, Shiqing [Downloadable!]
429-456 A Residual-Based Test For Stochastic Cointegration by McCabe, Brendan & Leybourne, Stephen & Harris, David [Downloadable!]
457-482 Testing Goodness Of Fit Based On Densities Of Garch Innovations by Horv th, Lajos & Zitikis, Ricardas [Downloadable!]
483-498 Estimation Of Differential-Difference Equation Systems With Unknown Lag Parameters by Ercolani, Joanne S. & Chambers, Marcus J. [Downloadable!]
499-512 Reducing Bias Of Mle In A Dynamic Panel Model by Hahn, Jinyong & Moon, Hyungsik Roger [Downloadable!]
513-527 Generalized Empirical Likelihood Inference For Nonlinear And Time Series Models Under Weak Identification by Otsu, Taisuke [Downloadable!]
529-536 Partially Superfluous Observations by Qian, Hailong & Tian, Yongge [Downloadable!]
537-541 A Note On Identification With Averaged Data by Machado, Jos A.F. & Santos Silva, J.M.C. [Downloadable!]
2006, Volume 22, Issue 02 173-205 Smoothed Empirical Likelihood Methods For Quantile Regression Models by Whang, Yoon-Jae [Downloadable!]
206-234 The Variance Ratio Statistic At Large Horizons by Chen, Willa W. & Deo, Rohit S. [Downloadable!]
235-257 Identification Of Covariance Structures by Lucchetti, Riccardo [Downloadable!]
258-278 Some Identification Issues In Nonparametric Linear Models With Endogenous Regressors by Severini, Thomas A. & Tripathi, Gautam [Downloadable!]
279-303 Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models by Kapetanios, George & Shin, Yongcheol & Snell, Andy [Downloadable!]
304-322 Convergence Of Integral Functionals Of Stochastic Processes by Berkes, Istv n & Horv th, Lajos [Downloadable!]
323-337 A Closed-Form Estimator For The Garch(1,1) Model by Kristensen, Dennis & Linton, Oliver [Downloadable!]
338-344 On The Product And Ratio Of Gamma And Weibull Random Variables by Nadarajah, Saralees & Kotz, Samuel [Downloadable!]
345-345 The Econometric Theory Awards 2006 by Phillips, Peter C.B. [Downloadable!]
2005, Volume 22, Issue 01 1-14 Unit Root Testing For Functionals Of Linear Processes by Wu, Wei Biao [Downloadable!]
15-68 Break Date Estimation For Var Processes With Level Shift With An Application To Cointegration Testing by Saikkonen, Pentti & L tkepohl, Helmut & Trenkler, Carsten [Downloadable!]
69-97 Performance Limits For Estimators Of The Risk Or Distribution Of Shrinkage-Type Estimators, And Some General Lower Risk-Bound Results by Leeb, Hannes & P tscher, Benedikt M. [Downloadable!]
98-126 More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors by Su, Liangjun & Ullah, Aman [Downloadable!]
127-157 Nonparametric Study Of Solutions Of Differential Equations by Vanhems, Anne [Downloadable!]
159-163 Generalization Of A Result On by Molinari, Francesca & Peski, Marcin [Downloadable!]
164-168 Stationarity Condition For Ar Index Process by Im, Eric Iksoon & Hammes, David L. & Wills, Douglas T. [Downloadable!]
169-170 The A.R. Bergstrom Prize In Econometrics: 2005 by Hall, V.B. & Phillips, P.C.B. [Downloadable!]
2005, Volume 21, Issue 06 1031-1057 Exact Mean Integrated Squared Error Of Higher Order Kernel Estimators by Hansen, Bruce E. [Downloadable!]
1058-1086 Bivariate Arch Models: Finite-Sample Properties Of Qml Estimators And An Application To An Lm-Type Test by Iglesias, Emma M. & Phillips, Garry D.A. [Downloadable!]
1087-1111 Validity Of The Sampling Window Method For Long-Range Dependent Linear Processes by Nordman, Daniel J. & Lahiri, Soumendra N. [Downloadable!]
1112-1129 Stationarity Tests Under Time-Varying Second Moments by Cavaliere, Giuseppe & Taylor, A.M. Robert [Downloadable!]
1130-1164 A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests by Kiefer, Nicholas M. & Vogelsang, Timothy J. [Downloadable!]
1165-1171 A Central Limit Theorem For Mixing Triangular Arrays Of Variables Whose Dependence Is Allowed To Grow With The Sample Size by Francq, Christian & Zako an, Jean-Michel [Downloadable!]
1172-1176 A Proof Of The Power Of Kim'S Test Against Stationary Processes With Structural Breaks by Belaire-Franch, Jorge [Downloadable!]
2005, Volume 21, Issue 05 877-906 Partially Linear Models With Unit Roots by Juhl, Ted & Xiao, Zhijie [Downloadable!]
907-945 Limited Time Series With A Unit Root by Cavaliere, Giuseppe [Downloadable!]
946-961 ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS by Kristensen, Dennis & Rahbek, Anders [Downloadable!]
962-990 Optimal Tests For Nested Model Selection With Underlying Parameter Instability by Rossi, Barbara [Downloadable!]
991-1016 A Test For Comparing Multiple Misspecified Conditional Interval Models by Corradi, Valentina & Swanson, Norman R. [Downloadable!]
1017-1025 The Uniqueness Of Cross-Validation Selected Smoothing Parameters In Kernel Estimation Of Nonparametric Models by Li, Qi & Zhou, Jianxin [Downloadable!]
1026-1028 Violating Ignorability Of Treatment By Controlling For Too Many Factors by Wooldridge, Jeffrey M. [Downloadable!]
2005, Volume 21, Issue 04 667-709 Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification by Guggenberger, Patrik & Smith, Richard J. [Downloadable!]
710-734 Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series by Andrews, Donald W.K. & Lieberman, Offer [Downloadable!]
735-756 Estimation Of Cointegrating Vectors With Time Series Measured At Different Periodicity by Pons, Gabriel & Sans , Andreu [Downloadable!]
757-794 Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power by Busetti, Fabio & Taylor, A.M. Robert [Downloadable!]
795-837 Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration by Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem [Downloadable!]
838-863 Some Convergence Theory For Iterative Estimation Procedures With An Application To Semiparametric Estimation by Dominitz, Jeff & Sherman, Robert P. [Downloadable!]
865-869 Instrumental Variables Estimation With Panel Data by Wooldridge, Jeffrey M. [Downloadable!]
870-875 Equivalence Of Two Expressions Of The Impact Matrix by Kurozumi, Eiji & Chigira, Hiroaki & Yamamoto, Taku [Downloadable!]
2005, Volume 21, Issue 03 491-533 Frisch'S Econometric Laboratory And The Rise Of Trygve Haavelmo'S Probability Approach by Bjerkholt, Olav [Downloadable!]
534-561 Strong Consistency Results For Least Squares Estimators In General Vector Autoregressions With Deterministic Terms by Nielsen, Bent [Downloadable!]
562-592 The Variance Ratio Test: An Analysis Of Size And Power Based On A Continuous-Time Asymptotic Framework by Perron, Pierre & Vodounou, Cosme [Downloadable!]
593-620 A Monte Carlo Study On The Selection Of Cointegrating Rank Using Information Criteria by Wang, Zijun & Bessler, David A. [Downloadable!]
621-645 The Et Interview: Professor Jan Kmenta by Lodewijks, John [Downloadable!]
647-652 Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 by Startz, Richard [Downloadable!]
653-658 A Note On Testing Restrictions For The Cointegration Parameters Of A Var With I(2) Variables by Johansen, S ren & L tkepohl, Helmut [Downloadable!]
659-663 Three Rank Formulas Associated With The Covariance Matrices Of The Blue And The Olse In The General Linear Model by Puntanen, Simo & Styan, George P.H. & Tian, Yongge [Downloadable!]
665-666 Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes Solution by Paruolo, Paolo [Downloadable!]
2005, Volume 21, Issue 02 299-325 The Rank Of A Submatrix Of Cointegration by Kurozumi, Eiji [Downloadable!]
326-357 Bayesian Reference Analysis Of Cointegration by Villani, Mattias [Downloadable!]
358-389 Nonparametric Frontier Estimation: A Conditional Quantile-Based Approach by Aragon, Y. & Daouia, A. & Thomas-Agnan, C. [Downloadable!]
390-412 Consistency Of Asymmetric Kernel Density Estimators And Smoothed Histograms With Application To Income Data by Bouezmarni, Taoufik & Scaillet, Olivier [Downloadable!]
413-430 Further Results On The Asymptotics For Nonlinear Transformations Of Integrated Time Series by de Jong, Robert & Wang, Chien-Ho [Downloadable!]
431-454 On Plug-In Estimation Of Long Memory Models by Lieberman, Offer [Downloadable!]
455-469 Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects by Hahn, Jinyong & Meinecke, Juergen [Downloadable!]
472-476 An Alternative To Maximum Likelihood Based On Spacings by Anatolyev, Stanislav & Kosenok, Grigory [Downloadable!]
477-482 The Mean-Median-Mode Inequality: Counterexamples by Abadir, Karim M. [Downloadable!]
483-484 Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares Solution by Baltagi, B.H. [Downloadable!]
485-487 Solutions to Problems Posed in Volume 20(1) and 20(2): 04.2.1. A Range Equality for Block Matrices with Orthogonal Projectors Solution by Werner, Hans Joachim [Downloadable!]
487-488 Solutions to Problems Posed in Volume 20(1) and 20(2): 04.2.2. Characterizations of Hermitian Projectors by Lauwers, Luc [Downloadable!]
489-489 The Econometric Theory Awards 2005 by Phillips, Peter C. B. [Downloadable!]
2005, Volume 21, Issue 01 1-2 AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary by Phillips, Peter C.B. [Downloadable!]
3-20 Automated Discovery In Econometrics by Phillips, Peter C.B. [Downloadable!]
21-59 Model Selection And Inference: Facts And Fiction by Leeb, Hannes & P tscher, Benedikt M. [Downloadable!]
60-68 Challenges For Econometric Model Selection by Hansen, Bruce E. [Downloadable!]
69-77 Automatic Inference Of The Contemporaneous Causal Order Of A System Of Equations by Hoover, Kevin D. [Downloadable!]
78-84 Automated Inference And The Future Of Econometrics: A Comment by Paruolo, Paolo [Downloadable!]
85-115 Automatic Inference For Infinite Order Vector Autoregressions by Kuersteiner, Guido M. [Downloadable!]
116-142 Hac Estimation By Automated Regression by Phillips, Peter C.B. [Downloadable!]
143-157 Nonparametric Inference For Unbalanced Time Series Data by Linton, Oliver [Downloadable!]
158-170 Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation by Smith, Richard J. [Downloadable!]
171-180 Robust Covariance Matrix Estimation: Hac Estimates With Long Memory/Antipersistence Correction by Robinson, P.M. [Downloadable!]
181-211 Estimating Linear Dynamical Systems Using Subspace Methods by Bauer, Dietmar [Downloadable!]
212-231 Real-Time Econometrics by Pesaran, Hashem & Timmermann, Allan [Downloadable!]
232-261 Automated Inference And Learning In Modeling Financial Volatility by McAleer, Michael [Downloadable!]
262-277 A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets by Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert [Downloadable!]
278-297 A Dialogue Concerning A New Instrument For Econometric Modeling by Granger, Clive W.J. & Hendry, David F. [Downloadable!]
298-298 COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY by Granger, Clive W.J. [Downloadable!]
2004, Volume 20, Issue 06 995-1045 Weak Dependence: Models And Applications To Econometrics by Nze, Patrick Ango & Doukhan, Paul [Downloadable!]
1046-1093 Nonparametric Regression In The Presence Of Measurement Error by Schennach, Susanne M. [Downloadable!]
1094-1139 The Live Method For Generalized Additive Volatility Models by Kim, Woocheol & Linton, Oliver [Downloadable!]
1140-1167 SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS by Berkes, Istv n & Gombay, Edit & Horv th, Lajos & Kokoszka, Piotr [Downloadable!]
1168-1202 Testing For Structural Change In The Presence Of Auxiliary Models by Ghysels, Eric & Guay, Alain [Downloadable!]
1203-1226 Asymptotic Inference For Nonstationary Garch by Jensen, S ren Tolver & Rahbek, Anders [Downloadable!]
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IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .