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Cambridge University Press Econometric Theory Contact information of
Cambridge University Press: http://journals.cambridge.org/jid_ECT
For technical questions regarding this series, please contact
(Mike Eden) Series handle: repec:cup:etheor
More pages of listings: 0 |1 |2 |3 |4 |5 |6 2009, Volume 25, Issue 06
1451-1456 Special Issue Of Econometric Theory In Honor Of Paul Newbold: Guest Editors? Introduction by Leybourne, Stephen & Taylor, A.M. Robert [Downloadable!]
1460-1465 The Research Interests Of Paul Newbold by Granger, Clive W.J. & Leybourne, Stephen J. [Downloadable!]
1466-1497 Local Limit Theory And Spurious Nonparametric Regression by Phillips, Peter C.B. [Downloadable!]
1498-1514 Averaging Estimators For Regressions With A Possible Structural Break by Hansen, Bruce E. [Downloadable!]
1515-1544 A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic by Nielsen, Morten ?rregaard [Downloadable!]
1545-1588 Testing For A Unit Root In The Presence Of A Possible Break In Trend by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert [Downloadable!]
1589-1624 Representation And Weak Convergence Of Stochastic Integrals With Fractional Integrator Processes by Davidson, James & Hashimzade, Nigar [Downloadable!]
1625-1661 Robust Inference In Autoregressions With Multiple Outliers by Cavaliere, Giuseppe & Georgiev, Iliyan [Downloadable!]
1662-1681 The Properties Of Kullback?Leibler Divergence For The Unit Root Hypothesis by Marsh, Patrick [Downloadable!]
1682-1715 Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past by Phillips, Peter C.B. & Magdalinos, Tassos [Downloadable!]
1716-1733 Inference On Nonparametrically Trending Time Series With Fractional Errors by Robinson, P.M. [Downloadable!]
1734-1753 Heteroskedasticity-Robust Testing For A Fractional Unit Root by Kew, Hsein & Harris, David [Downloadable!]
1754-1792 Gls-Based Unit Root Tests With Multiple Structural Breaks Under Both The Null And The Alternative Hypotheses by Carrion-i-Silvestre, Josep Llu?s & Kim, Dukpa & Perron, Pierre [Downloadable!]
1793-1828 Testing For General Fractional Integration In The Time Domain by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio [Downloadable!]
1829-1850 Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root by Elliott, Graham & Pesavento, Elena [Downloadable!]
1851-1868 A Note On The Pooling Of Individual Panic Unit Root Tests by Westerlund, Joakim & Larsson, Rolf [Downloadable!]
1869-1892 Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity by Gao, Jiti & King, Maxwell & Lu, Zudi & Tj?stheim, Dag [Downloadable!]
2009, Volume 25, Issue 05 1139-1142 Obituary by Hendry, David F. & Phillips, Peter C.B. [Downloadable!]
1143-1179 Bias Reduction And Likelihood-Based Almost Exactly Sized Hypothesis Testing In Predictive Regressions Using The Restricted Likelihood by Chen, Willa W. & Deo, Rohit S. [Downloadable!]
1180-1207 Weak Convergence Of Nonlinear Transformations Of Integrated Processes: The Multivariate Case by Christopeit, Norbert [Downloadable!]
1208-1227 Least Absolute Deviation Estimation For Unit Root Processes With Garch Errors by Li, Guodong & Li, Wai Keung [Downloadable!]
1228-1276 Heteroskedastic Time Series With A Unit Root by Cavaliere, Giuseppe & Taylor, A.M. Robert [Downloadable!]
1277-1288 Integrated Markov-Switching Garch Process by Liu, Ji-Chun [Downloadable!]
1289-1318 A Bias-Corrected Nonparametric Envelopment Estimator Of Frontiers by B?din, Luiza & Simar, L?opold [Downloadable!]
1319-1347 Opening The Black Box: Structural Factor Models With Large Cross Sections by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia [Downloadable!]
1348-1391 Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data by Kruiniger, Hugo [Downloadable!]
1392-1414 Efficient Semiparametric Seemingly Unrelated Quantile Regression Estimation by Jun, Sung Jae & Pinkse, Joris [Downloadable!]
1415-1432 Nonstandard Quantile-Regression Inference by Goh, S.C. & Knight, K. [Downloadable!]
1433-1445 Uniform Convergence Rates Of Kernel Estimators With Heterogeneous Dependent Data by Kristensen, Dennis [Downloadable!]
2009, Volume 25, Issue 04 891-900 Econometric Theory Memorial To Albert Rex Bergstrom?Introduction by Chambers, Marcus J. & Phillips, Peter C.B. & Taylor, A.M. Robert [Downloadable!]
903-913 The Effects Of Differencing On The Gaussian Likelihood Of Models With Unobservable Stochastic Trends: A Simple Example by Bergstrom, A.R. [Downloadable!]
915-957 Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model by Hillier, Grant [Downloadable!]
958-984 Exact Distribution Theory In Structural Estimation With An Identity by Phillips, Peter C.B. [Downloadable!]
985-994 On Discrete Sampling Of Time-Varying Continuous-Time Systems by Robinson, Peter M. [Downloadable!]
995-1029 Simple, Robust, And Powerful Tests Of The Breaking Trend Hypothesis by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert [Downloadable!]
1030-1049 Discrete Time Representations Of Cointegrated Continuous Time Models With Mixed Sample Data by Chambers, Marcus J. [Downloadable!]
1050-1069 The New Zealand Business Cycle by Hall, Viv B. & McDermott, C. John [Downloadable!]
1070-1086 The Limits Of Econometrics: Nonparametric Estimation In Hilbert Spaces by Chichilnisky, Graciela [Downloadable!]
1087-1098 Rex Bergstrom?S Contributions To Continuous Time Macroeconometric Modeling by Nowman, K. Ben [Downloadable!]
1099-1111 Aperiodic Dynamics In The Bergstrom/Wymer Model Of The United Kingdom by Wymer, Clifford R. [Downloadable!]
1112-1119 Cyclical Trends In Continuous Time Models by Ercolani, Joanne S. [Downloadable!]
1120-1137 Estimating Continuous-Time Models On The Basis Of Discrete Data Via An Exact Discrete Analog by McCrorie, J. Roderick [Downloadable!]
2009, Volume 25, Issue 03 583-586 Econometric Theory And Practice by Phillips, Peter C.B. [Downloadable!]
587-636 Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert [Downloadable!]
637-643 COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor by Marsh, Patrick [Downloadable!]
643-648 COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor by M?ller, Ulrich K. [Downloadable!]
649-653 COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor by Breitung, J?rg [Downloadable!]
653-654 COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor by Burridge, Peter [Downloadable!]
654-657 COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor by Xiao, Zhijie [Downloadable!]
658-667 Rejoinder by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert [Downloadable!]
669-709 Validity Of Subsampling And ?Plug-In Asymptotic? Inference For Parameters Defined By Moment Inequalities by Andrews, Donald W.K. & Guggenberger, Patrik [Downloadable!]
710-738 Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression by Wang, Qiying & Phillips, Peter C.B. [Downloadable!]
739-747 Convergence To Stochastic Power Integrals For Dependent Heterogeneous Processes by Sandberg, Rickard [Downloadable!]
748-763 Central Limit Theorems For Weighted Sums Of Linear Processes: Lp -Approximability Versus Brownian Motion by Mynbaev, Kairat T. [Downloadable!]
764-792 Conditions For The Propagation Of Memory Parameter From Durations To Counts And Realized Volatility by Deo, Rohit & Hurvich, Clifford M. & Soulier, Philippe & Wang, Yi [Downloadable!]
793-805 Optimal Invariant Inference When The Number Of Instruments Is Large by Chioda, Laura & Jansson, Michael [Downloadable!]
806-818 Admissible Invariant Similar Tests For Instrumental Variables Regression by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael [Downloadable!]
819-846 Copula-Based Characterizations For Higher Order Markov Processes by Ibragimov, Rustam [Downloadable!]
847-855 Efficiency Bounds For Semiparametric Estimation Of Inverse Conditional-Density-Weighted Functions by Jacho-Ch?vez, David T. [Downloadable!]
857-872 Bartlett Correction In The Stable Ar(1) Model With Intercept And Trend by van Giersbergen, Noud P.A. [Downloadable!]
873-890 A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR( p) MODELS WHEN BOTH N AND T ARE LARGE by Hayakawa, Kazuhiko [Downloadable!]
2009, Volume 25, Issue 02 305-335 On The Conditional Likelihood Ratio Test For Several Parameters In Iv Regression by Hillier, Grant [Downloadable!]
336-363 Asymptotic Theory For A Factor Garch Model by Hafner, Christian M. & Preminger, Arie [Downloadable!]
364-410 First-Order Asymptotic Theory For Parametric Misspecification Tests Of Garch Models by Halunga, Andreea G. & Orme, Chris D. [Downloadable!]
411-441 On Distinguishing Between Random Walk And Change In The Mean Alternatives by Aue, Alexander & Horv?th, Lajos & Hu?kov?, Marie & Ling, Shiqing [Downloadable!]
442-481 Nonparametric Additive Models For Panels Of Time Series by Mammen, Enno & St?ve, B?rd & Tj?stheim, Dag [Downloadable!]
482-526 Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors by Magdalinos, Tassos & Phillips, Peter C.B. [Downloadable!]
527-560 Regression-Based Seasonal Unit Root Tests by Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas [Downloadable!]
561-570 Quasi-Maximum Likelihood Estimation Of Semi-Strong Garch Models by Escanciano, Juan Carlos [Downloadable!]
571-582 Almost Sure Bounds On The Estimation Error For Ols Estimators When The Regressors Include Certain Mfi(1) Processes by Bauer, Dietmar [Downloadable!]
2009, Volume 25, Issue 01 1-42 Nonparametric Estimation Of Regression Functions With Discrete Regressors by Ouyang, Desheng & Li, Qi & Racine, Jeffrey S. [Downloadable!]
43-62 On Markov-Switching Arma Processes?Stationarity, Existence Of Moments, And Geometric Ergodicity by Stelzer, Robert [Downloadable!]
63-116 Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence by Maynard, Alex & Shimotsu, Katsumi [Downloadable!]
117-161 Modeling Multiple Regimes In Financial Volatility With A Flexible Coefficient Garch(1,1) Model by Medeiros, Marcelo C. & Veiga, Alvaro [Downloadable!]
162-194 On The Lack Of Power Of Omnibus Specification Tests by Escanciano, J. Carlos [Downloadable!]
195-210 A Generalized Portmanteau Test For Independence Between Two Stationary Time Series by Shao, Xiaofeng [Downloadable!]
211-242 Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications by Hillier, Grant & Kan, Raymond & Wang, Xiaolu [Downloadable!]
243-269 Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms by Trenkler, Carsten [Downloadable!]
270-290 Lasso-Type Gmm Estimator by Caner, Mehmet [Downloadable!]
291-297 Finite-Sample Moments Of The Coefficient Of Variation by Bao, Yong [Downloadable!]
298-301 Adding Regressors To Obtain Efficiency by Jun, Sung Jae & Pinkse, Joris [Downloadable!]
2008, Volume 24, Issue 06 1463-1499 Uniform Convergence Of Series Estimators Over Function Spaces by Song, Kyungchul [Downloadable!]
1500-1529 General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models by ???ek, Pavel [Downloadable!]
1530-1553 M-Estimation In Garch Models by Mukherjee, Kanchan [Downloadable!]
1554-1583 Generalized Autoregressive Conditional Correlation by McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer [Downloadable!]
1584-1606 Specification And Estimation Of Semiparametric Multiple-Index Models by Donkers, Bas & Schafgans, Marcia [Downloadable!]
1607-1627 Asymptotic Properties Of Nonparametric Frontier Estimators by Horv?th, Lajos & Horv?th, Zsuzsanna & Zhou, Wang [Downloadable!]
1628-1662 Adaptive Density Estimation For General Arch Models by Comte, F. & Dedecker, J. & Taupin, M.L. [Downloadable!]
1663-1697 Asymptotics And Consistent Bootstraps For Dea Estimators In Nonparametric Frontier Models by Kneip, Alois & Simar, L?opold & Wilson, Paul W. [Downloadable!]
1699-1716 Unit Root Test In A Threshold Autoregression: Asymptotic Theory And Residual-Based Block Bootstrap by Seo, Myung Hwan [Downloadable!]
1717-1728 A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters by Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo [Downloadable!]
2008, Volume 24, Issue 05 1149-1173 Semiparametric Estimation Of Nonstationary Censored Panel Data Models With Time Varying Factor Loads by Chen, Songnian & Khan, Shakeeb [Downloadable!]
1174-1206 Nonparametric Estimation Of The Diffusion Coefficient Of Stochastic Volatility Models by Ren?, Roberto [Downloadable!]
1207-1253 Fractional Cointegration In Stochastic Volatility Models by da Silva, Afonso Gon?alves & Robinson, Peter M. [Downloadable!]
1254-1276 Estimating Panel Data Duration Models With Censored Data by Lee, Sokbae [Downloadable!]
1277-1290 Weighted Average Power Similar Tests For Structural Change In The Gaussian Linear Regression Model by Forchini, Giovanni [Downloadable!]
1291-1320 Ergodicity, Mixing, And Existence Of Moments Of A Class Of Markov Models With Applications To Garch And Acd Models by Meitz, Mika & Saikkonen, Pentti [Downloadable!]
1321-1342 Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models by Cai, Zongwu & Li, Qi [Downloadable!]
1343-1372 Near-Integrated Random Coefficient Autoregressive Time Series by Aue, Alexander [Downloadable!]
1373-1403 Detection Of Functional Form Misspecification In Cointegrating Relations by Kasparis, Ioannis [Downloadable!]
1404-1424 ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES by Gao, Feng & Song, Fengming [Downloadable!]
1425-1441 Data Dependent Rules For Selection Of The Number Of Leads And Lags In The Dynamic Ols Cointegrating Regression by Kejriwal, Mohitosh & Perron, Pierre [Downloadable!]
1443-1455 Notes And Problems A General Bound For The Limiting Distribution Of Breitung'S Statistic by Davidson, James & Magnus, Jan R. & Wiegerinck, Jan [Downloadable!]
1456-1460 Redundancy Of Moment Conditions And The Efficiency Of Ols In Sur Models by Qian, Hailong [Downloadable!]
1461-1462 The A.R. Bergstrom Prize In Econometrics: 2007 by Hall, V.B. & Phillips, P.C.B. [Downloadable!]
2008, Volume 24, Issue 04 829-864 A Nonparametric Hellinger Metric Test For Conditional Independence by Su, Liangjun & White, Halbert [Downloadable!]
865-887 Limit Theory For Explosively Cointegrated Systems by Phillips, Peter C.B. & Magdalinos, Tassos [Downloadable!]
888-947 Regression Asymptotics Using Martingale Convergence Methods by Ibragimov, Rustam & Phillips, Peter C.B. [Downloadable!]
948-987 Robust Optimal Tests For Causality In Multivariate Time Series by Saidi, Abdessamad & Roy, Roch [Downloadable!]
988-1009 Matrix Formulas For Nonstationary Arima Signal Extraction by McElroy, Tucker [Downloadable!]
1010-1043 Quantile Regression With Mismeasured Covariates by Schennach, Susanne M. [Downloadable!]
1044-1062 Testing Hypotheses About Absolute Concentration Curves And Marginal Conditional Stochastic Dominance by Schechtman, Edna & Shelef, Amit & Yitzhaki, Shlomo & Zitikis, Ri?ardas [Downloadable!]
1063-1092 Using Subspace Methods For Estimating Arma Models For Multivariate Time Series With Conditionally Heteroskedastic Innovations by Bauer, Dietmar [Downloadable!]
1093-1129 Testing For Seasonal Unit Roots In Periodic Integrated Autoregressive Processes by Castro, Tomas del Barrio & Osborn, Denise R. [Downloadable!]
1131-1136 On The Relation Between The Vec And Bekk Multivariate Garch Models by Stelzer, Robert [Downloadable!]
1137-1148 Regime-Switching Autoregressive Coefficients And The Asymptotics For Unit Root Tests by Cavaliere, Giuseppe & Georgiev, Iliyan [Downloadable!]
2008, Volume 24, Issue 03 587-615 Asymptotics For Cointegrated Processes With Infrequent Stochastic Level Shifts And Outliers by Georgiev, Iliyan [Downloadable!]
616-630 The Impossibility Of Consistent Discrimination Between I(0) And I(1) Processes by M?ller, Ulrich K. [Downloadable!]
631-650 Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root by Phillips, Peter C.B. & Han, Chirok [Downloadable!]
651-676 A Representation Theory For A Class Of Vector Autoregressive Models For Fractional Processes by Johansen, S?ren [Downloadable!]
677-695 Multivariate Autoregression Of Order One With Infinite Variance Innovations by Zarepour, M. & Roknossadati, S.M. [Downloadable!]
696-725 Kernel Estimation When Density May Not Exist by Zinde-Walsh, Victoria [Downloadable!]
726-748 Uniform Convergence Rates For Kernel Estimation With Dependent Data by Hansen, Bruce E. [Downloadable!]
749-794 Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification And Consistency Results by Bierens, Herman J. [Downloadable!]
795-807 A Permutation-Based Estimator For Monotone Index Models by Bhattacharya, Debopam [Downloadable!]
809-822 The Limit Distribution Of The Cusum Of Squares Test Under General Mixing Conditions by Deng, Ai & Perron, Pierre [Downloadable!]
823-828 A Note On Inequality Constraints In The Garch Model by Tsai, Henghsiu & Chan, Kung-Sik [Downloadable!]
2008, 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!]
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!]
2008, 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!]
2007, 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!]
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This page was last updated on 2009-11-24.
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 .