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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
2004, Volume 20, Issue 06
2004, Volume 20, Issue 05 813-843 Instrumental Variable Estimation Of A Threshold Model by Caner, Mehmet & Hansen, Bruce E. [Downloadable!]
844-882 Adaptive Testing In Continuous-Time Diffusion Models by Gao, Jiti & King, Maxwell [Downloadable!]
883-890 Nonparametric Identification Of Latent Competing Risks Models by Colby, Gordana & Rilstone, Paul [Downloadable!]
891-903 On The Asymptotic Distribution Of Impulse Response Functions With Long-Run Restrictions by Vlaar, Peter J.G. [Downloadable!]
904-926 An Extended Constant Conditional Correlation Garch Model And Its Fourth-Moment Structure by He, Changli & Ter svirta, Timo [Downloadable!]
927-942 Estimating The Skewness In Discretely Observed L Vy Processes by Woerner, Jeannette H.C. [Downloadable!]
943-962 A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS by Sun, Yixiao [Downloadable!]
963-987 Transformations For Multivariate Statistics by Marsh, Patrick [Downloadable!]
989-989 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation Solution by Baltagi, Badi H. [Downloadable!]
990-993 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation Solution by Kristensen, Dennis & Linton, Oliver [Downloadable!]
2004, Volume 20, Issue 04 643-644 NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES by Paruolo, Paolo & Phillips, Peter C.B. [Downloadable!]
645-670 Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model by Rodrigues, Paulo M.M. & Taylor, A.M. Robert [Downloadable!]
671-689 A Simple Test Of Normality For Time Series by Lobato, Ignacio N. & Velasco, Carlos [Downloadable!]
690-700 ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS by Qin, Huaizhen & Wan, Alan T.K. [Downloadable!]
701-734 A Nonparametric Simulated Maximum Likelihood Estimation Method by Fermanian, Jean-David & Salani , Bernard [Downloadable!]
735-742 The Asymptotic Distribution Of The Cointegration Rank Estimator Under The Akaike Information Criterion by Kapetanios, George [Downloadable!]
743-804 THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson by Ericsson, Neil R. [Downloadable!]
805-807 03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance Solution by Abadir, Karim M. & Magnus, Jan R. [Downloadable!]
808-810 03.3.2. The Asymptotic Distribution of the Dickey Solution by Cavaliere, Giuseppe [Downloadable!]
2004, Volume 20, Issue 03 437-463 Average Derivatives For Hazard Functions by G rgens, Tue [Downloadable!]
464-484 Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter by Lieberman, Offer & Phillips, Peter C.B. [Downloadable!]
485-512 Regression Model Fitting With A Long Memory Covariate Process by Koul, Hira L. & Baillie, Richard T. & Surgailis, Donatas [Downloadable!]
513-534 Efficient Method Of Moments In Misspecified I.I.D. Models by Aguirre-Torres, V ctor & Toribio, Manuel Dom nguez [Downloadable!]
535-562 The Bernstein Copula And Its Applications To Modeling And Approximations Of Multivariate Distributions by Sancetta, Alessio & Satchell, Stephen [Downloadable!]
563-596 Simultaneously Modeling Conditional Heteroskedasticity And Scale Change by Feng, Yuanhua [Downloadable!]
597-625 Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis by Pedroni, Peter [Downloadable!]
627-635 Addendum To by de Jong, Robert M. [Downloadable!]
636-637 A Note On The Paper By H.J. Bierens: by D az-Emparanza, Ignacio [Downloadable!]
639-640 04.3.1 An I(2) Model for VAR(1) Processes by Paruolo, Paolo [Downloadable!]
641-641 The Econometric Theory Awards 2004 by Phillips, Peter C. B. [Downloadable!]
2004, Volume 20, Issue 02 231-264 Empirical Likelihood Based Inference With Applications To Some Econometric Models by Bravo, Francesco [Downloadable!]
265-300 Bootstrap Inference In Semiparametric Generalized Additive Models by H rdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan [Downloadable!]
301-340 Cointegrating Smooth Transition Regressions by Saikkonen, Pentti & Choi, In [Downloadable!]
341-359 On The Robustness Of Hypothesis Testing Based On Fully Modified Vector Autoregression When Some Roots Are Almost One by Kauppi, Heikki [Downloadable!]
360-381 Robust Tests Of The Unit Root Hypothesis Should Not Be by Thompson, Samuel B. [Downloadable!]
382-416 A Generalized Portmanteau Goodness-Of-Fit Test For Time Series Models by Chen, Willa W. & Deo, Rohit S. [Downloadable!]
417-426 Issues Concerning The Approximation Underlying The Spectral Representation Theorem by Lippi, Marco [Downloadable!]
427-427 04.2.1. A Range Equality for Block Matrices with Orthogonal Projectors by Tian, Yongge [Downloadable!]
428-429 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model Solution by Wooldridge, Jeffrey M. [Downloadable!]
431-435 NZESG CELEBRATES PROFESSOR CLIVE GRANGER'S NOBEL AWARD: Report of the 12th New Zealand Econometrics Study Group meeting Wellington, New Zealand 17 18 October 2003 by Hall, Viv & Han, Chirok & Plantier, Christopher & Thomson, Peter [Downloadable!]
427-427 04.2.2. Characterizations of Hermitian Projectors by Dhaene, Geert & Lauwers, Luc [Downloadable!]
2004, Volume 20, Issue 01 1-22 Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem by P tscher, Benedikt M. [Downloadable!]
23-55 Optimal Versus Robust Inference In Nearly Integrated Non-Gaussian Models by Thompson, Samuel B. [Downloadable!]
56-94 Stationarity Testing With Covariates by Jansson, Michael [Downloadable!]
95-115 On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values by Rodrigues, Paulo M.M. & Taylor, A.M. Robert [Downloadable!]
116-146 Efficient Likelihood Inference In Nonstationary Univariate Models by Nielsen, Morten rregaard [Downloadable!]
147-160 STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS by Zaffaroni, Paolo [Downloadable!]
161-175 The Diffusion Limit Of A Tvp-Gqarch-M(1,1) Model by Arvanitis, Stelios [Downloadable!]
176-222 Combining Forecasting Procedures: Some Theoretical Results by Yang, Yuhong [Downloadable!]
223-224 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares by Baltagi, Badi H. [Downloadable!]
224-224 Correcting for Heteroskedasticity of Unspecified Form by Wansbeek, Tom [Downloadable!]
225-226 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function Solution by Sapra, S.K. [Downloadable!]
227-227 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution by Dhaene, G. [Downloadable!]
228-229 03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution by Carrasco, Marine [Downloadable!]
2003, Volume 19, Issue 06 885-922 Ar(1) Models, Unit Roots, And Adjusted Profile Likelihood by Pere, Pekka [Downloadable!]
923-943 Generalized Empirical Likelihood Based Model Selection Criteria For Moment Condition Models by Hong, Han & Preston, Bruce & Shum, Matthew [Downloadable!]
944-961 The Continuity Of The Limit Distribution In The Parameter Of Interest Is Not Essential For The Validity Of The Bootstrap by Inoue, Atsushi & Kilian, Lutz [Downloadable!]
962-983 Covariance Matrix Estimation And The Limiting Behavior Of The Overidentifying Restrictions Test In The Presence Of Neglected Structural Instability by Hall, Alastair R. & Inoue, Atsushi & Peixe, Fernanda P.M. [Downloadable!]
984-1007 Higher Order Asymptotic Theory For Minimum Contrast Estimators Of Spectral Parameters Of Stationary Processes by Taniguchi, Masanobu & van Garderen, Kees Jan & Puri, Madan L. [Downloadable!]
1008-1039 Semiparametric Estimation Of Separable Models With Possibly Limited Dependent Variables by Rodr guez-P o, Juan M. & Sperlich, Stefan & Vieu, Philippe [Downloadable!]
1040-1064 Semiparametric Estimation Of A Heteroskedastic Sample Selection Model by Chen, Songnian & Khan, Shakeeb [Downloadable!]
1065-1121 Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models by Hong, Yongmiao & Lee, Tae-Hwy [Downloadable!]
1123-1127 An Equivalence Result For Vc Classes Of Sets by Joslin, Scott & Sherman, Robert P. [Downloadable!]
1128-1143 Critical Values And P Values Of Bessel Process Distributions: Computation And Application To Structural Break Tests by Estrella, Arturo [Downloadable!]
1159-1193 The Et Interview: Professor Robert F. Engle, January 2003 by Diebold, Francis X. [Downloadable!]
1195-1195 03.6.1. The Central Limit Theorem for Student's Distribution by Abadir, Karim & Magnus, Jan [Downloadable!]
1196-1197 02.6.1. Oblique Projectors Solution by Werner, Hans Joachim [Downloadable!]
1197-1198 02.6.2. Autoregression and Redundant Instruments Solution by Anatolyev, Stanislav [Downloadable!]
1199-1200 The A.R. Bergstrom Prize In Econometrics: 2003 by Hall, V.B. & Phillips, P.C.B. [Downloadable!]
1201-1202 The 2000 2002 Tjalling C. Koopmans Econometric Theory Prize by Phillips, Peter C.B. [Downloadable!]
1195-1196 02.6.1. Oblique Projectors Solution by Trenkler, G tz [Downloadable!]
1195-1195 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors by Jansson, Michael [Downloadable!]
2003, Volume 19, Issue 05 707-743 Conditional Inference For Possibly Unidentified Structural Equations by Forchini, Giovanni & Hillier, Grant [Downloadable!]
744-753 Finite-Sample Instrumental Variables Inference Using An Asymptotically Pivotal Statistic by Bekker, Paul & Kleibergen, Frank [Downloadable!]
754-777 Bias Reduction In Nonparametric Diffusion Coefficient Estimation by Nicolau, Jo o [Downloadable!]
778-811 Density Functionals, With An Option-Pricing Application by Abadir, Karim M. & Rockinger, Michael [Downloadable!]
812-828 Identifiability Of Recurrent Neural Networks by Al-Falou, A.A. & Trummer, D. [Downloadable!]
829-864 Some Limit Theory For Autocovariances Whose Order Depends On Sample Size by Harris, David & McCabe, Brendan & Leybourne, Stephen [Downloadable!]
865-877 The Dickey Fuller Test For Exponential Random Walks by Davies, P.L. & Kr mer, W. [Downloadable!]
879-879 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation by Baltagi, Badi H. [Downloadable!]
880-881 02.5.1. A Mixingale Inequality Using an Exponential Moment by de Jong, Robert M. [Downloadable!]
882-883 02.5.2. Durbin Watson Statistic and Random Individual Effects by Anatolyev, Stanislav [Downloadable!]
879-880 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation by Kristensen, Dennis & Linton, Oliver [Downloadable!]
2003, Volume 19, Issue 04 515-540 Asymptotics For Garch Squared Residual Correlations by Berkes, Istv n & Horv th, Lajos & Kokoszka, Piotr [Downloadable!]
541-564 Asymptotic Inference For Unit Root Processes With Garch(1,1) Errors by Ling, Shiqing & Li, W.K. [Downloadable!]
565-586 Estimation Of The Maximal Moment Exponent Of A Garch(1,1) Sequence by Berkes, Istv n & Horv th, Lajos & Kokoszka, Piotr [Downloadable!]
587-601 Asymptotic Estimation Of The E-Gini Index by Zitikis, Ricardas [Downloadable!]
602-609 The Form Of The Optimal Nonlinear Instrument For Multiperiod Conditional Moment Restrictions by Anatolyev, Stanislav [Downloadable!]
610-619 On The Construction Of Bounds Confidence Regions by Kemp, Gordon C.R. [Downloadable!]
620-639 Inference On Segmented Cointegration by Kim, Jae-Young [Downloadable!]
640-663 Nonparametric Estimation Of Homogeneous Functions by Tripathi, Gautam & Kim, Woocheol [Downloadable!]
665-674 ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 by Maynard, Alex [Downloadable!]
675-685 CAUSALITY: MODELS, REASONING, AND INFERENCE, by Judea Pearl, Cambridge University Press, 2000 by Neuberg, Leland Gerson [Downloadable!]
686-689 Comments On Neuberg'S Review Of Causality by Pearl, Judea [Downloadable!]
691-691 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance by Abadir, Karim M. & Magnus, Jan R. [Downloadable!]
692-701 02.3.1. Regression with an Evaporating Logarithmic Trend Solution by Phillips, Peter C.B. & Sun, Yixiao [Downloadable!]
701-703 02.3.2. Badly Weighted Least Squares Solution by Wiens, Douglas P. [Downloadable!]
703-704 02.4.1. On Hadamard Product of Square Roots of Correlation Matrices Solution by Liu, Shuangzhe [Downloadable!]
704-705 02.4.2. On the Rank of a Matrix Useful in Goodness-of-Fit Testing of Structural Equation Models Solution by Puntanen, Simo & Styan, George P.H. & Werner, Hans Joachim [Downloadable!]
691-692 03.4.2. The Asymptotic Distribution of the Dickey Fuller Statistic under Nonnegativity Constraint by Cavaliere, Giuseppe [Downloadable!]
2003, Volume 19, Issue 03 2003, Volume 19, Issue 02 231-239 On The Asymptotic Power Of The Variance Ratio Test by Deo, Rohit S. & Richardson, Matthew [Downloadable!]
240-253 Power Functions And Envelopes For Unit Root Tests by Juhl, Ted & Xiao, Zhijie [Downloadable!]
254-279 Multistep Prediction In Autoregressive Processes by Ing, Ching-Kang [Downloadable!]
280-310 Asymptotic Theory For A Vector Arma-Garch Model by Ling, Shiqing & McAleer, Michael [Downloadable!]
311-321 On The Asymptotic Properties Of Some Seasonal Unit Root Tests by Taylor, A.M. Robert [Downloadable!]
322-330 Detecting Lack Of Identification In Gmm by Wright, Jonathan H. [Downloadable!]
331-400 THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign by Bera, Anil K. [Downloadable!]
401-409 FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001 by Schorfheide, Frank [Downloadable!]
411-412 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model by Wooldridge, Jeffrey M. [Downloadable!]
412-413 01.2.1. ARMA Representation of Squared Markov Switching Heteroskedastic Models Solution by Distaso, Walter [Downloadable!]
2003, Volume 19, Issue 01 1-31 Efficient Semiparametric Estimation Of A Partially Linear Quantile Regression Model by Lee, Sokbae [Downloadable!]
32-48 A Note On The Power Of Bootstrap Unit Root Tests by Swensen, Anders Rygh [Downloadable!]
49-77 The Asymptotic Efficiency Of Cointegration Estimators Under Temporal Aggregation by Chambers, Marcus J. [Downloadable!]
78-99 The Rise And Fall Of Extraneous Estimation: Lessons From Econometric History? by Buse, A. [Downloadable!]
100-142 The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations by Leeb, Hannes & P tscher, Benedikt M. [Downloadable!]
143-164 Asymptotics For General Fractionally Integrated Processes With Applications To Unit Root Tests by Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M. [Downloadable!]
165-224 Worldwide Institutional And Individual Rankings In Econometrics Over The Period 1989 1999: An Update by Baltagi, Badi H. [Downloadable!]
225-225 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function by Sapra, S.K. [Downloadable!]
226-227 02.1.1. LS and BLUE Are Algebraically Identical Solution by Farebrother, Richard William [Downloadable!]
227-228 02.1.2. A Particular Symmetric Idempotent Matrix Solution by Styan, George P.H. & Werner, Hans Joachim [Downloadable!]
225-226 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression by Anatolyev, Stanislav [Downloadable!]
2002, Volume 18, Issue 06 1291-1308 Testing For Long Memory In Volatility by Hurvich, Clifford M. & Soulier, Philippe [Downloadable!]
1309-1335 Regression Theory For Nearly Cointegrated Time Series by Jansson, Michael & Haldrup, Niels [Downloadable!]
1336-1349 On The Properties Of Some Tests For Common Stochastic Trends by Breitung, J rg & Trenkler, Carsten [Downloadable!]
1350-1366 Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal To Sample Size by Kiefer, Nicholas M. & Vogelsang, Timothy J. [Downloadable!]
1367-1384 The Bootstrap Of The Mean For Dependent Heterogeneous Arrays by Gon alves, S lvia & White, Halbert [Downloadable!]
1385-1407 Minimum Distance Estimation Of Nonstationary Time Series Models by Moon, Hyungsik Roger & Schorfheide, Frank [Downloadable!]
1408-1448 Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models by Yang, Lijian & Tschernig, Rolf [Downloadable!]
1449-1459 Consistent Covariance Matrix Estimation For Linear Processes by Jansson, Michael [Downloadable!]
2002, Volume 18, Issue 05 1019-1039 Robust Inference For The Mean In The Presence Of Serial Correlation And Heavy-Tailed Distributions by McElroy, Tucker & Politis, Dimitris N. [Downloadable!]
1040-1085 EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS by Andrews, Donald W.K. [Downloadable!]
1086-1098 Pmse Performance Of The Biased Estimators In A Linear Regression Model When Relevant Regressors Are Omitted by Namba, Akio [Downloadable!]
1099-1120 Rank Estimators For A Transformation Model by Asparouhova, Elena & Golanski, Robert & Kasprzyk, Krzysztof & Sherman, Robert P. & Asparouhov, Tihomir [Downloadable!]
1121-1138 Asymptotic Efficiency Of The Ordinary Least Squares Estimator For Regressions With Unstable Regressors by Shin, Dong Wan & Oh, Man Suk [Downloadable!]
1139-1171 Optimal Minimax Rates For Nonparametric Specification Testing In Regression Models by Guerre, Emmanuel & Lavergne, Pascal [Downloadable!]
1172-1196 Asymptotic Theory For Some High Breakdown Point Estimators by Zinde-Walsh, Victoria [Downloadable!]
1197-1220 The Limiting Properties Of The Canova And Hansen Test Under Local Alternatives by Kurozumi, Eiji [Downloadable!]
2002, Volume 18, Issue 04 823-852 The Exact Cumulative Distribution Function Of A Ratio Of Quadratic Forms In Normal Variables, With Application To The Ar(1) Model by Forchini, G. [Downloadable!]
853-867 Optimal Similar Tests For Structural Change For The Linear Regression Model by Forchini, G. [Downloadable!]
868-885 Moment Structure Of A Family Of First-Order Exponential Garch Models by He, Changli & Ter svirta, Timo & Malmsten, Hans [Downloadable!]
886-912 Estimation In An Additive Model When The Components Are Linked Parametrically by Carroll, Raymond J. & H rdle, Wolfgang & Mammen, Enno [Downloadable!]
913-925 On Variable Selection In Linear Regression by Kabaila, Paul [Downloadable!]
926-947 Selecting The Rank Of The Cointegration Space And The Form Of The Intercept Using An Information Criterion by Aznar, Antonio & Salvador, Manuel [Downloadable!]
948-961 Kernel And Bandwidth Selection, Prewhitening, And The Performance Of The Fully Modified Least Squares Estimation Method by Christou, Christina & Pittis, Nikitas [Downloadable!]
962-984 ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS by Andrews, Donald W.K. & Buchinsky, Moshe [Downloadable!]
985-991 Nonparametric Estimation Of Volatility Functions: The Local Exponential Estimator by Ziegelmann, Flavio A. [Downloadable!]
993-999 Asymptotic Theory Of Statistical Inference For Time Series by Lieberman, Offer [Downloadable!]
1000-1006 Econometrics by Choi, In [Downloadable!]
2002, Volume 18, Issue 03 547-583 Efficient Iv Estimation For Autoregressive Models With Conditional Heteroskedasticity by Kuersteiner, Guido M. [Downloadable!]
584-624 Prediction And Signal Extraction Of Strongly Dependent Processes In The Frequency Domain by Hidalgo, J. & Yajima, Y. [Downloadable!]
625-645 Semiparametric Estimation Of Partially Linear Models For Dependent Data With Generated Regressors by Li, Qi & Wooldridge, Jeffrey M. [Downloadable!]
646-672 Instrumental Variable Interpretation Of Cointegration With Inference Results For Fractional Cointegration by Marmol, Francesc & Escribano, Alvaro & Aparicio, Felipe M. [Downloadable!]
673-690 Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems by Paruolo, Paolo [Downloadable!]
691-721 Empirical Characteristic Function In Time Series Estimation by Knight, John L. & Yu, Jun [Downloadable!]
722-729 NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS by Ling, Shiqing & McAleer, Michael [Downloadable!]
730-743 Testing For Zero Autocorrelation In The Presence Of Statistical Dependence by Lobato, I.N. & Nankervis, John C. & Savin, N.E. [Downloadable!]
744-775 Structural Changes And Seemingly Unidentified Structural Equations by Choi, In [Downloadable!]
776-799 Two-Step Gmm Estimation Of The Errors-In-Variables Model Using High-Order Moments by Erickson, Timothy & Whited, Toni M. [Downloadable!]
800-814 A Note On Least Absolute Deviation Estimation Of A Threshold Model by Caner, Mehmet [Downloadable!]
815-818 Comments On The Paper By Minxian Yang: by Francq, Christian & Zako an, Jean-Michel [Downloadable!]
2002, Volume 18, Issue 02 197-251 Nonparametric Estimation And Testing Of Interaction In Additive Models by Sperlich, Stefan & Tj stheim, Dag & Yang, Lijian [Downloadable!]
252-277 Consistency And Efficiency Of Least Squares Estimation For Mixed Regressive, Spatial Autoregressive Models by Lee, Lung-Fei [Downloadable!]
278-296 A Unified Approach To The Measurement Error Problem In Time Series Models by Tanaka, Katsuto [Downloadable!]
297-312 Asymptotic Robustness In Multiple Group Linear-Latent Variable Models by Satorra, Albert [Downloadable!]
313-348 Testing For A Unit Root In A Time Series With A Level Shift At Unknown Time by Saikkonen, Pentti & L tkepohl, Helmut [Downloadable!]
349-386 Robust Estimation Of Structural Break Points by Fiteni, Inmaculada [Downloadable!]
387-419 Modeling Cyclical Behavior With Differential-Difference Equations In An Unobserved Components Framework by Chambers, Marcus J. & McGarry, Joanne S. [Downloadable!]
420-468 Nonparametric Estimation With Aggregated Data by Linton, Oliver & Whang, Yoon-Jae [Downloadable!]
469-490 An Invariance Principle For Sieve Bootstrap In Time Series by Park, Joon Y. [Downloadable!]
491-504 THE PROPERTIES OF Lp-GMM ESTIMATORS by de Jong, Robert & Han, Chirok [Downloadable!]
505-524 Testing Linear Restrictions On Cointegrating Vectors: Sizes And Powers Of Wald And Likelihood Ratio Tests In Finite Samples by Haug, Alfred A. [Downloadable!]
525-530 On A Partitioned Inversion Formula Having Useful Applications In Econometrics by Faliva, Mario & Zoia, Maria Grazia [Downloadable!]
531-539 Partial Redundancy Of Moment Conditions by Qian, Hailong [Downloadable!]
2002, Volume 18, Issue 01 1-16 ON STATIONARITY IN THE ARCH([infty infinity]) MODEL by Kazakevicius, Vytautas & Leipus, Remigijus [Downloadable!]
17-39 Mixing And Moment Properties Of Various Garch And Stochastic Volatility Models by Carrasco, Marine & Chen, Xiaohong [Downloadable!]
40-50 On Intercept Estimation In The Sample Selection Model by Schafgans, Marcia M.A. & Zinde-Walsh, Victoria [Downloadable!]
51-78 Sample Means, Sample Autocovariances, And Linear Regression Of Stationary Multivariate Long Memory Processes by Chung, Ching-Fan [Downloadable!]
79-98 On The Jackknife-After-Bootstrap Method For Dependent Data And Its Consistency Properties by Lahiri, S.N. [Downloadable!]
99-118 Stationary Processes That Look Like Random Walks The Bounded Random Walk Process In Discrete And Continuous Time by Nicolau, Jo o [Downloadable!]
119-139 The Invariance Principle For Linear Processes With Applications by Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M. [Downloadable!]
140-168 Optimal Inference With Many Instruments by Hahn, Jinyong [Downloadable!]
169-192 Regression Quantiles For Time Series by Cai, Zongwu [Downloadable!]
195-195 The 2002 Econometric Theory Awards by Phillips, Peter C. B. [Downloadable!]
2001, Volume 17, Issue 06 2001, Volume 17, Issue 05 0 |1 |2 Access
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