This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
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
2001, Volume 17, Issue 05
2001, Volume 17, Issue 04 671-685 The Variance Of An Integrated Process Need Not Diverge To Infinity, And Related Results On Partial Sums Of Stationary Processes by Leeb, Hannes & P tscher, Benedikt M. [Downloadable!]
686-710 On The Log Periodogram Regression Estimator Of The Memory Parameter In Long Memory Stochastic Volatility Models by Deo, Rohit S. & Hurvich, Clifford M. [Downloadable!]
711-737 APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS by Nabeya, Seiji [Downloadable!]
738-764 Asymptotic Inference For Nonstationary Fractionally Integrated Autoregressive Moving-Average Models by Ling, Shiqing & Li, W.K. [Downloadable!]
765-784 Asymptotically Efficient Median Regression In The Presence Of Heteroskedasticity Of Unknown Form by Zhao, Quanshui [Downloadable!]
785-819 Estimation Of Excess Returns From Derivative Prices And Testing For Risk Neutral Pricing by Pandher, Gurupdesh S. [Downloadable!]
820-852 Least Absolute Deviations Regression Under Nonstandard Conditions by Rogers, Alan J. [Downloadable!]
2001, Volume 17, Issue 03 497-539 Edgeworth Expansions For Spectral Density Estimates And Studentized Sample Mean by Velasco, Carlos & Robinson, Peter M. [Downloadable!]
540-566 A Markovian Local Resampling Scheme For Nonparametric Estimators In Time Series Analysis by Paparoditis, Efstathios & Politis, Dimitris N. [Downloadable!]
567-590 Semiparametric Estimation Of A Partially Linear Censored Regression Model by Chen, Songnian & Khan, Shakeeb [Downloadable!]
591-607 Temporal Aggregation And The Finite Sample Performance Of Spectral Regression Estimators In Cointegrated Systems by Chambers, Marcus J. [Downloadable!]
608-631 Whittle Estimation Of Arch Models by Giraitis, Liudas & Robinson, Peter M. [Downloadable!]
633-668 The Et Interview: Professor Joseph B. Kadane by Chan, Ngai Hang [Downloadable!]
2001, Volume 17, Issue 02 283-295 LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS by Horv th, Lajos & Kokoszka, Piotr [Downloadable!]
296-326 Consistent Estimation In Cointegrated Vector Autoregressive Models With Nonlinear Time Trends In Cointegrating Relations by Saikkonen, Pentti [Downloadable!]
327-356 Statistical Inference In Cointegrated Vector Autoregressive Models With Nonlinear Time Trends In Cointegrating Relations by Saikkonen, Pentti [Downloadable!]
357-385 Unit Root Seasonal Autoregressive Models With A Polynomial Trend Of Higher Degree by Nabeya, Seiji [Downloadable!]
386-423 Testing For Serial Correlation Of Unknown Form Using Wavelet Methods by Lee, Jin & Hong, Yongmiao [Downloadable!]
424-450 The Error Term In The History Of Time Series Econometrics by Qin, Duo & Gilbert, Christopher L. [Downloadable!]
451-470 Asymptotic Properties Of Weighted M-Estimators For Standard Stratified Samples by Wooldridge, Jeffrey M. [Downloadable!]
471-474 An Integral Inequality On C([0,1]) And Dispersion Of Ols Under Near-Integration by Bailey, Ralph W. & Burridge, Peter & Nandeibam, Shasikanta [Downloadable!]
475-482 A Note On Bayesian Inference In Asset Pricing by Knight, J.L. & Satchell, S.E. [Downloadable!]
2001, Volume 17, Issue 01 1-28 THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE by Hillier, Grant [Downloadable!]
29-69 How To Estimate Autoregressive Roots Near Unity by Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie [Downloadable!]
70-86 Near Seasonal Integration by Rodrigues, Paulo M.M. [Downloadable!]
87-155 Structural Change In Ar(1) Models by Chong, Terence Tai-Leung [Downloadable!]
156-187 Testing For Distributional Change In Time Series by Inoue, Atsushi [Downloadable!]
188-221 A Consistent Test For Conditional Heteroskedasticity In Time-Series Regression Models by Hsiao, Cheng & Li, Qi [Downloadable!]
222-246 The Joint Moment Generating Function Of Quadratic Forms In Multivariate Autoregressive Series by Abadir, Karim M. & Larsson, Rolf [Downloadable!]
247-256 On The Range Of Correlation Coefficients Of Bivariate Ordered Discrete Random Variables by Lee, Lung-fei [Downloadable!]
257-275 Valid Edgeworth Expansion For The Sample Autocorrelation Function Under Long Range Dependence by Lieberman, Offer & Rousseau, Judith & Zucker, David M. [Downloadable!]
2000, Volume 16, Issue 06 797-834 Generalization Of Gmm To A Continuum Of Moment Conditions by Carrasco, Marine & Florens, Jean-Pierre [Downloadable!]
835-854 Monitoring Structural Changes With The Generalized Fluctuation Test by Leisch, Friedrich & Hornik, Kurt & Kuan, Chung-Ming [Downloadable!]
855-877 The Fdh Estimator For Productivity Efficiency Scores by Park, B.U. & Simar, L. & Weiner, Ch. [Downloadable!]
878-904 Mixed Normality And Ancillarity In I(2) Systems by Boswijk, H. Peter [Downloadable!]
905-926 Vector Autoregressions With Unknown Mixtures Of I(0), I(1), And I(2) Components by Chang, Yoosoon [Downloadable!]
927-997 Estimation Of Autoregressive Roots Near Unity Using Panel Data by Moon, Hyungsik R. & Phillips, Peter C.B. [Downloadable!]
998-1015 Deriving The Exact Discrete Analog Of A Continuous Time System by McCrorie, J. Roderick [Downloadable!]
1016-1041 Consistent Model Specification Tests by Fan, Yanqin & Li, Qi [Downloadable!]
2000, Volume 16, Issue 05 621-642 The Functional Central Limit Theorem And Weak Convergence To Stochastic Integrals I by de Jong, Robert M. & Davidson, James [Downloadable!]
643-666 The Functional Central Limit Theorem And Weak Convergence To Stochastic Integrals Ii by Davidson, James & de Jong, Robert M. [Downloadable!]
667-691 A Consistent Test Of Conditional Parametric Distributions by Zheng, John Xu [Downloadable!]
692-728 Estimating Weak Garch Representations by Francq, Christian & Zako an, Jean-Michel [Downloadable!]
729-739 Local Semiparametric Efficiency Bounds Under Shape Restrictions by Tripathi, Gautam [Downloadable!]
740-778 A Bartlett Correction Factor For Tests On The Cointegrating Relations by Johansen, S ren [Downloadable!]
779-789 BEHAVIOR OF DICKEY FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS by Leybourne, Stephen J. & Newbold, Paul [Downloadable!]
2000, Volume 16, Issue 04 465-501 Nonparametric Estimation Of Additive Nonlinear Arx Time Series: Local Linear Fitting And Projections by Cai, Zongwu & Masry, Elias [Downloadable!]
502-523 Efficient Estimation Of Generalized Additive Nonparametric Regression Models by Linton, Oliver B. [Downloadable!]
524-550 Asymptotic Efficiency Of The Two Stage Estimator In I (2) Systems by Paruolo, Paolo [Downloadable!]
551-575 Semiparametric Estimation Of Multiple Equation Models by Picone, Gabriel A. & Butler, J.S. [Downloadable!]
576-601 Nonparametric Significance Testing by Lavergne, Pascal & Vuong, Quang [Downloadable!]
603-609 Identification Of The Binary Choice Model With Misclassification by Lewbel, Arthur [Downloadable!]
611-617 Semiparametric Methods In Econometrics by Li, Qi [Downloadable!]
2000, Volume 16, Issue 03 2000, Volume 16, Issue 02 151-175 Tests Of Rank by Robin, Jean-Marc & Smith, Richard J. [Downloadable!]
176-199 Tests Of Common Stochastic Trends by Nyblom, Jukka & Harvey, Andrew [Downloadable!]
200-230 Asymptotic Distributions For Unit Root Test Statistics In Nearly Integrated Seasonal Autoregressive Models by Nabeya, Seiji [Downloadable!]
231-248 Small-Sample Likelihood-Based Inference In The Arfima Model by Lieberman, Offer & Rousseau, Judith & Zucker, David M. [Downloadable!]
249-261 Lm Tests In The Presence Of Non-Normal Error Distributions by Furno, Marilena [Downloadable!]
262-268 A Strong Consistency Proof For Heteroskedasticity And Autocorrelation Consistent Covariance Matrix Estimators by de Jong, Robert M. [Downloadable!]
269-279 Simultaneous Equations With Incomplete Panels by Baltagi, Badi H. & Chang, Young-Jae [Downloadable!]
280-282 A New Method For Obtaining The Autocovariance Of An Arma Model: An Exact Form Solution by Karanasos, Menelaos [Downloadable!]
283-285 Meeting Of The New Zealand Econometric Study Group (Nzesg) by Oxley, Les & Phillips, Peter C.B. [Downloadable!]
2000, Volume 16, Issue 01 3-22 Stationary Arch Models: Dependence Structure And Central Limit Theorem by Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus [Downloadable!]
23-43 Some Properties Of Vector Autoregressive Processes With Markov-Switching Coefficients by Yang, Minxian [Downloadable!]
44-79 Non-Gaussian Log-Periodogram Regression by Velasco, Carlos [Downloadable!]
80-101 Bayesian Regression Analysis With Scale Mixtures Of Normals by Fern ndez, Carmen & Steel, Mark F.J. [Downloadable!]
102-111 Cointegration And Distance Between Information Sets by Triacca, Umberto [Downloadable!]
113-125 The Et Interview: Professor Olav Reiers L by Willassen, Yngve [Downloadable!]
127-130 Dynamic Nonlinear Econometric Models Asymptotic Theory by de Jong, Robert M. [Downloadable!]
131-138 Simulation-Based Econometric Methods by Andersen, Torben G. [Downloadable!]
139-142 Econometric Methods by Tripathi, Gautam [Downloadable!]
1999, Volume 15, Issue 06 1999, Volume 15, Issue 05 643-663 Deciding Between I(0) And I(1) Via Flil-Based Bounds by Corradi, Valentina [Downloadable!]
664-703 Cointegrating Regressions With Time Varying Coefficients by Park, Joon Y. & Hahn, Sang B. [Downloadable!]
704-709 The Local Asymptotic Power Of Certain Tests For Fractional Integration by Wright, Jonathan H. [Downloadable!]
710-718 Optimality For The Integrated Conditional Moment Test by Boning, Wm. Brent & Sowell, Fallaw [Downloadable!]
719-752 Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings by Cribari-Neto, Francisco & Jensen, Mark J. & Novo, lvaro A. [Downloadable!]
753-776 Et Interview: Professor G.S. Maddala by Lahiri, Kajal [Downloadable!]
1999, Volume 15, Issue 04 435-468 Multivariate Time Series With Various Hidden Unit Roots, Part I by Gregoir, St phane [Downloadable!]
469-518 Multivariate Time Series With Various Hidden Unit Roots, Part Ii by Gregoir, St phane [Downloadable!]
519-548 Efficient Detrending In Cointegrating Regression by Xiao, Zhijie & Phillips, Peter C.B. [Downloadable!]
549-582 The Nonstationary Fractional Unit Root by Tanaka, Katsuto [Downloadable!]
583-621 On Asymptotic Inference In Cointegrated Time Series With Fractionally Integrated Errors by Jeganathan, P. [Downloadable!]
622-628 Spurious Regression Between I(1) Processes With Infinite Variance Errors by Tsay, Wen-Jen [Downloadable!]
639-641 Obituary by Lahiri, Kajal & Phillips, Peter C.B. [Downloadable!]
1999, Volume 15, Issue 03 1999, Volume 15, Issue 02 1999, Volume 15, Issue 01 1-23 Unit Root Tests Based On Adaptive Maximum Likelihood Estimation by Shin, Dong Wan & So, Beong Soo [Downloadable!]
24-49 Asymptotics Of Ml Estimator For Regression Models With A Stochastic Trend Component by Kuo, Biing-Shen [Downloadable!]
50-78 Local Power Of Likelihood Ratio Tests For The Cointegrating Rank Of A Var Process by Saikkonen, Pentti & L tkepohl, Helmut [Downloadable!]
79-98 Semiparametric Estimation Of A Location Parameter In The Binary Choice Model by Chen, Songnian [Downloadable!]
99-113 Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models by Kobayashi, Masahito & McAleer, Michael [Downloadable!]
114-138 Constrained Smoothing Splines by P o, Juan M. Rodriguez [Downloadable!]
139-149 Asymptotic Moments Of Some Unit Root Test Statistics In The Null Case by Nabeya, Seiji [Downloadable!]
1998, Volume 14, Issue 06 699-699 The Tjalling C. Koopmans Econometric Theory Prize: 1994 1996 by Phillips, Peter C.B. [Downloadable!]
701-743 Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures by Kleibergen, Frank & van Dijk, Herman K. [Downloadable!]
744-769 Testing For Embeddability By Stationary Reversible Continuous-Time Markov Processes by Florens, Jean-Pierre & Renault, Eric & Touzi, Nizar [Downloadable!]
770-782 Moment Generating Functions And Further Exact Results For Seasonal Autoregressions by Pitarakis, Jean-Yves [Downloadable!]
783-793 A Note On The Convergence Of Nonparametric Dea Estimators For Production Efficiency Scores by Kneip, Alois & Park, Byeong U. & Simar, L opold [Downloadable!]
795-798 An Introduction To Econometric Theory by Linton, Oliver B. [Downloadable!]
800-801 Econometric Society Australasian Meetings 1997 (ESAM97) by Martin, Vance L. [Downloadable!]
1998, Volume 14, Issue 05 1998, Volume 14, Issue 04 1998, Volume 14, Issue 03 295-325 Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative by Stinchcombe, Maxwell B. & White, Halbert [Downloadable!]
326-338 On Estimating An Arma Model With An Ma Unit Root by McCabe, B.P.M. & Leybourne, S.J. [Downloadable!]
339-354 Chi-Square-Type Distributions For Heavy-Tailed Variates by Mittnik, Stefan & Rachev, Svetlozar T. & Kim, Jeong-Ryeol [Downloadable!]
355-363 Effect Of A Shift In The Trend Function On Dickey Fuller Unit Root Tests by Monta s, Antonio & Reyes, Marcelo [Downloadable!]
365-368 Financial Calculus: An Introduction To Derivative Pricing by S renson, Bent E. [Downloadable!]
369-374 Topics In Advanced Econometrics: Estimation, Testing, And Specification Of Cross-Section And Time Series Models by Whang, Yoon-Jae [Downloadable!]
375-378 Time-Series-Based Econometrics by Choi, In [Downloadable!]
379-380 Handbook Of Matrices by Magnus, Jan R. [Downloadable!]
1998, Volume 14, Issue 02 161-186 Quasi-Indirect Inference For Diffusion Processes by Broze, Laurence & Scaillet, Olivier & Zako an, Jean-Michel [Downloadable!]
187-199 A Parametric Characterization Of Integrated Vector Autoregressive (Var) Processes by la Cour, Lisbeth [Downloadable!]
200-221 On Phillips Perron-Type Tests For Seasonal Unit Roots by Breitung, J rg & Franses, Philip Hans [Downloadable!]
222-259 Tests For Structural Change In Cointegrated Systems by Seo, Byeongseon [Downloadable!]
260-284 Central Limit And Functional Central Limit Theorems For Hilbert-Valued Dependent Heterogeneous Arrays With Applications by Chen, Xiaohong & White, Halbert [Downloadable!]
293-294 Editor'S Tribute by Phillips, Peter C.B. [Downloadable!]
1998, Volume 14, Issue 01 0 |1 |2 Access
and download statistics
Did you know? All top Economics journals are listed on RePEc .
This page was last updated on 2008-11-20.
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 .