Cambridge University Press
Econometric Theory
Contact information of Cambridge University Press:
Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Fax: +44 (0)1223 325150
Web page: http://journals.cambridge.org/jid_ECTProvider-Email:journals@cambridge.org
For corrections or technical questions regarding this series, please contact
(Keith Waters)
Series handle: repec:cup:etheor
Citations RSS feed: at CitEc
Impact factors:
Simple,
Recursive,
Discounted,
Recursive discounted,
H-Index,
Aggregate
Access and download statistics
Top item: By citations. By downloads (last 12 months).
More pages of listings: 0| 1| 2| 3| 4| 5| 6| 7| 8
2006, Volume 22, Issue 06
- 1030-1051 A Consistent Diagnostic Test For Regression Models Using Projections
by Escanciano, J. Carlos - 1052-1090 Stochastic Unit Root Models
by Gourieroux, Christian & Robert, Christian Y. - 1091-1111 A Residual-Based Lm-Type Test Against Fractional Cointegration
by Hassler, Uwe & Breitung, J rg - 1112-1137 Asymptotic Distributions For Two Estimators Of The Single-Index Model
by Xia, Yingcun - 1138-1175 On The Identification And Estimation Of Nonstationary And Cointegrated Armax Systems
by Poskitt, D.S. - 1177-1178 Acknowledgment Of Related Prior Work
by Wooldridge, Jeffrey M. - 1179-1190 On The Breitung Test For Panel Unit Roots And Local Asymptotic Power
by Moon, H.R. & Perron, B. & Phillips, P.C.B. - 1191-1194 An Alternative Derivation Of Mundlak'S Fixed Effects Results Using System Estimation
by Baltagi, Badi H.
2006, Volume 22, Issue 05
- 765-814 Unbalanced Cointegration
by Hualde, Javier - 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 - 835-851 A Portmanteau Test For Serially Correlated Errors In Fixed Effects Models
by Inoue, Atsushi & Solon, Gary - 852-862 On The Tail Behaviors Of A Family Of Garch Processes
by Liu, Ji-Chun - 863-912 Bias-Reduced Log-Periodogram And Whittle Estimation Of The Long-Memory Parameter Without Variance Inflation
by Guggenberger, Patrik & Sun, Yixiao - 913-931 Yet More On The Exact Properties Of Iv Estimators
by Hillier, Grant - 932-946 On The Bimodality Of The Exact Distribution Of The Tsls Estimator
by Forchini, G. - 947-960 A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation
by Phillips, Peter C.B. - 961-967 NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut L tkepohl, Springer, 2005
by Kilian, Lutz - 968-972 MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005
by Otsu, Taisuke - 973-984 Random Effects And Spatial Autocorrelation With Equal Weights
by Baltagi, Badi H. - 985-988 A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes
by Meitz, Mika
2006, Volume 22, Issue 04
- 543-586 A Data-Driven Nonparametric Specification Test For Dynamic Regression Models
by Guay, Alain & Guerre, Emmanuel - 587-613 A Nonparametric Bootstrap Test Of Conditional Distributions
by Fan, Yanqin & Li, Qi & Min, Insik - 614-632 A Consistent Nonparametric Equality Test Of Conditional Quantile Functions
by Sun, Yiguo - 633-676 On Testing For Serial Correlation With A Wavelet-Based Spectral Density Estimator In Multivariate Time Series
by Duchesne, Pierre - 677-719 Limit Theorems For Bipower Variation In Financial Econometrics
by Barndorff-Nielsen, Ole E. & Graversen, Svend Erik & Jacod, Jean & Shephard, Neil - 721-742 A Study Of A Semiparametric Binary Choice Model With Integrated Covariates
by Guerre, Emmanuel & Moon, Hyungsik Roger - 743-755 FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
by Bunzel, Helle - 756-761 A Generalization Of The Burridge Guerre Nonparametric Unit Root Test
by Garc a, Ana & Sans , Andreu - 763-764 The 2003 2005 Tjalling C. Koopmans Econometric Theory Prize
by Phillips, Peter C. B.
2006, Volume 22, Issue 03
- 347-372 On The Alternative Long-Run Variance Ratio Test For A Unit Root
by Cai, Ye & Shintani, Mototsugu - 373-402 Monitoring Constancy Of Variance In Conditionally Heteroskedastic Time Series
by Horv th, Lajos & Kokoszka, Piotr & Zhang, Aonan - 403-428 Empirical Likelihood For Garch Models
by Chan, Ngai Hang & Ling, Shiqing - 429-456 A Residual-Based Test For Stochastic Cointegration
by McCabe, Brendan & Leybourne, Stephen & Harris, David - 457-482 Testing Goodness Of Fit Based On Densities Of Garch Innovations
by Horv th, Lajos & Zitikis, Ricardas - 483-498 Estimation Of Differential-Difference Equation Systems With Unknown Lag Parameters
by Ercolani, Joanne S. & Chambers, Marcus J. - 499-512 Reducing Bias Of Mle In A Dynamic Panel Model
by Hahn, Jinyong & Moon, Hyungsik Roger - 513-527 Generalized Empirical Likelihood Inference For Nonlinear And Time Series Models Under Weak Identification
by Otsu, Taisuke - 529-536 Partially Superfluous Observations
by Qian, Hailong & Tian, Yongge - 537-541 A Note On Identification With Averaged Data
by Machado, Jos A.F. & Santos Silva, J.M.C.
2006, Volume 22, Issue 02
- 173-205 Smoothed Empirical Likelihood Methods For Quantile Regression Models
by Whang, Yoon-Jae - 206-234 The Variance Ratio Statistic At Large Horizons
by Chen, Willa W. & Deo, Rohit S. - 235-257 Identification Of Covariance Structures
by Lucchetti, Riccardo - 258-278 Some Identification Issues In Nonparametric Linear Models With Endogenous Regressors
by Severini, Thomas A. & Tripathi, Gautam - 279-303 Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models
by Kapetanios, George & Shin, Yongcheol & Snell, Andy - 304-322 Convergence Of Integral Functionals Of Stochastic Processes
by Berkes, Istv n & Horv th, Lajos - 323-337 A Closed-Form Estimator For The Garch(1,1) Model
by Kristensen, Dennis & Linton, Oliver - 338-344 On The Product And Ratio Of Gamma And Weibull Random Variables
by Nadarajah, Saralees & Kotz, Samuel - 345-345 The Econometric Theory Awards 2006
by Phillips, Peter C.B.
2006, Volume 22, Issue 01
- 1-14 Unit Root Testing For Functionals Of Linear Processes
by Wu, Wei Biao - 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 - 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. - 98-126 More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors
by Su, Liangjun & Ullah, Aman - 127-157 Nonparametric Study Of Solutions Of Differential Equations
by Vanhems, Anne - 159-163 Generalization Of A Result On
by Molinari, Francesca & Peski, Marcin - 164-168 Stationarity Condition For Ar Index Process
by Im, Eric Iksoon & Hammes, David L. & Wills, Douglas T. - 169-170 The A.R. Bergstrom Prize In Econometrics: 2005
by Hall, V.B. & Phillips, P.C.B.
2005, Volume 21, Issue 06
- 1031-1057 Exact Mean Integrated Squared Error Of Higher Order Kernel Estimators
by Hansen, Bruce E. - 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. - 1087-1111 Validity Of The Sampling Window Method For Long-Range Dependent Linear Processes
by Nordman, Daniel J. & Lahiri, Soumendra N. - 1112-1129 Stationarity Tests Under Time-Varying Second Moments
by Cavaliere, Giuseppe & Taylor, A.M. Robert - 1130-1164 A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests
by Kiefer, Nicholas M. & Vogelsang, Timothy J. - 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 - 1172-1176 A Proof Of The Power Of Kim'S Test Against Stationary Processes With Structural Breaks
by Belaire-Franch, Jorge
2005, Volume 21, Issue 05
- 877-906 Partially Linear Models With Unit Roots
by Juhl, Ted & Xiao, Zhijie - 907-945 Limited Time Series With A Unit Root
by Cavaliere, Giuseppe - 946-961 ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
by Kristensen, Dennis & Rahbek, Anders - 962-990 Optimal Tests For Nested Model Selection With Underlying Parameter Instability
by Rossi, Barbara - 991-1016 A Test For Comparing Multiple Misspecified Conditional Interval Models
by Corradi, Valentina & Swanson, Norman R. - 1017-1025 The Uniqueness Of Cross-Validation Selected Smoothing Parameters In Kernel Estimation Of Nonparametric Models
by Li, Qi & Zhou, Jianxin - 1026-1028 Violating Ignorability Of Treatment By Controlling For Too Many Factors
by Wooldridge, Jeffrey M.
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. - 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 - 735-756 Estimation Of Cointegrating Vectors With Time Series Measured At Different Periodicity
by Pons, Gabriel & Sans , Andreu - 757-794 Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power
by Busetti, Fabio & Taylor, A.M. Robert - 795-837 Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration
by Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem - 838-863 Some Convergence Theory For Iterative Estimation Procedures With An Application To Semiparametric Estimation
by Dominitz, Jeff & Sherman, Robert P. - 865-869 Instrumental Variables Estimation With Panel Data
by Wooldridge, Jeffrey M. - 870-875 Equivalence Of Two Expressions Of The Impact Matrix
by Kurozumi, Eiji & Chigira, Hiroaki & Yamamoto, Taku
2005, Volume 21, Issue 03
- 491-533 Frisch'S Econometric Laboratory And The Rise Of Trygve Haavelmo'S Probability Approach
by Bjerkholt, Olav - 534-561 Strong Consistency Results For Least Squares Estimators In General Vector Autoregressions With Deterministic Terms
by Nielsen, Bent - 562-592 The Variance Ratio Test: An Analysis Of Size And Power Based On A Continuous-Time Asymptotic Framework
by Perron, Pierre & Vodounou, Cosme - 593-620 A Monte Carlo Study On The Selection Of Cointegrating Rank Using Information Criteria
by Wang, Zijun & Bessler, David A. - 621-645 The Et Interview: Professor Jan Kmenta
by Lodewijks, John - 647-652 Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004
by Startz, Richard - 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 - 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 - 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
2005, Volume 21, Issue 02
- 299-325 The Rank Of A Submatrix Of Cointegration
by Kurozumi, Eiji - 326-357 Bayesian Reference Analysis Of Cointegration
by Villani, Mattias - 358-389 Nonparametric Frontier Estimation: A Conditional Quantile-Based Approach
by Aragon, Y. & Daouia, A. & Thomas-Agnan, C. - 390-412 Consistency Of Asymmetric Kernel Density Estimators And Smoothed Histograms With Application To Income Data
by Bouezmarni, Taoufik & Scaillet, Olivier - 413-430 Further Results On The Asymptotics For Nonlinear Transformations Of Integrated Time Series
by de Jong, Robert & Wang, Chien-Ho - 431-454 On Plug-In Estimation Of Long Memory Models
by Lieberman, Offer - 455-469 Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects
by Hahn, Jinyong & Meinecke, Juergen - 472-476 An Alternative To Maximum Likelihood Based On Spacings
by Anatolyev, Stanislav & Kosenok, Grigory - 477-482 The Mean-Median-Mode Inequality: Counterexamples
by Abadir, Karim M. - 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. - 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 - 487-488 Solutions to Problems Posed in Volume 20(1) and 20(2): 04.2.2. Characterizations of Hermitian Projectors
by Lauwers, Luc - 489-489 The Econometric Theory Awards 2005
by Phillips, Peter C. B.
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. - 3-20 Automated Discovery In Econometrics
by Phillips, Peter C.B. - 21-59 Model Selection And Inference: Facts And Fiction
by Leeb, Hannes & P tscher, Benedikt M. - 60-68 Challenges For Econometric Model Selection
by Hansen, Bruce E. - 69-77 Automatic Inference Of The Contemporaneous Causal Order Of A System Of Equations
by Hoover, Kevin D. - 78-84 Automated Inference And The Future Of Econometrics: A Comment
by Paruolo, Paolo - 85-115 Automatic Inference For Infinite Order Vector Autoregressions
by Kuersteiner, Guido M. - 116-142 Hac Estimation By Automated Regression
by Phillips, Peter C.B. - 143-157 Nonparametric Inference For Unbalanced Time Series Data
by Linton, Oliver - 158-170 Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation
by Smith, Richard J. - 171-180 Robust Covariance Matrix Estimation: Hac Estimates With Long Memory/Antipersistence Correction
by Robinson, P.M. - 181-211 Estimating Linear Dynamical Systems Using Subspace Methods
by Bauer, Dietmar - 212-231 Real-Time Econometrics
by Pesaran, Hashem & Timmermann, Allan - 232-261 Automated Inference And Learning In Modeling Financial Volatility
by McAleer, Michael - 262-277 A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
by Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert - 278-297 A Dialogue Concerning A New Instrument For Econometric Modeling
by Granger, Clive W.J. & Hendry, David F. - 298-298 COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY
by Granger, Clive W.J.
2004, Volume 20, Issue 06
- 995-1045 Weak Dependence: Models And Applications To Econometrics
by Nze, Patrick Ango & Doukhan, Paul - 1046-1093 Nonparametric Regression In The Presence Of Measurement Error
by Schennach, Susanne M. - 1094-1139 The Live Method For Generalized Additive Volatility Models
by Kim, Woocheol & Linton, Oliver - 1140-1167 SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
by Berkes, Istv n & Gombay, Edit & Horv th, Lajos & Kokoszka, Piotr - 1168-1202 Testing For Structural Change In The Presence Of Auxiliary Models
by Ghysels, Eric & Guay, Alain - 1203-1226 Asymptotic Inference For Nonstationary Garch
by Jensen, S ren Tolver & Rahbek, Anders - 1227-1260 Estimation Of The Long-Run Average Relationship In Nonstationary Panel Time Series
by Sun, Yixiao - 1261-1263 03.6.1 The Central Limit Theorem for Student's Distribution Solution
by Abadir, Karim & Magnus, Jan - 1263-1264 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors Solution
by Jansson, Michael
2004, Volume 20, Issue 05
- 813-843 Instrumental Variable Estimation Of A Threshold Model
by Caner, Mehmet & Hansen, Bruce E. - 844-882 Adaptive Testing In Continuous-Time Diffusion Models
by Gao, Jiti & King, Maxwell - 883-890 Nonparametric Identification Of Latent Competing Risks Models
by Colby, Gordana & Rilstone, Paul - 891-903 On The Asymptotic Distribution Of Impulse Response Functions With Long-Run Restrictions
by Vlaar, Peter J.G. - 904-926 An Extended Constant Conditional Correlation Garch Model And Its Fourth-Moment Structure
by He, Changli & Ter svirta, Timo - 927-942 Estimating The Skewness In Discretely Observed L Vy Processes
by Woerner, Jeannette H.C. - 943-962 A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
by Sun, Yixiao - 963-987 Transformations For Multivariate Statistics
by Marsh, Patrick - 989-989 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation Solution
by Baltagi, Badi H. - 990-993 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation Solution
by Kristensen, Dennis & Linton, Oliver
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. - 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 - 671-689 A Simple Test Of Normality For Time Series
by Lobato, Ignacio N. & Velasco, Carlos - 690-700 ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
by Qin, Huaizhen & Wan, Alan T.K. - 701-734 A Nonparametric Simulated Maximum Likelihood Estimation Method
by Fermanian, Jean-David & Salani , Bernard - 735-742 The Asymptotic Distribution Of The Cointegration Rank Estimator Under The Akaike Information Criterion
by Kapetanios, George - 743-804 THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
by Ericsson, Neil R. - 805-807 03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance Solution
by Abadir, Karim M. & Magnus, Jan R. - 808-810 03.3.2. The Asymptotic Distribution of the Dickey Solution
by Cavaliere, Giuseppe
2004, Volume 20, Issue 03
- 437-463 Average Derivatives For Hazard Functions
by G rgens, Tue - 464-484 Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter
by Lieberman, Offer & Phillips, Peter C.B. - 485-512 Regression Model Fitting With A Long Memory Covariate Process
by Koul, Hira L. & Baillie, Richard T. & Surgailis, Donatas - 513-534 Efficient Method Of Moments In Misspecified I.I.D. Models
by Aguirre-Torres, V ctor & Toribio, Manuel Dom nguez - 535-562 The Bernstein Copula And Its Applications To Modeling And Approximations Of Multivariate Distributions
by Sancetta, Alessio & Satchell, Stephen - 563-596 Simultaneously Modeling Conditional Heteroskedasticity And Scale Change
by Feng, Yuanhua - 597-625 Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis
by Pedroni, Peter - 627-635 Addendum To
by de Jong, Robert M. - 636-637 A Note On The Paper By H.J. Bierens:
by D az-Emparanza, Ignacio - 639-640 04.3.1 An I(2) Model for VAR(1) Processes
by Paruolo, Paolo - 641-641 The Econometric Theory Awards 2004
by Phillips, Peter C. B.
2004, Volume 20, Issue 02
- 231-264 Empirical Likelihood Based Inference With Applications To Some Econometric Models
by Bravo, Francesco - 265-300 Bootstrap Inference In Semiparametric Generalized Additive Models
by H rdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan - 301-340 Cointegrating Smooth Transition Regressions
by Saikkonen, Pentti & Choi, In - 341-359 On The Robustness Of Hypothesis Testing Based On Fully Modified Vector Autoregression When Some Roots Are Almost One
by Kauppi, Heikki - 360-381 Robust Tests Of The Unit Root Hypothesis Should Not Be
by Thompson, Samuel B. - 382-416 A Generalized Portmanteau Goodness-Of-Fit Test For Time Series Models
by Chen, Willa W. & Deo, Rohit S. - 417-426 Issues Concerning The Approximation Underlying The Spectral Representation Theorem
by Lippi, Marco - 427-427 04.2.1. A Range Equality for Block Matrices with Orthogonal Projectors
by Tian, Yongge - 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. - 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 - 427-427 04.2.2. Characterizations of Hermitian Projectors
by Dhaene, Geert & Lauwers, Luc
2004, Volume 20, Issue 01
- 1-22 Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem
by P tscher, Benedikt M. - 23-55 Optimal Versus Robust Inference In Nearly Integrated Non-Gaussian Models
by Thompson, Samuel B. - 56-94 Stationarity Testing With Covariates
by Jansson, Michael - 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 - 116-146 Efficient Likelihood Inference In Nonstationary Univariate Models
by Nielsen, Morten rregaard - 147-160 STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS
by Zaffaroni, Paolo - 161-175 The Diffusion Limit Of A Tvp-Gqarch-M(1,1) Model
by Arvanitis, Stelios - 176-222 Combining Forecasting Procedures: Some Theoretical Results
by Yang, Yuhong - 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. - 224-224 Correcting for Heteroskedasticity of Unspecified Form
by Wansbeek, Tom - 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. - 227-227 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution
by Dhaene, G. - 228-229 03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution
by Carrasco, Marine
2003, Volume 19, Issue 06
- 885-922 Ar(1) Models, Unit Roots, And Adjusted Profile Likelihood
by Pere, Pekka - 923-943 Generalized Empirical Likelihood Based Model Selection Criteria For Moment Condition Models
by Hong, Han & Preston, Bruce & Shum, Matthew - 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 - 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. - 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. - 1008-1039 Semiparametric Estimation Of Separable Models With Possibly Limited Dependent Variables
by Rodr guez-P o, Juan M. & Sperlich, Stefan & Vieu, Philippe - 1040-1064 Semiparametric Estimation Of A Heteroskedastic Sample Selection Model
by Chen, Songnian & Khan, Shakeeb - 1065-1121 Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models
by Hong, Yongmiao & Lee, Tae-Hwy - 1123-1127 An Equivalence Result For Vc Classes Of Sets
by Joslin, Scott & Sherman, Robert P. - 1128-1143 Critical Values And P Values Of Bessel Process Distributions: Computation And Application To Structural Break Tests
by Estrella, Arturo - 1159-1193 The Et Interview: Professor Robert F. Engle, January 2003
by Diebold, Francis X. - 1195-1195 03.6.1. The Central Limit Theorem for Student's Distribution
by Abadir, Karim & Magnus, Jan - 1196-1197 02.6.1. Oblique Projectors Solution
by Werner, Hans Joachim - 1197-1198 02.6.2. Autoregression and Redundant Instruments Solution
by Anatolyev, Stanislav - 1199-1200 The A.R. Bergstrom Prize In Econometrics: 2003
by Hall, V.B. & Phillips, P.C.B. - 1201-1202 The 2000 2002 Tjalling C. Koopmans Econometric Theory Prize
by Phillips, Peter C.B. - 1195-1196 02.6.1. Oblique Projectors Solution
by Trenkler, G tz - 1195-1195 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors
by Jansson, Michael
2003, Volume 19, Issue 05
- 707-743 Conditional Inference For Possibly Unidentified Structural Equations
by Forchini, Giovanni & Hillier, Grant - 744-753 Finite-Sample Instrumental Variables Inference Using An Asymptotically Pivotal Statistic
by Bekker, Paul & Kleibergen, Frank