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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
2000, Volume 16, Issue 02
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 1997, Volume 13, Issue 06 769-769 New Heraldry for ET by Phillips, Peter C.B. [Downloadable!]
771-790 Curved Exponential Models in Econometrics by van Garderen, Kees Jan [Downloadable!]
791-807 Existence of Unbiased Estimators of the Black/Scholes Option Price, Other Derivatives, and Hedge Ratios by Knight, John L & Satchell, Stephen E. [Downloadable!]
808-817 Optimal Prediction Under Asymmetric Loss by Christoffersen, Peter F. & Diebold, Francis X. [Downloadable!]
818-848 Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series by Vogelsang, Timothy J. [Downloadable!]
850-876 Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables by Choi, In & Park, Joon Y. & Yu, Byungchul [Downloadable!]
877-888 Multivariate Linear Rational Expectations Models by Binder, Michael & Pesaran, M. Hashem [Downloadable!]
889-889 Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations by Baltagi, Badi H. & Wu, Ping X. [Downloadable!]
890-890 A Fundamental Matrix Result on Scaling in Multivariate Analysis by Neudecker, Heinz & Satorra, Albert & van de Velden, Michel [Downloadable!]
891-893 Heteroskedastic Fixed Effects Models?Solution by Kleiber, Christian [Downloadable!]
893-894 Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring?Solution by Canals, Jos? & Gurmu, Shiferaw [Downloadable!]
894-895 Roots of an Orthogonal Matrix?Solution by Boswijk, H. Peter & Lu, Maozo [Downloadable!]
895-896 On the Bias of Standard Errors of the LS Residual under Nonnormal Errors by Lu, Maozo [Downloadable!]
896-897 On the Bias of Standard Errors of the LS Residual under Nonnormal Errors?Solution by Lieberman, Offer & Ullah, Aman & Breunig, Robert [Downloadable!]
897-898 Linear Combinations of Stationary Processes?Solution by Kemp, Gordon C.R. [Downloadable!]
890-891 Mahalanobis Distance for Multinomial Data by Neudecker, Heinz [Downloadable!]
889-889 Relationship Between the Forward and Backward Representations of the Stationary VAR Model by Kim, Jae H. [Downloadable!]
1997, Volume 13, Issue 05 615-645 A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model by Jiang, George J. & Knight, John L. [Downloadable!]
646-666 Comovements Between Diffusion Processes by Corradi, Valentina [Downloadable!]
667-678 Multiplicative Panel Data Models Without the Strict Exogeneity Assumption by Wooldridge, Jeffrey M. [Downloadable!]
679-691 Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test by Cheung, Yin-Wong & Lai, Kon S. [Downloadable!]
692-745 On Asymptotic Inference in Linear Cointegrated Time Series Systems by Jeganathan, P. [Downloadable!]
747-754 Econometric Analysis of Panel Data by Baltagi, Badi H. & Boozer, Michael A. [Downloadable!]
757-757 Hausman's Specification Test as a Gauss-Newton Regression by Baltagi, Badi H. [Downloadable!]
758-758 Multivariate Regression Subject to Orthogonality Conditions by Farebrother, R.W. [Downloadable!]
760-764 Reasonable Spurious Regressions?Solution by Monta?es, Antonio [Downloadable!]
764-765 Orthogonal Projectors?Solution by Puntanen, Simo & Styan, George P.H. [Downloadable!]
765-766 Ordered-Reversed Stochastic Processes May Be Nonstochastic?Solution by Dhaene, Geert [Downloadable!]
766-767 The Symmetry of a Moore-Penrose Inverse?Solution by Goerlich, Francisco [Downloadable!]
758-760 Instrument Selection for Consistent IV Estimators?Solution by Ryan, David L. & Young, Denise [Downloadable!]
757-758 Asymptotic Properties of the Least-Squares Estimator of the Variance in a Linear Model by Heijmans, Risto [Downloadable!]
1997, Volume 13, Issue 04 467-505 Gaussian Estimation of Mixed-Order Continuous-Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data by Bergstrom, A.R. [Downloadable!]
506-528 Weak Convergence to a Matrix Stochastic Integral with Stable Processes by Caner, Mehmet [Downloadable!]
529-557 Principal Components Analysis of Cointegrated Time Series by Harris, David [Downloadable!]
558-581 An Asymptotic Expansion in the GARCH(l, 1) Model by Linton, Oliver [Downloadable!]
583-588 A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models by Hahn, Jinyong [Downloadable!]
589-603 The Formation of Econometrics: A Historical Perspective Duo Qin Oxford University Press, 1993 by Neuberg, Leland Gerson [Downloadable!]
605-605 A Consistent Estimator for Truncated Poisson Models with Specification Error by Silva, Joao Santos [Downloadable!]
606-606 Properties of Idempotent Matrix by Hartwig, Robert E. & Trenkler, G?tz [Downloadable!]
608-613 Local-to-Spurious Regression?Solution by Lubian, Diego [Downloadable!]
613-614 Multivariate Regression with Unequal Number of Observations?Solution by Sentana, Enrique [Downloadable!]
606-608 Occasional Optimality of T( ? 1) by Burridge, Peter [Downloadable!]
606-606 Order Invariability of Idempotent Matrix by Han, K. & Im, E. & Snow, M.S. [Downloadable!]
605-605 Coherency Conditions in a Simultaneous Equations Model with an Interval-Censored Endogenous Variable by Sapra, S.K. [Downloadable!]
1997, Volume 13, Issue 03 315-352 Estimating Multiple Breaks One at a Time by Bai, Jushan [Downloadable!]
353-367 Central Limit Theorems for Dependent Heterogeneous Random Variables by de Jong, Robert M. [Downloadable!]
368-391 Comparison of Deterministic and Stochastic Predictors in Nonlinear Systems When the Disturbances Are Small by Arvin-Rad, Hassan [Downloadable!]
392-405 Approximate Solutions to Stochastic Dynamic Programs by Stern, Steven [Downloadable!]
406-429 Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances by Chaturvedi, Anoop & Hasegawa, Hikaru & Chaturvedi, Ajit & Shukla, Govind [Downloadable!]
430-461 Estimation in the Cox-Ingersoll-Ross Model by Overbeck, Ludger & Ryd?n, Tobias [Downloadable!]
463-463 A Simple Linear Trend Model with Error Components by Baltagi, Badi H. & Kr?mer, Walter [Downloadable!]
464-464 An Inequality Concerning the Hadamard Matrix Product by Neudecker, Heinz [Downloadable!]
465-466 Global Concavity of the Likelihood Functions for Two Binary Choice Models by McCrorie, J. Roderick [Downloadable!]
466-466 Generalization of a Matrix Inequality by Anderson, T.W. [Downloadable!]
464-465 Kernel Regression with ?No? Information by Linton, Oliver [Downloadable!]
464-464 Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model by Sapra, S.K. [Downloadable!]
463-464 Two Matrix Inequalities Involving the Moore-Penrose Inverse by Liu, Shuangzhe & Polasek, Wolfgang [Downloadable!]
463-463 Estimation of a Triangular, Seemingly Unrelated, Regression System by OLS by Sentana, Enrique [Downloadable!]
1997, Volume 13, Issue 02 145-147 The Econometric Theory Awards by Phillips, Peter C.B. [Downloadable!]
148-148 The A.R. Bergstrom Prize in Econometrics, 1996 by Hall, V.B. & Phillips, P.C.B. [Downloadable!]
149-169 Cointegration Testing Using Pseudolikelihood Ratio Tests by Lucas, Andr? [Downloadable!]
170-184 The Cumulant Generating Function Estimation Method by Knight, John L. & Satchell, Stephen E. [Downloadable!]
185-213 Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity by Cardell, N. Scott [Downloadable!]
214-252 Additive Nonlinear ARX Time Series and Projection Estimates by Masry, Elias & Tj?stheim, Dag [Downloadable!]
253-303 The ET Interview: Professor Clive Granger by Granger, Clive W.J. [Downloadable!]
305-306 Standard Errors for the Long-Run Variance Matrix by Paruolo, Paolo [Downloadable!]
306-307 Asymptotic Inefficiency of an Estimator Derived from a Kernel-Based Test Statistic by Linton, Oliver [Downloadable!]
307-308 A Joint Test for Functional Form and Random Individual Effects by Baltagi, Badi H. [Downloadable!]
308-308 Least-Squares Approximation of Off-Diagonal Elements of a Variance Matrix in the Context of Factor Analysis by Satorra, Albert & Neudecker, Heinz [Downloadable!]
310-312 Approximating the Finite Sample Bias for Maximum Likelihood Estimators Using the Score?Solution by Lambrecht, Bert & Perraudin, William & Satchell, Stephen [Downloadable!]
312-313 Properties of Functions of a Real Symmetric Matrix?Solution by Neudecker, Heinz [Downloadable!]
313-314 An Alternative Representation of the Hadamard Product?Solution by McCrorie, J. Roderick [Downloadable!]
308-309 Inconsistency of Minimum Variance Quadratic Unbiased Estimators under Non-Gaussian Compound Normal Distribution by Rolle, Jean-Daniel [Downloadable!]
1997, Volume 13, Issue 01 3-31 Semiparametric Estimation of a Single-Index Model with Nonparametrically Generated Regressors by Ahn, Hyungtaik [Downloadable!]
32-51 Semiparametric Estimation of Location and Other Discrete Choice Moments by Lewbel, Arthur [Downloadable!]
52-78 The Effect of Nonnormality by Lieberman, Offer [Downloadable!]
79-118 Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems by Paruolo, Paolo [Downloadable!]
119-132 Handbook of Econometrics, vol. 4 Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 by Hansen, Bruce E. & Horowitz, Joel L. [Downloadable!]
133-142 Stable Non-Gaussian Random Processes Gennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994 by Knight, Keith [Downloadable!]
1996, Volume 12, Issue 05 753-772 Sobolev Estimation of Approximate Regressions by Florens, Jean-Pierre & Ivaldi, Marc & Larribeau, Sophie [Downloadable!]
773-792 Spectral Analysis for Bivariate Time Series with Long Memory by Hidalgo, J. [Downloadable!]
793-813 Conditional Quantile Estimation and Inference for Arch Models by Koenker, Roger & Zhao, Quanshui [Downloadable!]
814-844 Infinite-Order Cointegrated Vector Autoregressive Processes by Saikkonen, Pentti & L?tkepohl, HELMUT [Downloadable!]
845-858 The Encompassing Principle and Hypothesis Testing by Lu, Maozu & Mizon, Grayham E. [Downloadable!]
859-865 Stochastic Limit Theory: An Introduction for Econometricians James Davidson, Oxford University Press, 1994 by Gregoir, St?phane [Downloadable!]
867-867 Heteroskedastic Fixed Effects Models by Baltagi, Badi H. [Downloadable!]
868-868 Roots of an Orthogonal Matrix by Abadir, Karim M. & Hadri, Kaddour [Downloadable!]
869-869 Linear Combinations of Stationary Processes by Taylor, A.M. Robert [Downloadable!]
870-871 The Null Distribution of Nonnested Tests with Nearly Orthogonal Regression Models by Michelis, Leo [Downloadable!]
871-872 The Moore-Penrose Inverse of a Sum of Three Matrices by Neudecker, Heinz [Downloadable!]
872-874 Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression by Gurmu, Shiferaw [Downloadable!]
874-876 Proving the Gauss?Markov Theorem without Using the Explicit Functional Form of the OLS Estimator in the CLR Model by Farebrother, R.W. [Downloadable!]
869-870 Iterative Estimation in Partitioned Regression Models by Baltagi, Badi H. [Downloadable!]
868-868 On the Bias of Standard Errors of the LS Residual and the Regression Coefficients under the Nonnormal Errors by Ullah, Aman & Breuning, Robert [Downloadable!]
867-868 Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring by Sapra, S.K. [Downloadable!]
1996, Volume 12, Issue 04 597-619 A Reappraisal of Misspecified Econometric Models by Monfort, Alain [Downloadable!]
620-656 Encompassing and Specificity by Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-Fran?ois [Downloadable!]
657-681 Which Moments to Match? by Gallant, A. Ronald & Tauchen, George [Downloadable!]
682-704 The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series by Abadir, Karim M. & Larsson, Rolf [Downloadable!]
705-723 The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test by Burridge, Peter & Guerre, Emmanuel [Downloadable!]
724-731 Near Observational Equivalence and Theoretical size Problems with Unit Root Tests by Faust, Jon [Downloadable!]
733-738 The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients by McCall, Brian P. [Downloadable!]
739-740 Modeling Stock Prices without Knowing How to Induce Stationarity by Dejong, David N. & Whiteman, Charles H. [Downloadable!]
743-743 Instrument Selection for Consistent IV Estimator by Ryan, David L. & Young, Denise [Downloadable!]
744-744 Orthogonal Projector by Gro?, J?rgen & Trenkler, G?tz [Downloadable!]
745-745 Ordered-Reversed Stochastic Processes May Be Nonstochastic by Farebrother, R.W. [Downloadable!]
746-748 Ordering of Covariance Matrice by Cappuccio, Nunzio & Lubian, Diego [Downloadable!]
748-749 The Moore-Penrose Generalized Inverse of a Symmetric Matrix by Puntanen, Simo & Styan, George P.H. [Downloadable!]
749-751 Derivation of a Fully Modified Estimator by Lubian, Diego [Downloadable!]
745-746 Testing for Random Individual Effects with a Gauss-Newton Regression by Baltagi, Badi H. [Downloadable!]
745-745 The Symmetry of a Moore-Penrose Inverse by Farebrother, R.W. [Downloadable!]
743-744 Reasonable Spurious Regressios by Hassler, Uwe [Downloadable!]
1996, Volume 12, Issue 03 0 |1 |2 |3 |4 |5 |6 Access
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