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Content
June 2018, Volume 34, Issue 3
- 543-573 Nonparametric Identification And Estimation Of Truncated Regression Models With Heteroskedasticity
by Chen, Songnian & Lu, Xun & Zhou, Xianbo & Zhou, Yahong
- 574-597 Nonparametric Instrumental Variables And Regular Estimation
by Hahn, Jinyong & Liao, Zhipeng
- 598-627 Estimation For The Prediction Of Point Processes With Many Covariates
by Sancetta, Alessio
- 628-658 The Linear Systems Approach To Linear Rational Expectations Models
by Al-Sadoon, Majid M.
- 659-693 Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness
by Hu, Yingyao & Shiu, Ji-Liang
- 694-703 On Nonparametric Inference In The Regression Discontinuity Design
by Kamat, Vishal
- 704-704 Residual-Based Garch Bootstrap And Second Order Asymptotic Refinement—Addendum
by Jeong, Minsoo
April 2018, Volume 34, Issue 2
- 247-252 Special Issue Of Econometric Theory In Honor Of Professor Richard J. Smith: Guest Editors’ Introduction
by Jansson, Michael & Taylor, Robert
- 253-276 Dynamic Panel Anderson-Hsiao Estimation With Roots Near Unity
by Phillips, Peter C. B.
- 277-301 Alternative Asymptotics And The Partially Linear Model With Many Regressors
by Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K.
- 302-348 Unit Root Inference For Non-Stationary Linear Processes Driven By Infinite Variance Innovations
by Cavaliere, Giuseppe & Georgiev, Iliyan & Taylor, A.M.Robert
- 349-382 Determining The Cointegration Rank In Heteroskedastic Var Models Of Unknown Order
by Cavaliere, Giuseppe & De Angelis, Luca & Rahbek, Anders & Robert Taylor, A.M.
- 383-415 Exact Likelihood Inference In Group Interaction Network Models
by Hillier, Grant & Martellosio, Federico
- 416-446 MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
by Van Garderen, Kees Jan & Sowell, Fallaw
- 447-476 Semi-Parametric Seasonal Unit Root Tests
by del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M.
- 477-507 A General Class Of Non-Nested Test Statistics For Models Defined Through Moment Restrictions
by Parente, Paulo M.D.C.
February 2018, Volume 34, Issue 1
- 1-22 Asymptotic Theory For Spectral Density Estimates Of General Multivariate Time Series
by Wu, Wei Biao & Zaffaroni, Paolo
- 23-67 Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory
by Martins-Filho, Carlos & Yao, Feng & Torero, Maximo
- 68-111 Estimating Structural Parameters In Regression Models With Adaptive Learning
by Christopeit, Norbert & Massmann, Michael
- 112-133 A General Double Robustness Result For Estimating Average Treatment Effects
by Słoczyński, Tymon & Wooldridge, Jeffrey M.
- 134-165 Identification Of Joint Distributions In Dependent Factor Models
by Ben-Moshe, Dan
- 166-185 Closed-Form Identification Of Dynamic Discrete Choice Models With Proxies For Unobserved State Variables
by Hu, Yingyao & Sasaki, Yuya
- 186-227 Adaptive Tests Of Conditional Moment Inequalities
by Chetverikov, Denis
- 228-245 Semiparametric Efficiency For Censored Linear Regression Models With Heteroskedastic Errors
by Chen, Tao
December 2017, Volume 33, Issue 6
- 1265-1305 Semiparametric Estimation Of Random Coefficients In Structural Economic Models
by Hoderlein, Stefan & Nesheim, Lars & Simoni, Anna
- 1306-1351 Robust Forecast Comparison
by Jin, Sainan & Corradi, Valentina & Swanson, Norman R.
- 1352-1386 Testing For Changes In Kendall’S Tau
by Dehling, Herold & Vogel, Daniel & Wendler, Martin & Wied, Dominik
- 1387-1417 Uniform Convergence Rates Over Maximal Domains In Structural Nonparametric Cointegrating Regression
by Duffy, James A.
- 1418-1456 Integrated Score Estimation
by Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan
- 1457-1501 Estimating The Quadratic Variation Spectrum Of Noisy Asset Prices Using Generalized Flat-Top Realized Kernels
by Varneskov, Rasmus Tangsgaard
- 1502-1515 Higher Order Moments Of Markov Switching Varma Models
by Cavicchioli, Maddalena
October 2017, Volume 33, Issue 5
- 1046-1080 Asymptotic Size Of Kleibergen’S Lm And Conditional Lr Tests For Moment Condition Models
by Andrews, Donald W.K. & Guggenberger, Patrik
- 1081-1120 Local Partitioned Quantile Regression
by Zhang, Zhengyu
- 1121-1153 Convergence Rates Of Sums Of Α-Mixing Triangular Arrays: With An Application To Nonparametric Drift Function Estimation Of Continuous-Time Processes
by Kanaya, Shin
- 1154-1185 Complementarity And Identification
by Twinam, Tate
- 1186-1217 Identifiability Of The Sign Of Covariate Effects In The Competing Risks Model
by Lo, Simon M.S. & Wilke, Ralf A.
- 1218-1241 Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable
by Kaido, Hiroaki
- 1242-1258 A Note On Generalized Empirical Likelihood Estimation Of Semiparametric Conditional Moment Restriction Models
by Sueishi, Naoya
- 1259-1263 Kernel Estimation When Density May Not Exist: A Corrigendum
by Zinde-Walsh, Victoria
August 2017, Volume 33, Issue 4
- 791-838 Bootstrapping Pre-Averaged Realized Volatility Under Market Microstructure Noise
by Hounyo, Ulrich & Gonçalves, Sílvia & Meddahi, Nour
- 839-873 Nonparametric Estimation Of Semiparametric Transformation Models
by Florens, Jean-Pierre & Sokullu, Senay
- 874-914 Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach
by Kanaya, Shin
- 915-954 Change Point Tests For The Tail Index Of Β-Mixing Random Variables
by Hoga, Yannick
- 955-979 Identification Of Paired Nonseparable Measurement Error Models
by Hu, Yingyao & Sasaki, Yuya
- 980-1012 Adaptive Bayesian Estimation Of Conditional Densities
by Norets, Andriy & Pati, Debdeep
- 1013-1038 An Almost Closed Form Estimator For The Egarch Model
by Hafner, Christian M. & Linton, Oliver
June 2017, Volume 33, Issue 3
- 534-550 Admissible Significance Tests In Simultaneous Equation Models
by Anderson, Theodore W.
- 551-577 Identification Of Discrete Choice Dynamic Programming Models With Nonparametric Distribution Of Unobservables
by Chen, Le-Yu
- 578-609 Bias Correction Of Semiparametric Long Memory Parameter Estimators Via The Prefiltered Sieve Bootstrap
by Poskitt, D. S. & Martin, Gael M. & Grose, Simone D.
- 610-635 Inference On Two-Component Mixtures Under Tail Restrictions
by Jochmans, Koen & Henry, Marc & Salanié, Bernard
- 636-663 On The Stationarity Of Dynamic Conditional Correlation Models
by Fermanian, Jean-David & Malongo, Hassan
- 664-690 On Using Linear Quantile Regressions For Causal Inference
by Kato, Ryutah & Sasaki, Yuya
- 691-716 Weak Diffusion Limits Of Dynamic Conditional Correlation Models
by Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco
- 717-738 Asymptotics Of Diagonal Elements Of Projection Matrices Under Many Instruments/Regressors
by Anatolyev, Stanislav & Yaskov, Pavel
- 739-754 Identifying Restrictions For Finite Parameter Continuous Time Models With Discrete Time Data
by Blevins, Jason R.
- 755-778 Adaptive Long Memory Testing Under Heteroskedasticity
by Harris, David & Kew, Hsein
- 779-790 Residual-Based Garch Bootstrap And Second Order Asymptotic Refinement
by Jeong, Minsoo
April 2017, Volume 33, Issue 2
- 292-330 Goodness-Of-Fit Tests For Multivariate Copula-Based Time Series Models
by Berghaus, Betina & Bücher, Axel
- 331-365 Estimating Volatility Functionals With Multiple Transactions
by Jing, Bing-Yi & Liu, Zhi & Kong, Xin-Bing
- 366-412 Asymptotic Properties Of The Cusum Estimator For The Time Of Change In Linear Panel Data Models
by Horváth, Lajos & Hušková, Marie & Rice, Gregory & Wang, Jia
- 413-438 Specification Tests For Multiplicative Error Models
by Perera, Indeewara & Silvapulle, Mervyn J.
- 439-478 Efficient Estimation Of Integrated Volatility And Related Processes
by Renault, Eric & Sarisoy, Cisil & Werker, Bas J.M.
- 479-526 Efficient Estimation Using The Characteristic Function
by Carrasco, Marine & Kotchoni, Rachidi
February 2017, Volume 33, Issue 1
- 1-68 On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix
by Preinerstorfer, David & Pötscher, Benedikt M.
- 69-104 Instrumental Variables Methods With Heterogeneity And Mismeasured Instruments
by Chalak, Karim
- 105-157 Smoothed Estimating Equations For Instrumental Variables Quantile Regression
by Kaplan, David M. & Sun, Yixiao
- 158-195 Dynamic Linear Panel Regression Models With Interactive Fixed Effects
by Moon, Hyungsik Roger & Weidner, Martin
- 196-241 Identification And Inference On Regressions With Missing Covariate Data
by Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph
- 242-261 Uniform Bahadur Representation For Nonparametric Censored Quantile Regression: A Redistribution-Of-Mass Approach
by Kong, Efang & Xia, Yingcun
December 2016, Volume 32, Issue 6
- 1317-1348 (When) Do Long Autoregressions Account For Neglected Changes In Parameters?
by Demetrescu, Matei & Hassler, Uwe
- 1349-1375 Weak Convergence To Stochastic Integrals For Econometric Applications
by Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying
- 1376-1433 Shrinkage Estimation Of Regression Models With Multiple Structural Changes
by Qian, Junhui & Su, Liangjun
- 1434-1482 A Flexible Nonparametric Test For Conditional Independence
by Huang, Meng & Sun, Yixiao & White, Halbert
- 1483-1522 Neyman’S C(Α) Test For Unobserved Heterogeneity
by Gu, Jiaying
- 1523-1568 BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
by Kim, Min Seong & Sun, Yixiao
October 2016, Volume 32, Issue 5
- 1055-1094 The Et Interview: Adrian Pagan
by Skeels, Christopher L.
- 1095-1139 The Role Of Initial Values In Conditional Sum-Of-Squares Estimation Of Nonstationary Fractional Time Series Models
by Johansen, Søren & Nielsen, Morten Ørregaard
- 1140-1177 Semiparametric Estimation With Generated Covariates
by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
- 1178-1215 Likelihood Inference In An Autoregression With Fixed Effects
by Dhaene, Geert & Jochmans, Koen
- 1216-1252 A New Characterization Of The Normal Distribution And Test For Normality
by Bera, Anil K. & Galvao, Antonio F. & Wang, Liang & Xiao, Zhijie
- 1253-1288 Estimating The Volatility Occupation Time Via Regularized Laplace Inversion
by Li, Jia & Todorov, Viktor & Tauchen, George
- 1289-1315 Cointegrating Polynomial Regressions: Fully Modified Ols Estimation And Inference
by Wagner, Martin & Hong, Seung Hyun
August 2016, Volume 32, Issue 4
- 793-826 Multivariate Ar Systems And Mixed Frequency Data: G-Identifiability And Estimation
by Anderson, Brian D.O. & Deistler, Manfred & Felsenstein, Elisabeth & Funovits, Bernd & Koelbl, Lukas & Zamani, Mohsen
- 827-860 Structural Threshold Regression
by Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming
- 861-916 Estimation Of Stochastic Volatility Models By Nonparametric Filtering
by Kanaya, Shin & Kristensen, Dennis
- 917-946 Semiparametric Efficiency Bounds For Conditional Moment Restriction Models With Different Conditioning Variables
by Hristache, Marian & Patilea, Valentin
- 947-987 Existence And Characterization Of Conditional Density Projections
by Komunjer, Ivana & Ragusa, Giuseppe
- 988-1022 A Consistent Nonparametric Test On Semiparametric Smooth Coefficient Models With Integrated Time Series
by Sun, Yiguo & Cai, Zongwu & Li, Qi
- 1023-1054 Spline Estimation Of A Semiparametric Garch Model
by Liu, Rong & Yang, Lijian
June 2016, Volume 32, Issue 3
- 533-611 Estimation Of Integrated Covariances In The Simultaneous Presence Of Nonsynchronicity, Microstructure Noise And Jumps
by Koike, Yuta
- 612-654 Adaptive Estimation Of Functionals In Nonparametric Instrumental Regression
by Breunig, Christoph & Johannes, Jan
- 655-685 Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression
by Li, Degui & Phillips, Peter C. B. & Gao, Jiti
- 686-713 Asymptotic Theory For Nonlinear Quantile Regression Under Weak Dependence
by Oberhofer, Walter & Haupt, Harry
- 714-739 Spatial Semiparametric Model With Endogenous Regressors
by Jenish, Nazgul
- 740-791 Detecting For Smooth Structural Changes In Garch Models
by Chen, Bin & Hong, Yongmiao
April 2016, Volume 32, Issue 2
February 2016, Volume 32, Issue 1
- 1-29 Nonparametric Transformation Regression With Nonstationary Data
by Linton, Oliver & Wang, Qiying
- 30-70 Averaging Of An Increasing Number Of Moment Condition Estimators
by Chen, Xiaohong & Jacho-Chávez, David T. & Linton, Oliver
- 71-121 Regularizing Priors For Linear Inverse Problems
by Florens, Jean-Pierre & Simoni, Anna
- 122-153 Model-Free Inference For Tail Risk Measures
by Xu, Ke-Li
- 154-186 FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B. & Vogelsang, Timothy J.
- 187-242 Comparison Of Inferential Methods In Partially Identified Models In Terms Of Error In Coverage Probability
by Bugni, Federico A.
- 243-259 Consistent And Conservative Model Selection With The Adaptive Lasso In Stationary And Nonstationary Autoregressions
by Kock, Anders Bredahl
December 2015, Volume 31, Issue 6
- 1153-1191 Adaptive Nonparametric Regression With Conditional Heteroskedasticity
by Jin, Sainan & Su, Liangjun & Xiao, Zhijie
- 1192-1228 Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression
by Tchatoka, Firmin Doko
- 1229-1248 Regular Variation And The Identification Of Generalized Accelerated Failure-Time Models
by Abbring, Jaap H. & Ridder, Geert
- 1249-1280 Refined Tests For Spatial Correlation
by Robinson, Peter M. & Rossi, Francesca
- 1281-1309 Specification Testing When The Null Is Nonparametric Or Semiparametric
by Rodríguez-Póo, Juan M. & Sperlich, Stefan & Vieu, Philippe
- 1310-1330 Nonparametric Identification Of Positive Eigenfunctions
by Christensen, Timothy M.
- 1331-1358 Differencing Transformations And Inference In Predictive Regression Models
by Camponovo, Lorenzo
- 1359-1381 A Nonparametric Estimator For The Covariance Function Of Functional Data
by Sancetta, Alessio
- 1382-1402 Signal Extraction In Long Memory Stochastic Volatility
by Arteche, Josu
October 2015, Volume 31, Issue 5
- 911-952 Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series
by Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag
- 953-980 Testing Instability In A Predictive Regression Model With Nonstationary Regressors
by Cai, Zongwu & Wang, Yunfei & Wang, Yonggang
- 981-1015 Hidden Markov Structures For Dynamic Copulae
by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining
- 1016-1053 Testing For Treatment Dependence Of Effects Of A Continuous Treatment
by Lu, Xun & White, Habert
- 1054-1077 Optimal Bandwidth Selection For Robust Generalized Method Of Moments Estimation
by Wilhelm, Daniel
- 1078-1101 Parametric Specification Test For Nonlinear Autoregressive Models
by Kim, Kun Ho & Zhang, Ting & Wu, Wei Biao
- 1102-1116 What Do Quantile Regressions Identify For General Structural Functions?
by Sasaki, Yuya
- 1117-1152 Tests For Parameter Instability In Dynamic Factor Models
by Han, Xu & Inoue, Atsushi
August 2015, Volume 31, Issue 4
- 671-702 Let’S Get Lade: Robust Estimation Of Semiparametric Multiplicative Volatility Models
by Koo, Bonsoo & Linton, Oliver
- 703-728 Modeling Nonstationary And Leptokurtic Financial Time Series
by Chen, Ying & Spokoiny, Vladimir
- 729-752 A Hidden Markov Model For The Detection Of Pure And Mixed Strategy Play In Games
by Shachat, Jason & Swarthout, J. Todd & Wei, Lijia
- 753-777 Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines
by Chen, Haiqiang & Fang, Ying & Li, Yingxing
- 778-810 Robust Estimation And Inference For Threshold Models With Integrated Regressors
by Chen, Haiqiang
- 811-859 Testing For Structural Change In Time-Varying Nonparametric Regression Models
by Vogt, Michael
- 860-879 Shrinkage Efficiency Bounds
by Hansen, Bruce E.
- 880-890 Asymptotic Inference For Ar Models With Heavy-Tailed G-Garch Noises
by Zhang, Rongmao & Ling, Shiqing
- 891-910 A Simple Omnibus Overidentification Specification Test For Time Series Econometric Models
by Domínguez, Manuel A. & Lobato, Ignacio N.
June 2015, Volume 31, Issue 3
- 426-448 Second Order Expansion Of The T-Statistic In Ar(1) Models
by Mikusheva, Anna
- 449-470 A Parametric Bootstrap For Heavy-Tailed Distributions
by Cornea-Madeira, Adriana & Davidson, Russell
- 471-492 Nonparametric Tests Of Density Ratio Ordering
by Beare, Brendan K. & Moon, Jong-Myun
- 493-520 Simple Two-Stage Inference For A Class Of Partially Identified Models
by Shi, Xiaoxia & Shum, Matthew
- 521-538 Identification In Discrete Markov Decision Models
by Srisuma, Sorawoot
- 539-559 Asymptotically Ump Panel Unit Root Tests—The Effect Of Heterogeneity In The Alternatives
by Gaia Becheri, I. & Drost, Feike C. & Akker, Ramon van den
- 560-580 Pricing Kernel Estimation: A Local Estimating Equation Approach
by Cai, Zongwu & Ren, Yu & Sun, Linman
- 581-646 Automated Estimation Of Vector Error Correction Models
by Liao, Zhipeng & Phillips, Peter C. B.
- 647-667 The Asymptotic Properties Of The System Gmm Estimator In Dynamic Panel Data Models When Both N And T Are Large
by Hayakawa, Kazuhiko
April 2015, Volume 31, Issue 2
- 195-212 Var Interpretations Of Haavelmo’S Market Model Of Capital And Investment
by Biørn, Erik
- 213-232 Haavelmo’S Probability Approach And The Cointegrated Var
by Juselius, Katarina
- 233-248 Haavelmo’S Contributions To Simultaneous-Equations Estimation
by Chipman, John S.
- 249-274 Trygve Haavelmo’S Experimental Methodology And Scenario Analysis In A Cointegrated Vector Autoregression
by Hoover, Kevin & Juselius, Katarina
- 275-293 Consolidation Of The Haavelmo-Cowles Commission Research Program
by Qin, Duo
- 294-336 Specification Tests For Lattice Processes
by Hidalgo, Javier & Seo, Myung Hwan
- 337-361 The Integrated Mean Squared Error Of Series Regression And A Rosenthal Hilbert-Space Inequality
by Hansen, Bruce E.
- 362-393 Econometric Analysis Of Volatility Component Models
by Wang, Fangfang & Ghysels, Eric
- 394-422 When Bias Kills The Variance: Central Limit Theorems For Dea And Fdh Efficiency Scores
by Kneip, Alois & Simar, Léopold & Wilson, Paul W.
February 2015, Volume 31, Issue 1
December 2014, Volume 30, Issue 6
- 1135-1164 Bootstrapping Density-Weighted Average Derivatives
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
- 1165-1206 On A Family Of Contrasts For Parametric Inference In Degenerate Arch Models
by Truquet, Lionel
- 1207-1246 Measurement Error And Deconvolution In Spaces Of Generalized Functions
by Zinde-Walsh, Victoria
- 1247-1271 General Inequalities For Gibbs Posterior With Nonadditive Empirical Risk
by Li, Cheng & Jiang, Wenxin & Tanner, Martin A.
- 1272-1314 Efficient Regressions Via Optimally Combining Quantile Information
by Zhao, Zhibiao & Xiao, Zhijie
- 1315-1347 Nonparametric Estimation Of Dynamic Panel Models With Fixed Effects
by Lee, Yoonseok
October 2014, Volume 30, Issue 5
August 2014, Volume 30, Issue 4
- 715-718 Guest Editors Introduction: The Special 18th Meeting Of The New Zealand Econometric Study Group In Honor Of Peter C. B. Phillips
by Hansen, Bruce E. & Park, Joon
- 719-736 Unit Roots In Life—A Graduate Student Story
by Phillips, Peter C. B.
- 737-774 Econometric Analysis Of Continuous Time Models: A Survey Of Peter Phillips’S Work And Some New Results
by Yu, Jun
- 775-814 Unit Roots: A Selective Review Of The Contributions Of Peter C. B. Phillips
by Xiao, Zhijie
- 815-838 Linear Nonstationary Models—A Review Of The Work Of Professor P.C.B. Phillips
by Tanaka, Katsuto
- 839-881 Panel Structural Modeling With Weak Instrumentation And Covariance Restrictions
by Chao, John C.
- 882-893 Peter C.B. Phillips’S Contributions To Panel Data Methods
by Moon, Hyungsik Roger & Perron, Benoit
- 894-922 Nonstationary Nonlinearity: A Survey On Peter Phillips’S Contributions With A New Perspective
by Park, Joon Y.
June 2014, Volume 30, Issue 3
- 509-535 Martingale Limit Theorem Revisited And Nonlinear Cointegrating Regression
by Wang, Qiying
- 536-579 Limit Laws In Transaction-Level Asset Price Models
by Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe
- 580-605 Realized Volatility When Sampling Times Are Possibly Endogenous
by Li, Yingying & Mykland, Per A. & Renault, Eric & Zhang, Lan & Zheng, Xinghua
- 606-646 Posterior Consistency In Conditional Density Estimation By Covariate Dependent Mixtures
by Norets, Andriy & Pelenis, Justinas
- 647-675 An Integrated Kernel-Weighted Smoothed Maximum Score Estimator For The Partially Linear Binary Response Model
by Krief, Jerome M.
- 676-714 The Bootstrap In Threshold Regression
by Yu, Ping
April 2014, Volume 30, Issue 2
- 287-333 Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure
by Andrews, Donald W.K. & Cheng, Xu
- 334-356 Point Decisions For Interval–Identified Parameters
by Song, Kyungchul
- 357-371 Empirical Likelihood Test For Causality Of Bivariate Ar(1) Processes
by Li, D. & Chan, N. H. & Peng, L.
- 372-406 On The Asymptotic Efficiency Of Gmm
by Carrasco, Marine & Florens, Jean-Pierre
- 407-435 Asymptotic Theory In Fixed Effects Panel Data Seemingly Unrelated Partially Linear Regression Models
by You, Jinhong & Zhou, Xian
- 436-473 Generating Functions And Short Recursions, With Applications To The Moments Of Quadratic Forms In Noncentral Normal Vectors
by Hillier, Grant & Kan, Raymond & Wang, Xiaolu
- 474-490 The Et Interview: Professor Katsuto Tanaka
by Choi, In & Kurozumi, Eiji
- 491-507 A Note On Estimating And Testing For Multiple Structural Changes In Models With Endogenous Regressors Via 2sls
by Perron, Pierre & Yamamoto, Yohei
February 2014, Volume 30, Issue 1
- 1-2 Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction
by Phillips, Peter C.B. & Yu, Jun
- 3-59 A Robust Neighborhood Truncation Approach To Estimation Of Integrated Quarticity
by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst
- 60-93 Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error
by Hansen, Peter R. & Lunde, Asger
- 94-126 Right-Tail Information In Financial Markets
by Xiao, Zhijie
- 127-149 Nonparametric Nonstationarity Tests
by Bandi, Federico M. & Corradi, Valentina
- 150-175 Measurement Errors In Dynamic Models
by Komunjer, Ivana & Ng, Serena
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