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Table of contents of journal: *Econometric theory

Results: 1-25/398
SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC-FORMS
Authors: MARSH PWN
Citation: Pwn. Marsh, SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC-FORMS, Econometric theory, 14(5), 1998, pp. 539-559
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS
Authors: PERRON P NG S
Citation: P. Perron et S. Ng, AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS, Econometric theory, 14(5), 1998, pp. 560-603
GOODNESS-OF-FIT TESTS BASED ON KERNEL DENSITY ESTIMATORS WITH FIXED SMOOTHING PARAMETER
Authors: FAN YQ
Citation: Yq. Fan, GOODNESS-OF-FIT TESTS BASED ON KERNEL DENSITY ESTIMATORS WITH FIXED SMOOTHING PARAMETER, Econometric theory, 14(5), 1998, pp. 604-621
A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL - AN EXACT FORM SOLUTION
Authors: KARANASOS M
Citation: M. Karanasos, A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL - AN EXACT FORM SOLUTION, Econometric theory, 14(5), 1998, pp. 622-640
ASYMPTOTICS OF NONSTATIONARY FRACTIONAL INTEGRATED SERIES
Authors: LIU M
Citation: M. Liu, ASYMPTOTICS OF NONSTATIONARY FRACTIONAL INTEGRATED SERIES, Econometric theory, 14(5), 1998, pp. 641-662
A NOTE ON SPURIOUS BREAK
Authors: BAI JS
Citation: Js. Bai, A NOTE ON SPURIOUS BREAK, Econometric theory, 14(5), 1998, pp. 663-669
THE ECONOMETRICS OF FINANCIAL-MARKETS - CAMPBELL,JY, LO,AW, MACKINLAY,AC
Authors: ANDERSEN TG
Citation: Tg. Andersen, THE ECONOMETRICS OF FINANCIAL-MARKETS - CAMPBELL,JY, LO,AW, MACKINLAY,AC, Econometric theory, 14(5), 1998, pp. 671-685
ESTIMATION OF TIME-SERIES REGRESSIONS WITH AUTOREGRESSIVE DISTURBANCES AND MISSING OBSERVATIONS
Authors: MACHADO JAF MCCRORIE JR PENZER J
Citation: Jaf. Machado et al., ESTIMATION OF TIME-SERIES REGRESSIONS WITH AUTOREGRESSIVE DISTURBANCES AND MISSING OBSERVATIONS, Econometric theory, 14(5), 1998, pp. 689-691
THE RELATIONSHIP BETWEEN FORWARD AND BACKWARD REPRESENTATIONS OF THE STATIONARY VAR MODELS
Authors: KIM JH
Citation: Jh. Kim, THE RELATIONSHIP BETWEEN FORWARD AND BACKWARD REPRESENTATIONS OF THE STATIONARY VAR MODELS, Econometric theory, 14(5), 1998, pp. 691-693
A FUNDAMENTAL MATRIX RESULT ON SCALING IN MULTIVARIATE-ANALYSIS
Authors: GRAFFELMAN J PUNTANEN S STYAN GPH
Citation: J. Graffelman et al., A FUNDAMENTAL MATRIX RESULT ON SCALING IN MULTIVARIATE-ANALYSIS, Econometric theory, 14(5), 1998, pp. 693-695
MAHALANOBIS DISTANCE FOR MULTINOMIAL DATA
Authors: PUNTANEN S STYAN GPH SUBAKSHARPE GE
Citation: S. Puntanen et al., MAHALANOBIS DISTANCE FOR MULTINOMIAL DATA, Econometric theory, 14(5), 1998, pp. 695-698
ASYMPTOTIC THEORY FOR M-ESTIMATORS OVER A CONVEX KERNEL
Authors: ARCONES MA
Citation: Ma. Arcones, ASYMPTOTIC THEORY FOR M-ESTIMATORS OVER A CONVEX KERNEL, Econometric theory, 14(4), 1998, pp. 387-422
EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS
Authors: CHEN SN LEE LF
Citation: Sn. Chen et Lf. Lee, EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS, Econometric theory, 14(4), 1998, pp. 423-462
VALID CONFIDENCE-INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
Authors: KABAILA P
Citation: P. Kabaila, VALID CONFIDENCE-INTERVALS IN REGRESSION AFTER VARIABLE SELECTION, Econometric theory, 14(4), 1998, pp. 463-482
REVISING BELIEFS IN NONIDENTIFIED MODELS
Authors: POIRIER DJ
Citation: Dj. Poirier, REVISING BELIEFS IN NONIDENTIFIED MODELS, Econometric theory, 14(4), 1998, pp. 483-509
TIME-SERIES ANALYSIS - NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION-THEORY - TANAKA,K
Authors: ELLIOTT G
Citation: G. Elliott, TIME-SERIES ANALYSIS - NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION-THEORY - TANAKA,K, Econometric theory, 14(4), 1998, pp. 511-516
LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS - JOHANSEN,S
Authors: KITAMURA Y
Citation: Y. Kitamura, LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS - JOHANSEN,S, Econometric theory, 14(4), 1998, pp. 517-524
HAUSMANS SPECIFICATION TEST AS A GAUSS-NEWTON REGRESSION - SOLUTION
Authors: BALTAGI BH
Citation: Bh. Baltagi, HAUSMANS SPECIFICATION TEST AS A GAUSS-NEWTON REGRESSION - SOLUTION, Econometric theory, 14(4), 1998, pp. 527-527
ASYMPTOTIC PROPERTIES OF THE LSE OF THE VARIANCE IN A LINEAR-MODEL - SOLUTION
Authors: POTSCHER BM
Citation: Bm. Potscher, ASYMPTOTIC PROPERTIES OF THE LSE OF THE VARIANCE IN A LINEAR-MODEL - SOLUTION, Econometric theory, 14(4), 1998, pp. 527-535
MULTIVARIATE REGRESSION SUBJECT TO ORTHOGONALITY CONDITIONS - SOLUTION
Authors: VANDEVELDEN M NEUDECKER H
Citation: M. Vandevelden et H. Neudecker, MULTIVARIATE REGRESSION SUBJECT TO ORTHOGONALITY CONDITIONS - SOLUTION, Econometric theory, 14(4), 1998, pp. 535-537
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
Authors: STINCHCOMBE MB WHITE H
Citation: Mb. Stinchcombe et H. White, CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE, Econometric theory, 14(3), 1998, pp. 295-325
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT-ROOT
Authors: MCCABE BPM LEYBOURNE SJ
Citation: Bpm. Mccabe et Sj. Leybourne, ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT-ROOT, Econometric theory, 14(3), 1998, pp. 326-338
CHI-SQUARE-TYPE DISTRIBUTIONS FOR HEAVY-TAILED VARIATES
Authors: MITTNIK S RACHEV ST KIM JR
Citation: S. Mittnik et al., CHI-SQUARE-TYPE DISTRIBUTIONS FOR HEAVY-TAILED VARIATES, Econometric theory, 14(3), 1998, pp. 339-354
EFFECT OF A SHIFT IN THE TREND FUNCTION ON DICKEY-FULLER UNIT-ROOT TESTS
Authors: MONTANES A REYES M
Citation: A. Montanes et M. Reyes, EFFECT OF A SHIFT IN THE TREND FUNCTION ON DICKEY-FULLER UNIT-ROOT TESTS, Econometric theory, 14(3), 1998, pp. 355-363
FINANCIAL CALCULUS - AN INTRODUCTION TO DERIVATIVE PRICING - BAXTER,M, RENNIE,A
Authors: SORENSEN BE
Citation: Be. Sorensen, FINANCIAL CALCULUS - AN INTRODUCTION TO DERIVATIVE PRICING - BAXTER,M, RENNIE,A, Econometric theory, 14(3), 1998, pp. 365-368
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