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Results: 1-25/590
Authors:
Linton, O
Citation: O. Linton, Estimating additive nonparametric models by partial L-q norm: The curse offractionality, ECONOMET TH, 17(6), 2001, pp. 1037-1050
Authors:
Hong, YM
Lee, J
Citation: Ym. Hong et J. Lee, One-sided testing for arch effects using wavelets, ECONOMET TH, 17(6), 2001, pp. 1051-1081
Authors:
Xiao, ZJ
Citation: Zj. Xiao, Likelihood-based inference in trending time series with a root near unity, ECONOMET TH, 17(6), 2001, pp. 1082-1112
Authors:
Forni, M
Lippi, M
Citation: M. Forni et M. Lippi, The generalized dynamic factor model: Representation theory, ECONOMET TH, 17(6), 2001, pp. 1113-1141
Authors:
Nabeya, S
Citation: S. Nabeya, Independence of double Wiener integrals, ECONOMET TH, 17(6), 2001, pp. 1143-1155
Authors:
Neudecker, H
Citation: H. Neudecker, First and second moments of Newey and West's HAC covariance matrix estimator under normality, ECONOMET TH, 17(6), 2001, pp. 1158-1159
Authors:
Parulo, P
Citation: P. Parulo, A distributional equality, ECONOMET TH, 17(6), 2001, pp. 1159-1160
Authors:
Newey, WK
Citation: Wk. Newey, Conditional moment restrictions in censored and truncated regression models, ECONOMET TH, 17(5), 2001, pp. 863-888
Authors:
Hsiao, C
Citation: C. Hsiao, Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models, ECONOMET TH, 17(5), 2001, pp. 889-912
Authors:
Hahn, J
Citation: J. Hahn, The information bound of a dynamic panel logit model with fixed effects, ECONOMET TH, 17(5), 2001, pp. 913-932
Authors:
Lee, LF
Citation: Lf. Lee, Interpolation, quadrature, and stochastic integration, ECONOMET TH, 17(5), 2001, pp. 933-961
Authors:
Bierens, HJ
Citation: Hj. Bierens, Complex unit roots and business cycles: Are they real?, ECONOMET TH, 17(5), 2001, pp. 962-983
Authors:
Linton, O
Xiao, ZJ
Citation: O. Linton et Zj. Xiao, Second-order approximation for adaptive regression estimators, ECONOMET TH, 17(5), 2001, pp. 984-1024
Authors:
Linton, O
Citation: O. Linton, An exact fitting estimator for linear regression - Solution, ECONOMET TH, 17(5), 2001, pp. 1026-1029
Authors:
Paruolo, P
Citation: P. Paruolo, When are nested reduced rank autoregressive processes integrated? - Solution, ECONOMET TH, 17(5), 2001, pp. 1029-1031
Authors:
Leeb, H
Potscher, BM
Citation: H. Leeb et Bm. Potscher, The variance of an integrated process need not diverge to infinity, and related results on partial sums of stationary processes, ECONOMET TH, 17(4), 2001, pp. 671-685
Authors:
Deo, RS
Hurvich, CM
Citation: Rs. Deo et Cm. Hurvich, On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models, ECONOMET TH, 17(4), 2001, pp. 686-710
Approximation to the limiting distribution of t- and F-statistics in testing for seasonal unit roots
Authors:
Nabeya, S
Citation: S. Nabeya, Approximation to the limiting distribution of t- and F-statistics in testing for seasonal unit roots, ECONOMET TH, 17(4), 2001, pp. 711-737
Authors:
Ling, SQ
Li, WK
Citation: Sq. Ling et Wk. Li, Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models, ECONOMET TH, 17(4), 2001, pp. 738-764
Authors:
Zhao, QS
Citation: Qs. Zhao, Asymptotically efficient median regression in the presence of heteroskedasticity of unknown form, ECONOMET TH, 17(4), 2001, pp. 765-784
Authors:
Pandher, GS
Citation: Gs. Pandher, Estimation of excess returns from derivative prices and testing for risk neutral pricing, ECONOMET TH, 17(4), 2001, pp. 785-819
Authors:
Rogers, AJ
Citation: Aj. Rogers, Least absolute deviations regression under nonstandard conditions, ECONOMET TH, 17(4), 2001, pp. 820-852
Authors:
Sapra, K
Citation: K. Sapra, Simple applications of the Cox-Tsiatis result on unidentifiability of dependent competing risks models with regressors, ECONOMET TH, 17(4), 2001, pp. 855-856
Authors:
Christopeit, N
Werner, HJ
Citation: N. Christopeit et Hj. Werner, A necessary and sufficient condition for the convergence of a sum of weighting random variables to a normal distribution, ECONOMET TH, 17(4), 2001, pp. 857-858
Authors:
Velasco, C
Robinson, PM
Citation: C. Velasco et Pm. Robinson, Edgeworth expansions for spectral density estimates and studentized samplemean, ECONOMET TH, 17(3), 2001, pp. 497-539