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Results: 76-100/590
Authors:
Franco, C
Zakoian, JM
Citation: C. Franco et Jm. Zakoian, Estimating weak GARCH representations, ECONOMET TH, 16(5), 2000, pp. 692-728
Authors:
Tripathi, G
Citation: G. Tripathi, Local semiparametric efficiency bounds under shape restrictions, ECONOMET TH, 16(5), 2000, pp. 729-739
Authors:
Johansen, S
Citation: S. Johansen, A Bartlett correction factor for tests on the cointegrating relations, ECONOMET TH, 16(5), 2000, pp. 740-778
Authors:
Leybourne, SJ
Newbold, P
Citation: Sj. Leybourne et P. Newbold, Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis, ECONOMET TH, 16(5), 2000, pp. 779-789
Authors:
Graffelman, J
Citation: J. Graffelman, Use of the Moore-Penrose inverse in canonical correspondence analysis - Solution, ECONOMET TH, 16(5), 2000, pp. 792-793
Authors:
Zhu, HT
Citation: Ht. Zhu, Relationship between two eigenmatrices of a (real) symmetric matrix - Solution, ECONOMET TH, 16(5), 2000, pp. 793-794
Authors:
Silva, JMCS
Citation: Jmcs. Silva, Does the link matter? Solution, ECONOMET TH, 16(5), 2000, pp. 794-795
Authors:
Wooldridge, JM
Citation: Jm. Wooldridge, Robustness of tests for functional form to serial correlation - Solution, ECONOMET TH, 16(5), 2000, pp. 795-796
Nonparametric estimation of additive nonlinear ARX time series: Local linear fitting and projections
Authors:
Cai, ZW
Masry, E
Citation: Zw. Cai et E. Masry, Nonparametric estimation of additive nonlinear ARX time series: Local linear fitting and projections, ECONOMET TH, 16(4), 2000, pp. 465-501
Authors:
Linton, OB
Citation: Ob. Linton, Efficient estimation of generalized additive nonparametric regression models, ECONOMET TH, 16(4), 2000, pp. 502-523
Authors:
Paruolo, P
Citation: P. Paruolo, Asymptotic efficiency of the two stage estimator in I(2) systems, ECONOMET TH, 16(4), 2000, pp. 524-550
Authors:
Picone, GA
Butler, JS
Citation: Ga. Picone et Js. Butler, Semiparametric estimation of multiple equation models, ECONOMET TH, 16(4), 2000, pp. 551-575
Authors:
Lavergne, P
Vuong, Q
Citation: P. Lavergne et Q. Vuong, Nonparametric significance testing, ECONOMET TH, 16(4), 2000, pp. 576-601
Authors:
Lewbel, A
Citation: A. Lewbel, Identification of the binary choice model with misclassification, ECONOMET TH, 16(4), 2000, pp. 603-609
Authors:
Li, Q
Citation: Q. Li, Semiparametric methods in econometrics, ECONOMET TH, 16(4), 2000, pp. 611-617
Authors:
Mukherjee, K
Citation: K. Mukherjee, Linearization of randomly weighted empiricals under long range dependence with applications to nonlinear regression quantiles, ECONOMET TH, 16(3), 2000, pp. 301-323
Authors:
Tsay, WJ
Citation: Wj. Tsay, Estimating trending variables in the presence of fractionally integrated errors, ECONOMET TH, 16(3), 2000, pp. 324-346
Authors:
Hwang, SS
Citation: Ss. Hwang, The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties, ECONOMET TH, 16(3), 2000, pp. 347-372
Authors:
Saikkonen, P
Lutkepohl, H
Citation: P. Saikkonen et H. Lutkepohl, Testing for the cointegrating rank of a VAR process with an intercept, ECONOMET TH, 16(3), 2000, pp. 373-406
Authors:
Zivot, E
Citation: E. Zivot, The power of single equation tests for cointegration when the cointegrating vector is prespecified, ECONOMET TH, 16(3), 2000, pp. 407-439
Authors:
Schorfheide, F
Citation: F. Schorfheide, Forecasting economic time series, ECONOMET TH, 16(3), 2000, pp. 441-450
Authors:
Hassler, U
Citation: U. Hassler, The KPSS test for cointegration in case of bivariate regressions with linear trends, ECONOMET TH, 16(3), 2000, pp. 451-453
Authors:
Liang, H
Citation: H. Liang, A modified estimator of the error variance in linear errors-in-variables models, ECONOMET TH, 16(3), 2000, pp. 453-454
Authors:
Gurmu, S
Citation: S. Gurmu, The relative efficiency of the between-estimator with respect to the within-estimator, ECONOMET TH, 16(3), 2000, pp. 454-456
Authors:
Neudecker, H
Citation: H. Neudecker, An upper bound for the eigenvalues of the product of a symmetric idempotent and a non-negative definite matrix, ECONOMET TH, 16(3), 2000, pp. 457-457