AAAAAA
Results: 1-25/29
Authors:
Kazakevi.ius, Vytautas
Leipus, Remigijus
Citation: Kazakevi.ius, Vytautas et Leipus, Remigijus, On Stationarity in the ARCH(.) Model, Econometric theory (Online) , 18(1), 2002, pp. 1-16
Authors:
Carrasco, Marine
Chen, Xiaohong
Citation: Carrasco, Marine et Chen, Xiaohong, Mixing and Moment Properties of Various GARCH and Stochastic Volatility Models, Econometric theory (Online) , 18(1), 2002, pp. 17-39
Authors:
Schafgans, Marcia M. A.
Zinde-Walsh, Victoria
Citation: A. Schafgans, Marcia M. et Zinde-walsh, Victoria, On Intercept Estimation in the Sample Selection Model, Econometric theory (Online) , 18(1), 2002, pp. 40-50
Authors:
Chung, Ching-Fan
Citation: Chung, Ching-fan, Sample Means, Sample Autocovariances, and Linear Regression of Stationary Multivariate Long Memory Processes, Econometric theory (Online) , 18(1), 2002, pp. 51-78
Authors:
Lahiri, S. N.
Citation: N. Lahiri, S., On the Jackknife-after-Bootstrap Method for Dependent Data and Its Consistency Properties, Econometric theory (Online) , 18(1), 2002, pp. 79-98
Authors:
Nicolau, João
Citation: Nicolau, João, Stationary Processes That Look like Random Walks: The Bounded Random Walk Process in Discrete and Continuous Time, Econometric theory (Online) , 18(1), 2002, pp. 99-118
Authors:
Wang, Qiying
Lin, Yan-Xia
Gulati, Chandra M.
Citation: Wang, Qiying et al., The Invariance Principle for Linear Processes with Applications, Econometric theory (Online) , 18(1), 2002, pp. 119-139
Authors:
Hahn, Jinyong
Citation: Hahn, Jinyong, Optimal Inference with Many Instruments, Econometric theory (Online) , 18(1), 2002, pp. 140-168
Authors:
Cai, Zongwu
Citation: Cai, Zongwu, Regression Quantiles for Time Series, Econometric theory (Online) , 18(1), 2002, pp. 169-192
Authors:
Neudecker, Heinz
Citation: Neudecker, Heinz, A Particular Symmetric Idempotent Matrix, Econometric theory (Online) , 18(1), 2002, pp. 193-193
Authors:
Citation: , Corrigendum: Determinant of a Skew Symmetric Matrix, Econometric theory (Online) , 18(1), 2002, pp. 193-194
Authors:
Farebrother, Richard W.
Citation: W. Farebrother, Richard, LS and BLUE Are Algebraically Identical, Econometric theory (Online) , 18(1), 2002, pp. 193-193
Authors:
Citation: , Back Matter, Econometric theory (Online) , 18(1), 2002, pp. 195-196
Authors:
Sperlich, Stefan
Tjøstheim, Dag
Yang, Lijian
Citation: Sperlich, Stefan et al., Nonparametric Estimation and Testing of Interaction in Additive Models Nonparametric Estimation and Testing of Interaction in Additive Models, Econometric theory (Online) , 18(2), 2002, pp. 197-251
Authors:
Lee, Lung-fei
Citation: Lee, Lung-fei, Consistency and Efficiency of Least Squares Estimation for Mixed Regressive, Spatial Autoregressive Models, Econometric theory (Online) , 18(2), 2002, pp. 252-277
Authors:
Tanaka, Katsuto
Citation: Tanaka, Katsuto, A Unified Approach to the Measurement Error Problem in Time Series Models, Econometric theory (Online) , 18(2), 2002, pp. 278-296
Authors:
Satorra, Albert
Citation: Satorra, Albert, Asymptotic Robustness in Multiple Group Linear-Latent Variable Models, Econometric theory (Online) , 18(2), 2002, pp. 297-312
Authors:
Saikkonen, Pentti
Lütkepohl, Helmut
Citation: Saikkonen, Pentti et Lütkepohl, Helmut, Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time, Econometric theory (Online) , 18(2), 2002, pp. 313-348
Authors:
Fiteni, Inmaculada
Citation: Fiteni, Inmaculada, Robust Estimation of Structural Break Points, Econometric theory (Online) , 18(2), 2002, pp. 349-386
Authors:
Chambers, Marcus J.
McGarry, Joanne S.
Citation: J. Chambers, Marcus et S. Mcgarry, Joanne, Modeling Cyclical Behavior with Differential-Difference Equations in an Unobserved Components Framework, Econometric theory (Online) , 18(2), 2002, pp. 387-419
Authors:
Linton, Oliver
Whang, Yoon-Jae
Citation: Linton, Oliver et Whang, Yoon-jae, Nonparametric Estimation with Aggregated Data, Econometric theory (Online) , 18(2), 2002, pp. 420-468
Authors:
Park, Joon Y.
Citation: Y. Park, Joon, An Invariance Principle for Sieve Bootstrap in Time Series, Econometric theory (Online) , 18(2), 2002, pp. 469-490
Authors:
De Jong, Robert
Han, Chirok
Citation: De Jong, Robert et Han, Chirok, The Properties of Lp-GMM Estimators, Econometric theory (Online) , 18(2), 2002, pp. 491-504
Authors:
Haug, Alfred A.
Citation: A. Haug, Alfred, Testing Linear Restrictions on Cointegrating Vectors: Sizes and Powers of Wald and Likelihood Ratio Tests in Finite Samples, Econometric theory (Online) , 18(2), 2002, pp. 505-524
Authors:
Faliva, Mario
Zoia, Maria Grazia
Citation: Faliva, Mario et Zoia, Maria Grazia, On a Partitioned Inversion Formula Having Useful Applications in Econometrics, Econometric theory (Online) , 18(2), 2002, pp. 525-530