string(236) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ICR' AND fasc_anno_pubbl='1992' AND fasc_issn='02664666' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 0 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-21    

Articles table of contents

Results : 21
Nonparametric Regression Tests Based on Least Squares
Authors: Adonis John Yatchew
Journal: Econometric theory
Citation: Adonis John Yatchew, Nonparametric Regression Tests Based on Least Squares, Econometric theory, 8(04), 1992, pp. 435
A Test for Functional Form Against Nonparametric Alternatives
Authors: Jeffrey M. Wooldridge
Journal: Econometric theory
Citation: Jeffrey M. Wooldridge, A Test for Functional Form Against Nonparametric Alternatives, Econometric theory, 8(04), 1992, pp. 452
Simultaneous Density Estimation of Several Income Distributions
Authors: J.S. Marron H.P. Schmitz
Journal: Econometric theory
Citation: J.S. Marron et H.P. Schmitz, Simultaneous Density Estimation of Several Income Distributions, Econometric theory, 8(04), 1992, pp. 476
Convergence to Stochastic Integrals for Dependent Heterogeneous
Authors: Bruce E. Hansen
Journal: Econometric theory
Citation: Bruce E. Hansen, Convergence to Stochastic Integrals for Dependent Heterogeneous, Econometric theory, 8(04), 1992, pp. 489
On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives
Authors: V.K. Jandhyala I.B. MacNeill
Journal: Econometric theory
Citation: V.K. Jandhyala et I.B. MacNeill, On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives, Econometric theory, 8(04), 1992, pp. 501
On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
Authors: Lung-Fei Lee
Journal: Econometric theory
Citation: Lung-Fei Lee, On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models, Econometric theory, 8(04), 1992, pp. 518
The Asymptotic Local Structure of the Cox Modified Likelihood Ratio Statistic for Testing Non-Nested Hypotheses
Authors: Jerzy Szroeter
Journal: Econometric theory
Citation: Jerzy Szroeter, The Asymptotic Local Structure of the Cox Modified Likelihood Ratio Statistic for Testing Non-Nested Hypotheses, Econometric theory, 8(04), 1992, pp. 553
Continuous Time Econometric Modelling by A.R. Bergstrom
Authors: Peter M. Robinson
Journal: Econometric theory
Citation: Peter M. Robinson, Continuous Time Econometric Modelling by A.R. Bergstrom, Econometric theory, 8(04), 1992, pp. 571
A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes
Authors: James Davidson
Journal: Econometric theory
Citation: James Davidson, A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes, Econometric theory, 8(03), 1992, pp. 313
On Asymptotics of the Sample Distribution for a Class of Linear Process Models in Economics
Authors: C.H. Hesse
Journal: Econometric theory
Citation: C.H. Hesse, On Asymptotics of the Sample Distribution for a Class of Linear Process Models in Economics, Econometric theory, 8(03), 1992, pp. 330
Stochastic Expansions and Asymptotic Approximations
Authors: Michael A. Magdalinos
Journal: Econometric theory
Citation: Michael A. Magdalinos, Stochastic Expansions and Asymptotic Approximations, Econometric theory, 8(03), 1992, pp. 343
Winsorized Mean Estimator for Censored Regression
Authors: Myoung-jae Lee
Journal: Econometric theory
Citation: Myoung-jae Lee, Winsorized Mean Estimator for Censored Regression, Econometric theory, 8(03), 1992, pp. 368
The Cowles Commission, the Brookings Project, and the Econometric Services Industry: Successes and Possible New Directions: A Personal View
Authors: Michael D. McCarthy
Journal: Econometric theory
Citation: Michael D. McCarthy, The Cowles Commission, the Brookings Project, and the Econometric Services Industry: Successes and Possible New Directions: A Personal View, Econometric theory, 8(03), 1992, pp. 383
Semiparametric IV Estimation with Parameter Dependent Instruments
Authors: Paul Rilstone
Journal: Econometric theory
Citation: Paul Rilstone, Semiparametric IV Estimation with Parameter Dependent Instruments, Econometric theory, 8(03), 1992, pp. 403
Adaptive Estimation in Time Series Regression Models with Heteroskedasticity of Unknown Form
Authors: Javier Hidalgo
Journal: Econometric theory
Citation: Javier Hidalgo, Adaptive Estimation in Time Series Regression Models with Heteroskedasticity of Unknown Form, Econometric theory, 8(02), 1992, pp. 161
A Representation of Vector Autoregressive Processes Integrated of Order 2
Authors: Soren Johansen
Journal: Econometric theory
Citation: Soren Johansen, A Representation of Vector Autoregressive Processes Integrated of Order 2, Econometric theory, 8(02), 1992, pp. 188
Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model
Authors: Miguel A. Delgado
Journal: Econometric theory
Citation: Miguel A. Delgado, Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model, Econometric theory, 8(02), 1992, pp. 203
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications
Authors: Jean-Marie Dufour Marc Hallin
Journal: Econometric theory
Citation: Jean-Marie Dufour et Marc Hallin, Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications, Econometric theory, 8(02), 1992, pp. 223
Generic Uniform Convergence
Authors: Donald W.K. Andrews
Journal: Econometric theory
Citation: Donald W.K. Andrews, Generic Uniform Convergence, Econometric theory, 8(02), 1992, pp. 241
The Bias of Bootstrapped Versus Conventional Standard Errors in the General Linear and SUR Models
Authors: Scott E. Atkinson Paul W. Wilson
Journal: Econometric theory
Citation: Scott E. Atkinson et Paul W. Wilson, The Bias of Bootstrapped Versus Conventional Standard Errors in the General Linear and SUR Models, Econometric theory, 8(02), 1992, pp. 258
A Bootstrap Test for Positive Definiteness of Income Effect Matrices
Authors: Wolfgang Härdle Jeffrey D. Hart
Journal: Econometric theory
Citation: Wolfgang Härdle et Jeffrey D. Hart, A Bootstrap Test for Positive Definiteness of Income Effect Matrices, Econometric theory, 8(02), 1992, pp. 276
Results: 1-21