Econometric Theory
1987 - 2009
from Cambridge University Press The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK. Series data maintained by Mike Eden (). Access Statistics for this journal.
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Volume 25, issue 04, 2009
- ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM?INTRODUCTION pp. 891-900

- Marcus J. Chambers, Peter C.B. Phillips and A.M. Robert Taylor
- THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE pp. 903-913

- A.R. Bergstrom
- EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL pp. 915-957

- Grant Hillier
- EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY pp. 958-984

- Peter C.B. Phillips
- ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS pp. 985-994

- Peter M. Robinson
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS pp. 995-1029

- David . Harvey, Stephen J. Leybourne and A.M. Robert Taylor
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA pp. 1030-1049

- Marcus J. Chambers
- THE NEW ZEALAND BUSINESS CYCLE pp. 1050-1069

- Viv B. Hall and C. John McDermott
- THE LIMITS OF ECONOMETRICS: NONPARAMETRIC ESTIMATION IN HILBERT SPACES pp. 1070-1086

- Graciela Chichilnisky
- REX BERGSTROM?S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING pp. 1087-1098

- K. Ben Nowman
- APERIODIC DYNAMICS IN THE BERGSTROM/WYMER MODEL OF THE UNITED KINGDOM pp. 1099-1111

- Clifford R. Wymer
- CYCLICAL TRENDS IN CONTINUOUS TIME MODELS pp. 1112-1119

- Joanne S. Ercolani
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG pp. 1120-1137

- J. Roderick McCrorie
Volume 25, issue 03, 2009
- ECONOMETRIC THEORY AND PRACTICE pp. 583-586

- Peter C. B. Phillips
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION pp. 587-636

- David . Harvey, Stephen J. Leybourne and Robert Taylor
- COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor pp. 637-643

- Patrick Marsh
- COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor pp. 643-648

- M?ller, Ulrich K.
- COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor pp. 649-653

- Breitung, J?rg
- COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor pp. 653-654

- Peter Burridge
- COMMENTARIES ON ?Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,? by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor pp. 654-657

- Zhijie Xiao
- REJOINDER pp. 658-667

- David . Harvey, Stephen J. Leybourne and Robert Taylor
- VALIDITY OF SUBSAMPLING AND ?PLUG-IN ASYMPTOTIC? INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES pp. 669-709

- Donald W.K. Andrews and Patrik Guggenberger
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION pp. 710-738

- Qiying Wang and Peter C. B. Phillips
- CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES pp. 739-747

- Rickard Sandberg
- CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: LP -APPROXIMABILITY VERSUS BROWNIAN MOTION pp. 748-763

- Kairat T. Mynbaev
- CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY pp. 764-792

- Rohit S. Deo, Clifford M. Hurvich, Philippe Soulier and Yi Wang
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE pp. 793-805

- Laura Chioda and Michael Jansson
- ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION pp. 806-818

- Victor Chernozhukov, Christian Hansen and Michael Jansson
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES pp. 819-846

- Rustam Ibragimov
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS pp. 847-855

- Jacho-Ch?vez, David T.
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND pp. 857-872

- Noud P.A. van Giersbergen
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR( p) MODELS WHEN BOTH N AND T ARE LARGE pp. 873-890

- Kazuhiko Hayakawa
Volume 25, issue 02, 2009
- ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION pp. 305-335

- Grant H. Hillier
- ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL pp. 336-363

- Christian M. Hafner and Arie Preminger
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS pp. 364-410

- Andreea G. Halunga and Chris Orme
- ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES pp. 411-441

- Alexander Aue, Horv?th, Lajos, Hu?kov?, Marie and Shiqing Ling
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES pp. 442-481

- Enno Mammen, St?ve, B?rd and Tj?stheim, Dag
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS pp. 482-526

- Tassos Magdalinos and Peter C. B. Phillips
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS pp. 527-560

- Richard J. Smith, Robert Taylor and Tomás del Barrio Castro
- QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS pp. 561-570

- Juan Carlos Escanciano
- ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES pp. 571-582

- Dietmar Bauer
Volume 25, issue 01, 2009
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS pp. 1-42

- Desheng Ouyang, Qi Li and Jeffrey Scott Racine
- ON MARKOV-SWITCHING ARMA PROCESSES?STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY pp. 43-62

- Robert Stelzer
- COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE pp. 63-116

- Alex S. Maynard and Katsumi Shimotsu
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL pp. 117-161

- Marcelo C. Medeiros and Alvaro Veiga
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS pp. 162-194

- Juan Carlos Escanciano
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES pp. 195-210

- Xiaofeng Shao
- COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS pp. 211-242

- Grant H. Hillier, Raymond Kan and Xiaolu Wang
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS pp. 243-269

- Carsten Trenkler
- LASSO-TYPE GMM ESTIMATOR pp. 270-290

- Mehmet Caner
- FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION pp. 291-297

- Yong Bao
- ADDING REGRESSORS TO OBTAIN EFFICIENCY pp. 298-301

- Sung Jae Jun and Joris Pinkse
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