Econometric Theory

1987 - 2009

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Volume 10, issue 3-4, 1994

Bayes Methods and Unit Roots pp. 453-460

Peter C. B. Phillips and Herman K. van Dijk

Noninformative Priors and Bayesian Testing for the AR(1) Model pp. 461-482

James O. Berger and Yang, Ruo-Yong

Bayesian Forecasting of Economic Time Series pp. 483-513

Bruce M. Hill

On the Shape of the Likelihood/Posterior in Cointegration Models pp. 514-551

Frank Kleibergen and Herman K. van Dijk

A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model pp. 552-578

Eric Zivot

Priors For The Ar(1) Model: Parameterization Issues and Time Series Considerations pp. 579-595

Peter C. Schotman

Bayesian Inference of Trend and Difference-Stationarity pp. 596-608

Robert E. McCulloch and Ruey S. Tsay

Priors for Macroeconomic Time Series and Their Application pp. 609-632

John Geweke

On Jeffreys Prior when Using the Exact Likelihood Function pp. 633-644

Harald Uhlig

What Macroeconomists Should Know about Unit Roots: A Bayesian Perspective pp. 645-671

Harald Uhlig

Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown pp. 672-700

Graham Elliott and James H. Stock

Modeling Stock Prices without Knowing How to Induce Stationarity pp. 701-719

David N. DeJong and Charles H. Whiteman

Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series pp. 720-746

In Choi

Bayesian Encompassing Tests of a Unit Root Hypothesis pp. 747-763

Florens, Jean-Pierre, Sophie Larribeau and Michel Mouchart

Bayesian Asymptotic Theory in a Time Series Model with a Possible Nonstationary Process pp. 764-773

Kim, Jae-Young

Posterior Odds Testing for a Unit Root with Data-Based Model Selection pp. 774-808

Peter C. B. Phillips and Werner Ploberger

System Identification T. S?derstr?m and P. Stoica Prentice Hall International, 1989 pp. 813-815

M. Deistler

Unit Root Testing with Intermittent Data pp. 817-818

Peter C. B. Phillips

The Stationarity Conditions for an AR(2) Process and Shur's Theorem pp. 817-817

Eric Iksoon Im

Spurious Regression in Forecast-Encompassing Tests pp. 818-819

Peter C. B. Phillips

Some Exponential Martingales pp. 819-819

Peter C. B. Phillips and Douglas J. Hodgson

Volume 10, issue 05, 1994

Testing a Parametric Model Against a Semiparametric Alternative pp. 821-848

Joel L. Horowitz and H?rdle, Wolfgang

Testing for Second-Order Stochastic Dominance of Two Distributions pp. 849-866

Amarjot Kaur, B.L.S. Prakasa Rao and Harshinder Singh

On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models pp. 867-883

Albert Satorra and Heinz Neudecker

A Note on Autoregressive Modeling pp. 884-899

D.S. Poskitt

On the Approximation of Saddlepoint Expansions in Statistics pp. 900-916

Offer Lieberman

Testing for Unit Roots in Models with Structural Change pp. 917-936

Joon Y. Park and Jaewhan Sung

Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend pp. 937-966

Seiji Nabeya and S?rensen, Bent E.

Spurious Regression and Generalized Least Squares pp. 967-968

Peter C. B. Phillips and Douglas J. Hodgson

Fully Modified Least Squares in I(2) Regression pp. 967-967

Peter C. B. Phillips and Yoosoon Chang

The Asymptotic Power of RESET for Detecting Omitted Variables pp. 968-969

Jeffrey M. Wooldridge

A Strong Law of Large Numbers pp. 969-969

Risto Heijmans

Volume 10, issue 02, 1994

Kernel Estimation of Partial Means and a General Variance Estimator pp. 1-21

Whitney K. Newey

Autoregressive Errors in Singular Systems of Equations pp. 254-285

Phoebus J. Dhrymes

On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models pp. 286-315

Aris Spanos

Testing the Goodness of Fit of a Parametric Density Function by Kernel Method pp. 316-356

Yanqin Fan

Power of Tests for Nonlinear Transformation in Regression Analysis pp. 357-371

Masahito Kobayashi

U-Processes in the Analysis of a Generalized Semiparametric Regression Estimator pp. 372-395

Robert P. Sherman

Estimating Error Component Models With General MA( q) Disturbances pp. 396-408

Badi Baltagi and Qi Li

On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi pp. 409-418

Jeffrey M. Wooldridge

Professor H.O.A. Wold: 1908?1992 pp. 419-433

David F. Hendry and Mary S. Morgan

A Bias Correction for Token's Correlation Dimension Estimator pp. 439-440

Stephen Satchell

The Exact Distribution of the Lagrange Multiplier Test for Heteroskedasticity pp. 439-439

R.W. Farebrother

Underspecified Linear Model and the Best Instrumental Variable Estimator pp. 440-440

Eric Iksoon Im

An Inequality Between Perpendicular Least-Squares and Ordinary Least-Squares pp. 441-442

Peter Boswijk and Heinz Neudecker

Eigenvalues of the Product of Non-negative Definite Matrices pp. 442-442

Trenkler, G?tz

The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models pp. 442-443

Frank Windmeijer

Deriving Restricted Least Squares without a Lagrangean pp. 443-448

Farshid Vahid, Luis J. Alvarez, Juan J. Dolado, Paolo Paruolo and John Xu Zheng

The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix pp. 449-449

Paolo Paruolo

Trace Minimization of Singular Systems with Cross-Equation Restrictions pp. 450-450

Eric Iksoon Im

Erratum pp. 451-451

Luis J. Alvarez and Juan J. Dolado

Volume 10, issue 01, 1994

Series Estimation of Regression Functionals pp. 1-28

Whitney K. Newey

Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator pp. 29-52

Lee, Sang-Won and Bruce E. Hansen

Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity pp. 53-69

Richard J. Smith

On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity pp. 70-90

R.M. de Jong and Herman J. Bierens

A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration pp. 91-115

Yongcheol Shin

Symmetry, Regression Design, and Sampling Distributions pp. 116-129

Andrew Chesher and Simon Peters

Estimation of a Panel Data Model in the Presence of Correlation Between Regressors and a Two-Way Error Component pp. 130-139

Donald J. Wyhowski

Some Exact Distribution Results for the Partially Restricted Reduced form Estimator pp. 140-171

Terrence W. Kinal and John L. Knight

Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation pp. 172-197

Roger Koenker, Machado, Jos? A.F., Christopher Lachlan Skeels and Alan H. Welsh

Haavelmo's Identification Theory pp. 198-219

John Aldrich

E.J. (Ted) Hannan pp. 221-222

Adrian Rodney Pagan and Deane Terrell

Efficient Estimation Under Heteroskedasticity pp. 223-223

Jeffrey M. Wooldridge

The Wald, LR, and LM Inequality pp. 223-224

Badi Baltagi

Difference Approach to the Adaptive Regression Model pp. 224-225

Eric Iksoon Im

Bounds on Coefficient Estimates When the Dependent Variable is Grouped pp. 226-227

R.W. Farebrother

A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case) pp. 226-226

S.K. Sapra

Variable Addition Test pp. 227-228

R.W. Farebrother

An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model pp. 228-231

Roy E. Bailey

Efficiency as Correlation pp. 228-228

John Xu Zheng