Econometric Theory
1987 - 2009
from Cambridge University Press
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Volume 3, issue 03, 1987
- Asymptotic Normality of a Class of Nonparametric Statistics pp. 313-347

- Munsup Seoh and Madan L. Puri
- Asymptotic Results for Generalized Wald Tests pp. 348-358

- Donald W. K. Andrews
- Finite Sample Properties of Several Predictors From an Autoregressive Model pp. 359-370

- Koichi Maekawa
- Bias in Regressions With a Lagged Dependent Variable pp. 371-386

- David Grubb and James Symons
- Finite Sample Distributions of t and F Statistics in an AR(1) Model with Anexogenous Variable pp. 387-408

- J.C. Nankervis and N.E. Savin
- Maximum Likelihood Estimation of Barten's Demand Equations with a General, Symmetric or Diagonal Matrix of Specific Substitution Effects pp. 461-463

- Heinz Neudecker
- Parameter Estimates which Minimize the Sum of Functions of the Differences between the Residuals pp. 461-461

- R. W. Farebrother
- Identification and Estimation of a Simple Two-Equation Model pp. 463-463

- Alberto Holly
- Contrast in Inferences Based on Sampling Distributions and Posterior Distributions?Solution pp. 464-466

- Dale J. Poirier
- Mutual Independence off Test Statistics?Solution pp. 464-464

- Alain Monfort
- Estimation of ARCH Models?Solution pp. 466-466

- Nicholas M. Kiefer
- An Eigenvalue Problem ? Solution pp. 467-469

- Jan R. Magnus
- The Distribution of LIML in the Leading Case ? Solution pp. 469-470

- Peter C. B. Phillips
Volume 3, issue 02, 1987
- Editorial pp. 169-169

- Peter C. B. Phillips
- Worldwide Rankings of Research Activity in Econometrics: 1980?1985 pp. 171-194

- Anthony David Hall
- Methods for Constructing Top Order Invariant Polynomials pp. 195-207

- Yasuko Chikuse
- Implications of Aggregation with Common Factors pp. 208-222

- Clive W. J. Granger
- Full Information Estimations of a System of Simultaneous Equations with Error Component Structure pp. 223-246

- Pietro Balestra and Varadharajan-Krishnakumar, Jayalakshmi
- Approximating the Approximate Slopes of LR, W, and LM Test Statistics pp. 247-271

- Lonnie Magee
- A Remark on Magdalinos's k- Class Instrumental Variable Estimator pp. 297-298

- R. W. Farebrother
- Preliminary-Test Estimation of the Error Variance in Linear Regression pp. 299-304

- Judith A. Clarke, David Giles and T. Dudley Wallace
- Asymptotic Properties of One-Step Estimator Obtained from an Optimal Step Size pp. 305-306

- Whitney K. Newey
- Prediction, Extraction, and Estimation in Unobserved Components Models pp. 305-305

- Francis Diebold and Marc Nerlove
- A Misspecified Model pp. 306-306

- Halbert White
- Application of Kalman Filter pp. 306-309

- Pedro L. Valls Pereira
- The Identification and Estimation of a Simple Demand and Supply Model pp. 309-311

- R. W. Farebrother
Volume 3, issue 01, 1987
- Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems pp. 1-44

- Grant H. Hillier
- Asymptotic Expansions in Nonstationary Vector Autoregressions pp. 45-68

- Peter C. B. Phillips
- Global and Partial Non-Nested Hypotheses and Asymptotic Local Power pp. 69-97

- M Hashem Pesaran
- Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions pp. 98-116

- Donald W. K. Andrews
- The ET Interview: Professor J. Tinbergen pp. 117-142

- Jan R. Magnus and Mary S. Morgan
- An Exact Discrete Analog to a Closed Linear First-Order Continuous-Time System with Mixed Sample pp. 143-149

- Terence D. Agbeyegbe
- Predictive Consequences of Using Conditioning or Causal Variables pp. 150-152

- Clive W. J. Granger and P. J. Thomson
- Advanced Econometrics By Takeshi Amemiya, Harvard University Press, 1986 pp. 153-158

- Whitney K. Newey
- Simple Versus Multiple Regression Coefficient pp. 159-159

- Badi Baltagi
- Consistency of OLS pp. 159-160

- Halbert White
- Efficient Estimation With Serial Correlation and Lagged Dependent Variables pp. 160-160

- Whitney K. Newey
- Unobservable Variable Model Estimation pp. 160-161

- Aman Ullah
- The Exact Bias of Wald's Estimation pp. 162-162

- R. W. Farebrother
- Unanticipated Macro Model Estimation pp. 163-167

- Aman Ullah