Econometric Theory

1987 - 2009

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Volume 6, issue 04, 1990

The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models pp. 411-432

Katsuto Tanaka

Testing for a Moving Average Unit Root pp. 433-444

Katsuto Tanaka

Functional Forms of Characteristic Functions and Characterizations of Multivariate Distributions pp. 445-458

Yasuko Chikuse

Strong Consistency in Nonlinear Regression pp. 459-565

G.D. Richardson and B.B. Bhattacharyya

Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality pp. 466-479

Donald W. K. Andrews and Yoon-Jae Whang

Lectures on Advanced Econometric Theory by Denis Sargan Edited by Meghnad Desai Basil Blackwell, 1988 pp. 481-483

Alberto Holly

Perpendicular Least Squares pp. 485-485

Bruce E. Hansen

The Limit Variance of g pp. 486-487

Eric Iksoon Im

Random Variable Generation via Double Sampling pp. 487-488

J.L. Knight and S.E. Satchell

The Differencing Test in a Regression with Equicorrelated Disturbances pp. 488-488

Badi Baltagi

The Geometry of the Equivalence of OLS and GLS in the Linear Model pp. 489-490

Peter C. B. Phillips

Testing Causality in an Autoregression with Cointegrated Regressors pp. 489-489

Peter C. B. Phillips and Hiro Toda

A Best Linear Unbiased Estimator of R? with a Scalar Variance Matrix pp. 490-490

R.W. Farebrother

The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process pp. 490-494

Juan J. Dolado and Hidalgo-Moreno, Javier

The Limit Distribution of the Generalized Inverse of a Singular Co-variance Matrix Estimate pp. 494-495

Pietro Balestra

Volume 6, issue 03, 1990

Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions pp. 295-317

Whitney K. Newey and James L. Powell

Stationarity and Persistence in the GARCH(1,1) Model pp. 318-334

Daniel B. Nelson

The Local Power of the CUSUM and CUSUM of Squares Tests pp. 335-347

Werner Ploberger and Kr?mer;, Walter

Model-free Asymptotically Best Forecasting of Stationary Economic Time Series pp. 348-383

Herman J. Bierens

Professor Michio Hatanaka pp. 385-402

Koichi Maekawa and Katsuto Tanaka

Anthony Clement (Tony) Rayner 1938?1990 pp. 403-403

David Giles

The Characteristic Function of a Simple Random Walk Test Statistic pp. 405-406

R.W. Farebrother

The Heteroskedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model pp. 405-405

Badi H. Baltagi and Qi Li

A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling pp. 406-407

H. Neudecker

Optimal Structural Estimation of Triangular Systems: II. The Non-stationary Case pp. 407-408

Peter C. B. Phillips

Simultaneous Confidence Ellipsoids pp. 408-409

Ali S. Hadi and Martin T. Wells

The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data pp. 409-410

Ruud Koning

Volume 6, issue 02, 1990

The Tjalling C. Koopmans Econometric Theory Prize pp. i-i

Peter C. B. Phillips

Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models pp. 123-150

Peter Hall and Joel L. Horowitz

Perspectives in the History of Econometrics: A Review Essay of R. J. Epstein: A History of Econometrics pp. 151-164

Mary S. Morgan

On the Sensitivity of a Regression Coefficient to Monotonic Transformations pp. 165-169

Shlomo Yitzhaki

A Conversation on Econometric Methodology pp. 171-261

David F. Hendry, Edward E. Learmer and Dale J. Poirier

State Space Modeling of Time Series Masanao Aoki Springer-Verlag, 1987 pp. 263-267

M. Deistler

Analog Estimation Methods in Econometrics Charles F. Manski New York: Chapman and Hall, 1988, 150pp., $45.00 pp. 268-272

Joel L. Horowitz

Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50 pp. 273-281

Adrian Rodney Pagan

A Matrix Equation pp. 283-283

Eric Iksoon Im

A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data pp. 283-285

Badi Baltagi and Qi Li

Property of a Matrix Used in Multidimensional Scaling pp. 285-285

H.P. Boswijk and H. Neudecker

Optimal Structural Estimation of Triangular Systems: I. The Stationary Case pp. 285-286

Peter C. B. Phillips

Joint Estimation of Equilibrium Coefficients and Short-Run Dynamics pp. 286-286

Peter C. B. Phillips

A Switching Regression Model with Imperfect Sample Separation and Several Regimes pp. 287-288

R.W. Farebrother

Unbiased Prediction in a Simple Simultaneous Equations Model pp. 288-289

R.W. Farebrother

Results for a Simple Triangular Simultaneous Equations Model pp. 289-290

Alberto Holly

Comment pp. 291-292

P?tscher, Benedikt M.

Errata pp. 293-293

Victoria Zinde-Walsh

Volume 6, issue 01, 1990

Worldwide Rankings of Research Activity in Econometrics: An Update: 1980?1988 pp. 1-16

Anthony David Hall

A Unified Approach to Robust, Regression-Based Specification Tests pp. 17-43

Jeffrey M. Wooldridge

Time Series Regression With a Unit Root and Infinite-Variance Errors pp. 44-62

Peter C. B. Phillips

Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing pp. 63-74

R.A.L. Carter, M.S. Srivastava, V.K. Srivastava and Aman Ullah

Asymptotic Expansions of the Distributions of Statistics Related to the Spectral Density Matrix in Multivariate Time Series and Their Applications pp. 75-96

Masanobu Taniguchi and Koichi Maekawa

Interpretation of Graphs that Compare the Distribution Functions of Estimators pp. 97-102

Brent R. Moulton

The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 pp. 103-106

Michael R. Wickens

Search Models and Applied Labor Economics by Nicholas M. Kiefer and George R. Neumann Cambridge University Press, Cambridge, 1989 297 pages, $47.50 pp. 107-112

Steven Stern

A Simple Bayesian Estimation Problem with Laplace Disturbances and Absolute-Error Loss Function pp. 113-113

R.W. Farebrother

Estimation of Type 3 Tobit Model via the EM Algorithm pp. 113-114

S.K. Sapra

Identifiability in a Mixed-Sample System pp. 114-117

Terence D. Agbeyegbe

A Property of the Duplication Matrix pp. 114-114

Heinz Neudecker and Albert Setorra

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA(1.1) pp. 117-119

Juan J. Dolado

The Singular-Value Decomposition of the First-Order Difference Matrix pp. 119-120

N.G. Shepard

A Matrix Inequality pp. 120-121

Yoon-Jae Whang

A Variance Comparison of OLS and Feasible GLS in an Error Components Model pp. 121-122

Khanti-Akom, Sophon