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Econometric Theory
1985 - 2012
from Cambridge University Press
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Volume 7, issue 04 , 1991
Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models pp. 435-449 Benedikt M Pötscher A Shortcut to LAD Estimator Asymptotics pp. 450-463 Peter C. B. Phillips The Exact Likelihood Function for an Empirical Job Search Model pp. 464-486 Bent Jesper Christensen and Nicholas M. Kiefer Estimating Orthogonal Impulse Responses via Vector Autoregressive Models pp. 487-496 Helmut Lütkepohl and Donald Stephen Poskitt The Joint Distribution of Forecast Errors in the AR(1) Model pp. 497-518 Gordon C.R. Kemp From Characteristic Function to Distribution Function: A Simple Framework for the Theory pp. 519-529 Neil Shephard Discrete Models for Estimating General Linear Continuous Time Systems pp. 531-542 Marcus J. Chambers Testing for Stationarity in the Components Representation of a Time Series pp. 543-544 D. Kwiatkowski , Peter C. B. Phillips and Peter Schmidt An Inequality for the Block-Partitioned Inverse pp. 543-543 A.C. Harvey , N. Neudecker and M. Streibel The Heteroskedastic Consequences of an Arbitrary Variance for Initial Disturbance of an AR(1) Model pp. 544-545 Jae Hoon Kim Correlation Among Unconstrained Variables in a Pooled Model pp. 545-546 Ali S. Hadi and Martin T. Wells The Characteristic Function of a Simple Random Walk Test Statistic pp. 546-548 R.W. Farebrother A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling pp. 548-549 Klaus Pötzelberger and Heinz Neudecker Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case pp. 549-558 Peter C. B. Phillips , Juan J. Dolado and H. Peter Boswijk Volume 7, issue 03 , 1991
On the Asymptotic Behavior of Least-Squares Estimators in AR Time Series with Roots Near the Unit Circle pp. 269-306 P. Jeganathan Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality pp. 307-340 Brian J. Eastwood and A. Ronald Gallant Test Consistency with Varying Sampling Frequency pp. 341-368 Pierre Perron On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models pp. 369-384 Philippe J. Deschamps On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis pp. 385-395 Mervyn J. Silvapulle The Concentration Ellipsoid of a Random Vector Revisited pp. 397-403 Kenneth Nordström Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables pp. 404-408 K. Ben Nowman The Limits of Econometrics by Adrian C. Darnell and J. Lynne Evans, Edward Elgar Publishing Limited, 1990 pp. 409-411 Dale J. Poirier Exogenous and Endogenous Sampling pp. 417-417 Alain Monfort Skewness and Kurtosis in Bivariate Regression pp. 417-418 Lonnie Magee Variance Component Estimation Under Misspecification pp. 418-419 Badi H. Baltagi and Qi Li The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient pp. 419-420 Marcellus S. Snow and Eric Iksoon A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data pp. 425-427 Ruud H. Koning Conditional and Unconditional Independence pp. 425-425 Klaus Pötzelberger Property of a Matrix Used in Multidimensional Scaling pp. 427-428 R.W. Farebrother Optimal Structural Estimation of Triangular Systems: I. The Stationary Case pp. 428-431 H. Peter Boswijk Volume 7, issue 02 , 1991
Effects of Model Selection on Inference pp. 163-185 Benedikt M Pötscher Asymptotics for Least Absolute Deviation Regression Estimators pp. 186-199 David Pollard Limit Theory for M-Estimates in an Integrated Infinite Variance pp. 200-212 Keith Knight Strong Laws for Dependent Heterogeneous Processes pp. 213-221 Bruce E. Hansen The Bias of Forecasts from a First-Order Autoregression pp. 222-235 Jan R. Magnus and Bahram Pesaran A Continuous Time Approximation to the Stationary First-Order Autoregressive Model pp. 236-252 Pierre Perron Nonuniform Bounds for Nonparametric t-Tests pp. 253-263 Jean-Marie Dufour and Marc Hallin Who Invented Local Power Analysis? pp. 265-268 Douglas A. McManus Volume 7, issue 01 , 1991
Asymptotically Efficient Estimation of Cointegration Regressions pp. 1-21 Pentti Saikkonen Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form pp. 22-45 Robert W. Keener , Jan Kmenta and Neville C. Weber Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation pp. 46-68 Andrew A. Weiss Robust M-Tests pp. 69-84 Franco Peracchi The Et Interview: Professor Sir Richard Stone pp. 85-123 M Hashem Pesaran Topics in Advanced Econometrics: Probability Foundations Phoebus J. Dhrymes, Springer-Verlag, 1989 pp. 125-131 Mahmoud El-Gamal Econometric Analysis William H. Greene, Macmillan, 1990 pp. 132-138 Pravin K Trivedi A Matrix Invariance Problem pp. 139-140 Heinz Neudecker and Albert Satorra Global Power of White's Test for Heteroskedasticity pp. 139-139 Lonnie Magee A Simple Bayesian Estimation Problem with Laplace Disturbances and Absolute-Error Loss Function–Solution pp. 140-141 R.W. Farebrother Estimation of Type 3 Tobit Model via the EM Algorithm pp. 142-144 S.K. Sapra A Property of the Duplication Matrix pp. 144-145 Heinz Neudecker and Albert Satorra Comparison of t-Ratios pp. 145-146 R.W. Farebrother Parameter Estimates Which Minimize the Sum of Functions of the Differences Between the Residuals pp. 146-153 Avanindra N. Bhat and Narendra Singh Estimation and Testing in Linear Models with Singular Covariance Matrices pp. 153-162 Peter C. B. Phillips
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