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Econometric Theory

1985 - 2014

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 Downloads
Benedikt Pötscher
A Shortcut to LAD Estimator Asymptotics pp. 450-463 Downloads
Peter Phillips
The Exact Likelihood Function for an Empirical Job Search Model pp. 464-486 Downloads
Bent Jesper Christensen and Nicholas Kiefer
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models pp. 487-496 Downloads
Helmut Lütkepohl and Donald Poskitt
The Joint Distribution of Forecast Errors in the AR(1) Model pp. 497-518 Downloads
Gordon Kemp
From Characteristic Function to Distribution Function: A Simple Framework for the Theory pp. 519-529 Downloads
Neil Shephard
Discrete Models for Estimating General Linear Continuous Time Systems pp. 531-542 Downloads
Marcus Chambers
Testing for Stationarity in the Components Representation of a Time Series pp. 543-544 Downloads
D. Kwiatkowski, Peter Phillips and Peter Schmidt
An Inequality for the Block-Partitioned Inverse pp. 543-543 Downloads
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 Downloads
Jae Kim
Correlation Among Unconstrained Variables in a Pooled Model pp. 545-546 Downloads
Ali S. Hadi and Martin T. Wells
The Characteristic Function of a Simple Random Walk Test Statistic pp. 546-548 Downloads
R.W. Farebrother
A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling pp. 548-549 Downloads
Klaus Pötzelberger and Heinz Neudecker
Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case pp. 549-558 Downloads
Peter Phillips, Juan 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 Downloads
P. Jeganathan
Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality pp. 307-340 Downloads
Brian J. Eastwood and A. Gallant
Test Consistency with Varying Sampling Frequency pp. 341-368 Downloads
Pierre Perron
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models pp. 369-384 Downloads
Philippe Deschamps
On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis pp. 385-395 Downloads
Mervyn J. Silvapulle
The Concentration Ellipsoid of a Random Vector Revisited pp. 397-403 Downloads
Kenneth Nordström
Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables pp. 404-408 Downloads
K. Ben Nowman
The Limits of Econometrics by Adrian C. Darnell and J. Lynne Evans, Edward Elgar Publishing Limited, 1990 pp. 409-411 Downloads
Dale J. Poirier
Skewness and Kurtosis in Bivariate Regression pp. 417-418 Downloads
Lonnie Magee
Exogenous and Endogenous Sampling pp. 417-417 Downloads
Alain Monfort
Variance Component Estimation Under Misspecification pp. 418-419 Downloads
Badi Baltagi and Qi Li
The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient pp. 419-420 Downloads
Marcellus S. Snow and Eric Iksoon
Conditional and Unconditional Independence pp. 425-425 Downloads
Klaus Pötzelberger
A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data pp. 425-427 Downloads
Ruud Koning
Property of a Matrix Used in Multidimensional Scaling pp. 427-428 Downloads
R.W. Farebrother
Optimal Structural Estimation of Triangular Systems: I. The Stationary Case pp. 428-431 Downloads
H. Peter Boswijk

Volume 7, issue 02, 1991

Effects of Model Selection on Inference pp. 163-185 Downloads
Benedikt Pötscher
Asymptotics for Least Absolute Deviation Regression Estimators pp. 186-199 Downloads
David Pollard
Limit Theory for M-Estimates in an Integrated Infinite Variance pp. 200-212 Downloads
Keith Knight
Strong Laws for Dependent Heterogeneous Processes pp. 213-221 Downloads
Bruce Hansen
The Bias of Forecasts from a First-Order Autoregression pp. 222-235 Downloads
Jan R. Magnus and Bahram Pesaran
A Continuous Time Approximation to the Stationary First-Order Autoregressive Model pp. 236-252 Downloads
Pierre Perron
Nonuniform Bounds for Nonparametric t-Tests pp. 253-263 Downloads
Jean-Marie Dufour and Marc Hallin
Who Invented Local Power Analysis? pp. 265-268 Downloads
Douglas A. McManus

Volume 7, issue 01, 1991

Asymptotically Efficient Estimation of Cointegration Regressions pp. 1-21 Downloads
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 Downloads
Robert W. Keener, Jan Kmenta and Neville C. Weber
Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation pp. 46-68 Downloads
Andrew A. Weiss
Robust M-Tests pp. 69-84 Downloads
Franco Peracchi
The Et Interview: Professor Sir Richard Stone pp. 85-123 Downloads
M Pesaran
Topics in Advanced Econometrics: Probability Foundations Phoebus J. Dhrymes, Springer-Verlag, 1989 pp. 125-131 Downloads
Mahmoud El-Gamal
Econometric Analysis William H. Greene, Macmillan, 1990 pp. 132-138 Downloads
Pravin Trivedi
Global Power of White's Test for Heteroskedasticity pp. 139-139 Downloads
Lonnie Magee
A Matrix Invariance Problem pp. 139-140 Downloads
Heinz Neudecker and Albert Satorra
A Simple Bayesian Estimation Problem with Laplace Disturbances and Absolute-Error Loss Function–Solution pp. 140-141 Downloads
R.W. Farebrother
Estimation of Type 3 Tobit Model via the EM Algorithm pp. 142-144 Downloads
S.K. Sapra
A Property of the Duplication Matrix pp. 144-145 Downloads
Heinz Neudecker and Albert Satorra
Comparison of t-Ratios pp. 145-146 Downloads
R.W. Farebrother
Parameter Estimates Which Minimize the Sum of Functions of the Differences Between the Residuals pp. 146-153 Downloads
Avanindra N. Bhat and Narendra Singh
Estimation and Testing in Linear Models with Singular Covariance Matrices pp. 153-162 Downloads
Peter Phillips
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