Econometric Theory

1987 - 2009

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Volume 7, issue 04, 1991

Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models pp. 435-449

P?tscher, B.M.

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

L?tkepohl, Helmut and D.S. 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

P?tzelberger, Klaus 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

Nordstr?m, Kenneth

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 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 Koning

Conditional and Unconditional Independence pp. 425-425

P?tzelberger, Klaus

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

P?tscher, B.M.

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

Dufour, Jean-Marie 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

El-Gamal, Mahmoud

Econometric Analysis William H. Greene, Macmillan, 1990 pp. 132-138

Pravin 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