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Econometric Theory

1985 - 2020

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.

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Volume 4, issue 3, 1988

The History of Continuous-Time Econometric Models pp. 365-383 Downloads
Albert Bergstrom
Some Exact Formulae for Autoregressive Moving Average Processes pp. 384-402 Downloads
Victoria Zinde-Walsh
The Estimation of Linear Stochastic Models with Covariance Restrictions pp. 403-427 Downloads
David Pollock
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution pp. 428-457 Downloads
James McDonald and Whitney Newey
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables pp. 458-467 Downloads
Donald Andrews
Statistical Inference in Regressions with Integrated Processes: Part 1 pp. 468-497 Downloads
Joon Park and Peter Phillips
Nonparametric Time-Series Estimation of Joint DGP, and Vector Autoregression (Econometric Theory 1 (1985): 27–52) pp. 547-547 Downloads
Anonymous

Volume 4, issue 2, 1988

Econometric Methodology at the Cowles Commission: Rise and Maturity pp. 187-209 Downloads
Edmond Malinvaud
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes pp. 210-230 Downloads
Jeffrey Wooldridge and Halbert White
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data pp. 231-247 Downloads
Andrew Lo
Approximate Distributions and Power of Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations pp. 248-274 Downloads
Naoto Kunitomo
Higher-Order Approximations to the Null Distributions of Test Statistics for Nonlinear Restrictions on Regression Coefficients pp. 275-299 Downloads
Kimio Morimune
Statistical Foundations of Econometric ModellingAris Spanos, Cambridge University Press, 1986 pp. 341-348 Downloads
Vassilis Hajivassiliou

Volume 4, issue 1, 1988

Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 pp. 1-34 Downloads
Peter Phillips, In Choi and P.Z. Schochet
ARMA Memory Index Modeling of Economic Time Series pp. 35-59 Downloads
Herman Bierens
Comment pp. 60-69 Downloads
Werner Ploberger, M. Deistler, J. Rissanen and Christopher A. Sims
Reply pp. 70-76 Downloads
Herman Bierens
Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process pp. 77-85 Downloads
Lütkepohl, Helmut
Estimation of a Single Structural Equation with Structural Change pp. 86-96 Downloads
Jiro Hodoshima
On Point-Optimal Cox Tests pp. 97-107 Downloads
Naorayex K. Dastoor and Gordon Fisher
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies pp. 108-124 Downloads
Peter Zadrozny
Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations pp. 159-170 Downloads
James Durbin
Nonlinear Statistical Models by A. Ronald Gallant John Wiley & Sons, 1986 pp. 183-186 Downloads
Pötscher, B.M.

Volume 3, issue 3, 1987

Asymptotic Normality of a Class of Nonparametric Statistics pp. 313-347 Downloads
Munsup Seoh and Madan L. Puri
Asymptotic Results for Generalized Wald Tests pp. 348-358 Downloads
Donald Andrews
Finite Sample Properties of Several Predictors From an Autoregressive Model pp. 359-370 Downloads
Koichi Maekawa
Bias in Regressions With a Lagged Dependent Variable pp. 371-386 Downloads
David Grubb and James Symons
Finite Sample Distributions of t and F Statistics in an AR(1) Model with Anexogenous Variable pp. 387-408 Downloads
J.C. Nankervis and N.E. Savin

Volume 3, issue 2, 1987

Worldwide Rankings of Research Activity in Econometrics: 1980–1985 pp. 171-194 Downloads
Anthony Hall
Methods for Constructing Top Order Invariant Polynomials pp. 195-207 Downloads
Yasuko Chikuse
Implications of Aggregation with Common Factors pp. 208-222 Downloads
Clive Granger
Full Information Estimations of a System of Simultaneous Equations with Error Component Structure pp. 223-246 Downloads
Pietro Balestra and Jaya Krishnakumar
Approximating the Approximate Slopes of LR, W, and LM Test Statistics pp. 247-271 Downloads
Lonnie Magee

Volume 3, issue 1, 1987

Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems pp. 1-44 Downloads
Grant Hillier
Asymptotic Expansions in Nonstationary Vector Autoregressions pp. 45-68 Downloads
Peter Phillips
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power pp. 69-97 Downloads
M Pesaran
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions pp. 98-116 Downloads
Donald Andrews
Advanced EconometricsByTakeshi Amemiya, Harvard University Press, 1986 pp. 153-158 Downloads
Whitney K. Newey

Volume 2, issue 3, 1986

On Consistency and Inconsistency of Estimating Equations pp. 305-330 Downloads
Martin Crowder
Time Series Analysis in Pooled Cross-Sections pp. 331-349 Downloads
John J. Beggs
The Estimation of Open Higher-Order Continuous Time Dynamic Models with Mixed Stock and Flow Data pp. 350-373 Downloads
Albert Bergstrom
Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations pp. 374-412 Downloads
Risto D. H. Heijmans and Jan Magnus
An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables pp. 413-428 Downloads
Brett Inder
Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques pp. 429-440 Downloads
Badi Baltagi

Volume 2, issue 2, 1986

Symmetry, 0-1 Matrices and Jacobians: A Review pp. 157-190 Downloads
Jan Magnus and H. Neudecker
Strong Consistency of Regression Quantiles and Related Empirical Processes pp. 191-201 Downloads
Gilbert Bassett and Roger W. Koenker
The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances pp. 202-219 Downloads
John Knight
A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity pp. 220-231 Downloads
Kazuhiro Ohtani and Masahito Kobayashi
A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution Theory pp. 232-248 Downloads
Yasuko Chikuse and A. W. Davis

Volume 2, issue 1, 1986

Comparing Single-Equation Estimators in a Simultaneous Equation System pp. 1-32 Downloads
T. W. Anderson, Naoto Kunitomo and Kimio Morimune
Aproximate Distributions of the Periodogram and Related Statistics under Normality pp. 33-65 Downloads
Seiji Nabeya and Katsuto Tanaka
Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model pp. 66-74 Downloads
Grant Hillier and S. E. Satchell
Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators pp. 75-106 Downloads
John Knight
Asymptotic Theory for ARCH Models: Estimation and Testing pp. 107-131 Downloads
Andrew A. Weiss
Robust Estimation of Regression Models with Dependent Regressors: The Functional Least Squares Approach pp. 132-150 Downloads
A. H. Welsh and D. F. Nicholls
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