EconPapers    
Economics at your fingertips  
 

Econometric Theory

1985 - 2020

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

Bibliographic data for series maintained by Keith Waters ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 1, issue 3, 1985

New Ways to Prove Central Limit Theorems pp. 295-313 Downloads
David Pollard
A General Approach to Serial Correlation pp. 315-340 Downloads
Christian Gourieroux, Alain Monfort and Alain Trognon
Solutions of Linear Rational Expectations Models pp. 341-368 Downloads
Laurence Broze, Christian Gourieroux and Ariane Szafarz
The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models pp. 369-385 Downloads
Albert Bergstrom
Unbiasedness of Predictions from Etimated Vector Autoregressions pp. 387-402 Downloads
Jean-Marie Dufour

Volume 1, issue 2, 1985

A Unified Theory of Consistent Estimation for Parametric Models pp. 151-178 Downloads
Charles Bates and Halbert White
On Differentiating Eigenvalues and Eigenvectors pp. 179-191 Downloads
Jan Magnus
A Theory of Serial Correlation of Stochastic Taste Changers in Direct Utility Functions pp. 192-210 Downloads
Robert L. Basmann
A Point Optimal Test for Moving Average Regression Disturbances pp. 211-222 Downloads
Maxwell King
Edgeworth Expansion for the OLS Estimator in a Time Series Regression Model pp. 223-239 Downloads
Koichi Maekawa
Improving Some Instrumental Variables Test Procedures pp. 240-262 Downloads
Michael A. Magdalinos

Volume 1, issue 1, 1985

The Estimation of Nonparametric Functions in a Hilbert Space pp. 7-26 Downloads
Albert Bergstrom
Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression pp. 27-52 Downloads
Radhey S. Singh and Aman Ullah
On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation pp. 53-72 Downloads
Grant Hillier
An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative pp. 73-84 Downloads
Masanobu Taniguchi
A Zero-One Result for the Least Squares Estimator pp. 85-96 Downloads
Donald Andrews
The Estimation of Higher-Order Continuous Time Autoregressive Models pp. 97-117 Downloads
Andrew Harvey and James H. Stock
Page updated 2020-09-22