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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 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
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