Econometric Theory

1985 - 2024

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 2, issue 3, 1986

On Consistency and Inconsistency of Estimating Equations pp. 305-330

Martin Crowder

Time Series Analysis in Pooled Cross-Sections pp. 331-349

John J. Beggs

The Estimation of Open Higher-Order Continuous Time Dynamic Models with Mixed Stock and Flow Data pp. 350-373

Albert Bergstrom

Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations pp. 374-412

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

Brett Inder

Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques pp. 429-440

Badi Baltagi

Volume 2, issue 2, 1986

Symmetry, 0-1 Matrices and Jacobians: A Review pp. 157-190

Jan Magnus and H. Neudecker

Strong Consistency of Regression Quantiles and Related Empirical Processes pp. 191-201

Gilbert Bassett and Roger W. Koenker

The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances pp. 202-219

John Knight

A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity pp. 220-231

Kazuhiro Ohtani and Masahito Kobayashi

A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution Theory pp. 232-248

Yasuko Chikuse and A. W. Davis

Volume 2, issue 1, 1986

Comparing Single-Equation Estimators in a Simultaneous Equation System pp. 1-32

T. W. Anderson, Naoto Kunitomo and Kimio Morimune

Aproximate Distributions of the Periodogram and Related Statistics under Normality pp. 33-65

Seiji Nabeya and Katsuto Tanaka

Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model pp. 66-74

Grant Hillier and S. E. Satchell

Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators pp. 75-106

John Knight

Asymptotic Theory for ARCH Models: Estimation and Testing pp. 107-131

Andrew A. Weiss

Robust Estimation of Regression Models with Dependent Regressors: The Functional Least Squares Approach pp. 132-150

A. H. Welsh and D. F. Nicholls

Comment on a Paper by Singh and Ullah pp. 151-152

P. M. Robinson

Volume 1, issue 3, 1985

New Ways to Prove Central Limit Theorems pp. 295-313

David Pollard

A General Approach to Serial Correlation pp. 315-340

Christian Gourieroux, Alain Monfort and Alain Trognon

Solutions of Linear Rational Expectations Models pp. 341-368

Laurence Broze, Christian Gourieroux and Ariane Szafarz

The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models pp. 369-385

Albert Bergstrom

Unbiasedness of Predictions from Etimated Vector Autoregressions pp. 387-402

Jean-Marie Dufour

Hypothesis Testing in Demand Systems: Some Examples of Size Corrections Using Edgeworth Approximations pp. 403-408

Ray Byron and Mercedes C. Rosalsky

Minimax Estimators for the Location Vectors of Spherically Symmetric Densities pp. 409-417

George Judge, Shigetaka Miyazaki and Thomas Yancey

Volume 1, issue 2, 1985

A Unified Theory of Consistent Estimation for Parametric Models pp. 151-178

Charles Bates and Halbert White

On Differentiating Eigenvalues and Eigenvectors pp. 179-191

Jan Magnus

A Theory of Serial Correlation of Stochastic Taste Changers in Direct Utility Functions pp. 192-210

Robert L. Basmann

A Point Optimal Test for Moving Average Regression Disturbances pp. 211-222

Maxwell King

Edgeworth Expansion for the OLS Estimator in a Time Series Regression Model pp. 223-239

Koichi Maekawa

Improving Some Instrumental Variables Test Procedures pp. 240-262

Michael A. Magdalinos

Volume 1, issue 1, 1985

The Estimation of Nonparametric Functions in a Hilbert Space pp. 7-26

Albert Bergstrom

Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression pp. 27-52

Radhey S. Singh and Aman Ullah

On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation pp. 53-72

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

Masanobu Taniguchi

A Zero-One Result for the Least Squares Estimator pp. 85-96

Donald Andrews

The Estimation of Higher-Order Continuous Time Autoregressive Models pp. 97-117

Andrew Harvey and James H. Stock

Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base pp. 147-149

Halbert White