Volume 10; Issue 1

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The Econometrics Journal
Volume 10; Issue 1

The Econometrics Journal

Volume 10; Issue 1

1

Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 367 KB

english, 2007

2

Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry

Bryan W. Brown, Douglas J. Hodgson

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 196 KB

english, 2007

3

Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models

Cheng Hsiao, Siyan Wang

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 407 KB

english, 2007

4

Non-trading day effects in asymmetric conditional and stochastic volatility models

Manabu Asai, Michael McAleer

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 158 KB

english, 2007

5

Minimum distance estimation of stationary and non-stationary ARFIMA processes

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 306 KB

english, 2007

6

Testing for time series linearity

David I. Harvey, Stephen J. Leybourne

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 196 KB

english, 2007

7

Local sensitivity and diagnostic tests

Jan R. Magnus, Andrey L. Vasnev

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 548 KB

english, 2007

8

How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?

Chi-Young Choi, Young-Kyu Moh

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 420 KB

english, 2007

9

Minimum distance estimation of stationary and non-stationary ARFIMA processes

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.86 MB

english, 2007

10

Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry

Bryan W. Brown and Douglas J. Hodgson

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1023 KB

english, 2007

11

Testing for time series linearity

David I. Harvey and Stephen J. Leybourne

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.20 MB

english, 2007

12

Non-trading day effects in asymmetric conditional and stochastic volatility models

Manabu Asai and Michael McAleer

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 972 KB

english, 2007

13

Back Matter

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 772 KB

english, 2007

14

Front Matter

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 631 KB

english, 2007

15

Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models

Cheng Hsiao and Siyan Wang

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 3.16 MB

english, 2007

16

How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?

Chi-Young Choi and Young-Kyu Moh

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 3.58 MB

english, 2007

17

Local sensitivity and diagnostic tests

Jan R. Magnus and Andrey L. Vasnev

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.80 MB

english, 2007

18

Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 1.93 MB

english, 2007

19

News from the editors of the "Econometrics Journal"

Journal:

The Econometrics Journal

Year:

2007

Language:

english

File:

PDF, 195 KB

english, 2007