Volume 11; Issue 4

Econometric Theory

Volume 11; Issue 4
1

On the Existence of Moments of Ratios of Quadratic Forms

Year:
1995
Language:
english
File:
PDF, 2.48 MB
english, 1995
2

Difference Approach to the Adaptive Regression Model

Year:
1995
Language:
english
File:
PDF, 84 KB
english, 1995
3

On the Existence of Moments of Ratios of Quadratic Forms

Year:
1995
Language:
english
File:
PDF, 1.19 MB
english, 1995
4

The Moore-Penrose Generalized Inverse of a Symmetric Matrix

Year:
1995
Language:
english
File:
PDF, 48 KB
english, 1995
5

The Wald, LR, and LM Inequality

Year:
1995
Language:
english
File:
PDF, 100 KB
english, 1995
6

A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case)

Year:
1995
Language:
english
File:
PDF, 68 KB
english, 1995
7

The Exact Distribution of the Lagrange Multiplier Test for Heteroskedasticity

Year:
1995
Language:
english
File:
PDF, 87 KB
english, 1995
8

Underspecified Linear Model and the Best Instrumental Variable Estimator

Year:
1995
Language:
english
File:
PDF, 133 KB
english, 1995
9

Eigenvalues of the Product of Nonnegative Definite Matrices

Year:
1995
Language:
english
File:
PDF, 56 KB
english, 1995
10

Convergence of a Nonlinear Time Series Model

Year:
1995
Language:
english
File:
PDF, 71 KB
english, 1995
11

A Nonparametric Conditional Moment Test for Structural Stability

Year:
1995
Language:
english
File:
PDF, 1.10 MB
english, 1995
12

The Moving-Estimates Test for Parameter Stability

Year:
1995
Language:
english
File:
PDF, 902 KB
english, 1995
14

Spurious Break

Year:
1995
Language:
english
File:
PDF, 539 KB
english, 1995
15

The Limiting Distribution of the t Ratio Under a Unit Root

Year:
1995
Language:
english
File:
PDF, 794 KB
english, 1995
16

Testing for Random Individual Effects with a Gauss-Newton Regression

Year:
1995
Language:
english
File:
PDF, 61 KB
english, 1995
17

Ordering of Covariance Matrices

Year:
1995
Language:
english
File:
PDF, 48 KB
english, 1995
18

Derivation of the Fully Modified Estimator

Year:
1995
Language:
english
File:
PDF, 75 KB
english, 1995
19

Efficient Estimation under Heteroskedasticity

Year:
1995
Language:
english
File:
PDF, 80 KB
english, 1995
20

A Bias Correction for Taken's Correlation Dimension Estimator

Year:
1995
Language:
english
File:
PDF, 58 KB
english, 1995
21

An Inequality between Perpendicular Least Squares and Ordinary Least Squares

Year:
1995
Language:
english
File:
PDF, 92 KB
english, 1995
22

Front Matter

Year:
1995
Language:
english
File:
PDF, 654 KB
english, 1995
23

Efficient Estimation under Heteroskedasticity

Year:
1995
Language:
english
File:
PDF, 260 KB
english, 1995
24

Difference Approach to the Adaptive Regression Model

Year:
1995
Language:
english
File:
PDF, 272 KB
english, 1995
25

A Bias Correction for Taken's Correlation Dimension Estimator

Year:
1995
Language:
english
File:
PDF, 215 KB
english, 1995
26

Ordering of Covariance Matrices

Year:
1995
Language:
english
File:
PDF, 194 KB
english, 1995
27

The Wald, LR, and LM Inequality

Year:
1995
Language:
english
File:
PDF, 304 KB
english, 1995
28

Eigenvalues of the Product of Nonnegative Definite Matrices

Year:
1995
Language:
english
File:
PDF, 209 KB
english, 1995
29

A Nonparametric Conditional Moment Test for Structural Stability

Year:
1995
Language:
english
File:
PDF, 2.47 MB
english, 1995
30

The Moving-Estimates Test for Parameter Stability

Year:
1995
Language:
english
File:
PDF, 1.96 MB
english, 1995
31

An Inequality between Perpendicular Least Squares and Ordinary Least Squares

Year:
1995
Language:
english
File:
PDF, 286 KB
english, 1995
32

A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case)

Year:
1995
Language:
english
File:
PDF, 239 KB
english, 1995
33

Back Matter

Year:
1995
Language:
english
File:
PDF, 914 KB
english, 1995
34

Testing for Random Individual Effects with a Gauss-Newton Regression

Year:
1995
Language:
english
File:
PDF, 221 KB
english, 1995
35

The Limiting Distribution of the t Ratio under a Unit Root

Year:
1995
Language:
english
File:
PDF, 1.74 MB
english, 1995
36

Underspecified Linear Model and the Best Instrumental Variable Estimator

Year:
1995
Language:
english
File:
PDF, 371 KB
english, 1995
37

Spurious Break

Year:
1995
Language:
english
File:
PDF, 1.23 MB
english, 1995
38

Derivation of the Fully Modified Estimator

Year:
1995
Language:
english
File:
PDF, 250 KB
english, 1995
39

Convergence of a Nonlinear Time Series Model

Year:
1995
Language:
english
File:
PDF, 242 KB
english, 1995
40

The Exact Distribution of the Lagrange Multiplier Test for Heteroskedasticity

Year:
1995
Language:
english
File:
PDF, 279 KB
english, 1995
42

The Moore-Penrose Generalized Inverse of a Symmetric Matrix

Year:
1995
Language:
english
File:
PDF, 194 KB
english, 1995