Volume 14; Issue 5

Econometric Theory

Volume 14; Issue 5
1

Mahalanobis Distance for Multinomial Data

Simo Puntanen, George P. H. Styan and Gerald E. Subak-Sharpe
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 338 KB
english, 1998
2

Goodness-of-Fit Tests Based on Kernel Density Estimators with Fixed Smoothing Parameters

Yanqin Fan
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 1.89 MB
english, 1998
3

SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS

Marsh, Patrick W.N.
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 132 KB
english, 1998
4

AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS

Perron, Pierre, Ng, Serena
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 253 KB
english, 1998
5

GOODNESS-OF-FIT TESTS BASED ON KERNEL DENSITY ESTIMATORS WITH FIXED SMOOTHING PARAMETERS

Fan, Yanqin
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 139 KB
english, 1998
6

ASYMPTOTICS OF NONSTATIONARY FRACTIONAL INTEGRATED SERIES

Liu, Ming
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 213 KB
english, 1998
7

A NOTE ON SPURIOUS BREAK

Bai, Jushan
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 66 KB
english, 1998
8

A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION

Karanasos, M.
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 123 KB
english, 1998
9

THE ECONOMETRICS OF FINANCIAL MARKETS

Andersen, Torben G.
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 84 KB
english, 1998
10

PROBLEMS AND SOLUTIONS

Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 92 KB
english, 1998
11

Further Examples of Accelerated Time Regression Models That Are Not Proportional Hazard Models

S. K. Sapra
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 189 KB
english, 1998
13

Back Matter

Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 393 KB
english, 1998
14

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests

Pierre Perron and Serena Ng
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 3.82 MB
english, 1998
15

Saddlepoint Approximations for Noncentral Quadratic Forms

Patrick W. N. Marsh
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 1.75 MB
english, 1998
16

[untitled]

Review by: Torben G. Andersen
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 2.30 MB
english, 1998
17

Asymptotics of Nonstationary Fractional Integrated Series

Ming Liu
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 1.91 MB
english, 1998
18

A Property of the Companion Matrix of a Reduced Rank VAR

Farshid Vahid
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 251 KB
english, 1998
19

The Relationship between Forward and Backward Representations of the Stationary VAR Models

Jae H. Kim
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 311 KB
english, 1998
20

A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact Form Solution

M. Karanasos
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 1.32 MB
english, 1998
21

Within Two Way Is Equivalent to Two Withins One Way

Badi H. Baltagi
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 208 KB
english, 1998
22

A Note on Spurious Break

Jushan Bai
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 769 KB
english, 1998
25

Front Matter

Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 800 KB
english, 1998
26

A Useful Result for Lipschitz Functions of Mixingales

Halbert White
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 208 KB
english, 1998