Volume 17; Issue 4

Econometric Theory

Volume 17; Issue 4
1

Asymptotically Efficient Median Regression in the Presence of Heteroskedasticity of Unknown Form

Quanshui Zhao
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 1.78 MB
english, 2001
6

ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM

Zhao, Quanshui
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 128 KB
english, 2001
7

ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING

Pandher, Gurupdesh S.
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 386 KB
english, 2001
8

LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS

Rogers, Alan J.
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 574 KB
english, 2001
9

PROBLEMS AND SOLUTIONS

Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 58 KB
english, 2001
10

CORRIGENDA

Journal:
Econometric Theory
Year:
2001
File:
PDF, 21 KB
2001
11

Least Absolute Deviations Regression under Nonstandard Conditions

Alan J. Rogers
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 2.59 MB
english, 2001
12

Nonorthogonal Hilbert Projections in Trend Regression

P. C. B. Phillips and Y. Sun
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 187 KB
english, 2001
15

Approximation to the Limiting Distribution of t- and F-Statistics in Testing for Seasonal Unit Roots

Seiji Nabeya
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 1.86 MB
english, 2001
16

Front Matter

Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 696 KB
english, 2001
18

The Limit Distribution of Cointegration Rank Tests of "Wald" Type

P. Paruolo
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 227 KB
english, 2001
19

Corrigenda: The R/S Statistics as a Unit Root Test

Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 156 KB
english, 2001
20

Back Matter

Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 1.51 MB
english, 2001
21

Estimation of Excess Returns from Derivative Prices and Testing for Risk Neutral Pricing

Gurupdesh S. Pandher
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 3.04 MB
english, 2001
24

An Alternative GLS-like Transformation in Regression Models with AR(1) Errors

Oliver Linton and D. Kristensen
Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 249 KB
english, 2001
25

Corrigenda to Neudecker and Puntanen

Journal:
Econometric Theory
Year:
2001
Language:
english
File:
PDF, 156 KB
english, 2001