Volume 18; Issue 3

Econometric Theory

Volume 18; Issue 3
2

TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE

Lobato, I.N., Nankervis, John C., Savin, N.E.
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 127 KB
english, 2002
4

EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY

Kuersteiner, Guido M.
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 303 KB
english, 2002
5

ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS

Paruolo, Paolo
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 197 KB
english, 2002
6

EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION

Knight, John L., Yu, Jun
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 226 KB
english, 2002
7

TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS

Erickson, Timothy, Whited, Toni M.
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 202 KB
english, 2002
8

A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL

Caner, Mehmet
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 125 KB
english, 2002
9

PROBLEMS AND SOLUTIONS

Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 54 KB
english, 2002
10

PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN

Hidalgo, J., Yajima, Y.
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 299 KB
english, 2002
13

STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS

Choi, In
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 220 KB
english, 2002
15

Front Matter

Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 770 KB
english, 2002
16

Conditional and Unconditional Correlatedness and Heteroskedasticity

Stanislav Anatolyev
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 234 KB
english, 2002
18

A Note on Least Absolute Deviation Estimation of a Threshold Model

Mehmet Caner
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 1.24 MB
english, 2002
19

Regression with an Evaporating Logarithmic Trend

P. C. B. Phillips and Y. Sun
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 190 KB
english, 2002
20

Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated I(2) VAR Systems

Paolo Paruolo
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 1.77 MB
english, 2002
21

Back Matter

Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 412 KB
english, 2002
22

A Necessary and Sufficient Condition for the Equivalence of Affine Unbiased Estimators

Geert Dhaene
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 213 KB
english, 2002
24

Empirical Characteristic Function in Time Series Estimation

John L. Knight and Jun Yu
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 2.84 MB
english, 2002
25

Badly Weighted Least Squares

R. Koenker and S. Portnoy
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 277 KB
english, 2002
26

Efficient IV Estimation for Autoregressive Models with Conditional Heteroskedasticity

Guido M. Kuersteiner
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 3.22 MB
english, 2002
29

Prediction and Signal Extraction of Strongly Dependent Processes in the Frequency Domain

J. Hidalgo and Y. Yajima
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 2.92 MB
english, 2002
31

Structural Changes and Seemingly Unidentified Structural Equations

In Choi
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 2.68 MB
english, 2002