Volume 18; Issue 5

Econometric Theory

Volume 18; Issue 5
1

EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS

Andrews, Donald W.K.
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 315 KB
english, 2002
4

ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS

Zinde-Walsh, Victoria
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 163 KB
english, 2002
5

THE ET INTERVIEW: PROFESSOR PHOEBUS J. DHRYMES

Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 485 KB
english, 2002
8

OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS

Guerre, Emmanuel, Lavergne, Pascal
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 226 KB
english, 2002
9

THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES

Kurozumi, Eiji
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 414 KB
english, 2002
10

PROBLEMS AND SOLUTIONS

Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 123 KB
english, 2002
11

The Characteristic Function from a Family of Truncated Normal Distributions

Karim Abadir and Tassos Magdalinos
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 878 KB
english, 2002
12

Some Properties of a Generalized Two-Error Components Matrix

Franc J. G. M. Klaassen and Jan R. Magnus
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 275 KB
english, 2002
13

Asymptotic Theory for Some High Breakdown Point Estimators

Victoria Zinde-Walsh
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 2.40 MB
english, 2002
14

Back Matter

Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 404 KB
english, 2002
15

Some Properties of a Generalized Two-Error Components Matrix

Tom Wansbeek
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 282 KB
english, 2002
16

Durbin-Watson Statistic and Random Individual Effects

Stanislav Anatolyev
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 302 KB
english, 2002
18

The ET Interview: Professor Phoebus J. Dhrymes

Aris Spanos and Phoebus J. Dhrymes
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 6.76 MB
english, 2002
19

Equivalence of the Higher Order Asymptotic Efficiency of k-Step and Extremum Statistics

Donald W. K. Andrews
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 4.20 MB
english, 2002
21

The Limiting Properties of the Canova and Hansen Test under Local Alternatives

Eiji Kurozumi
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 2.00 MB
english, 2002
22

Serial Correlation and Asymptotic Variance

Geert Dhaene
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 313 KB
english, 2002
25

A Mixingale Inequality Using an Exponential Moment

Robert M. De Jong
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 223 KB
english, 2002
26

Front Matter

Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 699 KB
english, 2002