Volume 20; Issue 6

Econometric Theory

Volume 20; Issue 6
1

SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS

Berkes, István, Gombay, Edit, Horváth, Lajos, Kokoszka, Piotr
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 326 KB
english, 2004
2

ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH

Jensen, Søren Tolver, Rahbek, Anders
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 167 KB
english, 2004
3

WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS

Nze, Patrick Ango, Doukhan, Paul
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 338 KB
english, 2004
4

Nonparametric Regression in the Presence of Measurement Error

Susanne M. Schennach
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 3.83 MB
english, 2004
6

CUMULATIVE INDEX

Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 19 KB
english, 2004
7

THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS

Kim, Woocheol, Linton, Oliver
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 426 KB
english, 2004
8

NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR

Schennach, Susanne M.
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 319 KB
english, 2004
9

TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS

Ghysels, Eric, Guay, Alain
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 242 KB
english, 2004
10

ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES

Sun, Yixiao
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 226 KB
english, 2004
11

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS, 2005

Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 14 KB
english, 2004
12

ACKNOWLEDGMENT: 2003–2004 Referees

Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 17 KB
english, 2004
13

Back Matter

Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 696 KB
english, 2004
14

The Live Method for Generalized Additive Volatility Models

Woocheol Kim and Oliver Linton
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 3.36 MB
english, 2004
15

Estimation of the Long-Run Average Relationship in Nonstationary Panel Time Series

Yixiao Sun
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 2.74 MB
english, 2004
16

Unbiasedness of the OLS Estimator with Random Regressors

Michael Jansson
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 246 KB
english, 2004
17

The Central Limit Theorem for Student's Distribution

Karim Abadir and Jan Magnus
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 323 KB
english, 2004
18

Weak Dependence: Models and Applications to Econometrics

Patrick Ango Nze and Paul Doukhan
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 4.47 MB
english, 2004
19

Testing for Structural Change in the Presence of Auxiliary Models

Eric Ghysels and Alain Guay
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 2.97 MB
english, 2004
20

Volume Information

Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 547 KB
english, 2004
21

Front Matter

Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 673 KB
english, 2004
22

Asymptotic Inference for Nonstationary GARCH

Søren Tolver Jensen and Anders Rahbek
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 1.72 MB
english, 2004
23

03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution

Jansson, Michael
Journal:
Econometric Theory
Year:
2004
Language:
english
File:
PDF, 64 KB
english, 2004