Volume 22; Issue 6

Econometric Theory

Volume 22; Issue 6
1

ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS

Poskitt, D.S.
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 336 KB
english, 2006
2

A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

Escanciano, J. Carlos
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 198 KB
english, 2006
3

ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER

Moon, H.R., Perron, B., Phillips, P.C.B.
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 110 KB
english, 2006
4

ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL

Xia, Yingcun
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 211 KB
english, 2006
5

A Consistent Diagnostic Test for Regression Models Using Projections

J. Carlos Escanciano
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 1.82 MB
english, 2006
6

A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION

Hassler, Uwe, Breitung, Jörg
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 163 KB
english, 2006
7

AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION

Baltagi, Badi H.
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 57 KB
english, 2006
8

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS, 2007

Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 32 KB
english, 2006
10

STOCHASTIC UNIT ROOT MODELS

Gourieroux, Christian, Robert, Christian Y.
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 389 KB
english, 2006
11

ACKNOWLEDGMENT OF RELATED PRIOR WORK

Wooldridge, Jeffrey M.
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 33 KB
english, 2006
12

Back Matter

Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 1.47 MB
english, 2006
13

Front Matter

Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 585 KB
english, 2006
14

A Residual-Based LM-Type Test against Fractional Cointegration

Uwe Hassler and Jörg Breitung
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 1.35 MB
english, 2006
15

An Alternative Derivation of Mundlak's Fixed Effects Results Using System Estimation

Badi H. Baltagi
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 385 KB
english, 2006
17

Volume Information

Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 361 KB
english, 2006
18

On the Identification and Estimation of Nonstationary and Cointegrated ARMAX Systems

D. S. Poskitt
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 2.91 MB
english, 2006
19

Asymptotic Distributions for Two Estimators of the Single-Index Model

Yingcun Xia
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 1.59 MB
english, 2006
20

Acknowledgment of Related Prior Work

Jeffrey M. Wooldridge
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 246 KB
english, 2006
21

On the Breitung Test for Panel Unit Roots and Local Asymptotic Power

H. R. Moon, B. Perron and P. C. B. Phillips
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 781 KB
english, 2006
22

Stochastic Unit Root Models

Christian Gourieroux and Christian Y. Robert
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 2.53 MB
english, 2006