Volume 23; Issue 3

Econometric Theory

Volume 23; Issue 3
1

A ROBUST BAYESIAN APPROACH FOR UNIT ROOT TESTING

Conigliani, Caterina, Spezzaferri, Fulvio
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 182 KB
english, 2007
2

A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA

Chen, Xiaohong, Fan, Yanqin
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 207 KB
english, 2007
4

ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS

Scherrer, Wolfgang, Ribarits, Eva
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 184 KB
english, 2007
5

A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM

Linton, Oliver, Xiao, Zhijie
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 359 KB
english, 2007
6

ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES

Abramson, Ari, Cohen, Israel
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 162 KB
english, 2007
8

THE REAL PART OF A COMPLEX ARMA PROCESS

Bailey, Ralph W.
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 103 KB
english, 2007
9

THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES

Franchi, Massimo
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 82 KB
english, 2007
10

NEW CO-EDITORS

Philllips, Peter C.B.
Journal:
Econometric Theory
Year:
2007
File:
PDF, 60 KB
2007
11

On the Parametrization of Multivariate GARCH Models

Wolfgang Scherrer and Eva Ribarits
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.93 MB
english, 2007
12

On the Stationarity of Markov-Switching GARCH Processes

Ari Abramson and Israel Cohen
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.37 MB
english, 2007
13

A Nonparametric Regression Estimator That Adapts to Error Distribution of Unknown Form

Oliver Linton and Zhijie Xiao
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 3.20 MB
english, 2007
14

A Robust Bayesian Approach for Unit Root Testing

Caterina Conigliani and Fulvio Spezzaferri
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.98 MB
english, 2007
15

Back Matter

Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.10 MB
english, 2007
16

An Efficient Linear GMM Estimator for the Covariance Stationary AR(1)/Unit Root Model for Panel Data

Hugo Kruiniger
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.53 MB
english, 2007
17

A Model Selection Test for Bivariate Failure-Time Data

Xiaohong Chen and Yanqin Fan
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 2.32 MB
english, 2007
18

The Real Part of a Complex ARMA Process

Ralph W. Bailey
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.02 MB
english, 2007
19

Front Matter

Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 560 KB
english, 2007
20

Efficiency of Linear Estimators under Heavy-Tailedness: Convolutions of α-Symmetric Distributions

Rustam Ibragimov
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.84 MB
english, 2007
21

The Integration Order of Vector Autoregressive Processes

Massimo Franchi
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 661 KB
english, 2007