Volume 24; Issue 3

Econometric Theory

Volume 24; Issue 3
1

A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES

Johansen, SØren
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 244 KB
english, 2008
2

UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Hansen, Bruce E.
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 163 KB
english, 2008
3

ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS

Georgiev, Iliyan
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 291 KB
english, 2008
4

GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT

Phillips, Peter C.B., Han, Chirok
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 167 KB
english, 2008
6

A PERMUTATION-BASED ESTIMATOR FOR MONOTONE INDEX MODELS

Bhattacharya, Debopam
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 116 KB
english, 2008
7

THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS

Deng, Ai, Perron, Pierre
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 125 KB
english, 2008
8

THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES

MÜller, Ulrich K.
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 155 KB
english, 2008
9

MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS

Zarepour, M., Roknossadati, S.M.
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 479 KB
english, 2008
10

KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST

Zinde-Walsh, Victoria
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 209 KB
english, 2008
11

A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL

Tsai, Henghsiu, Chan, Kung-Sik
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 71 KB
english, 2008
12

Uniform Convergence Rates for Kernel Estimation with Dependent Data

Bruce E. Hansen
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1.43 MB
english, 2008
13

Back Matter

Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 409 KB
english, 2008
14

Kernel Estimation When Density May Not Exist

Victoria Zinde-Walsh
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.41 MB
english, 2008
15

Asymptotics for Cointegrated Processes with Infrequent Stochastic Level Shifts and Outliers

Iliyan Georgiev
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.57 MB
english, 2008
16

Gaussian Inference in AR(1) Time Series with or without a Unit Root

Peter C. B. Phillips and Chirok Han
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1.34 MB
english, 2008
17

The Impossibility of Consistent Discrimination between I(0) and I(1) Processes

Ulrich K. Muller
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1.53 MB
english, 2008
18

Front Matter

Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 643 KB
english, 2008
19

A Note on Inequality Constraints in the Garch Model

Henghsiu Tsai and Kung-Sik Chan
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 604 KB
english, 2008
20

A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

Søren Johansen
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.00 MB
english, 2008
21

A Permutation-Based Estimator for Monotone Index Models

Debopam Bhattacharya
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1018 KB
english, 2008