Volume 24; Issue 4

Econometric Theory

Volume 24; Issue 4
1

MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION

McElroy, Tucker
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 284 KB
english, 2008
2

ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS

Stelzer, Robert
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 76 KB
english, 2008
3

Quantile Regression with Mismeasured Covariates

Susanne M. Schénnach
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.82 MB
english, 2008
4

LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS

Phillips, Peter C.B., Magdalinos, Tassos
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 186 KB
english, 2008
9

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

Su, Liangjun, White, Halbert
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 473 KB
english, 2008
10

REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS

Ibragimov, Rustam, Phillips, Peter C.B.
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 449 KB
english, 2008
11

ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES

Saidi, Abdessamad, Roy, Roch
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 314 KB
english, 2008
12

QUANTILE REGRESSION WITH MISMEASURED COVARIATES

Schennach, Susanne M.
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 262 KB
english, 2008
13

A Nonparametric Hellinger Metric Test for Conditional Independence

Liangjun Su and Halbert White
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 3.28 MB
english, 2008
14

Regression Asymptotics Using Martingale Convergence Methods

Rustam Ibragimov and Peter C. B. Phillips
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 4.61 MB
english, 2008
15

Robust Optimal Tests for Causality in Multivariate Time Series

Abdessamad Saidi and Roch Roy
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 3.96 MB
english, 2008
17

On the Relation between the Vec and BEKK Multivariate GARCH Models

Robert Stelzer
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 654 KB
english, 2008
18

Limit Theory for Explosively Cointegrated Systems

Peter C. B. Phillips and Tassos Magdalinos
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1.52 MB
english, 2008
19

Back Matter

Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 421 KB
english, 2008
21

Front Matter

Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 641 KB
english, 2008