Volume 24; Issue 6

Econometric Theory

Volume 24; Issue 6
1

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION

McAleer, Michael, Chan, Felix, Hoti, Suhejla, Lieberman, Offer
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 261 KB
english, 2008
4

M-ESTIMATION IN GARCH MODELS

Mukherjee, Kanchan
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 200 KB
english, 2008
5

GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS

Čížek, Pavel
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 256 KB
english, 2008
6

SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS

Donkers, Bas, Schafgans, Marcia
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 232 KB
english, 2008
8

UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES

Song, Kyungchul
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 334 KB
english, 2008
9

ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS

Horváth, Lajos, Horváth, Zsuzsanna, Zhou, Wang
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 173 KB
english, 2008
10

ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS

Comte, F., Dedecker, J., Taupin, M.L.
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 380 KB
english, 2008
11

Uniform Convergence of Series Estimators over Function Spaces

Kyungchul Song
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.82 MB
english, 2008
12

Specification and Estimation of Semiparametric Multiple-Index Models

Bas Donkers and Marcia Schafgans
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.36 MB
english, 2008
13

Adaptive Density Estimation for General ARCH Models

F. Comte, J. Dedecker and M. L. Taupin
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.63 MB
english, 2008
14

Volume Information

Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 441 KB
english, 2008
16

M-Estimation in GARCH Models

Kanchan Mukherjee
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1.84 MB
english, 2008
17

Asymptotic Properties of Nonparametric Frontier Estimators

Lajos Horváth, Zsuzsanna Horváth and Wang Zhou
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1.27 MB
english, 2008
18

Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-Based Block Bootstrap

Myung Hwan Seo
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 1.64 MB
english, 2008
20

Back Matter

Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 895 KB
english, 2008
21

Front Matter

Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 653 KB
english, 2008
22

Generalized Autoregressive Conditional Correlation

Michael McAleer, Felix Chan, Suhejla Hoti and Offer Lieberman
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 2.39 MB
english, 2008