Volume 26; Issue 1

Econometric Theory

Volume 26; Issue 1
2

SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL

Liu, Rong, Yang, Lijian
Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 292 KB
english, 2010
4

The Econometric Theory Awards 2010

Journal:
Econometric Theory
Year:
2010
File:
PDF, 21 KB
2010
5

ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS

Linton, Oliver, Pan, Jiazhu, Wang, Hui
Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 225 KB
english, 2010
6

NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH

Kristensen, Dennis
Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 225 KB
english, 2010
8

POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION

Martellosio, Federico
Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 279 KB
english, 2010
10

TESTING FOR EXOGENEITY IN THRESHOLD MODELS

Kapetanios, George
Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 172 KB
english, 2010
12

SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS

Magnus, Jan R., Muris, Chris
Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 87 KB
english, 2010
13

ECT volume 26 issue 1 Cover and Front matter

Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 94 KB
english, 2010
14

ECT volume 26 issue 1 Cover and Back matter

Journal:
Econometric Theory
Year:
2010
Language:
english
File:
PDF, 470 KB
english, 2010