Volume 28; Issue 1

Econometric Theory

Volume 28; Issue 1
1

QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS

Francq, Christian, Zakoïan, Jean-Michel
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 623 KB
english, 2012
2

NULL RECURRENT UNIT ROOT PROCESSES

Myklebust, Terje, Karlsen, Hans Arnfinn, Tjøstheim, Dag
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 240 KB
english, 2012
3

TESTING FOR THE MARKOV PROPERTY IN TIME SERIES

Chen, Bin, Hong, Yongmiao
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 313 KB
english, 2012
4

ECT volume 28 issue 1 Cover and Front matter

Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 98 KB
english, 2012
7

THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS

Phillips, Peter C.B., Yu, Jun
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 222 KB
english, 2012
8

DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES

Chambers, Marcus J., Thornton, Michael A.
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 129 KB
english, 2012
9

ECT volume 28 issue 1 Cover and Back matter

Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 151 KB
english, 2012
11

The Economic Theory Awards 2012

Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 24 KB
english, 2012