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Volume 28; Issue 4
Main
Econometric Theory
Volume 28; Issue 4
Econometric Theory
Volume 28; Issue 4
1
ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
De Gregorio, Alessandro
,
Iacus, Stefano M.
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 217 KB
Your tags:
english, 2012
2
THE ET INTERVIEW: CHRISTIAN GOURIÉROUX AND ALAIN MONFORT
Ghysels, Eric
,
Renault, Eric
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 163 KB
Your tags:
english, 2012
3
A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
Kong, Efang
,
Xia, Yingcun
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 469 KB
Your tags:
english, 2012
4
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
Aue, Alexander
,
Hörmann, Siegfried
,
Horváth, Lajos
,
Hušková, Marie
,
Steinebach, Josef G.
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 228 KB
Your tags:
english, 2012
5
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
Jeong, Kiho
,
Härdle, Wolfgang K.
,
Song, Song
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 251 KB
Your tags:
english, 2012
6
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
Chu, Ba
,
Jacho-Chávez, David T.
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 466 KB
Your tags:
english, 2012
7
SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT
Qu, Xi
,
de Jong, Robert
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 86 KB
Your tags:
english, 2012
8
ECT volume 28 issue 4 Cover and Front matter
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 103 KB
Your tags:
english, 2012
9
GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS
Komunjer, Ivana
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 99 KB
Your tags:
english, 2012
10
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI
Evdokimov, Kirill
,
White, Halbert
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 100 KB
Your tags:
english, 2012
11
ECT volume 28 issue 4 Cover and Back matter
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 102 KB
Your tags:
english, 2012
12
THE 2009–2011 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
Phillips, Peter C.B.
Journal:
Econometric Theory
Year:
2012
Language:
english
File:
PDF, 54 KB
Your tags:
english, 2012
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