Volume 5; Issue 1

Econometric Theory

Volume 5; Issue 1
1

Interviewed by Nicholas M. Kiefer

Goldberger, Arthur S.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 2.09 MB
english, 1989
3

ECT volume 5 issue 1 Cover and Front matter

Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 145 KB
english, 1989
5

Identifiability in a Mixed-Sample System

Agbeyegbe, Terence D.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 57 KB
english, 1989
6

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA (1,1) Process

Pantula, Sastry G.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 55 KB
english, 1989
8

A Matrix Inequality

Neudecker, Heinz
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 66 KB
english, 1989
9

Prediction with a Two-Way Error Component Regression Model

Konning, Ruud H.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 118 KB
english, 1989
11

Mirror-Image and Invariant Distributions in ARMA Models

Cryer, Jonathan D., Nankervis, John C., Savin, N.E.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 864 KB
english, 1989
12

Effect of Nonnormality on the Estimation of a Single Structural Equation with Structural Change

Hodoshima, Jiro
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 495 KB
english, 1989
13

A General Framework for Testing a Null Hypothesis in a “Mixed” Form

Gourieroux, C., Monfort, A.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 886 KB
english, 1989
15

Statistical Inference in Regressions with Integrated Processes: Part 2

Park, Joon Y., Phillips, Peter C.B.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 1.78 MB
english, 1989
17

A Variance Comparison of OLS and Feasible GLS in an Error Components Model

Baltagi, Badi H.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 46 KB
english, 1989
18

Asymptotic Properties of OLS and GLS

Dolado, Juan J.
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 155 KB
english, 1989
19

Identifiability in a Mixed-Sample System

Terence D. Agbeyegbe
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 203 KB
english, 1989
20

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA (1,1) Process

Sastry G. Pantula
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 203 KB
english, 1989
21

Statistical Inference in Regressions with Integrated Processes: Part 2

Joon Y. Park and Peter C. B. Phillips
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 3.10 MB
english, 1989
22

[untitled]

Review by: D. S. G. Pollock
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 610 KB
english, 1989
23

[untitled]

Review by: Donald W. K. Andrews
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 722 KB
english, 1989
25

Back Matter

Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 380 KB
english, 1989
26

The Singular-Value Decomposition of the First-Order Difference Matrix

R. W. Farebrother
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 162 KB
english, 1989
27

Effect of Nonnormality on the Estimation of a Single Structural Equation with Structural Change

Jiro Hodoshima
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 937 KB
english, 1989
28

Mirror-Image and Invariant Distributions in Arma Models

Jonathan D. Cryer, John C. Nankervis and N. E. Savin
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 1.50 MB
english, 1989
29

Prediction with a Two-Way Error Component Regression Model

Ruud H. Konning
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 331 KB
english, 1989
30

A General Framework for Testing a Null Hypothesis in a "Mixed" Form

C. Gourieroux and A. Monfort
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 1.54 MB
english, 1989
31

The ET Interview: Arthur S. Goldberger

Nicholas M. Kiefer and Arthur S. Goldberger
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 3.24 MB
english, 1989
32

Asymptotic Properties of OLS and GLS

Juan J. Dolado
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 364 KB
english, 1989
33

A Variance Comparison of OLS and Feasible GLS in an Error Components Model

Badi H. Baltagi
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 213 KB
english, 1989
34

Front Matter

Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 686 KB
english, 1989
35

A Matrix Inequality

Heinz Neudecker
Journal:
Econometric Theory
Year:
1989
Language:
english
File:
PDF, 250 KB
english, 1989