Volume 61; Issue 4

Econometrica

Volume 61; Issue 4
1

Temporal Aggregation of Garch Processes

Drost, Feike C., Nijman, Theo E.
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 397 KB
english, 1993
2

Tests for Parameter Instability and Structural Change With Unknown Change Point

Andrews, Donald W. K.
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 714 KB
english, 1993
3

Nonlinear Dynamic Structures

Gallant, A. Ronald, Rossi, Peter E., Tauchen, George
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 734 KB
english, 1993
4

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

Stock, James H., Watson, Mark W.
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 868 KB
english, 1993
6

Existence and Uniqueness of Equilibria When Preferences are Additively Separable

Dana, Rose Anne
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 229 KB
english, 1993
7

Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation

Erickson, Timothy
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 345 KB
english, 1993
8

Implied Probabilities in GMM Estimators

Back, Kerry, Brown, David P.
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 236 KB
english, 1993
9

Signalling and Renegotiation in Contractual Relationships

Beaudry, Paul, Poitevin, Michel
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 928 KB
english, 1993
10

Simulated Moments Estimation of Markov Models of Asset Prices

Duffie, Darrell, Singleton, Kenneth J.
Journal:
Econometrica
Year:
1993
Language:
english
File:
PDF, 618 KB
english, 1993