The following pages link to Econometric Theory (Q57676):
Displaying 50 items.
- GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS (Q57679) (← links)
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q76479) (← links)
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q96502) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q96759) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q102093) (← links)
- Multivariate Simultaneous Generalized ARCH (Q117428) (← links)
- Testing Identifiability and Specification in Instrumental Variable Models (Q131675) (← links)
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS (Q132822) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q150495) (← links)
- Asymptotically Efficient Estimation of Cointegration Regressions (Q156118) (← links)
- THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE <i>n</i>-SPHERE (Q2716434) (← links)
- HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY (Q2716435) (← links)
- NEAR SEASONAL INTEGRATION (Q2716436) (← links)
- STRUCTURAL CHANGE IN AR(1) MODELS (Q2716437) (← links)
- TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES (Q2716438) (← links)
- A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS (Q2716439) (← links)
- THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES (Q2716440) (← links)
- ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES (Q2716441) (← links)
- VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE (Q2716442) (← links)
- GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS (Q2716472) (← links)
- MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST (Q2716473) (← links)
- THE FDH ESTIMATOR FOR PRODUCTIVITY EFFICIENCY SCORES (Q2716475) (← links)
- MIXED NORMALITY AND ANCILLARITY IN <i>I</i>(2) SYSTEMS (Q2716476) (← links)
- VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF <i>I</i>(0), <i>I</i>(1), AND <i>I</i>(2) COMPONENTS (Q2716477) (← links)
- ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA (Q2716478) (← links)
- DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM (Q2716479) (← links)
- CONSISTENT MODEL SPECIFICATION TESTS (Q2716480) (← links)
- THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I (Q2716481) (← links)
- THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II (Q2716482) (← links)
- A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS (Q2716483) (← links)
- ESTIMATING WEAK GARCH REPRESENTATIONS (Q2716484) (← links)
- LOCAL SEMIPARAMETRIC EFFICIENCY BOUNDS UNDER SHAPE RESTRICTIONS (Q2716485) (← links)
- A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS (Q2716486) (← links)
- BEHAVIOR OF DICKEY–FULLER <i>t</i>-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS (Q2716487) (← links)
- LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(<i>p</i>) SQUARED RESIDUAL CORRELATIONS (Q2739262) (← links)
- CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS (Q2739263) (← links)
- STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS (Q2739264) (← links)
- UNIT ROOT SEASONAL AUTOREGRESSIVE MODELS WITH A POLYNOMIAL TREND OF HIGHER DEGREE (Q2739265) (← links)
- TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS (Q2739266) (← links)
- THE ERROR TERM IN THE HISTORY OF TIME SERIES ECONOMETRICS (Q2739268) (← links)
- ASYMPTOTIC PROPERTIES OF WEIGHTED <i>M</i>-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES (Q2739269) (← links)
- AN INTEGRAL INEQUALITY ON <i>C</i>([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION (Q2739270) (← links)
- A NOTE ON BAYESIAN INFERENCE IN ASSET PRICING (Q2739271) (← links)
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
