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 \(n\)-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 \(I(2)\) systems (Q2716476) (← links)
- Vector autoregressions with unknown mixtures of \(I(0)\), \(I(1)\), and \(I(2)\) 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. (Kernel-based tests versus Bierens' ICM tests) (Q2716480) (← links)
- The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes (Q2716481) (← links)
- The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes (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 \(t\)-tests when there is a break under the alternative hypothesis (Q2716487) (← links)
- Large sample distribution of weighted sums of ARCH(\(p\)) 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 \(M\)-estimators for standard stratified samples. (Q2739269) (← links)
- An integral inequality on \(C([0,1])\) 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)
