LOCAL PARTITIONED QUANTILE REGRESSION

JOURNAL ARTICLE published October 2017 in Econometric Theory

Authors: Zhengyu Zhang

The Moore-Penrose Inverse of a Sum of Three Matrices

JOURNAL ARTICLE published October 1995 in Econometric Theory

Authors: Shuangzhe Liu | Yue Ma

A Non-normal Limiting Distribution

JOURNAL ARTICLE published August 1986 in Econometric Theory

Authors: John L. Knight

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2007

JOURNAL ARTICLE published October 2008 in Econometric Theory

Authors: V.B. Hall | P.C.B. Phillips

ECT volume 30 issue 5 Cover and Back matter

JOURNAL ARTICLE published October 2014 in Econometric Theory

Correcting for Heteroskedasticity of Unspecified Form

JOURNAL ARTICLE published February 2004 in Econometric Theory

Authors: Tom Wansbeek

An Alternative Representation of the Hadamard Product–Solution

JOURNAL ARTICLE published April 1997 in Econometric Theory

Authors: J. Roderick McCrorie

A ROBUST BAYESIAN APPROACH FOR UNIT ROOT TESTING

JOURNAL ARTICLE published June 2007 in Econometric Theory

Authors: Caterina Conigliani | Fulvio Spezzaferri

Results for a Simple Triangular Simultaneous Equations Model

JOURNAL ARTICLE published June 1990 in Econometric Theory

Authors: Alberto Holly

Asymptotic Properties of Tests for Heteroskedasticity

JOURNAL ARTICLE published February 1995 in Econometric Theory

Authors: Jeffrey M. Wooldridge

02.4.2. On the Rank of a Matrix Useful in Goodness-of-Fit Testing of Structural Equation Models —Solution

JOURNAL ARTICLE published August 2003 in Econometric Theory

Authors: Simo Puntanen | George P.H. Styan | Hans Joachim Werner

ECT volume 2 issue 3 Back matter

JOURNAL ARTICLE published December 1986 in Econometric Theory

Some Exact Results for Estimators of the Coefficients on the Exogenous Variables in a Single Equation

JOURNAL ARTICLE published June 1995 in Econometric Theory

Authors: Christopher L. Skeels

ECT volume 36 issue 4 Cover and Front matter

JOURNAL ARTICLE published August 2020 in Econometric Theory

MOMENT-BASED INFERENCE WITH STRATIFIED DATA

JOURNAL ARTICLE published February 2011 in Econometric Theory

Authors: Gautam Tripathi

GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION

JOURNAL ARTICLE published June 2006 in Econometric Theory

Authors: Taisuke Otsu

EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS

JOURNAL ARTICLE published August 2016 in Econometric Theory

Authors: Ivana Komunjer | Giuseppe Ragusa

SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM

JOURNAL ARTICLE published 19 September 2023 in Econometric Theory

Authors: Alev Atak | Thomas Tao Yang | Yonghui Zhang | Qiankun Zhou

TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE

JOURNAL ARTICLE published August 2008 in Econometric Theory

Authors: Edna Schechtman | Amit Shelef | Shlomo Yitzhaki | Ričardas Zitikis

Generalized Inverses of Partitioned Matrices

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Götz Trenkler | Bernhard Schipp | Heinz Neudecker | Liu Shuangzhe