A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL

JOURNAL ARTICLE published April 2006 in Econometric Theory

Authors: Dennis Kristensen | Oliver Linton

SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS

JOURNAL ARTICLE published April 2000 in Econometric Theory

Authors: Badi H. Baltagi | Young-Jae Chang

Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Lung-Fei Lee

THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST

JOURNAL ARTICLE published April 2010 in Econometric Theory

Authors: Patrik Guggenberger

NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY

JOURNAL ARTICLE published June 2018 in Econometric Theory

Authors: Songnian Chen | Xun Lu | Xianbo Zhou | Yahong Zhou

A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES

JOURNAL ARTICLE published December 1998 in Econometric Theory

Authors: Alois Kneip | Byeong U. Park | Léopold Simar

COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS

JOURNAL ARTICLE published April 2021 in Econometric Theory

Authors: Abdelhakim Aknouche | Christian Francq

Encompassing and Specificity

JOURNAL ARTICLE published October 1996 in Econometric Theory

Authors: Jean-Pierre Florens | David F. Hendry | Jean-François Richard

AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION

JOURNAL ARTICLE published December 2006 in Econometric Theory

Authors: Badi H. Baltagi

ECT volume 13 issue 6 Back Cover

JOURNAL ARTICLE published December 1997 in Econometric Theory

ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES

JOURNAL ARTICLE published February 2004 in Econometric Theory

Authors: Paulo M.M. Rodrigues | A.M. Robert Taylor

TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS

JOURNAL ARTICLE published April 2007 in Econometric Theory

Authors: Fuchun Li

Equivalence Between OLS and GLS Estimators for Linear Regression Models with AR(1) and MA(1) Errors

JOURNAL ARTICLE published February 1995 in Econometric Theory

Authors: S.K Sapra

03.6.1. The Central Limit Theorem for Student's Distribution

JOURNAL ARTICLE published December 2003 in Econometric Theory

Authors: Karim Abadir | Jan Magnus

TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW

JOURNAL ARTICLE published April 1999 in Econometric Theory

Authors: Ralf Runde

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published February 2004 in Econometric Theory

EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS

JOURNAL ARTICLE published February 2011 in Econometric Theory

Authors: Yuichi Kitamura | Richard J. Smith

Problems: Global Concavity of the Likelihood Functions for Two Binary Choice Models

JOURNAL ARTICLE published June 1996 in Econometric Theory

Authors: S.K. Sapra

Conditional and Unconditional Independence

JOURNAL ARTICLE published September 1991 in Econometric Theory

Authors: Klaus Pötzelberger

ECT volume 8 issue 1 Back matter

JOURNAL ARTICLE published March 1992 in Econometric Theory