A Misspecified Model

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Erratum

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Asymptotic Properties of OLS and GLS

JOURNAL ARTICLE published April 1988 in Econometric Theory

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DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION

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The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models

JOURNAL ARTICLE published April 1993 in Econometric Theory

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The Asymptotic Variance of the ML Estimator of MA(1) Coefficient

JOURNAL ARTICLE published June 1993 in Econometric Theory

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SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS

JOURNAL ARTICLE published April 2018 in Econometric Theory

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JOURNAL ARTICLE published April 2004 in Econometric Theory

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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

JOURNAL ARTICLE published April 2003 in Econometric Theory

Authors: Shiqing Ling | Michael McAleer

Least Absolute Deviation Estimation of a Shift

JOURNAL ARTICLE published June 1995 in Econometric Theory

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MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST

JOURNAL ARTICLE published December 2000 in Econometric Theory

Authors: Friedrich Leisch | Kurt Hornik | Chung-Ming Kuan

Priors for Macroeconomic Time Series and Their Application

JOURNAL ARTICLE published August 1994 in Econometric Theory

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COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

JOURNAL ARTICLE published June 2009 in Econometric Theory

Authors: Jörg Breitung

Optimal Structural Estimation of Triangular Systems: I. The Stationary Case

JOURNAL ARTICLE published September 1991 in Econometric Theory

Authors: H. Peter Boswijk

Comparison of GLS and OLS for a Linear Regression Model with Noninvertible MA(1) Errors

JOURNAL ARTICLE published August 1993 in Econometric Theory

Authors: Luis J. Alvárez | Juan J. Dolado