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QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS

JOURNAL ARTICLE published December 2020 in Econometric Theory

Authors: Heng Chen | Harold D. Chiang | Yuya Sasaki

ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS

JOURNAL ARTICLE published August 2004 in Econometric Theory

Authors: Huaizhen Qin | Alan T.K. Wan

The Asymptotic Variance of ML Estimator of MA(l) Coefficient

JOURNAL ARTICLE published September 1992 in Econometric Theory

Authors: Young-ho Chang | Eric Iksoon Im

Parameter Estimates which Minimize the Sum of Functions of the Differences between the Residuals

JOURNAL ARTICLE published June 1987 in Econometric Theory

Authors: R. W. Farebrother

INTRODUCTION TO THE SPECIAL ISSUE ON INVERSE PROBLEMS

JOURNAL ARTICLE published June 2011 in Econometric Theory

Authors: Jean-Pierre Florens | Oliver Linton

An Equivalence Relation for Two Symmetric Idempotent Matrices

JOURNAL ARTICLE published August 1996 in Econometric Theory

Authors: Simo Puntanen | George P.H. Styan | Fuzhen Zhang

Estimation of ARCH Models–Solution

JOURNAL ARTICLE published June 1987 in Econometric Theory

Authors: Nicholas M. Kiefer

Eigenvalues of the Product of Nonnegative Definite Matrices

JOURNAL ARTICLE published August 1995 in Econometric Theory

Authors: Götz Trenkler

ECT volume 31 issue 6 Cover and Front matter

JOURNAL ARTICLE published December 2015 in Econometric Theory

Two of Our Readers

JOURNAL ARTICLE published September 1991 in Econometric Theory

On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity

JOURNAL ARTICLE published March 1994 in Econometric Theory

Authors: R.M. de Jong | H.J. Bierens

EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS

JOURNAL ARTICLE published June 2009 in Econometric Theory

Authors: David T. Jacho-Chávez

MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II

JOURNAL ARTICLE published August 1999 in Econometric Theory

Authors: Stéphane Gregoir

THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL

JOURNAL ARTICLE published August 2002 in Econometric Theory

Authors: G. Forchini

A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES

JOURNAL ARTICLE published April 1999 in Econometric Theory

Authors: Hans van Ophem

A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES

JOURNAL ARTICLE published October 2006 in Econometric Theory

Authors: Mika Meitz

STRETCHING THE NET: MULTIDIMENSIONAL REGULARIZATION

JOURNAL ARTICLE published February 2023 in Econometric Theory

Authors: Jaume Vives-i-Bastida

THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM

JOURNAL ARTICLE published February 2023 in Econometric Theory

Authors: Jiaying Gu | Jinyong Hahn | Kyoo Il Kim

ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS

JOURNAL ARTICLE published December 2006 in Econometric Theory

Authors: D.S. Poskitt

Median Unbiasedness of Estimators of Panel Data Censored Regression Models

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Jeffrey R. Campbell | Bo E. Honoré