INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS

JOURNAL ARTICLE published October 2019 in Econometric Theory

Authors: Torben G. Andersen | Nicola Fusari | Viktor Todorov | Rasmus T. Varneskov

Ordered-Reversed Stochastic Processes May Be Nonstochastic

JOURNAL ARTICLE published October 1996 in Econometric Theory

Authors: R.W. Farebrother

ECT volume 35 issue 5 Cover and Front matter

JOURNAL ARTICLE published October 2019 in Econometric Theory

Multivariate Regression Subject to Orthogonality Conditions

JOURNAL ARTICLE published October 1997 in Econometric Theory

Authors: R.W. Farebrother

TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2015–2017

JOURNAL ARTICLE published August 2018 in Econometric Theory

Authors: Peter C.B. Phillips

ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS

JOURNAL ARTICLE published June 2017 in Econometric Theory

Authors: Theodore W. Anderson

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2005

JOURNAL ARTICLE published February 2006 in Econometric Theory

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

TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT

JOURNAL ARTICLE published October 2015 in Econometric Theory

Authors: Xun Lu | Habert White

YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS

JOURNAL ARTICLE published October 2006 in Econometric Theory

Authors: Grant Hillier

CUMULATIVE INDEX TO VOLUME 27, 2011

JOURNAL ARTICLE published December 2011 in Econometric Theory

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published December 2003 in Econometric Theory

HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY

JOURNAL ARTICLE published February 2001 in Econometric Theory

Authors: Peter C.B. Phillips | Hyungsik Roger Moon | Zhijie Xiao

TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS

JOURNAL ARTICLE published August 2015 in Econometric Theory

Authors: Michael Vogt

An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables

JOURNAL ARTICLE published December 1986 in Econometric Theory

Authors: Brett Inder

THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS

JOURNAL ARTICLE published December 2004 in Econometric Theory

Authors: Woocheol Kim | Oliver Linton

Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions

JOURNAL ARTICLE published September 1990 in Econometric Theory

Authors: Whitney K. Newey | James L. Powell

Semiparametric Estimation of Location and Other Discrete Choice Moments

JOURNAL ARTICLE published February 1997 in Econometric Theory

Authors: Arthur Lewbel

ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS

JOURNAL ARTICLE published October 2023 in Econometric Theory

Authors: Luca Mucciante | Alessio Sancetta

ECT volume 29 issue 1 Cover and Back matter

JOURNAL ARTICLE published February 2013 in Econometric Theory

Estimation of Type 3 Tobit Model via the EM Algorithm

JOURNAL ARTICLE published March 1991 in Econometric Theory

Authors: S.K. Sapra