ECT volume 34 issue 5 Cover and Front matter

JOURNAL ARTICLE published October 2018 in Econometric Theory

On the Bias of Standard Errors of the LS Residual under Nonnormal Errors—Solution

JOURNAL ARTICLE published December 1997 in Econometric Theory

Authors: Offer Lieberman | Aman Ullah | Robert Breunig

ECT volume 25 issue 2 Cover and Front matter

JOURNAL ARTICLE published April 2009 in Econometric Theory

SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS

JOURNAL ARTICLE published August 1999 in Econometric Theory

Authors: Wen-Jen Tsay

Deriving Restricted Least Squares Estimator without a Lagrangean

JOURNAL ARTICLE published April 1993 in Econometric Theory

Authors: Paolo Paruolo

ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS

JOURNAL ARTICLE published October 2004 in Econometric Theory

Authors: Jiti Gao | Maxwell King

SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS

JOURNAL ARTICLE published June 2008 in Econometric Theory

Authors: Herman J. Bierens

RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS

JOURNAL ARTICLE published December 2007 in Econometric Theory

Authors: Donald W.K. Andrews | Gustavo Soares

On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis

JOURNAL ARTICLE published September 1991 in Econometric Theory

Authors: Mervyn J. Silvapulle

The VPRT: A Sequential Testing Procedure Dominating the SPRT

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Noel Cressie | Peter B. Morgan

NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION

JOURNAL ARTICLE published October 2021 in Econometric Theory

Authors: Juan Carlos Escanciano | Stefan Hoderlein | Arthur Lewbel | Oliver Linton | Sorawoot Srisuma

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

JOURNAL ARTICLE published June 2009 in Econometric Theory

Authors: David T. Jacho-Chávez

TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS

JOURNAL ARTICLE published June 2006 in Econometric Theory

Authors: Lajos Horváth | Ricardas Zitikis

Aitken's Generalization of the Gauss-Markov Theorem

JOURNAL ARTICLE published June 1995 in Econometric Theory

Authors: R.W. Farebrother

THE ET INTERVIEW: B.L.S. PRAKASA RAO

JOURNAL ARTICLE published April 2011 in Econometric Theory

Authors: Arup Bose

ECT volume 3 issue 1 Back matter

JOURNAL ARTICLE published February 1987 in Econometric Theory

Coherency Conditions in a Simultaneous Equations Model with an Interval-Censored Endogenous Variable

JOURNAL ARTICLE published February 1997 in Econometric Theory

Authors: S.K. Sapra

THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS

JOURNAL ARTICLE published February 2012 in Econometric Theory

Authors: Peter C.B. Phillips | Jun Yu

The Zellner Thesis Award in Business and Economic Statistics

JOURNAL ARTICLE published December 1994 in Econometric Theory

Approximating the Finite Sample Bias for Maximum Likelihood Estimators by Using the Score

JOURNAL ARTICLE published March 1996 in Econometric Theory

Authors: Bart Lambrech | William Perraudin | Stephen Satchell