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The Formation of Econometrics: A Historical PerspectiveDuo Qin Oxford University Press, 1993 JOURNAL ARTICLE published February 1997 in Econometric Theory |
Global Power of White's Test for Heteroskedasticity JOURNAL ARTICLE published March 1991 in Econometric Theory |
THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI JOURNAL ARTICLE published December 2020 in Econometric Theory |
ECT volume 6 issue 1 Back matter JOURNAL ARTICLE published March 1990 in Econometric Theory |
Property of a Matrix Used in Multidimensional Scaling JOURNAL ARTICLE published September 1991 in Econometric Theory |
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION JOURNAL ARTICLE published October 2011 in Econometric Theory |
IDENTIFICATION AND INFERENCE IN A QUANTILE REGRESSION DISCONTINUITY DESIGN UNDER RANK SIMILARITY WITH COVARIATES JOURNAL ARTICLE published 2 August 2023 in Econometric Theory |
ADDING REGRESSORS TO OBTAIN EFFICIENCY JOURNAL ARTICLE published February 2009 in Econometric Theory |
Efficient Reduced Form Estimation via OLS JOURNAL ARTICLE published December 1986 in Econometric Theory |
Optimal Structural Estimation of Triangular Systems: I. The Stationary Case JOURNAL ARTICLE published June 1990 in Econometric Theory |
ESTIMATING ADDITIVE NONPARAMETRIC MODELS BY PARTIAL Lq NORM: THE CURSE OF FRACTIONALITY JOURNAL ARTICLE published December 2001 in Econometric Theory |
A Simple Expression for the Moore-Penrose Inverse of the Duplication Matrix JOURNAL ARTICLE published February 1995 in Econometric Theory |
ECT volume 28 issue 1 Cover and Back matter JOURNAL ARTICLE published February 2012 in Econometric Theory |
PROBLEMS AND SOLUTIONS JOURNAL ARTICLE published August 2003 in Econometric Theory |
02.4.1. On Hadamard Product of Square Roots of Correlation Matrices—Solution JOURNAL ARTICLE published August 2003 in Econometric Theory |
THE ECONOMETRIC THEORY AWARDS 2023 JOURNAL ARTICLE published April 2023 in Econometric Theory |
NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA JOURNAL ARTICLE published February 2005 in Econometric Theory |
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST JOURNAL ARTICLE published December 2005 in Econometric Theory |
VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN JOURNAL ARTICLE published June 2003 in Econometric Theory |
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT JOURNAL ARTICLE published December 2009 in Econometric Theory |