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BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS JOURNAL ARTICLE published December 2010 in Econometric Theory |
TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL JOURNAL ARTICLE published June 2022 in Econometric Theory |
THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE JOURNAL ARTICLE published April 1999 in Econometric Theory |
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION JOURNAL ARTICLE published 8 February 2024 in Econometric Theory |
Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix JOURNAL ARTICLE published June 1993 in Econometric Theory |
THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST JOURNAL ARTICLE published April 2010 in Econometric Theory |
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY JOURNAL ARTICLE published June 2018 in Econometric Theory |
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS JOURNAL ARTICLE published June 2010 in Econometric Theory |
LIMIT THEOREMS FOR FACTOR MODELS JOURNAL ARTICLE published October 2021 in Econometric Theory |
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA JOURNAL ARTICLE published June 2008 in Econometric Theory |
NONPARAMETRIC STOCHASTIC VOLATILITY JOURNAL ARTICLE published December 2018 in Econometric Theory |
Maximum Likelihood Estimation for MA(1) Processes with a Root on or near the Unit Circle JOURNAL ARTICLE published March 1996 in Econometric Theory |
GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS JOURNAL ARTICLE published April 2008 in Econometric Theory |
Principal Components Analysis of Cointegrated Time Series JOURNAL ARTICLE published February 1997 in Econometric Theory |
A Reappraisal of Misspecified Econometric Models JOURNAL ARTICLE published October 1996 in Econometric Theory |
Testing for Second-Order Stochastic Dominance of Two Distributions JOURNAL ARTICLE published December 1994 in Econometric Theory |
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? JOURNAL ARTICLE published April 2008 in Econometric Theory |
Analog Estimation Methods in EconometricsCharles F. Manski New York: Chapman and Hall, 1988, 150pp., $45.00 JOURNAL ARTICLE published June 1990 in Econometric Theory |
ECT volume 25 issue 3 Cover and Front matter JOURNAL ARTICLE published June 2009 in Econometric Theory |
Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 JOURNAL ARTICLE published June 2005 in Econometric Theory |