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SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION

JOURNAL ARTICLE published 8 February 2024 in Econometric Theory

Authors: Chaohua Dong | Yundong Tu

Implications of Aggregation with Common Factors

JOURNAL ARTICLE published April 1987 in Econometric Theory

Authors: C. W. J. Granger

NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES

JOURNAL ARTICLE published October 2008 in Econometric Theory

Authors: Alexander Aue

A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS

JOURNAL ARTICLE published June 2013 in Econometric Theory

Authors: Timothy J. Vogelsang | Martin Wagner

Interviewed by Peter E. Rossi

JOURNAL ARTICLE published August 1989 in Econometric Theory

Authors: Arnold Zellner

The Wald, LR, and LM Inequality

JOURNAL ARTICLE published March 1994 in Econometric Theory

Authors: Badi H. Baltagi

The Heteroskedastic Consequences of an Arbitrary Variance for Initial Disturbance of an AR(1) Model

JOURNAL ARTICLE published December 1991 in Econometric Theory

Authors: Jae Hoon Kim

Identification and Estimation of a Simple Two-Equation Model

JOURNAL ARTICLE published December 1988 in Econometric Theory

Authors: Narendra Singh | Avanindra N. Bhat

ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations

JOURNAL ARTICLE published June 1995 in Econometric Theory

Authors: Badi H. Baltagi | Qi Li

Simple Versus Multiple Regression Coefficient

JOURNAL ARTICLE published February 1987 in Econometric Theory

Authors: Badi H. Baltagi

Efficiency as Correlation

JOURNAL ARTICLE published March 1994 in Econometric Theory

Authors: John Xu Zheng

Variable Addition Test

JOURNAL ARTICLE published January 1993 in Econometric Theory

Authors: Ping Wu

MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS

JOURNAL ARTICLE published October 2006 in Econometric Theory

Authors: Christian Francq | Jean-Michel Zakoïan

Exogenous and Endogenous Sampling

JOURNAL ARTICLE published September 1991 in Econometric Theory

Authors: Alain Monfort

SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS

JOURNAL ARTICLE published October 2008 in Econometric Theory

Authors: Songnian Chen | Shakeeb Khan

Solutions: An Inequality Involving Submatrices

JOURNAL ARTICLE published June 1996 in Econometric Theory

Authors: Jacob Goeree | Liu Shuangzhe | Neudecker Heinz

Solutions: A Mixed-Error Component Model

JOURNAL ARTICLE published June 1996 in Econometric Theory

Authors: Weiwen Xiong

SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION

JOURNAL ARTICLE published December 2009 in Econometric Theory

Authors: Stephen Leybourne | A.M. Robert Taylor

ECT volume 27 issue 2 Cover and Front matter

JOURNAL ARTICLE published April 2011 in Econometric Theory

Prediction with a Two-Way Error Component Regression Model

JOURNAL ARTICLE published April 1989 in Econometric Theory

Authors: Ruud H. Konning