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ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS JOURNAL ARTICLE published December 2018 in Econometric Theory |
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ECT volume 28 issue 2 Cover and Front matter JOURNAL ARTICLE published April 2012 in Econometric Theory |
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The Tjalling C. Koopmans Econometric Theory Prize: 1988–1990 JOURNAL ARTICLE published September 1992 in Econometric Theory |
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LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION JOURNAL ARTICLE published June 2012 in Econometric Theory |
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ECT volume 34 issue 3 Cover and Front matter JOURNAL ARTICLE published June 2018 in Econometric Theory |
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Asymptotic Properties of Restricted Maximum-Likelihood Estimator of Parameters in Censored Regression Model JOURNAL ARTICLE published December 1989 in Econometric Theory |
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03.6.2. Unbiasedness of the OLS Estimator with Random Regressors JOURNAL ARTICLE published December 2003 in Econometric Theory |
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ECT volume 26 issue 5 Cover and Front matter JOURNAL ARTICLE published October 2010 in Econometric Theory |
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A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES JOURNAL ARTICLE published August 2006 in Econometric Theory |
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ECT volume 33 issue 5 Cover and Back matter JOURNAL ARTICLE published October 2017 in Econometric Theory |
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ECT volume 30 issue 3 Cover and Front matter JOURNAL ARTICLE published June 2014 in Econometric Theory |
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES JOURNAL ARTICLE published February 2008 in Econometric Theory |
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PROBLEMS AND SOLUTIONS JOURNAL ARTICLE published April 1999 in Econometric Theory |
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REGRESSION-BASED SEASONAL UNIT ROOT TESTS JOURNAL ARTICLE published April 2009 in Econometric Theory |
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OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL JOURNAL ARTICLE published August 2002 in Econometric Theory |
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Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series JOURNAL ARTICLE published August 1994 in Econometric Theory |
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Ols Bias in a Nonstationary Autoregression JOURNAL ARTICLE published January 1993 in Econometric Theory |
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Weak Convergence to a Matrix Stochastic Integral with Stable Processes JOURNAL ARTICLE published February 1997 in Econometric Theory |
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Some Exact Formulae for Autoregressive Moving Average Processes JOURNAL ARTICLE published December 1988 in Econometric Theory |
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THE ET INTERVIEW: PROFESSOR GEORGE C. TIAO JOURNAL ARTICLE published June 1999 in Econometric Theory |