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TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY JOURNAL ARTICLE published August 1998 in Econometric Theory |
A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS JOURNAL ARTICLE published October 2017 in Econometric Theory |
Comment JOURNAL ARTICLE published April 1988 in Econometric Theory |
An Inequality for the Block-Partitioned Inverse JOURNAL ARTICLE published December 1992 in Econometric Theory |
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN JOURNAL ARTICLE published April 2016 in Econometric Theory |
03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance—Solution JOURNAL ARTICLE published August 2004 in Econometric Theory |
STATIONARITY CONDITION FOR AR INDEX PROCESS JOURNAL ARTICLE published February 2006 in Econometric Theory |
PROBLEMS AND SOLUTIONS JOURNAL ARTICLE published October 2001 in Econometric Theory |
Asymptotics for Least Absolute Deviation Regression Estimators JOURNAL ARTICLE published June 1991 in Econometric Theory |
Proving the Gauss–Markov Theorem without Using the Explicit Functional Form of the OLS Estimator in the CLR Model JOURNAL ARTICLE published December 1996 in Econometric Theory |
Corrigendum JOURNAL ARTICLE published August 1994 in Econometric Theory |
ECT volume 30 issue 2 Cover and Front matter JOURNAL ARTICLE published April 2014 in Econometric Theory |
The Moore-Penrose Generalized Inverse of a Symmetric Matrix JOURNAL ARTICLE published August 1995 in Econometric Theory |
A Variance Comparison of OLS and Feasible GLS in an Error Components Model JOURNAL ARTICLE published March 1990 in Econometric Theory |
Order Invariability of Idempotent Matrix JOURNAL ARTICLE published February 1997 in Econometric Theory |
Simultaneous Confidence Ellipsoids JOURNAL ARTICLE published December 1989 in Econometric Theory |
ECT volume 7 issue 2 Front matter JOURNAL ARTICLE published June 1991 in Econometric Theory |
TESTING FOR CHANGES IN KENDALL’S TAU JOURNAL ARTICLE published December 2017 in Econometric Theory |
An LM Test for a Unit Root in the Presence of a Structural Change JOURNAL ARTICLE published February 1995 in Econometric Theory |
MINIMIZING AVERAGE RISK IN REGRESSION MODELS JOURNAL ARTICLE published April 2008 in Econometric Theory |