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TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY

JOURNAL ARTICLE published August 1998 in Econometric Theory

Authors: Graham Elliott

A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS

JOURNAL ARTICLE published October 2017 in Econometric Theory

Authors: Naoya Sueishi

Comment

JOURNAL ARTICLE published April 1988 in Econometric Theory

Authors: W. Ploberger | M. Deistler | J. Rissanen | Christopher A. Sims

An Inequality for the Block-Partitioned Inverse

JOURNAL ARTICLE published December 1992 in Econometric Theory

Authors: Heinz Neudecker

INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN

JOURNAL ARTICLE published April 2016 in Econometric Theory

Authors: Jiti Gao | Peter M. Robinson

03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance—Solution

JOURNAL ARTICLE published August 2004 in Econometric Theory

Authors: Karim M. Abadir | Jan R. Magnus

STATIONARITY CONDITION FOR AR INDEX PROCESS

JOURNAL ARTICLE published February 2006 in Econometric Theory

Authors: Eric Iksoon Im | David L. Hammes | Douglas T. Wills

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

Authors: David Pollard

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

Authors: R.W. Farebrother

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

Authors: R.W. Farebrother

A Variance Comparison of OLS and Feasible GLS in an Error Components Model

JOURNAL ARTICLE published March 1990 in Econometric Theory

Authors: Sophon Khanti-Akom

Order Invariability of Idempotent Matrix

JOURNAL ARTICLE published February 1997 in Econometric Theory

Authors: K. Han | E. Im | M.S. Snow

Simultaneous Confidence Ellipsoids

JOURNAL ARTICLE published December 1989 in Econometric Theory

Authors: R.W. Farebrother

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

Authors: Herold Dehling | Daniel Vogel | Martin Wendler | Dominik Wied

An LM Test for a Unit Root in the Presence of a Structural Change

JOURNAL ARTICLE published February 1995 in Econometric Theory

Authors: Christine Amsler | Junsoo Lee

MINIMIZING AVERAGE RISK IN REGRESSION MODELS

JOURNAL ARTICLE published April 2008 in Econometric Theory

Authors: Gerda Claeskens | Nils Lid Hjort