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On the recoverability of forecasters' preferences created by Robert P. Lieil and Maxwell B. Stinchcombe by Series: Econometric Theory ; Volume 29, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

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On moment conditions for quasi-maximum likelihood estimation of multivariate arch models Marco Avarucci , Eric Beutner and Paolo Zaffaroni by Series: Econometric Theory ; Volume29, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators created by Raffaella Giacomini, Dimitris Politis and Halbert White by Series: Econometric Theory ; Volume 29, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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The ET interview created by Joris Pinske by Series: Econometric Theory ; Volume 29, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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ET interview with Herman Bierens created by Joris Pinkse by Series: Economic Theory ; Volume 29, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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A fixed-b perspective on the Phillips-Perron unit root tests created by Timothy J. Vogelsang and Martin Wagner by Series: Econometric Theory ; Volume 29, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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A smooth nonparametric conditional density test for categorical responses created by Cong Li and Jeffrey S. Racine by Series: Econometric Theory ; Volume 29, number 3,
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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On the order of magnitude of sums of negative powers of integrated processes created by Benedikt M. Pötscher by Series: Econometric theory ; Volume 29, number 3,
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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Semiparametric functional coefficient models with integrated covariates created by Yiguo Sun, Zongwu Cai and Qi Li by Series: Econometric theory ; Volume 29, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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Nonparametric estimation of regression functions with discrete regressors created by Desheng Ouyang, Qi Li and Jeffrey S. Racine by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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On Markov-switching ARMA processes stationarity, existence of moments, and geometric ergodicity created by Robert Stelzer by Series: On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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Covariance-based orthogonality tests for regressors with unknown persistence created by Alex Maynard and Katsumi Shimotsu by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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Modeling multiple regimes in financial volatility with a flexible coefficient GARCH (1,1) model created by Marcelo C. Medeiros and Alvaro Veiga by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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On the lack of power of omnibus specification tests created by J. Carlos Escanciano by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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A generalized portmanteau test for independence between two stationary time series created by Xiaofeng Shao by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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Computationally efficient recursions for top-order invariant polynomials with applications created by Grant Hillier, Raymond Kan and Xiaolu Wang by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms created by Carsten Trenkler by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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Lasso-type GMM estimator created by Mehmet Caner Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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Finite-sample moments of the coefficient of variation created by Yong Bao by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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Adding regressors to obtain efficiency created by Sung Jae Jun and Joris Pinkse by Series: Econometric theory ; Volume 25, number 1,
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
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