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Exact distribution theory in structural estimation with an identity by Peter C. B. Phillips by Series: Econometric Theory ; Volume 25, number 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

On discrete sampling of time-varying continuous-time systems by Peter M. Robinson by Series: Econometric Theory ; Volume 25, number 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Simple, robust, and powerful tests of the breaking trend hypothesis by David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor by Series: Econometric Theory ; Volume 25, number 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

The New Zealand business cycle by Viv B. Hall and C. John McDermott by Series: Econometric Theory ; Volume 25, number 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Oracle efficient variable selection in random and fixed effects panel data models Anders Bredahl Kock by Series: Econometric Theory ; Volume 29, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
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Availability: Journal Article (1)

Oracle efficient variable selection in random and fixed effects panel data models Anders Bredahl Kock by Series: Econometric Theory ; Volume 29, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Edgeworth and saddlepoint expansions for nonlinear estimators Gubhinder Kundhi and Paul Rilstone by Series: Econometric theory ; Volume 29, number 5
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2013
Availability: Journal Article (1)

Edgeworth and saddlepoint expansions for nonlinear estimators Gubhinder Kundhi and Paul Rilstone by Series: Econometric theory ; Volume 29, number 5
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2013
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139 ECO.

Detection of nonconstant long memory parameter by Frédéric Lavancier, Remigijus Leipus, Anne Philippe and Donatas Surgailis by Series: Econometric theory ; Volume 29, number 5
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139 ECO.

A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters by Thomas Parker by Series: Econometric theory ; Volume 29, number 5
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139 ECO.

Global Bahadur representation for nonparametric censored regression quantiles and its applications by Efang Kong , Oliver Linton and Yingcun Xia by Series: Econometric theory ; Volume 29, number 5
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139 ECO.

Adaptive GMM shrinkage estimation with consistent moment selection Liao, Zhipeng by Series: Econometric theory ; Volume 29, number 5
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 ECO.

Tail index of an ar(1) model with arch(1) errors by Ngai Hang Chan, Deyuan Li, Liang Peng and Rongmao Zhang by Series: Econometric theory ; Volume 29, number 5
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139 ECO.

Regression-based seasonal unit root tests by Richard J. Smith , A.M. Robert Taylor and Tomas del Barrio Castro by Series: Econometric theory ; Volume 25, number 2
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

On the conditional likelihood ratio test for several parameters in iv regression by Grant Hillier by Series: Econometric theory ; Volume 25, number 2
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Asymptotic theory for a factor GARCH model Christian M. Hafner and Arie Preminger by Series: Econometric Theory ; Volume 25, number 2
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

On distinguishing between random walk and change in the mean alternatives by Alexander Aue , Lajos Horváth , Marie Hušková and Shiqing Ling by Series: Econometric Theory ; Volume 25, number 2
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

First-order asymptotic theory for parametric misspecification tests of garch models by Andreea G. Halunga and Chris D. Orme by Series: Economic theory ; Volume 25, number 2
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Nonparametric tests of moment condition stability by Ted Juhl and Zhijie Xiao by Series: Econometric theory ; Volume 29, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge : Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Erratum to Finite-sample bias of the QMLE in spatial autoregressive models created by Yong Bao by Series: Econometric theory ; Volume 29, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

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