Econometric Theory Vol. 18 Issue 02

Econometric Theory

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Table of Contents - Volume 18 - Issue 02 - 2002

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Research Articles

NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS

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Stefan Sperlich, Dag Tjøstheim and Lijian Yang

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 197 - 251

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182016 (About DOI), Published online: 16 May 2002

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CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS

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Lung-Fei Lee

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 252 - 277

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182028 (About DOI), Published online: 16 May 2002

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A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS

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Katsuto Tanaka

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 278 - 296

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S026646660218203X (About DOI), Published online: 16 May 2002

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ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS

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Albert Satorra

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 297 - 312

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182041 (About DOI), Published online: 16 May 2002

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TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME

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Pentti Saikkonen and Helmut Lütkepohl

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 313 - 348

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182053 (About DOI), Published online: 16 May 2002

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ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS

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Inmaculada Fiteni

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 349 - 386

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182065 (About DOI), Published online: 16 May 2002

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MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK

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Marcus J. Chambers and Joanne S. McGarry

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 387 - 419

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182077 (About DOI), Published online: 16 May 2002

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NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA

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Oliver Linton and Yoon-Jae Whang

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 420 - 468

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182089 (About DOI), Published online: 16 May 2002

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AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES

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Joon Y. Park

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 469 - 490

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182090 (About DOI), Published online: 16 May 2002

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THE PROPERTIES OF L_p-GMM ESTIMATORS THE PROPERTIES OF L_p-GMM ESTIMATORS

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Robert de Jong and Chirok Han

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 491 - 504

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182107 (About DOI), Published online: 16 May 2002

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TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES

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Alfred A. Haug

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 505 - 524

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182119 (About DOI), Published online: 16 May 2002

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MISCELLANEA

ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS

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Mario Faliva and Maria Grazia Zoia

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 525 - 530

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182120 (About DOI), Published online: 16 May 2002

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PARTIAL REDUNDANCY OF MOMENT CONDITIONS PARTIAL REDUNDANCY OF MOMENT CONDITIONS

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Hailong Qian

Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 531 - 539

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602182132 (About DOI), Published online: 16 May 2002

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PROBLEMS AND SOLUTIONS

PROBLEMS AND SOLUTIONS PROBLEMS AND SOLUTIONS

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Econometric Theory / Volume 18 / Issue 02 / April 2002, pp 541 - 545

2002 Cambridge University Press

DOI: http://dx.doi.org/10.1017/S0266466602002141 (About DOI), Published online: 16 May 2002

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