Econometric Theory Vol. 25 Issue 01

Econometric Theory

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Table of Contents - Volume 25 - Issue 01 - 2009

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ARTICLES

NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS

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Article Structure
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References

Desheng Ouyang, Qi Li and Jeffrey S. Racine

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 1 - 42

DOI: http://dx.doi.org/10.1017/S0266466608090014 (About DOI), Published online: 09 January 2009

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ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY

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Robert Stelzer

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 43 - 62

DOI: http://dx.doi.org/10.1017/S0266466608090026 (About DOI), Published online: 09 January 2009

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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE

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References

Alex Maynard and Katsumi Shimotsu

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 63 - 116

DOI: http://dx.doi.org/10.1017/S0266466608090038 (About DOI), Published online: 09 January 2009

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MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL

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Marcelo C. Medeiros and Alvaro Veiga

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 117 - 161

DOI: http://dx.doi.org/10.1017/S026646660809004X (About DOI), Published online: 09 January 2009

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ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS

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J. Carlos Escanciano

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 162 - 194

DOI: http://dx.doi.org/10.1017/S0266466608090051 (About DOI), Published online: 09 January 2009

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A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES

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Xiaofeng Shao

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 195 - 210

DOI: http://dx.doi.org/10.1017/S0266466608090063 (About DOI), Published online: 09 January 2009

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COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS

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Grant Hillier, Raymond Kan and Xiaolu Wang

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 211 - 242

DOI: http://dx.doi.org/10.1017/S0266466608090075 (About DOI), Published online: 09 January 2009

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BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS

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Carsten Trenkler

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 243 - 269

DOI: http://dx.doi.org/10.1017/S0266466608090087 (About DOI), Published online: 09 January 2009

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LASSO-TYPE GMM ESTIMATOR LASSO-TYPE GMM ESTIMATOR

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Mehmet Caner

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 270 - 290

DOI: http://dx.doi.org/10.1017/S0266466608090099 (About DOI), Published online: 09 January 2009

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NOTES AND PROBLEMS

FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION

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Yong Bao

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 291 - 297

DOI: http://dx.doi.org/10.1017/S0266466608090555 (About DOI), Published online: 09 January 2009

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ADDING REGRESSORS TO OBTAIN EFFICIENCY ADDING REGRESSORS TO OBTAIN EFFICIENCY

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Sung Jae Jun and Joris Pinkse

Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 298 - 301

DOI: http://dx.doi.org/10.1017/S0266466608090567 (About DOI), Published online: 09 January 2009

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ANNOUNCEMENT

The Econometric Theory Awards 2009 The Econometric Theory Awards 2009

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Econometric Theory / Volume 25 / Issue 01 / February 2009, pp 303 - 303

DOI: http://dx.doi.org/10.1017/S0266466608090580 (About DOI), Published online: 09 January 2009

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Front Cover (OFC, IFC) and matter

ECT volume 25 issue 1 Cover and Front matter ECT volume 25 issue 1 Cover and Front matter

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Econometric Theory / Volume 25 / Issue 01 / February 2009, pp f1 - f2

DOI: http://dx.doi.org/10.1017/S0266466609251012 (About DOI), Published online: 09 January 2009

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Back Cover (OBC, IBC) and matter

ECT volume 25 issue 1 Cover and Back matter ECT volume 25 issue 1 Cover and Back matter

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Econometric Theory / Volume 25 / Issue 01 / February 2009, pp b1 - b2

DOI: http://dx.doi.org/10.1017/S0266466609251024 (About DOI), Published online: 09 January 2009

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