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2009 Journals Catalogue

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568,935 articles from 321 leading journals.

Econometric Theory

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Editor(s):
Peter C. B. Phillips, Cowles Foundation for Research in Economics, Yale University, USA

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Table of Contents - First View Articles...


	Please select Articles below or use Select All, then click the appropriate button above.	Select/Deselect All:
	ARTICLES
	SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL Christian Francq, Lajos Horvath and Jean-Michel Zakoïan Econometric Theory, First View article doi:10.1017/S0266466609990430 (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE Dukpa Kim Econometric Theory, First View article doi:10.1017/S0266466609990442 (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS Offer Lieberman Econometric Theory, First View article doi:10.1017/S0266466609990454 (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION Xiaofeng Shao Econometric Theory, First View article doi:10.1017/S0266466609990466 (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS Massimo Franchi Econometric Theory, First View article doi:10.1017/S0266466609990508 (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	CONFIDENCE BANDS IN QUANTILE REGRESSION Wolfgang K. Härdle and Song Song Econometric Theory, First View article doi:10.1017/S0266466609990491 (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION Bin Chen and Yongmiao Hong Econometric Theory, First View article doi:10.1017/S026646660999048X (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION Jushan Bai and Serena Ng Econometric Theory, First View article doi:10.1017/S0266466609990478 (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES Weidong Liu and Wei Biao Wu Econometric Theory, First View article doi:10.1017/S026646660999051X (About doi), Published Online by Cambridge University Press 04 Nov 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY Stefan Hoderlein, Jussi Klemelä and Enno Mammen Econometric Theory, First View article doi:10.1017/S0266466609990119 (About doi), Published Online by Cambridge University Press 26 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL Franz C. Palm, Stephan Smeekes and Jean-Pierre Urbain Econometric Theory, First View article doi:10.1017/S0266466609990053 (About doi), Published Online by Cambridge University Press 26 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION Masayuki Hirukawa Econometric Theory, First View article doi:10.1017/S0266466609990089 (About doi), Published Online by Cambridge University Press 26 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER Ching-Kang Ing, Chor-yiu Sin and Shu-Hui Yu Econometric Theory, First View article doi:10.1017/S0266466609990107 (About doi), Published Online by Cambridge University Press 26 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL Christian Conrad and Menelaos Karanasos Econometric Theory, First View article doi:10.1017/S0266466609990120 (About doi), Published Online by Cambridge University Press 26 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS J. Carlos Escanciano Econometric Theory, First View article doi:10.1017/S0266466609990090 (About doi), Published Online by Cambridge University Press 26 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	TESTS FOR NONLINEAR COINTEGRATION In Choi and Pentti Saikkonen Econometric Theory, First View article doi:10.1017/S0266466609990065 (About doi), Published Online by Cambridge University Press 07 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA Jinyong Hahn and Hyungsik Roger Moon Econometric Theory, First View article doi:10.1017/S0266466609990132 (About doi), Published Online by Cambridge University Press 07 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	ANALYSIS OF COEXPLOSIVE PROCESSES Bent Nielsen Econometric Theory, First View article doi:10.1017/S0266466609990144 (About doi), Published Online by Cambridge University Press 07 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE Yanqin Fan and Sang Soo Park Econometric Theory, First View article doi:10.1017/S0266466609990168 (About doi), Published Online by Cambridge University Press 07 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION Giovanni Forchini Econometric Theory, First View article doi:10.1017/S0266466609990156 (About doi), Published Online by Cambridge University Press 07 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP Donald W.K. Andrews and Patrik Guggenberger Econometric Theory, First View article doi:10.1017/S0266466609100051 (About doi), Published Online by Cambridge University Press 02 Oct 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS Liudas Giraitis, Remigijus Leipus and Donatas Surgailis Econometric Theory, First View article doi:10.1017/S026646660910004X (About doi), Published Online by Cambridge University Press 30 Sep 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND Katsumi Shimotsu Econometric Theory, First View article doi:10.1017/S0266466609100075 (About doi), Published Online by Cambridge University Press 30 Sep 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS Ke-Li Xu Econometric Theory, First View article doi:10.1017/S0266466609100087 (About doi), Published Online by Cambridge University Press 30 Sep 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA Alessio Sancetta Econometric Theory, First View article doi:10.1017/S0266466609100105 (About doi), Published Online by Cambridge University Press 30 Sep 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES Almut E.D. Veraart Econometric Theory, First View article doi:10.1017/S0266466609100014 (About doi), Published Online by Cambridge University Press 18 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST Patrik Guggenberger Econometric Theory, First View article doi:10.1017/S0266466609100026 (About doi), Published Online by Cambridge University Press 18 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS Walter Beckert and Daniel L. McFadden Econometric Theory, First View article doi:10.1017/S0266466609100063 (About doi), Published Online by Cambridge University Press 18 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES Ivana Komunjer and Quang Vuong Econometric Theory, First View article doi:10.1017/S0266466609100038 (About doi), Published Online by Cambridge University Press 18 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS Martijn van Hasselt Econometric Theory, First View article doi:10.1017/S0266466609100117 (About doi), Published Online by Cambridge University Press 18 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS Lung-fei Lee and Jihai Yu Econometric Theory, First View article doi:10.1017/S0266466609100099 (About doi), Published Online by Cambridge University Press 18 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION Federico Martellosio Econometric Theory, First View article doi:10.1017/S0266466609090641 (About doi), Published Online by Cambridge University Press 13 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES Lung-fei Lee and Xiaodong Liu Econometric Theory, First View article doi:10.1017/S0266466609090653 (About doi), Published Online by Cambridge University Press 13 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	TESTING FOR EXOGENEITY IN THRESHOLD MODELS George Kapetanios Econometric Theory, First View article doi:10.1017/S0266466609090665 (About doi), Published Online by Cambridge University Press 13 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS David Harris, David I. Harvey, Stephen J. Leybourne and Nikolaos D. Sakkas Econometric Theory, First View article doi:10.1017/S0266466609090768 (About doi), Published Online by Cambridge University Press 13 Aug 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS Oliver Linton, Jiazhu Pan and Hui Wang Econometric Theory, First View article doi:10.1017/S0266466609090598 (About doi), Published Online by Cambridge University Press 19 Jun 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH Dennis Kristensen Econometric Theory, First View article doi:10.1017/S0266466609090616 (About doi), Published Online by Cambridge University Press 19 Jun 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS David Tomás Jacho-Chávez Econometric Theory, First View article doi:10.1017/S0266466609090628 (About doi), Published Online by Cambridge University Press 19 Jun 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY Chirok Han and Peter C. B. Phillips Econometric Theory, First View article doi:10.1017/S026646660909063X (About doi), Published Online by Cambridge University Press 19 Jun 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ² APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL Lung-fei Lee Econometric Theory, First View article doi:10.1017/S0266466609090677 (About doi), Published Online by Cambridge University Press 19 Jun 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
	NOTES AND PROBLEMS
	SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS Jan R. Magnus and Chris Muris Econometric Theory, First View article doi:10.1017/S0266466609090756 (About doi), Published Online by Cambridge University Press 19 Jun 2009 Preview Abstract Add to Basket £30.00 / $45.00 Request Permissions Abstract HTML Article Structure Figures and Tables References
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Table of Contents - First View Articles...

ARTICLES

SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL

Christian Francq, Lajos Horvath and Jean-Michel Zakoïan

Econometric Theory, First View article

doi:10.1017/S0266466609990430 (About doi), Published Online by Cambridge University Press 04 Nov 2009

IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE

Dukpa Kim

Econometric Theory, First View article

doi:10.1017/S0266466609990442 (About doi), Published Online by Cambridge University Press 04 Nov 2009

ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS

Offer Lieberman

Econometric Theory, First View article

doi:10.1017/S0266466609990454 (About doi), Published Online by Cambridge University Press 04 Nov 2009

NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION

Xiaofeng Shao

Econometric Theory, First View article

doi:10.1017/S0266466609990466 (About doi), Published Online by Cambridge University Press 04 Nov 2009

A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS

Massimo Franchi

Econometric Theory, First View article

doi:10.1017/S0266466609990508 (About doi), Published Online by Cambridge University Press 04 Nov 2009

CONFIDENCE BANDS IN QUANTILE REGRESSION

Wolfgang K. Härdle and Song Song

Econometric Theory, First View article

doi:10.1017/S0266466609990491 (About doi), Published Online by Cambridge University Press 04 Nov 2009

CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION

Bin Chen and Yongmiao Hong

Econometric Theory, First View article

doi:10.1017/S026646660999048X (About doi), Published Online by Cambridge University Press 04 Nov 2009

PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION

Jushan Bai and Serena Ng

Econometric Theory, First View article

doi:10.1017/S0266466609990478 (About doi), Published Online by Cambridge University Press 04 Nov 2009

ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES

Weidong Liu and Wei Biao Wu

Econometric Theory, First View article

doi:10.1017/S026646660999051X (About doi), Published Online by Cambridge University Press 04 Nov 2009

ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY

Stefan Hoderlein, Jussi Klemelä and Enno Mammen

Econometric Theory, First View article

doi:10.1017/S0266466609990119 (About doi), Published Online by Cambridge University Press 26 Oct 2009

A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL

Franz C. Palm, Stephan Smeekes and Jean-Pierre Urbain

Econometric Theory, First View article

doi:10.1017/S0266466609990053 (About doi), Published Online by Cambridge University Press 26 Oct 2009

A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION

Masayuki Hirukawa

Econometric Theory, First View article

doi:10.1017/S0266466609990089 (About doi), Published Online by Cambridge University Press 26 Oct 2009

PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER

Ching-Kang Ing, Chor-yiu Sin and Shu-Hui Yu

Econometric Theory, First View article

doi:10.1017/S0266466609990107 (About doi), Published Online by Cambridge University Press 26 Oct 2009

NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL

Christian Conrad and Menelaos Karanasos

Econometric Theory, First View article

doi:10.1017/S0266466609990120 (About doi), Published Online by Cambridge University Press 26 Oct 2009

ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS

J. Carlos Escanciano

Econometric Theory, First View article

doi:10.1017/S0266466609990090 (About doi), Published Online by Cambridge University Press 26 Oct 2009

TESTS FOR NONLINEAR COINTEGRATION

In Choi and Pentti Saikkonen

Econometric Theory, First View article

doi:10.1017/S0266466609990065 (About doi), Published Online by Cambridge University Press 07 Oct 2009

PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA

Jinyong Hahn and Hyungsik Roger Moon

Econometric Theory, First View article

doi:10.1017/S0266466609990132 (About doi), Published Online by Cambridge University Press 07 Oct 2009