Econometric Theory Vol. 12 Issue 03

Econometric Theory

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Table of Contents - Volume 12 - Issue 03 - 1996

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Research Articles

Markov Chain Monte Carlo Simulation Methods in Econometrics Markov Chain Monte Carlo Simulation Methods in Econometrics

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Siddhartha Chib and Edward Greenberg

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 409 - 431

DOI: http://dx.doi.org/10.1017/S0266466600006794 (About DOI), Published online: 11 February 2009

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Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples

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Eric Ghysels and Offer Lieberman

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 432 - 457

DOI: http://dx.doi.org/10.1017/S0266466600006800 (About DOI), Published online: 11 February 2009

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Calculating the Distribution of the Serial Correlation Estimator by Saddlepoint Integration Calculating the Distribution of the Serial Correlation Estimator by Saddlepoint Integration

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Carl W. Helstrom

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 458 - 480

DOI: http://dx.doi.org/10.1017/S0266466600006812 (About DOI), Published online: 11 February 2009

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Exact Moments for Autor1egressive and Random walk Models for a Zero or Stationary Initial Value Exact Moments for Autor1egressive and Random walk Models for a Zero or Stationary Initial Value

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H.D. Vinod and L.R. Shenton

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 481 - 499

DOI: http://dx.doi.org/10.1017/S0266466600006824 (About DOI), Published online: 11 February 2009

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BAYESIAN ECONOMETRICS: The First Twenty Years BAYESIAN ECONOMETRICS: The First Twenty Years

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Duo QIN

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 500 - 516

DOI: http://dx.doi.org/10.1017/S0266466600006836 (About DOI), Published online: 11 February 2009

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Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm

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Stephen G. Donald and Harry J. Paarsch

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 517 - 567

DOI: http://dx.doi.org/10.1017/S0266466600006848 (About DOI), Published online: 11 February 2009

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Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations

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Paul Rilstone and Michael Veall

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 569 - 580

DOI: http://dx.doi.org/10.1017/S026646660000685X (About DOI), Published online: 11 February 2009

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Book Review

Estimation, Inference and Specification Analysis H. White, Cambridge University Press, 1994 Estimation, Inference and Specification Analysis H. White, Cambridge University Press, 1994

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Oliver B. Linton

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 581 - 583

DOI: http://dx.doi.org/10.1017/S0266466600006861 (About DOI), Published online: 11 February 2009

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Problems

Occasional Optimality of T( – 1) Occasional Optimality of T(S0266466600006873_char1 – 1)

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Peter Burridge

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 585 - 585

DOI: http://dx.doi.org/10.1017/S0266466600006873 (About DOI), Published online: 11 February 2009

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Local-to-Spurious Regression Local-to-Spurious Regression

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Jonathan Wright

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 585 - 586

DOI: http://dx.doi.org/10.1017/S0266466600006885 (About DOI), Published online: 11 February 2009

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Multivariate Regression with Unequal Number of Observations Multivariate Regression with Unequal Number of Observations

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Enrique Sentana

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 586 - 587

DOI: http://dx.doi.org/10.1017/S0266466600006897 (About DOI), Published online: 11 February 2009

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Solutions

Optimal Weighting of Unbiased Estimators–Solution Optimal Weighting of Unbiased Estimators–Solution

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Götz Trenkler

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 587 - 589

DOI: http://dx.doi.org/10.1017/S0266466600006903 (About DOI), Published online: 11 February 2009

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Estimation of a Product of Two Regression Lines Estimation of a Product of Two Regression Lines

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Ali S. Hadi and Yugo Mulugetta

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 589 - 590

DOI: http://dx.doi.org/10.1017/S0266466600006915 (About DOI), Published online: 11 February 2009

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An Equivalence Relation for Two Symmetric Idempotent Matrices An Equivalence Relation for Two Symmetric Idempotent Matrices

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Simo Puntanen, George P.H. Styan and Fuzhen Zhang

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 590 - 592

DOI: http://dx.doi.org/10.1017/S0266466600006927 (About DOI), Published online: 11 February 2009

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Aitken Generalization of the Gauss-Markov Theorem without Calculus Aitken Generalization of the Gauss-Markov Theorem without Calculus

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Farshid Vahid

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 592 - 593

DOI: http://dx.doi.org/10.1017/S0266466600006939 (About DOI), Published online: 11 February 2009

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Matrix Results Associated with Aitken's Generalization of the Gauss-Markov Theorem Matrix Results Associated with Aitken's Generalization of the Gauss-Markov Theorem

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Simo Puntaner and George P.H. Styan

Econometric Theory / Volume 12 / Issue 03 / August 1996, pp 593 - 595

DOI: http://dx.doi.org/10.1017/S0266466600006940 (About DOI), Published online: 11 February 2009

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Back matter

ECT volume 12 issue 3 Back Cover ECT volume 12 issue 3 Back Cover

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Econometric Theory / Volume 12 / Issue 03 / August 1996, pp b1 - b1

DOI: http://dx.doi.org/10.1017/S0266466600010148 (About DOI), Published online: 11 February 2009

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