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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 - Volume 18 - Issue 02  

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Research Articles

 
 

NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS

Stefan Sperlich, Dag Tjøstheim and Lijian Yang

Econometric Theory, Volume 18, Issue 02, April 2002, pp 197-251
doi:10.1017/S0266466602182016 (About doi), Published Online by Cambridge University Press 16 May 2002
 

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

Lung-Fei Lee

Econometric Theory, Volume 18, Issue 02, April 2002, pp 252-277
doi:10.1017/S0266466602182028 (About doi), Published Online by Cambridge University Press 16 May 2002
 

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

Katsuto Tanaka

Econometric Theory, Volume 18, Issue 02, April 2002, pp 278-296
doi:10.1017/S026646660218203X (About doi), Published Online by Cambridge University Press 16 May 2002
 

ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS

Albert Satorra

Econometric Theory, Volume 18, Issue 02, April 2002, pp 297-312
doi:10.1017/S0266466602182041 (About doi), Published Online by Cambridge University Press 16 May 2002
 

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

Pentti Saikkonen and Helmut Lütkepohl

Econometric Theory, Volume 18, Issue 02, April 2002, pp 313-348
doi:10.1017/S0266466602182053 (About doi), Published Online by Cambridge University Press 16 May 2002
 

ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS

Inmaculada Fiteni

Econometric Theory, Volume 18, Issue 02, April 2002, pp 349-386
doi:10.1017/S0266466602182065 (About doi), Published Online by Cambridge University Press 16 May 2002
 

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

Marcus J. Chambers and Joanne S. McGarry

Econometric Theory, Volume 18, Issue 02, April 2002, pp 387-419
doi:10.1017/S0266466602182077 (About doi), Published Online by Cambridge University Press 16 May 2002
 

NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA

Oliver Linton and Yoon-Jae Whang

Econometric Theory, Volume 18, Issue 02, April 2002, pp 420-468
doi:10.1017/S0266466602182089 (About doi), Published Online by Cambridge University Press 16 May 2002
 

AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES

Joon Y. Park

Econometric Theory, Volume 18, Issue 02, April 2002, pp 469-490
doi:10.1017/S0266466602182090 (About doi), Published Online by Cambridge University Press 16 May 2002
 

THE PROPERTIES OF Lp-GMM ESTIMATORS

Robert de Jong and Chirok Han

Econometric Theory, Volume 18, Issue 02, April 2002, pp 491-504
doi:10.1017/S0266466602182107 (About doi), Published Online by Cambridge University Press 16 May 2002
 

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

Alfred A. Haug

Econometric Theory, Volume 18, Issue 02, April 2002, pp 505-524
doi:10.1017/S0266466602182119 (About doi), Published Online by Cambridge University Press 16 May 2002
 

MISCELLANEA

 
 

ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS

Mario Faliva and Maria Grazia Zoia

Econometric Theory, Volume 18, Issue 02, April 2002, pp 525-530
doi:10.1017/S0266466602182120 (About doi), Published Online by Cambridge University Press 16 May 2002
 

PARTIAL REDUNDANCY OF MOMENT CONDITIONS

Hailong Qian

Econometric Theory, Volume 18, Issue 02, April 2002, pp 531-539
doi:10.1017/S0266466602182132 (About doi), Published Online by Cambridge University Press 16 May 2002
 

PROBLEMS AND SOLUTIONS

 
 

PROBLEMS AND SOLUTIONS

Econometric Theory, Volume 18, Issue 02, April 2002, pp 541-545
doi:10.1017/S0266466602002141 (About doi), Published Online by Cambridge University Press 16 May 2002
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