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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 19 - Issue 06  

  Please select Articles below or use Select All, then click the appropriate button above. Select/Deselect All:
 

Research Articles

 
 

AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD

Pekka Pere

Econometric Theory, Volume 19, Issue 06, December 2003, pp 885-922
doi:10.1017/S0266466603196016 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS

Han Hong, Bruce Preston and Matthew Shum

Econometric Theory, Volume 19, Issue 06, December 2003, pp 923-943
doi:10.1017/S0266466603196028 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP

Atsushi Inoue and Lutz Kilian

Econometric Theory, Volume 19, Issue 06, December 2003, pp 944-961
doi:10.1017/S026646660319603X (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY

Alastair R. Hall, Atsushi Inoue and Fernanda P.M. Peixe

Econometric Theory, Volume 19, Issue 06, December 2003, pp 962-983
doi:10.1017/S0266466603196041 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES

Masanobu Taniguchi, Kees Jan van Garderen and Madan L. Puri

Econometric Theory, Volume 19, Issue 06, December 2003, pp 984-1007
doi:10.1017/S0266466603196053 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES

Juan M. Rodríguez-Póo, Stefan Sperlich and Philippe Vieu

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1008-1039
doi:10.1017/S0266466603196065 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL

Songnian Chen and Shakeeb Khan

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1040-1064
doi:10.1017/S0266466603196077 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS

Yongmiao Hong and Tae-Hwy Lee

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1065-1121
doi:10.1017/S0266466603196089 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

MISCELLANEA

 
 

AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS

Scott Joslin and Robert P. Sherman

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1123-1127
doi:10.1017/S0266466603196090 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS

Arturo Estrella

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1128-1143
doi:10.1017/S0266466603196107 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

CORRIGENDUM

 
 

CORRIGENDUM

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1145-1158
doi:10.1017/S0266466603196119 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

Research Articles

 
 

THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE, JANUARY 2003

Francis X. Diebold

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1159-1193
doi:10.1017/S0266466603196120 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

PROBLEMS AND SOLUTIONS

 
 

03.6.1. The Central Limit Theorem for Student's Distribution

Karim Abadir and Jan Magnus

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1195-1195
doi:10.1017/S0266466603216133 (About doi), Published Online by Cambridge University Press 01 Dec 2003
 

03.6.2. Unbiasedness of the OLS Estimator with Random Regressors

Michael Jansson

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1195-1195
doi:10.1017/S026646660322613X (About doi), Published Online by Cambridge University Press 01 Dec 2003
 

02.6.1. Oblique Projectors—Solution

Götz Trenkler

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1195-1196
doi:10.1017/S0266466603236136 (About doi), Published Online by Cambridge University Press 01 Dec 2003
 

PROBLEMS AND SOLUTIONS

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1195-1198
doi:10.1017/S0266466603196132 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

02.6.1. Oblique Projectors—Solution

Hans Joachim Werner

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1196-1197
doi:10.1017/S0266466603246132 (About doi), Published Online by Cambridge University Press 01 Dec 2003
 

02.6.2. Autoregression and Redundant Instruments—Solution

Stanislav Anatolyev

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1197-1198
doi:10.1017/S0266466603256139 (About doi), Published Online by Cambridge University Press 01 Dec 2003
 

THE A.R. BERGSTROM PRIZE

 
 

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2003

V.B. Hall and P.C.B. Phillips

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1199-1200
doi:10.1017/S0266466603196156 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

Research Articles

 
 

THE 2000–2002 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE

Peter C.B. Phillips

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1201-1202
doi:10.1017/S0266466603196168 (About doi), Published Online by Cambridge University Press 24 Sep 2003
 

ACKNOWLEDGMENT

 
 

ACKNOWLEDGMENT: 2002 Referees

Econometric Theory, Volume 19, Issue 06, December 2003, pp 1203-1204
doi:10.1017/S0266466603196144 (About doi), Published Online by Cambridge University Press 24 Sep 2003
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