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  • Note: Abstract, PDF and HTML open in a new window

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

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Table of Contents - Volume 21 - Issue 01  

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EDITORIAL

 
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AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary

Peter C.B. Phillips

Econometric Theory, Volume 21, Issue 01, February 2005, pp 1-2
doi:10.1017/S0266466605050012 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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Research Articles

 
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AUTOMATED DISCOVERY IN ECONOMETRICS

Peter C.B. Phillips

Econometric Theory, Volume 21, Issue 01, February 2005, pp 3-20
doi:10.1017/S0266466605050024 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Hannes Leeb and Benedikt M. Pötscher

Econometric Theory, Volume 21, Issue 01, February 2005, pp 21-59
doi:10.1017/S0266466605050036 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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CHALLENGES FOR ECONOMETRIC MODEL SELECTION

Bruce E. Hansen

Econometric Theory, Volume 21, Issue 01, February 2005, pp 60-68
doi:10.1017/S0266466605050048 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS

Kevin D. Hoover

Econometric Theory, Volume 21, Issue 01, February 2005, pp 69-77
doi:10.1017/S026646660505005X (About doi), Published Online by Cambridge University Press 08 Feb 2005
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AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT

Paolo Paruolo

Econometric Theory, Volume 21, Issue 01, February 2005, pp 78-84
doi:10.1017/S0266466605050061 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS

Guido M. Kuersteiner

Econometric Theory, Volume 21, Issue 01, February 2005, pp 85-115
doi:10.1017/S0266466605050073 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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HAC ESTIMATION BY AUTOMATED REGRESSION

Peter C.B. Phillips

Econometric Theory, Volume 21, Issue 01, February 2005, pp 116-142
doi:10.1017/S0266466605050085 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA

Oliver Linton

Econometric Theory, Volume 21, Issue 01, February 2005, pp 143-157
doi:10.1017/S0266466605050097 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION

Richard J. Smith

Econometric Theory, Volume 21, Issue 01, February 2005, pp 158-170
doi:10.1017/S0266466605050103 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION

P.M. Robinson

Econometric Theory, Volume 21, Issue 01, February 2005, pp 171-180
doi:10.1017/S0266466605050115 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS

Dietmar Bauer

Econometric Theory, Volume 21, Issue 01, February 2005, pp 181-211
doi:10.1017/S0266466605050127 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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REAL-TIME ECONOMETRICS

Hashem Pesaran and Allan Timmermann

Econometric Theory, Volume 21, Issue 01, February 2005, pp 212-231
doi:10.1017/S0266466605050139 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY

Michael McAleer

Econometric Theory, Volume 21, Issue 01, February 2005, pp 232-261
doi:10.1017/S0266466605050140 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets

Teodosio Perez-Amaral, Giampiero M. Gallo and Halbert White

Econometric Theory, Volume 21, Issue 01, February 2005, pp 262-277
doi:10.1017/S0266466605050152 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING

Clive W.J. Granger and David F. Hendry

Econometric Theory, Volume 21, Issue 01, February 2005, pp 278-297
doi:10.1017/S0266466605050164 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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COMMENTS

 
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COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY

Clive W.J. Granger

Econometric Theory, Volume 21, Issue 01, February 2005, pp 298-298
doi:10.1017/S0266466605050176 (About doi), Published Online by Cambridge University Press 08 Feb 2005
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