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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 22 - Issue 01  

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Research Articles

 
 

UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES

Wei Biao Wu

Econometric Theory, Volume 22, Issue 01, February 2006, pp 1-14
doi:10.1017/S0266466606060014 (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING

Pentti Saikkonen, Helmut Lütkepohl and Carsten Trenkler

Econometric Theory, Volume 22, Issue 01, February 2006, pp 15-68
doi:10.1017/S0266466606060026 (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS

Hannes Leeb and Benedikt M. Pötscher

Econometric Theory, Volume 22, Issue 01, February 2006, pp 69-97
doi:10.1017/S0266466606060038 (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS

Liangjun Su and Aman Ullah

Econometric Theory, Volume 22, Issue 01, February 2006, pp 98-126
doi:10.1017/S026646660606004X (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS

Anne Vanhems

Econometric Theory, Volume 22, Issue 01, February 2006, pp 127-157
doi:10.1017/S0266466606060051 (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

Notes and Problems

 
 

GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG”

Francesca Molinari and Marcin Peski

Econometric Theory, Volume 22, Issue 01, February 2006, pp 159-163
doi:10.1017/S0266466606060063 (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

STATIONARITY CONDITION FOR AR INDEX PROCESS

Eric Iksoon Im, David L. Hammes and Douglas T. Wills

Econometric Theory, Volume 22, Issue 01, February 2006, pp 164-168
doi:10.1017/S0266466606060075 (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

Announcement

 
 

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2005

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

Econometric Theory, Volume 22, Issue 01, February 2006, pp 169-170
doi:10.1017/S0266466606060166 (About doi), Published Online by Cambridge University Press 12 Dec 2005
 

Acknowledgment

 
 

ACKNOWLEDGMENT: 2004–2005 Referees

Econometric Theory, Volume 22, Issue 01, February 2006, pp 171-172
doi:10.1017/S0266466606060178 (About doi), Published Online by Cambridge University Press 12 Dec 2005
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