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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 02  

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Research Articles

 
 

SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS

Yoon-Jae Whang

Econometric Theory, Volume 22, Issue 02, April 2006, pp 173-205
doi:10.1017/S0266466606060087 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS

Willa W. Chen and Rohit S. Deo

Econometric Theory, Volume 22, Issue 02, April 2006, pp 206-234
doi:10.1017/S0266466606060099 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

IDENTIFICATION OF COVARIANCE STRUCTURES

Riccardo Lucchetti

Econometric Theory, Volume 22, Issue 02, April 2006, pp 235-257
doi:10.1017/S0266466606060105 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS

Thomas A. Severini and Gautam Tripathi

Econometric Theory, Volume 22, Issue 02, April 2006, pp 258-278
doi:10.1017/S0266466606060117 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS

George Kapetanios, Yongcheol Shin and Andy Snell

Econometric Theory, Volume 22, Issue 02, April 2006, pp 279-303
doi:10.1017/S0266466606060129 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES

István Berkes and Lajos Horváth

Econometric Theory, Volume 22, Issue 02, April 2006, pp 304-322
doi:10.1017/S0266466606060130 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

NOTES AND PROBLEMS

 
 

A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL

Dennis Kristensen and Oliver Linton

Econometric Theory, Volume 22, Issue 02, April 2006, pp 323-337
doi:10.1017/S0266466606060142 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES

Saralees Nadarajah and Samuel Kotz

Econometric Theory, Volume 22, Issue 02, April 2006, pp 338-344
doi:10.1017/S0266466606060154 (About doi), Published Online by Cambridge University Press 09 Feb 2006
 

AWARD

 
 

The Econometric Theory Awards 2006

Peter C.B. Phillips

Econometric Theory, Volume 22, Issue 02, April 2006, pp 345-345
doi:10.1017/S0266466606069994 (About doi), Published Online by Cambridge University Press 09 Feb 2006
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