Skip to Navigation
Skip to Content
 
Home> Econometric Theory> Vol. 23 Issue 02

 

Log In

Browse Journals

Special Sales

Cambridge Journals Digital Archive

Click here for details about our archive digitisation project. more details

2009 Journals Catalogue

Click here to download a PDF of our latest catalogue; a comprehensive guide to all of our journals. more details

CJO Now Includes:

568,935 articles from 321 leading journals.

Customize Your Search Toolbar

Search

Social Bookmarking

  • 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

Sort by

Previous Issue Next Issue

Table of Contents - Volume 23 - Issue 02  

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

Research Articles

 
 

A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS

Alexander Aue and Lajos Horváth

Econometric Theory, Volume 23, Issue 02, April 2007, pp 201-220
doi:10.1017/S0266466607070090 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS

Fuchun Li

Econometric Theory, Volume 23, Issue 02, April 2007, pp 221-250
doi:10.1017/S0266466607070107 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS

Christian M. Hafner and Jeroen V.K. Rombouts

Econometric Theory, Volume 23, Issue 02, April 2007, pp 251-280
doi:10.1017/S0266466607070119 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY

Peter Bearse, José Canals-Cerdá and Paul Rilstone

Econometric Theory, Volume 23, Issue 02, April 2007, pp 281-308
doi:10.1017/S0266466607070120 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS

Shakeeb Khan and Arthur Lewbel

Econometric Theory, Volume 23, Issue 02, April 2007, pp 309-347
doi:10.1017/S0266466607070132 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

MISCELLANEA

 
 

NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARDS MODEL WITH TIME-VARYING COVARIATES

Christian N. Brinch

Econometric Theory, Volume 23, Issue 02, April 2007, pp 349-354
doi:10.1017/S0266466607070144 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

NOTES AND PROBLEMS

 
 

MODIFIED KPSS TESTS FOR NEAR INTEGRATION

David Harris, Stephen Leybourne and Brendan McCabe

Econometric Theory, Volume 23, Issue 02, April 2007, pp 355-363
doi:10.1017/S0266466607070156 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

REDUNDANCY OF LAGGED REGRESSORS REVISITED

Stanislav Anatolyev

Econometric Theory, Volume 23, Issue 02, April 2007, pp 364-368
doi:10.1017/S0266466607070168 (About doi), Published Online by Cambridge University Press 30 Jan 2007
 

ANNOUNCEMENT

 
 

The Econometric Theory Awards 2007

Peter C.B. Phillips

Econometric Theory, Volume 23, Issue 02, April 2007, pp 369-369
doi:10.1017/S0266466607079996 (About doi), Published Online by Cambridge University Press 30 Jan 2007
  Please select Articles above or use Select All, then click the appropriate button below. Select/Deselect All:

Sort by

Cambridge University Press