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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 23 - Issue 03  

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Research Articles

 
 

A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM

Oliver Linton and Zhijie Xiao

Econometric Theory, Volume 23, Issue 03, June 2007, pp 371-413
doi:10.1017/S026646660707017X (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA

Xiaohong Chen and Yanqin Fan

Econometric Theory, Volume 23, Issue 03, June 2007, pp 414-439
doi:10.1017/S0266466607070181 (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

A ROBUST BAYESIAN APPROACH FOR UNIT ROOT TESTING

Caterina Conigliani and Fulvio Spezzaferri

Econometric Theory, Volume 23, Issue 03, June 2007, pp 440-463
doi:10.1017/S0266466607070193 (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS

Wolfgang Scherrer and Eva Ribarits

Econometric Theory, Volume 23, Issue 03, June 2007, pp 464-484
doi:10.1017/S026646660707020X (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES

Ari Abramson and Israel Cohen

Econometric Theory, Volume 23, Issue 03, June 2007, pp 485-500
doi:10.1017/S0266466607070211 (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF [alpha]-SYMMETRIC DISTRIBUTIONS

Rustam Ibragimov

Econometric Theory, Volume 23, Issue 03, June 2007, pp 501-517
doi:10.1017/S0266466607070223 (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

MISCELLANEA

 
 

AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA

Hugo Kruiniger

Econometric Theory, Volume 23, Issue 03, June 2007, pp 519-535
doi:10.1017/S0266466607070235 (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

NOTES AND PROBLEMS

 
 

THE REAL PART OF A COMPLEX ARMA PROCESS

Ralph W. Bailey

Econometric Theory, Volume 23, Issue 03, June 2007, pp 537-545
doi:10.1017/S0266466607070247 (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES

Massimo Franchi

Econometric Theory, Volume 23, Issue 03, June 2007, pp 546-553
doi:10.1017/S0266466607070259 (About doi), Published Online by Cambridge University Press 05 Apr 2007
 

NEW CO-EDITORS

 
 

NEW CO-EDITORS

Peter C.B. Philllips

Econometric Theory, Volume 23, Issue 03, June 2007, pp 555-555
doi:10.1017/S026646660707048X (About doi), Published Online by Cambridge University Press 05 Apr 2007
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