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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 04  

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Research Articles

 
 

REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS

Peter C.B. Phillips

Econometric Theory, Volume 23, Issue 04, August 2007, pp 557-614
doi:10.1017/S0266466607070260 (About doi), Published Online by Cambridge University Press 25 Apr 2007
 

THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL

Heino Bohn Nielsen and Anders Rahbek

Econometric Theory, Volume 23, Issue 04, August 2007, pp 615-637
doi:10.1017/S0266466607070272 (About doi), Published Online by Cambridge University Press 25 Apr 2007
 

A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION

Zhongjun Qu and Pierre Perron

Econometric Theory, Volume 23, Issue 04, August 2007, pp 638-685
doi:10.1017/S0266466607070284 (About doi), Published Online by Cambridge University Press 25 Apr 2007
 

THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT

Patrick Marsh

Econometric Theory, Volume 23, Issue 04, August 2007, pp 686-710
doi:10.1017/S0266466607070296 (About doi), Published Online by Cambridge University Press 25 Apr 2007
 

ET INTERVIEW

 
 

THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher

Benedikt M. Pötscher

Econometric Theory, Volume 23, Issue 04, August 2007, pp 711-748
doi:10.1017/S0266466607070302 (About doi), Published Online by Cambridge University Press 25 Apr 2007
 

MISCELLANEA

 
 

BAYESIAN CONSISTENCY FOR STATIONARY MODELS

Antonio Lijoi, Igor Prünster and Stephen G. Walker

Econometric Theory, Volume 23, Issue 04, August 2007, pp 749-759
doi:10.1017/S0266466607070314 (About doi), Published Online by Cambridge University Press 25 Apr 2007
 

NOTES AND PROBLEMS

 
 

ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS

Søren Tolver Jensen and Anders Rahbek

Econometric Theory, Volume 23, Issue 04, August 2007, pp 761-766
doi:10.1017/S0266466607070326 (About doi), Published Online by Cambridge University Press 25 Apr 2007
 

FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION

Yong Bao

Econometric Theory, Volume 23, Issue 04, August 2007, pp 767-773
doi:10.1017/S0266466607070338 (About doi), Published Online by Cambridge University Press 25 Apr 2007
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