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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 06  

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Research Articles

 
 

RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS

Donald W.K. Andrews and Gustavo Soares

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1033-1082
doi:10.1017/S0266466607070429 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED

David F. Findley

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1083-1107
doi:10.1017/S0266466607070430 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY

Ansgar Steland

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1108-1135
doi:10.1017/S0266466607070442 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS

Emma M. Iglesias and Oliver B. Linton

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1136-1161
doi:10.1017/S0266466607070454 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS

Giuseppe Cavaliere and Iliyan Georgiev

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1162-1215
doi:10.1017/S0266466607070466 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

MISCELLANEA

 
 

ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS

Stephen G. Donald, Natércia Fortuna and Vladas Pipiras

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1217-1232
doi:10.1017/S0266466607070478 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

NOTES AND PROBLEMS

 
 

LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES

Peter C.B. Phillips and Chang Sik Kim

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1233-1247
doi:10.1017/S0266466607070491 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES

Chirok Han

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1248-1253
doi:10.1017/S0266466607070508 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY

Luca Fanelli

Econometric Theory, Volume 23, Issue 06, December 2007, pp 1254-1260
doi:10.1017/S0266466607070521 (About doi), Published Online by Cambridge University Press 06 Sep 2007
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