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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 24 - Issue 03  

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

Research Articles

 
 

ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS

Iliyan Georgiev

Econometric Theory, Volume 24, Issue 03, June 2008, pp 587-615
doi:10.1017/S0266466608080249 (About doi), Published Online by Cambridge University Press 22 Jan 2008
 

THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES

Ulrich K. MÜller

Econometric Theory, Volume 24, Issue 03, June 2008, pp 616-630
doi:10.1017/S0266466608080250 (About doi), Published Online by Cambridge University Press 22 Jan 2008
 

GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT

Peter C.B. Phillips and Chirok Han

Econometric Theory, Volume 24, Issue 03, June 2008, pp 631-650
doi:10.1017/S0266466608080262 (About doi), Published Online by Cambridge University Press 22 Jan 2008
 

A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES

SØren Johansen

Econometric Theory, Volume 24, Issue 03, June 2008, pp 651-676
doi:10.1017/S0266466608080274 (About doi), Published Online by Cambridge University Press 22 Jan 2008
 

MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS

M. Zarepour and S.M. Roknossadati

Econometric Theory, Volume 24, Issue 03, June 2008, pp 677-695
doi:10.1017/S0266466608080286 (About doi), Published Online by Cambridge University Press 22 Jan 2008
 

KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST

Victoria Zinde-Walsh

Econometric Theory, Volume 24, Issue 03, June 2008, pp 696-725
doi:10.1017/S0266466608080298 (About doi), Published Online by Cambridge University Press 26 Feb 2008
 

UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Bruce E. Hansen

Econometric Theory, Volume 24, Issue 03, June 2008, pp 726-748
doi:10.1017/S0266466608080304 (About doi), Published Online by Cambridge University Press 26 Feb 2008
 

SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS

Herman J. Bierens

Econometric Theory, Volume 24, Issue 03, June 2008, pp 749-794
doi:10.1017/S0266466608080316 (About doi), Published Online by Cambridge University Press 26 Feb 2008
 

A PERMUTATION-BASED ESTIMATOR FOR MONOTONE INDEX MODELS

Debopam Bhattacharya

Econometric Theory, Volume 24, Issue 03, June 2008, pp 795-807
doi:10.1017/S0266466608080328 (About doi), Published Online by Cambridge University Press 03 Apr 2008
 

NOTES AND PROBLEMS

 
 

THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS

Ai Deng and Pierre Perron

Econometric Theory, Volume 24, Issue 03, June 2008, pp 809-822
doi:10.1017/S026646660808033X (About doi), Published Online by Cambridge University Press 26 Feb 2008
 

A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL

Henghsiu Tsai and Kung-Sik Chan

Econometric Theory, Volume 24, Issue 03, June 2008, pp 823-828
doi:10.1017/S0266466608080432 (About doi), Published Online by Cambridge University Press 26 Feb 2008
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