Skip to Navigation
Skip to Content
 
Home> Econometric Theory> Vol. 24 Issue 04

 

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:

567,269 articles from 321 leading journals.

Customize Your Search Toolbar

Econometric Theory

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 24 - Issue 04  

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

Research Article

 
 

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

Liangjun Su and Halbert White

Econometric Theory, Volume 24, Issue 04, August 2008, pp 829-864
doi:10.1017/S0266466608080341 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS

Peter C.B. Phillips and Tassos Magdalinos

Econometric Theory, Volume 24, Issue 04, August 2008, pp 865-887
doi:10.1017/S0266466608080353 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS

Rustam Ibragimov and Peter C.B. Phillips

Econometric Theory, Volume 24, Issue 04, August 2008, pp 888-947
doi:10.1017/S0266466608080365 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES

Abdessamad Saidi and Roch Roy

Econometric Theory, Volume 24, Issue 04, August 2008, pp 948-987
doi:10.1017/S0266466608080377 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION

Tucker McElroy

Econometric Theory, Volume 24, Issue 04, August 2008, pp 988-1009
doi:10.1017/S0266466608080389 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

QUANTILE REGRESSION WITH MISMEASURED COVARIATES

Susanne M. Schennach

Econometric Theory, Volume 24, Issue 04, August 2008, pp 1010-1043
doi:10.1017/S0266466608080390 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE

Edna Schechtman, Amit Shelef, Shlomo Yitzhaki and Ričardas Zitikis

Econometric Theory, Volume 24, Issue 04, August 2008, pp 1044-1062
doi:10.1017/S0266466608080407 (About doi), Published Online by Cambridge University Press 22 Apr 2008
 

USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS

Dietmar Bauer

Econometric Theory, Volume 24, Issue 04, August 2008, pp 1063-1092
doi:10.1017/S0266466608080419 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES

Tomas del Barrio Castro and Denise R. Osborn

Econometric Theory, Volume 24, Issue 04, August 2008, pp 1093-1129
doi:10.1017/S0266466608080420 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

Notes and Problems

 
 

ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS

Robert Stelzer

Econometric Theory, Volume 24, Issue 04, August 2008, pp 1131-1136
doi:10.1017/S0266466608080456 (About doi), Published Online by Cambridge University Press 04 Apr 2008
 

REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS

Giuseppe Cavaliere and Iliyan Georgiev

Econometric Theory, Volume 24, Issue 04, August 2008, pp 1137-1148
doi:10.1017/S0266466608080572 (About doi), Published Online by Cambridge University Press 22 Apr 2008
  Please select Articles above or use Select All, then click the appropriate button below. Select/Deselect All:

Sort by

Cambridge University Press