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  • 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 06  

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Research Article

 
 

UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES

Kyungchul Song

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1463-1499
doi:10.1017/S0266466608080584 (About doi), Published Online by Cambridge University Press 09 Jul 2008
 

GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS

Pavel Čížek

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1500-1529
doi:10.1017/S0266466608080596 (About doi), Published Online by Cambridge University Press 09 Jul 2008
 

M-ESTIMATION IN GARCH MODELS

Kanchan Mukherjee

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1530-1553
doi:10.1017/S0266466608080602 (About doi), Published Online by Cambridge University Press 09 Jul 2008
 

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION

Michael McAleer, Felix Chan, Suhejla Hoti and Offer Lieberman

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1554-1583
doi:10.1017/S0266466608080614 (About doi), Published Online by Cambridge University Press 09 Jul 2008
 

SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS

Bas Donkers and Marcia Schafgans

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1584-1606
doi:10.1017/S0266466608080626 (About doi), Published Online by Cambridge University Press 17 Jul 2008
 

ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS

Lajos Horváth, Zsuzsanna Horváth and Wang Zhou

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1607-1627
doi:10.1017/S0266466608080638 (About doi), Published Online by Cambridge University Press 09 Jul 2008
 

ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS

F. Comte, J. Dedecker and M.L. Taupin

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1628-1662
doi:10.1017/S026646660808064X (About doi), Published Online by Cambridge University Press 17 Jul 2008
 

ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS

Alois Kneip, Léopold Simar and Paul W. Wilson

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1663-1697
doi:10.1017/S0266466608080651 (About doi), Published Online by Cambridge University Press 17 Jul 2008
 

UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP

Myung Hwan Seo

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1699-1716
doi:10.1017/S0266466608080663 (About doi), Published Online by Cambridge University Press 17 Jul 2008
 

Notes and Problems

 
 

A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS

Kohtaro Hitomi, Yoshihiko Nishiyama and Ryo Okui

Econometric Theory, Volume 24, Issue 06, December 2008, pp 1717-1728
doi:10.1017/S0266466608080699 (About doi), Published Online by Cambridge University Press 18 Jul 2008
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