Econometric Theory

Front Cover (OFC, IFC) and matter

ECT volume 25 issue 1 Cover and Front matter

Econometric Theory, Volume 25, Issue 01, February 2009, pp f1-f2

doi:10.1017/S0266466609251012 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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Back Cover (OBC, IBC) and matter

ECT volume 25 issue 1 Cover and Back matter

Econometric Theory, Volume 25, Issue 01, February 2009, pp b1-b2

doi:10.1017/S0266466609251024 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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ARTICLES

NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS

Desheng Ouyang, Qi Li and Jeffrey S. Racine

Econometric Theory, Volume 25, Issue 01, February 2009, pp 1-42

doi:10.1017/S0266466608090014 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY

Robert Stelzer

Econometric Theory, Volume 25, Issue 01, February 2009, pp 43-62

doi:10.1017/S0266466608090026 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE

Alex Maynard and Katsumi Shimotsu

Econometric Theory, Volume 25, Issue 01, February 2009, pp 63-116

doi:10.1017/S0266466608090038 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL

Marcelo C. Medeiros and Alvaro Veiga

Econometric Theory, Volume 25, Issue 01, February 2009, pp 117-161

doi:10.1017/S026646660809004X (About doi), Published Online by Cambridge University Press 09 Jan 2009

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ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS

J. Carlos Escanciano

Econometric Theory, Volume 25, Issue 01, February 2009, pp 162-194

doi:10.1017/S0266466608090051 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES

Xiaofeng Shao

Econometric Theory, Volume 25, Issue 01, February 2009, pp 195-210

doi:10.1017/S0266466608090063 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS

Grant Hillier, Raymond Kan and Xiaolu Wang

Econometric Theory, Volume 25, Issue 01, February 2009, pp 211-242

doi:10.1017/S0266466608090075 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS

Carsten Trenkler

Econometric Theory, Volume 25, Issue 01, February 2009, pp 243-269

doi:10.1017/S0266466608090087 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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LASSO-TYPE GMM ESTIMATOR

Mehmet Caner

Econometric Theory, Volume 25, Issue 01, February 2009, pp 270-290

doi:10.1017/S0266466608090099 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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NOTES AND PROBLEMS

FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION

Yong Bao

Econometric Theory, Volume 25, Issue 01, February 2009, pp 291-297

doi:10.1017/S0266466608090555 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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ADDING REGRESSORS TO OBTAIN EFFICIENCY

Sung Jae Jun and Joris Pinkse

Econometric Theory, Volume 25, Issue 01, February 2009, pp 298-301

doi:10.1017/S0266466608090567 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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ANNOUNCEMENT

The Econometric Theory Awards 2009

Econometric Theory, Volume 25, Issue 01, February 2009, pp 303-303

doi:10.1017/S0266466608090580 (About doi), Published Online by Cambridge University Press 09 Jan 2009

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