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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 25 - Issue 02  

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

Front Cover (OFC, IFC) and matter

 
 

ECT volume 25 issue 2 Cover and Front matter

Econometric Theory, Volume 25, Issue 02, April 2009, pp f1-f2
doi:10.1017/S0266466609252017 (About doi), Published Online by Cambridge University Press 03 Mar 2009
 

Back Cover (OBC, IBC) and matter

 
 

ECT volume 25 issue 2 Cover and Back matter

Econometric Theory, Volume 25, Issue 02, April 2009, pp b1-b3
doi:10.1017/S0266466609252029 (About doi), Published Online by Cambridge University Press 03 Mar 2009
 

ARTICLES

 
 

ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION

Grant Hillier

Econometric Theory, Volume 25, Issue 02, April 2009, pp 305-335
doi:10.1017/S0266466608090105 (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL

Christian M. Hafner and Arie Preminger

Econometric Theory, Volume 25, Issue 02, April 2009, pp 336-363
doi:10.1017/S0266466608090117 (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS

Andreea G. Halunga and Chris D. Orme

Econometric Theory, Volume 25, Issue 02, April 2009, pp 364-410
doi:10.1017/S0266466608090129 (About doi), Published Online by Cambridge University Press 19 Feb 2009
 

ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES

Alexander Aue, Lajos Horváth, Marie Hušková and Shiqing Ling

Econometric Theory, Volume 25, Issue 02, April 2009, pp 411-441
doi:10.1017/S0266466608090130 (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES

Enno Mammen, Bård Støve and Dag Tjøstheim

Econometric Theory, Volume 25, Issue 02, April 2009, pp 442-481
doi:10.1017/S0266466608090142 (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS

Tassos Magdalinos and Peter C.B. Phillips

Econometric Theory, Volume 25, Issue 02, April 2009, pp 482-526
doi:10.1017/S0266466608090154 (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

REGRESSION-BASED SEASONAL UNIT ROOT TESTS

Richard J. Smith, A.M. Robert Taylor and Tomas del Barrio Castro

Econometric Theory, Volume 25, Issue 02, April 2009, pp 527-560
doi:10.1017/S0266466608090166 (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

Notes and Problems

 
 

QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS

Juan Carlos Escanciano

Econometric Theory, Volume 25, Issue 02, April 2009, pp 561-570
doi:10.1017/S0266466609090689 (About doi), Published Online by Cambridge University Press 03 Mar 2009
 

ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES

Dietmar Bauer

Econometric Theory, Volume 25, Issue 02, April 2009, pp 571-582
doi:10.1017/S0266466608090579 (About doi), Published Online by Cambridge University Press 29 Jan 2009
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