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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 03  

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Front Cover (OFC, IFC) and matter

 
 

ECT volume 25 issue 3 Cover and Front matter

Econometric Theory, Volume 25, Issue 03, June 2009, pp f1-f2
doi:10.1017/S0266466609253011 (About doi), Published Online by Cambridge University Press 19 May 2009
 

Back Cover (OBC, IBC) and matter

 
 

ECT volume 25 issue 3 Cover and Back matter

Econometric Theory, Volume 25, Issue 03, June 2009, pp b1-b5
doi:10.1017/S0266466609253023 (About doi), Published Online by Cambridge University Press 19 May 2009
 

EDITORIAL

 
 

ECONOMETRIC THEORY AND PRACTICE

Peter C.B. Phillips

Econometric Theory, Volume 25, Issue 03, June 2009, pp 583-586
doi:10.1017/S0266466608090178 (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

SPECIAL INVITED PAPER

 
 

UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION

David I. Harvey, Stephen J. Leybourne and A.M. Robert Taylor

Econometric Theory, Volume 25, Issue 03, June 2009, pp 587-636
doi:10.1017/S026646660809018X (About doi), Published Online by Cambridge University Press 29 Jan 2009
 

COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

Patrick Marsh

Econometric Theory, Volume 25, Issue 03, June 2009, pp 637-643
doi:10.1017/S0266466608090191 (About doi), Published Online by Cambridge University Press 19 May 2009
 

COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

Ulrich K. Müller

Econometric Theory, Volume 25, Issue 03, June 2009, pp 643-648
doi:10.1017/S0266466608090208 (About doi), Published Online by Cambridge University Press 19 May 2009
 

COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

Jörg Breitung

Econometric Theory, Volume 25, Issue 03, June 2009, pp 649-653
doi:10.1017/S026646660809021X (About doi), Published Online by Cambridge University Press 19 May 2009
 

COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

Peter Burridge

Econometric Theory, Volume 25, Issue 03, June 2009, pp 653-654
doi:10.1017/S0266466608090221 (About doi), Published Online by Cambridge University Press 19 May 2009
 

COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

Zhijie Xiao

Econometric Theory, Volume 25, Issue 03, June 2009, pp 654-657
doi:10.1017/S0266466608090233 (About doi), Published Online by Cambridge University Press 19 May 2009
 

REJOINDER

David I. Harvey, Stephen J. Leybourne and A.M. Robert Taylor

Econometric Theory, Volume 25, Issue 03, June 2009, pp 658-667
doi:10.1017/S0266466608090245 (About doi), Published Online by Cambridge University Press 19 Feb 2009
 

ARTICLES

 
 

VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

Donald W.K. Andrews and Patrik Guggenberger

Econometric Theory, Volume 25, Issue 03, June 2009, pp 669-709
doi:10.1017/S0266466608090257 (About doi), Published Online by Cambridge University Press 19 Feb 2009
 

ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION

Qiying Wang and Peter C.B. Phillips

Econometric Theory, Volume 25, Issue 03, June 2009, pp 710-738
doi:10.1017/S0266466608090269 (About doi), Published Online by Cambridge University Press 04 Mar 2009
 

CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES

Rickard Sandberg

Econometric Theory, Volume 25, Issue 03, June 2009, pp 739-747
doi:10.1017/S0266466608090270 (About doi), Published Online by Cambridge University Press 06 Mar 2009
 

CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: LP -APPROXIMABILITY VERSUS BROWNIAN MOTION

Kairat T. Mynbaev

Econometric Theory, Volume 25, Issue 03, June 2009, pp 748-763
doi:10.1017/S0266466608090282 (About doi), Published Online by Cambridge University Press 19 May 2009
 

CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY

Rohit Deo, Clifford M. Hurvich, Philippe Soulier and Yi Wang

Econometric Theory, Volume 25, Issue 03, June 2009, pp 764-792
doi:10.1017/S0266466608090294 (About doi), Published Online by Cambridge University Press 19 May 2009
 

OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE

Laura Chioda and Michael Jansson

Econometric Theory, Volume 25, Issue 03, June 2009, pp 793-805
doi:10.1017/S0266466608090300 (About doi), Published Online by Cambridge University Press 04 Mar 2009
 

ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION

Victor Chernozhukov, Christian Hansen and Michael Jansson

Econometric Theory, Volume 25, Issue 03, June 2009, pp 806-818
doi:10.1017/S0266466608090312 (About doi), Published Online by Cambridge University Press 19 May 2009
 

COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES

Rustam Ibragimov

Econometric Theory, Volume 25, Issue 03, June 2009, pp 819-846
doi:10.1017/S0266466609090720 (About doi), Published Online by Cambridge University Press 19 May 2009
 

MISCELLANEA

 
 

EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS

David T. Jacho-Chávez

Econometric Theory, Volume 25, Issue 03, June 2009, pp 847-855
doi:10.1017/S0266466609090732 (About doi), Published Online by Cambridge University Press 19 May 2009
 

NOTES AND PROBLEMS

 
 

BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND

Noud P.A. van Giersbergen

Econometric Theory, Volume 25, Issue 03, June 2009, pp 857-872
doi:10.1017/S0266466609090690 (About doi), Published Online by Cambridge University Press 19 May 2009
 

A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR( p) MODELS WHEN BOTH N AND T ARE LARGE

Kazuhiko Hayakawa

Econometric Theory, Volume 25, Issue 03, June 2009, pp 873-890
doi:10.1017/S0266466609090707 (About doi), Published Online by Cambridge University Press 06 Mar 2009
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