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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 05  

  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 5 Cover and Front matter

Econometric Theory, Volume 25, Issue 05, October 2009, pp f1-f2
doi:10.1017/S0266466609990521 (About doi), Published Online by Cambridge University Press 03 Sep 2009
 

Back Cover (OBC, IBC) and matter

 
 

ECT volume 25 issue 5 Cover and Back matter

Econometric Theory, Volume 25, Issue 05, October 2009, pp b1-b4
doi:10.1017/S0266466609990533 (About doi), Published Online by Cambridge University Press 03 Sep 2009
 

OBITUARY

 
 

OBITUARY

David F. Hendry and Peter C.B. Phillips

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1139-1142
doi:10.1017/S0266466609990016 (About doi), Published Online by Cambridge University Press 01 Jul 2009
 

ARTICLES

 
 

BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD

Willa W. Chen and Rohit S. Deo

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1143-1179
doi:10.1017/S0266466608090464 (About doi), Published Online by Cambridge University Press 03 Sep 2009
 

WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE

Norbert Christopeit

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1180-1207
doi:10.1017/S0266466608090476 (About doi), Published Online by Cambridge University Press 03 Jun 2009
 

LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS

Guodong Li and Wai Keung Li

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1208-1227
doi:10.1017/S0266466608090488 (About doi), Published Online by Cambridge University Press 04 Jun 2009
 

HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT

Giuseppe Cavaliere and A.M. Robert Taylor

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1228-1276
doi:10.1017/S026646660809049X (About doi), Published Online by Cambridge University Press 03 Sep 2009
 

INTEGRATED MARKOV-SWITCHING GARCH PROCESS

Ji-Chun Liu

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1277-1288
doi:10.1017/S0266466608090506 (About doi), Published Online by Cambridge University Press 03 Jun 2009
 

A BIAS-CORRECTED NONPARAMETRIC ENVELOPMENT ESTIMATOR OF FRONTIERS

Luiza Bădin and Léopold Simar

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1289-1318
doi:10.1017/S0266466609090513 (About doi), Published Online by Cambridge University Press 03 Jun 2009
 

OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS

Mario Forni, Domenico Giannone, Marco Lippi and Lucrezia Reichlin

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1319-1347
doi:10.1017/S026646660809052X (About doi), Published Online by Cambridge University Press 04 Jun 2009
 

GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA

Hugo Kruiniger

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1348-1391
doi:10.1017/S0266466608090531 (About doi), Published Online by Cambridge University Press 03 Sep 2009
 

EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION

Sung Jae Jun and Joris Pinkse

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1392-1414
doi:10.1017/S0266466609090549 (About doi), Published Online by Cambridge University Press 03 Jun 2009
 

NOTES AND PROBLEMS

 
 

NONSTANDARD QUANTILE-REGRESSION INFERENCE

S.C. Goh and K. Knight

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1415-1432
doi:10.1017/S0266466609090719 (About doi), Published Online by Cambridge University Press 04 Jun 2009
 

UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA

Dennis Kristensen

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1433-1445
doi:10.1017/S0266466609090744 (About doi), Published Online by Cambridge University Press 04 Jun 2009
 

ANNOUNCEMENT

 
 

THE 2006–2008 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1447-1448
doi:10.1017/S0266466609990028 (About doi), Published Online by Cambridge University Press 03 Sep 2009
 

PHOTOGRAPH SECTION

 
 

TWO NEW CO-EDITORS OF ECONOMETRIC THEORY

Econometric Theory, Volume 25, Issue 05, October 2009, pp 1449-1449
doi:10.1017/S0266466609990375 (About doi), Published Online by Cambridge University Press 03 Sep 2009
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