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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 - Special Issue 06 (Newbold Conference Special Issue)  

  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 6 Cover and Front matter

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp f1-f2
doi:10.1017/S0266466609990569 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

Back Cover (OBC, IBC) and matter

 
 

ECT volume 25 issue 6 Cover and Back matter

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp b1-b2
doi:10.1017/S0266466609990387 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

INTRODUCTION

 
 

SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION

Stephen Leybourne and A.M. Robert Taylor

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1451-1456
doi:10.1017/S0266466609990193 (About doi), Published Online by Cambridge University Press 12 Aug 2009
 

CONFERENCE IN HONOUR OF PAUL NEWBOLD

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1457-1459
doi:10.1017/S026646660999020X (About doi), Published Online by Cambridge University Press 12 Aug 2009
 

THE RESEARCH INTERESTS OF PAUL NEWBOLD

Clive W.J. Granger and Stephen J. Leybourne

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1460-1465
doi:10.1017/S0266466609990211 (About doi), Published Online by Cambridge University Press 12 Aug 2009
 

ARTICLES

 
 

LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION

Peter C.B. Phillips

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1466-1497
doi:10.1017/S0266466609990223 (About doi), Published Online by Cambridge University Press 12 Aug 2009
 

AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK

Bruce E. Hansen

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1498-1514
doi:10.1017/S0266466609990235 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC

Morten Ørregaard Nielsen

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1515-1544
doi:10.1017/S0266466609990247 (About doi), Published Online by Cambridge University Press 12 Aug 2009
 

TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND

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

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1545-1588
doi:10.1017/S0266466609990259 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES

James Davidson and Nigar Hashimzade

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1589-1624
doi:10.1017/S0266466609990260 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS

Giuseppe Cavaliere and Iliyan Georgiev

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1625-1661
doi:10.1017/S0266466609990272 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS

Patrick Marsh

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1662-1681
doi:10.1017/S0266466609990284 (About doi), Published Online by Cambridge University Press 12 Aug 2009
 

UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST

Peter C.B. Phillips and Tassos Magdalinos

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1682-1715
doi:10.1017/S0266466609990296 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS

P.M. Robinson

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1716-1733
doi:10.1017/S0266466609990302 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT

Hsein Kew and David Harris

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1734-1753
doi:10.1017/S0266466609990314 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES

Josep Lluís Carrion-i-Silvestre, Dukpa Kim and Pierre Perron

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1754-1792
doi:10.1017/S0266466609990326 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN

Uwe Hassler, Paulo M.M. Rodrigues and Antonio Rubia

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1793-1828
doi:10.1017/S0266466609990338 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT

Graham Elliott and Elena Pesavento

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1829-1850
doi:10.1017/S026646660999034X (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS

Joakim Westerlund and Rolf Larsson

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1851-1868
doi:10.1017/S0266466609990351 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY

Jiti Gao, Maxwell King, Zudi Lu and Dag Tjøstheim

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1869-1892
doi:10.1017/S0266466609990363 (About doi), Published Online by Cambridge University Press 26 Oct 2009
 

CUMULATIVE INDEX TO VOLUME 25, 2009

 
 

CUMULATIVE INDEX TO VOLUME 25, 2009

Econometric Theory, Volume 25, Special Issue 06, December 2009, pp 1893-1899
doi:10.1017/S0266466609990429 (About doi), Published Online by Cambridge University Press 26 Oct 2009
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