Econometric Theory Vol. 8 Issue 02

Econometric Theory

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Table of Contents - Volume 8 - Issue 02 - 1992

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Articles

Adaptive Estimation in Time Serise Regression Models With Heteroskedasticity of Unknown Form Adaptive Estimation in Time Serise Regression Models With Heteroskedasticity of Unknown Form

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Javier Hidalgo

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 161 - 187

DOI: http://dx.doi.org/10.1017/S0266466600012743 (About DOI), Published online: 18 October 2010

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A Representation of Vector Autoregressive Processes Integrated of Order 2 A Representation of Vector Autoregressive Processes Integrated of Order 2

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Søren Johansen

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 188 - 202

DOI: http://dx.doi.org/10.1017/S0266466600012755 (About DOI), Published online: 18 October 2010

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Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model

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Miguel A. Delgado

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 203 - 222

DOI: http://dx.doi.org/10.1017/S0266466600012767 (About DOI), Published online: 18 October 2010

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Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications

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Jean-Marie Dufour and Marc Hallin

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 223 - 240

DOI: http://dx.doi.org/10.1017/S0266466600012779 (About DOI), Published online: 18 October 2010

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Generic Uniform Convergence Generic Uniform Convergence

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Donald W.K. Andrews

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 241 - 257

DOI: http://dx.doi.org/10.1017/S0266466600012780 (About DOI), Published online: 18 October 2010

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The Bias of Bootstrapped Versus Conventional Standard Errors in the General Linear and SUR Models The Bias of Bootstrapped Versus Conventional Standard Errors in the General Linear and SUR Models

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Scott E. Atkinson and Paul W. Wilson

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 258 - 275

DOI: http://dx.doi.org/10.1017/S0266466600012792 (About DOI), Published online: 18 October 2010

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A Bootstrap Test for Positive Definiteness of Income Effect Matrices A Bootstrap Test for Positive Definiteness of Income Effect Matrices

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Wolfgang Härdle and Jeffrey D. Hart

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 276 - 292

DOI: http://dx.doi.org/10.1017/S0266466600012809 (About DOI), Published online: 18 October 2010

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Photograph Section

The Advisory Board The Advisory Board

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Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 291 - 292

DOI: http://dx.doi.org/10.1017/S0266466600012810 (About DOI), Published online: 18 October 2010

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Book Reviews

Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 Fore Casting, Structural Time Series Models and The Kalman Filter Adrew C. Harvey Cambridge University Press, 1989 Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 Fore Casting, Structural Time Series Models and The Kalman Filter Adrew C. Harvey Cambridge University Press, 1989

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Francis X. Diebold

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 293 - 299

DOI: http://dx.doi.org/10.1017/S0266466600012822 (About DOI), Published online: 18 October 2010

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Problems

A Derivation of the Limited Information Maximum Likelihood Estimator A Derivation of the Limited Information Maximum Likelihood Estimator

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Kimio Morimune

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 301 - 302

DOI: http://dx.doi.org/10.1017/S0266466600012834 (About DOI), Published online: 18 October 2010

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The Three-Choice Multinomial Probit with Selectivity Corrections The Three-Choice Multinomial Probit with Selectivity Corrections

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Paul Glewwe

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 302 - 304

DOI: http://dx.doi.org/10.1017/S0266466600012846 (About DOI), Published online: 18 October 2010

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Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

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Badi H. Baltagi

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 304 - 305

DOI: http://dx.doi.org/10.1017/S0266466600012858 (About DOI), Published online: 18 October 2010

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Characterization of a Positive Semidefinite Matrix Characterization of a Positive Semidefinite Matrix

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R. W. Farebrother

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 305 - 306

DOI: http://dx.doi.org/10.1017/S026646660001286X (About DOI), Published online: 18 October 2010

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The Maximally Concentrated Unbiased Linear Estimator of β The Maximally Concentrated Unbiased Linear Estimator of β

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R. W. Farebrother

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 306 - 306

DOI: http://dx.doi.org/10.1017/S0266466600012871 (About DOI), Published online: 18 October 2010

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Seemingly Unrelated Regression Equations with No Contemporaneous Observations Seemingly Unrelated Regression Equations with No Contemporaneous Observations

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R. W. Farebrother

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 306 - 307

DOI: http://dx.doi.org/10.1017/S0266466600012883 (About DOI), Published online: 18 October 2010

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Simultaneous Equations Bias in Level VAR Estimation Simultaneous Equations Bias in Level VAR Estimation

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Peter C.B. Phillips

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 307 - 307

DOI: http://dx.doi.org/10.1017/S0266466600012895 (About DOI), Published online: 18 October 2010

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Partitioned Regression with Rank-Deficient Regressions Partitioned Regression with Rank-Deficient Regressions

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Peter C.B. Phillips

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 307 - 309

DOI: http://dx.doi.org/10.1017/S0266466600012901 (About DOI), Published online: 18 October 2010

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Solutions

Global Power of White's Test for Heteroskedasticity Global Power of White's Test for Heteroskedasticity

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Lonnie Magee

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 309 - 309

DOI: http://dx.doi.org/10.1017/S0266466600012913 (About DOI), Published online: 18 October 2010

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A Matrix Invariance Problem A Matrix Invariance Problem

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H. Neudecker and A. Satorra

Econometric Theory / Volume 8 / Issue 02 / June 1992, pp 310 - 311

DOI: http://dx.doi.org/10.1017/S0266466600012925 (About DOI), Published online: 18 October 2010

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Front matter

ECT volume 8 issue 2 Front matter ECT volume 8 issue 2 Front matter

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Econometric Theory / Volume 8 / Issue 02 / June 1992, pp f1 - f1

DOI: http://dx.doi.org/10.1017/S026646660001272X (About DOI), Published online: 18 October 2010

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Back matter

ECT volume 8 issue 2 Back matter ECT volume 8 issue 2 Back matter

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Econometric Theory / Volume 8 / Issue 02 / June 1992, pp b1 - b1

DOI: http://dx.doi.org/10.1017/S0266466600012731 (About DOI), Published online: 18 October 2010

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