NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS

Desheng Ouyang, Qi Li and Jeffrey S. Racine

Econometric Theory, Volume 25, Issue 01, Feb 2009, pp 1-42

doi: 10.1017/S0266466608090014 (About doi), Published online by Cambridge University Press 09 Jan 2009

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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Hannes Leeb and Benedikt M. Pötscher

Econometric Theory, Volume 21, Issue 01, Feb 2005, pp 21-59

doi: 10.1017/S0266466605050036 (About doi), Published online by Cambridge University Press 08 Feb 2005

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ECT volume 25 issue 1 Cover and Front matter

Econometric Theory, Volume 25, Issue 01, Feb 2009, pp f1-f2

doi: 10.1017/S0266466609251012 (About doi), Published online by Cambridge University Press 09 Jan 2009

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CHALLENGES FOR ECONOMETRIC MODEL SELECTION

Bruce E. Hansen

Econometric Theory, Volume 21, Issue 01, Feb 2005, pp 60-68

doi: 10.1017/S0266466605050048 (About doi), Published online by Cambridge University Press 08 Feb 2005

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MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL

Marcelo C. Medeiros and Alvaro Veiga

Econometric Theory, Volume 25, Issue 01, Feb 2009, pp 117-161

doi: 10.1017/S026646660809004X (About doi), Published online by Cambridge University Press 09 Jan 2009

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ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES

Saralees Nadarajah and Samuel Kotz

Econometric Theory, Volume 22, Issue 02, Apr 2006, pp 338-344

doi: 10.1017/S0266466606060154 (About doi), Published online by Cambridge University Press 09 Feb 2006

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LASSO-TYPE GMM ESTIMATOR

Mehmet Caner

Econometric Theory, Volume 25, Issue 01, Feb 2009, pp 270-290

doi: 10.1017/S0266466608090099 (About doi), Published online by Cambridge University Press 09 Jan 2009

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AUTOMATED DISCOVERY IN ECONOMETRICS

Peter C.B. Phillips

Econometric Theory, Volume 21, Issue 01, Feb 2005, pp 3-20

doi: 10.1017/S0266466605050024 (About doi), Published online by Cambridge University Press 08 Feb 2005

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ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY

Robert Stelzer

Econometric Theory, Volume 25, Issue 01, Feb 2009, pp 43-62

doi: 10.1017/S0266466608090026 (About doi), Published online by Cambridge University Press 09 Jan 2009

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A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES

Xiaofeng Shao

Econometric Theory, Volume 25, Issue 01, Feb 2009, pp 195-210

doi: 10.1017/S0266466608090063 (About doi), Published online by Cambridge University Press 09 Jan 2009

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