Works matching DE "ASYMPTOTIC theory in econometrics"

Results: 179

DISCRIMINATING BETWEEN AUTOCORRELATION AND MISSPECIFICATION IN REGRESSION ANALYSIS: AN ALTERNATIVE TEST STRATEGY.

Published in:

Review of Economics & Statistics, 1987, v. 69, n. 1, p. 128, doi. 10.2307/1937909

By:

Godfrey, Leslie G.

Publication type:

Article

A NOTE ON THEIL'S MINIMUM STANDARD ERROR CRITERION WHEN THE DISTURBANCES ARE AUTOCORRELATED.

Published in:

Review of Economics & Statistics, 1974, v. 56, n. 1, p. 122, doi. 10.2307/1927540

By:

Schmidt, Peter

Publication type:

Article

Nonlinear econometric models with deterministically trending variables.

Published in:

Review of Economic Studies, 1995, v. 62, n. 3, p. 343, doi. 10.2307/2298032

By:

Andrews, Donald W. K.;
Mcdermofi, C. John

Publication type:

Article

GRANICZNE DYSTRYBUANTY WARTOŚCI EKSTREMALNYCH DLA ZALEŻNYCH CIĄGÓW ZMIENNYCH LOSOWYCH.

Published in:

Econometrics / Ekonometria, 2013, n. 40, p. 115

By:

Kuźmiński, Łukasz

Publication type:

Article

Symmetry, proportionality and productivity bias hypothesis: evidence from panel-VAR models.

Published in:

Economic Change & Restructuring, 2017, v. 50, n. 1, p. 79, doi. 10.1007/s10644-016-9185-y

By:

Irandoust, Manuchehr

Publication type:

Article

Understanding the Functional Central Limit Theorems with Some Applications to Unit Root Testing with Structural Change.

Published in:

Economía (02544415), 2013, v. 36, n. 71, p. 107, doi. 10.18800/economia.201301.004

By:

AQUINO, JUAN CARLOS;
RODRÍGUEZ, GABRIEL

Publication type:

Article

Local Linear Estimation by TSLS with Variable Bandwidth for Semi-parametric Simultaneous Equation Models in Econometrics*.

Published in:

Journal of Systems Science & Information, 2008, v. 6, n. 2, p. 119

By:

Azhong Ye;
Xiangbo Wu

Publication type:

Article

The MLE of Geometric Parameter for a Geometric Process.

Published in:

Communications in Statistics: Theory & Methods, 2006, v. 35, n. 10, p. 1921, doi. 10.1080/03610920600728609

By:

Yang, Aijun;
Yu, Hui;
Yang, Zhenhai

Publication type:

Article

Forecasting Temporally Aggregated Vector ARMA Processes.

Published in:

Journal of Forecasting, 1986, v. 5, n. 2, p. 85

By:

LÜtkepohl, Helmut

Publication type:

Article

Extreme value analysis within a parametric outlier detection framework.

Published in:

Applied Stochastic Models in Business & Industry, 2007, v. 23, n. 2, p. 157, doi. 10.1002/asmb.660

By:

Cabras, S.;
Morales, J.

Publication type:

Article

Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice”.

Published in:

Journal of Business & Economic Statistics, 2018, v. 36, n. 4, p. 560, doi. 10.1080/07350015.2018.1505627

By:

West, Kenneth D.

Publication type:

Article

Comment.

Published in:

2009

By:

Chao, John C.;
Swanson, Norman R.

Publication type:

Opinion

Efficient Estimation of Semi parametric Equivalence Scales With Evidence From South Africa.

Published in:

Journal of Business & Economic Statistics, 2003, v. 21, n. 2, p. 247, doi. 10.1198/073500103288618936

By:

Yatchew, Adonis;
Sun, Yiguo;
Deri, Catherine

Publication type:

Article

Testing for Smooth Transition Nonlinearity in the Presence of Outliers.

Published in:

Journal of Business & Economic Statistics, 1999, v. 17, n. 2, p. 217, doi. 10.2307/1392477

By:

Dijk, Dick Van;
Franses, Philip Hans;
Lucas, André

Publication type:

Article

The Effects of Additive Outliers on Tests for Unit Roots and Cointegration.

Published in:

Journal of Business & Economic Statistics, 1994, v. 12, n. 4, p. 471, doi. 10.2307/1392215

By:

Franses, Philip Hans;
Haldrup, Niels

Publication type:

Article

Forecasting Vector ARMA Processes With Systematically Missing Observations.

Published in:

Journal of Business & Economic Statistics, 1986, v. 4, n. 3, p. 375

By:

Lütkepohl, Helmut

Publication type:

Article

Estimation and Inference in Two-Step Econometric Models.

Published in:

Journal of Business & Economic Statistics, 1985, v. 3, n. 4, p. 370, doi. 10.2307/1391724

By:

Murphy, Kevin M.;
Topel, Robert H.

Publication type:

Article

Misspecification of the breaking date in series with a change in the growth rate. Effect on the LBI test for stationarity.

Published in:

Applied Economics Letters, 2007, v. 14, n. 11, p. 845, doi. 10.1080/13504850600592648

By:

Presno, María José;
Ramos, Carmen

Publication type:

Article

REPEATED GAMES WITH FREQUENT SIGNALS.

Published in:

Quarterly Journal of Economics, 2009, v. 124, n. 1, p. 233, doi. 10.1162/qjec.2009.124.1.233

By:

Fudenberg, Drew;
Levine, David K.

Publication type:

Article

Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap.

Published in:

Econometrica, 2017, v. 85, n. 2, p. 645, doi. 10.3982/ECTA13141

By:

Rothe, Christoph

Publication type:

Article

ROBUST ESTIMATION AND INFERENCE FOR JUMPS IN NOISY HIGH FREQUENCY DATA: A LOCAL-TO-CONTINUITY THEORY FOR THE PRE-AVERAGING METHOD.

Published in:

Econometrica, 2013, v. 81, n. 4, p. 1673, doi. 10.3982/ECTA10534

By:

JIA LI

Publication type:

Article

On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions.

Published in:

Econometrica, 2012, v. 80, n. 1, p. 413, doi. 10.3982/ECTA8773

By:

Kitamura, Yuichi;
Santos, Andres;
Shaikh, Azeem M.

Publication type:

Article

HYBRID AND SIZE-CORRECTED SUBSAMPLING METHODS.

Published in:

Econometrica, 2009, v. 77, n. 3, p. 721, doi. 10.3982/ECTA7015

By:

ANDREWS, DONALD W. K.;
GUGGENBERGER, PATRIK

Publication type:

Article

GENERALIZED METHOD OF MOMENTS WITH MANY WEAK MOMENT CONDITIONS.

Published in:

Econometrica, 2009, v. 77, n. 3, p. 687, doi. 10.3982/ECTA6224

By:

NEWEY, WHITNEY K.;
WINDMEIJER, FRANK

Publication type:

Article

SEMIPARAMETRIC POWER ENVELOPES FOR TESTS OF THE UNIT ROOT HYPOTHESIS.

Published in:

Econometrica, 2008, v. 76, n. 5, p. 1103, doi. 10.3982/ECTA6113

By:

JANSSON, MICHAEL

Publication type:

Article

TESTING MODELS OF LOW-FREQUENCY VARIABILITY.

Published in:

Econometrica, 2008, v. 76, n. 5, p. 979, doi. 10.3982/ECTA6814

By:

MÜLLER, ULRICH K.;
WATSON, MARK W.

Publication type:

Article

COMMON LEARNING.

Published in:

Econometrica, 2008, v. 76, n. 4, p. 909, doi. 10.1111/j.1468-0262.2008.00862.x

By:

Cripps, Martin W.;
Ely, Jeffrey C.;
Mailath, George J.;
Samuelson, Larry

Publication type:

Article

ASYMPTOTIC PROPERTIES FOR A CLASS OF PARTIALLY IDENTIFIED MODELS.

Published in:

Econometrica, 2008, v. 76, n. 4, p. 763, doi. 10.1111/j.1468-0262.2008.00859.x

By:

Beresteanu, Arie;
Molinari, Francesca

Publication type:

Article

FISHER'S INFORMATION FOR DISCRETELY SAMPLED LÉVY PROCESSES.

Published in:

Econometrica, 2008, v. 76, n. 4, p. 727, doi. 10.1111/j.1468-0262.2008.00858.x

By:

Aït-Sahalia, Yacine;
Jacod, Jean

Publication type:

Article

ASYMPTOTIC NORMALITY OF THE QMLE ESTIMATOR OF ARCH IN THE NONSTATIONARY CASE.

Published in:

Econometrica, 2004, v. 72, n. 2, p. 641, doi. 10.1111/j.1468-0262.2004.00504.x

By:

Jensen, Søren Tolver;
Rahbek, Anders

Publication type:

Article

SIMPLE ROBUST TESTING OF REGRESSION HYPOTHESES: A COMMENT.

Published in:

Econometrica, 2002, v. 70, n. 5, p. 2097, doi. 10.1111/1468-0262.00367

By:

Abadir, Karim M.;
Paruolo, Paolo

Publication type:

Article

WEIGHTED MINIMUM MEAN-SQUARE DISTANCE FROM INDEPENDENCE ESTIMATION.

Published in:

Econometrica, 2002, v. 70, n. 5, p. 2035, doi. 10.1111/1468-0262.00362

By:

Brown, Donald J.;
Wegkamp, Marten H.

Publication type:

Article

GETTING TO A COMPETITIVE EQUILIBRIUM.

Published in:

Econometrica, 1996, v. 64, n. 1, p. 29, doi. 10.2307/2171923

By:

Keisler, H. Jerome

Publication type:

Article

THE NORMAL APPROXIMATION FOR SEMIPARAMETRIC AVERAGED DERIVATIVES.

Published in:

Econometrica, 1995, v. 63, n. 3, p. 667, doi. 10.2307/2171912

By:

Robinson, P.M.

Publication type:

Article

THE LARGE SAMPLE CORRESPONDENCE BETWEEN CLASSICAL HYPOTHESIS TESTS AND BAYESIAN POSTERIOR ODDS TESTS.

Published in:

Econometrica, 1994, v. 62, n. 5, p. 1207, doi. 10.2307/2951513

By:

Andrews, Donald W.K.

Publication type:

Article

TESTING INSTRUMENT ADMISSIBILITY: SOME REFINED ASYMPTOTIC RESULTS.

Published in:

Econometrica, 1994, v. 62, n. 2, p. 373, doi. 10.2307/2951617

By:

Magdalinos, Michael A.

Publication type:

Article

ASYMPTOTICS FOR SEMIPARAMETRIC ECONOMETRIC MODELS VIA STOCHASTIC EQUICONTINUITY.

Published in:

Econometrica, 1994, v. 62, n. 1, p. 43, doi. 10.2307/2951475

By:

Andrews, Donald W.K.

Publication type:

Article

ASYMPTOTIC FILTERING THEORY FOR UNIVARIATE ARCH MODELS.

Published in:

Econometrica, 1994, v. 62, n. 1, p. 1, doi. 10.2307/2951474

By:

Nelson, Daniel B.;
Foster, Dean P.

Publication type:

Article

ASYMPTOTIC LIKELIHOOD-BASED PREDICTION FUNCTIONS.

Published in:

Econometrica, 1990, v. 58, n. 5, p. 1215, doi. 10.2307/2938307

By:

Cooley, Thomas F.;
Parke, William R.

Publication type:

Article

ASYMPTOTIC PROPERTIES OF RESIDUAL BASED TESTS FOR COINTEGRATION.

Published in:

Econometrica, 1990, v. 58, n. 1, p. 165, doi. 10.2307/2938339

By:

Phillips, P.C.B.;
Ouliaris, S.

Publication type:

Article

ASYMPTOTIC NORMALITY, WHEN REGRESSORS HAVE A UNIT ROOT.

Published in:

Econometrica, 1988, v. 56, n. 6, p. 1397, doi. 10.2307/1913104

By:

West, Kenneth D.

Publication type:

Article

TRENDS VERSUS RANDOM WALKS IN TIME SERIES ANALYSIS.

Published in:

Econometrica, 1988, v. 56, n. 6, p. 1333, doi. 10.2307/1913101

By:

Durlauf, Steven N.;
Philips, Peter C.B.

Publication type:

Article

ASYMPTOTIC DISTRIBUTION OF DYNAMIC MULTIPLIERS IN DYNAMIC AUTOREGRESSIVE MODELS.

Published in:

Econometrica, 1984, v. 52, n. 1, p. 217, doi. 10.2307/1911470

By:

Knight, Jowc L.

Publication type:

Article

ON THE ASYMPTOTIC EFFICIENCY OF FEASIBLE AITKEN ESTIMATORS FOR SEEMINGLY UNRELATED REGRESSION MODELS WITH ERROR COMPONENTS.

Published in:

Econometrica, 1984, v. 52, n. 1, p. 203, doi. 10.2307/1911468

By:

Prucha, Ingmar R.

Publication type:

Article

THE ASYMPTOTIC NORMALITY OF TWO-STAGE LEAST ABSOLUTE DEVIATIONS ESTIMATORS.

Published in:

Econometrica, 1983, v. 51, n. 5, p. 1569, doi. 10.2307/1912290

By:

Powell, James L.

Publication type:

Article

STABILITY CONDITIONS FOR LINEAR CONSTANT COEFFICIENT DIFFERENCE EQUATIONS IN GENERALIZED DIFFERENCED FORM.

Published in:

Econometrica, 1976, v. 44, n. 3, p. 575, doi. 10.2307/1913983

By:

Folsom, Roger Nils;
Boger, Dan C.;
Mullikin, Harry C.

Publication type:

Article

ESTIMATION IN THE PRESENCE OF STOCHASTIC PARAMETER VARIATION.

Published in:

Econometrica, 1976, v. 44, n. 1, p. 167, doi. 10.2307/1911389

By:

Cooley, Thomas F.;
Prescott, Edward C.

Publication type:

Article

NONSTANDARD EXCHANGE ECONOMIES.

Published in:

Econometrica, 1975, v. 43, n. 1, p. 41, doi. 10.2307/1913412

By:

Brown, Donald J.;
Robinson, Abraham

Publication type:

Article

SOME SMALL SAMPLE EVIDENCE ON TESTS OF SIGNIFICANCE IN SIMULTANEOUS EQUATIONS MODELS.

Published in:

Econometrica, 1974, v. 42, n. 5, p. 841, doi. 10.2307/1913792

By:

Maddala, G.S.

Publication type:

Article

REGRESSION ANALYSIS WHEN THE DEPENDENT VARIABLE IS TRUNCATED NORMAL.

Published in:

Econometrica, 1973, v. 41, n. 6, p. 997, doi. 10.2307/1914031

By:

Amemiya, Takeshi

Publication type:

Article