2568 results in Econometric Theory
GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS
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- Econometric Theory / Volume 38 / Issue 6 / December 2022
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- 21 December 2022, pp. 1069-1072
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ECT volume 38 issue 6 Cover and Back matter
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- Econometric Theory / Volume 38 / Issue 6 / December 2022
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- 21 December 2022, pp. b1-b5
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ECT volume 38 issue 6 Cover and Front matter
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- Econometric Theory / Volume 38 / Issue 6 / December 2022
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- 21 December 2022, pp. f1-f2
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NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER
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- Econometric Theory , First View
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- 20 December 2022, pp. 1-25
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LARGE SAMPLE JUSTIFICATIONS FOR THE BAYESIAN EMPIRICAL LIKELIHOOD
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- Econometric Theory , First View
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- 05 December 2022, pp. 1-31
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WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION
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- Econometric Theory , First View
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- 05 December 2022, pp. 1-16
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TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS
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- Econometric Theory , First View
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- 05 December 2022, pp. 1-32
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ECT volume 38 issue 5 Cover and Front matter
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- Econometric Theory / Volume 38 / Issue 5 / October 2022
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- 22 November 2022, pp. f1-f2
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ECT volume 38 issue 5 Cover and Back matter
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- Econometric Theory / Volume 38 / Issue 5 / October 2022
- Published online by Cambridge University Press:
- 22 November 2022, pp. b1-b2
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GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS
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- Econometric Theory / Volume 38 / Issue 5 / October 2022
- Published online by Cambridge University Press:
- 22 November 2022, pp. 841-844
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A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS
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- Econometric Theory / Volume 40 / Issue 2 / April 2024
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- 11 November 2022, pp. 447-470
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EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS
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- Econometric Theory , First View
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- 10 November 2022, pp. 1-37
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INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS
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- Econometric Theory , First View
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- 10 November 2022, pp. 1-47
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HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS
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- Econometric Theory , First View
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- 10 November 2022, pp. 1-38
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ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES
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- Econometric Theory / Volume 40 / Issue 3 / June 2024
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- 07 November 2022, pp. 472-510
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AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS
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- Econometric Theory / Volume 40 / Issue 3 / June 2024
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- 07 November 2022, pp. 652-687
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ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES
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- Econometric Theory / Volume 39 / Issue 6 / December 2023
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- 07 November 2022, pp. 1123-1153
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REGULARIZED ESTIMATION OF DYNAMIC PANEL MODELS
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- Econometric Theory / Volume 40 / Issue 2 / April 2024
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- 28 October 2022, pp. 360-418
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SUPERCONSISTENCY OF TESTS IN HIGH DIMENSIONS
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- Econometric Theory / Volume 40 / Issue 3 / June 2024
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- 28 October 2022, pp. 688-704
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TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM
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- Econometric Theory / Volume 40 / Issue 3 / June 2024
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- 28 October 2022, pp. 511-557
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