15 results
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 20 December 2022, pp. 1-25
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AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
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- Econometric Theory / Volume 38 / Issue 6 / December 2022
- Published online by Cambridge University Press:
- 23 December 2021, pp. 1140-1174
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Utilizing Correlative Imaging Approaches with ToF-SIMS Expands Our Biochemical Interpretation Abilities Across Biological Kingdoms
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- Microscopy and Microanalysis / Volume 26 / Issue S2 / August 2020
- Published online by Cambridge University Press:
- 30 July 2020, p. 2508
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- August 2020
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SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION
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- Econometric Theory / Volume 34 / Issue 2 / April 2018
- Published online by Cambridge University Press:
- 07 June 2017, pp. 247-252
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ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
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- Journal:
- Econometric Theory / Volume 34 / Issue 2 / April 2018
- Published online by Cambridge University Press:
- 19 October 2016, pp. 277-301
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BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
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- Econometric Theory / Volume 30 / Issue 6 / December 2014
- Published online by Cambridge University Press:
- 29 April 2014, pp. 1135-1164
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SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
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- Journal:
- Econometric Theory / Volume 30 / Issue 1 / February 2014
- Published online by Cambridge University Press:
- 20 August 2013, pp. 176-200
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ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
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- Journal:
- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 806-818
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OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
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- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 793-805
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15 - Tests of the Null Hypothesis of Cointegration Based on Efficient Tests for a Unit MA Root
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- Book:
- Identification and Inference for Econometric Models
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- 24 February 2010
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- 17 June 2005, pp 357-374
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03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution
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- Econometric Theory / Volume 20 / Issue 6 / December 2004
- Published online by Cambridge University Press:
- 01 December 2004, pp. 1263-1264
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STATIONARITY TESTING WITH COVARIATES
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- Journal:
- Econometric Theory / Volume 20 / Issue 1 / February 2004
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- 05 March 2004, pp. 56-94
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03.6.2. Unbiasedness of the OLS Estimator with Random Regressors
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- Econometric Theory / Volume 19 / Issue 6 / December 2003
- Published online by Cambridge University Press:
- 01 December 2003, p. 1195
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CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
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- Econometric Theory / Volume 18 / Issue 6 / December 2002
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1449-1459
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REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
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- Journal:
- Econometric Theory / Volume 18 / Issue 6 / December 2002
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1309-1335
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