skip to main content
Language:
Search Limited to: Search Limited to: Resource type Show Results with: Show Results with: Search type Index

Results 1 - 20 of 800  for All Library Resources

Sorted by: Sorted by: RelevanceOr hit Enter to replace sort method
Results 1 2 3 4 5 next page
Refined by: subject: Mathematics remove Journal Title: Econometric Theory remove
Result Number Material Type Add to My Shelf Action Record Details and Options
1
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
Material Type:
Article 		Add to My Research

FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION

Econometric theory, 2018-08, Vol.34 (4), p.705-753 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2017 ;Cambridge University Press 2017 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466617000202

Full text available

Citations Cited by
2
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
Material Type:
Article 		Add to My Research

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

Econometric theory, 2013-06, Vol.29 (3), p.567-589 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2013 ;Cambridge University Press 2013 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466612000655

Full text available

Citations Cited by
3
TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
Material Type:
Article 		Add to My Research

TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS

Econometric theory, 2019-08, Vol.35 (4), p.729-776 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466618000282

Full text available

Citations Cited by
4
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE
Material Type:
Article 		Add to My Research

A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE

Econometric theory, 2012-08, Vol.28 (4), p.861-887 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2012 ;Cambridge University Press 2012 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466611000685

Full text available

Citations Cited by
5
QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES
QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES
Material Type:
Article 		Add to My Research

QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES

Econometric theory, 2019-02, Vol.35 (1), p.37-72 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466617000512

Full text available

Citations Cited by
6
INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
Material Type:
Article 		Add to My Research

INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS

Econometric theory, 2019-08, Vol.35 (4), p.816-841 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466618000269

Full text available

Citations Cited by
7
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL
Material Type:
Article 		Add to My Research

ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL

Econometric theory, 2019-02, Vol.35 (1), p.198-231 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466618000051

Full text available

Citations Cited by
8
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
Material Type:
Article 		Add to My Research

ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS

Econometric theory, 2018-04, Vol.34 (2), p.277-301 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2016 ;Cambridge University Press 2016 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S026646661600013X

Full text available

Citations Cited by
9
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
Material Type:
Article 		Add to My Research

NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY

Econometric theory, 2018-02, Vol.34 (1), p.23-67 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2016 ;Cambridge University Press 2016 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466616000517

Full text available

Citations Cited by
10
TESTING GARCH-X TYPE MODELS
TESTING GARCH-X TYPE MODELS
Material Type:
Article 		Add to My Research

TESTING GARCH-X TYPE MODELS

Econometric theory, 2019-10, Vol.35 (5), p.1012-1047 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S026646661800035X

Full text available

Citations Cited by
11
CAUSAL ANALYSIS AFTER HAAVELMO
CAUSAL ANALYSIS AFTER HAAVELMO
Material Type:
Article 		Add to My Research

CAUSAL ANALYSIS AFTER HAAVELMO

Econometric theory, 2015-02, Vol.31 (1), p.115-151 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2014 ;Cambridge University Press 2014 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S026646661400022X ;PMID: 25729123

Full text available

Citations Cited by
12
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
Material Type:
Article 		Add to My Research

DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS

Econometric theory, 2019-08, Vol.35 (4), p.777-815 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466618000270

Full text available

Citations Cited by
13
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
Material Type:
Article 		Add to My Research

NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS

Econometric theory, 2018-06, Vol.34 (3), p.659-693 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2017 ;Cambridge University Press 2017 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466617000251

Full text available

Citations Cited by
14
A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
Material Type:
Article 		Add to My Research

A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS

Econometric theory, 2010-04, Vol.26 (2), p.564-597 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2009 ;2010 Cambridge University Press ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466609100099

Full text available

Citations Cited by
15
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Material Type:
Article 		Add to My Research

OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS

Econometric theory, 2009-10, Vol.25 (5), p.1319-1347 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2009 ;Copyright 2009 Cambridge University Press ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S026646660809052X

Full text available

Citations Cited by
16
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
Material Type:
Article 		Add to My Research

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Econometric theory, 2004-06, Vol.20 (3), p.597-625 [Peer Reviewed Journal]

2004 Cambridge University Press ;Copyright 2004 Cambridge University Press ;Copyright Cambridge University Press, Publishing Division Jun 2004 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466604203073

Full text available

Citations Cited by
17
ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
Material Type:
Article 		Add to My Research

ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL

Econometric theory, 2006-12, Vol.22 (6), p.1112-1137 [Peer Reviewed Journal]

2006 Cambridge University Press ;Copyright 2006 Cambridge University Press ;Copyright Cambridge University Press, Publishing Division Dec 2006 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466606060531

Full text available

Citations Cited by
18
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY
Material Type:
Article 		Add to My Research

SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY

Econometric theory, 2020-02, Vol.36 (1), p.122-169 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2019 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466619000057

Full text available

Citations Cited by
19
ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING
ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING
Material Type:
Article 		Add to My Research

ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING

Econometric theory, 2019-08, Vol.35 (4), p.842-899 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466618000294

Full text available

Citations Cited by
20
ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS
ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS
Material Type:
Article 		Add to My Research

ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS

Econometric theory, 2017-12, Vol.33 (6), p.1457-1501 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2016 ;Cambridge University Press 2016 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466616000475

Full text available

Citations Cited by

Results 1 - 20 of 800  for All Library Resources

Sorted by: Sorted by: RelevanceOr hit Enter to replace sort method
Results 1 2 3 4 5 next page

Personalize your results

  1. Edit

Refine Search Results

Expand My Results

  1.   

Refine My Results

Creation Date 

From To
Refine
  1. Before 1994  (82)
  2. 1994 To 2000  (111)
  3. 2001 To 2007  (240)
  4. 2008 To 2015  (262)
  5. After 2015  (106)
  6. More options open sub menu

Resource Type 

  1. Articles  (795)
  2. Reviews  (5)
  3. More options open sub menu
INSPIRE LIBRARY - TON DUC THANG UNIVERSITY (84-028) 37 755 057 Feedback
19 Nguyen Huu Tho St. Dist.7, HCM thuvien@tdtu.edu.vn

Copyright © 2017 INSPIRE LIBRARY - TON DUC THANG UNIVERSITY

Searching Remote Databases, Please Wait