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 411  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: Journal Title: Econometric Theory remove subject: Mathematics remove Estimators remove
Result Number Material Type Add to My Shelf Action Record Details and Options
1
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
2
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
3
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
4
MODEL SELECTION AND INFERENCE: FACTS AND FICTION
MODEL SELECTION AND INFERENCE: FACTS AND FICTION
Material Type:
Article 		Add to My Research

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Econometric theory, 2005-02, Vol.21 (1), p.21-59 [Peer Reviewed Journal]

2005 Cambridge University Press ;Copyright 2005 Cambridge University Press ;Copyright Cambridge University Press, Publishing Division Feb 2005 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466605050036

Full text available

Citations Cited by
5
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
Material Type:
Article 		Add to My Research

EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND

Econometric theory, 2010-04, Vol.26 (2), p.501-540 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2009 ;2010 Cambridge University Press ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466609100075

Full text available

Citations Cited by
6
A FUNCTIONAL VERSION OF THE ARCH MODEL
A FUNCTIONAL VERSION OF THE ARCH MODEL
Material Type:
Article 		Add to My Research

A FUNCTIONAL VERSION OF THE ARCH MODEL

Econometric theory, 2013-04, Vol.29 (2), p.267-288 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2012 ;Cambridge University Press 2013 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466612000345

Full text available

Citations Cited by
7
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
Material Type:
Article 		Add to My Research

BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

Econometric theory, 2011-12, Vol.27 (6), p.1152-1191 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2011 ;Cambridge University Press 2011 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466611000028

Full text available

Citations Cited by
8
A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
Material Type:
Article 		Add to My Research

A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION

Econometric theory, 2012-08, Vol.28 (4), p.730-768 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2012 ;Cambridge University Press 2012 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466611000788

Full text available

Citations Cited by
9
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
Material Type:
Article 		Add to My Research

ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

Econometric theory, 2012-02, Vol.28 (1), p.42-86 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2011 ;Cambridge University Press 2012 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466611000120

Full text available

Citations Cited by
10
REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
Material Type:
Article 		Add to My Research

REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS

Econometric theory, 2014-06, Vol.30 (3), p.580-605 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2013 ;Cambridge University Press 2014 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466613000418

Full text available

Citations Cited by
11
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
Material Type:
Article 		Add to My Research

INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

Econometric theory, 2004-10, Vol.20 (5), p.813-843 [Peer Reviewed Journal]

2004 Cambridge University Press ;Copyright 2004 Cambridge University Press ;Copyright Cambridge University Press, Publishing Division Oct 2004 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466604205011

Full text available

Citations Cited by
12
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA
FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA
Material Type:
Article 		Add to My Research

FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA

Econometric theory, 2013-08, Vol.29 (4), p.838-856 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2012 ;Cambridge University Press 2013 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466612000746

Full text available

Citations Cited by
13
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
Material Type:
Article 		Add to My Research

VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

Econometric theory, 2009-06, Vol.25 (3), p.669-709 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2009 ;Copyright 2009 Cambridge University Press ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466608090257

Full text available

Citations Cited by
14
POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
Material Type:
Article 		Add to My Research

POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES

Econometric theory, 2014-06, Vol.30 (3), p.606-646 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2013 ;Cambridge University Press 2014 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S026646661300042X

Full text available

Citations Cited by
15
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
Material Type:
Article 		Add to My Research

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

Econometric theory, 2003-04, Vol.19 (2), p.280-310 [Peer Reviewed Journal]

2003 Cambridge University Press ;Copyright 2003 Cambridge University Press ;Copyright Cambridge University Press Apr 2003 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466603192092

Full text available

Citations Cited by
16
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
Material Type:
Article 		Add to My Research

A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS

Econometric theory, 2005-12, Vol.21 (6), p.1130-1164 [Peer Reviewed Journal]

2005 Cambridge University Press ;Copyright 2005 Cambridge University Press ;Copyright Cambridge University Press, Publishing Division Dec 2005 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466605050565

Full text available

Citations Cited by
17
EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
Material Type:
Article 		Add to My Research

EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES

Econometric theory, 2010-02, Vol.26 (1), p.187-230 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2009 ;Copyright 2009 Cambridge University Press ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466609090653

Full text available

Citations Cited by
18
UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
Material Type:
Article 		Add to My Research

UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION

Econometric theory, 2012-02, Vol.28 (1), p.87-129 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2011 ;Cambridge University Press 2012 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466611000132

Full text available

Citations Cited by
19
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Material Type:
Article 		Add to My Research

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

Econometric theory, 2008-08, Vol.24 (4), p.829-864 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2008 ;Copyright 2008 Cambridge University Press ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466608080341

Full text available

Citations Cited by
20
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
Material Type:
Article 		Add to My Research

NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH

Econometric theory, 2010-02, Vol.26 (1), p.60-93 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2009 ;Copyright 2009 Cambridge University Press ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466609090616

Full text available

Citations Cited by

Results 1 - 20 of 411  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 1992  (25)
  2. 1992 To 1996  (53)
  3. 1997 To 2001  (45)
  4. 2002 To 2007  (141)
  5. After 2007  (148)
  6. 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