◆ Temporal Resolution of Uncertainty and Recursive Non-Expected Utility Models(Sim

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Temporal Resolution of Uncertainty and Recursive Non-Expected Utility Models. Econometrica, 68(2), 2000 [10pp...

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2004-09-20

◆ Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parame

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Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space. Econometrica, 68,(2), 2000 [7pp]...

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2004-09-20

◆ JModel Selection in Partially Nonstationary Vector Autoregressive Processes with

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Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure." Journal of Econometrics, 91, 1999 [45pp]...

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2004-09-20

◆ Estimation When a Parameter is on a Boundary(Donald W.K.)

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Estimation When a Parameter is on a Boundary." Econometrica, 67(6), 1999 [45pp]...

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2004-09-14

◆ Linear Regression Limit Theory for Nonstationary Panel Data(Peter C.B.Phillips)

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"Linear Regression Limit Theory for Nonstationary Panel Data." Econometrica, 67(5), 1999 [55pp]...

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2004-09-14

◆ Liquidity, Default, and Crashes(M. Dewabtripont)

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"Liquidity, Default, and Crashes." Advances in Economics and Econometrics II, edited by M. Dewabtripont, L.P. Hansen, and S.J. Turnovsky, 2003...

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2004-09-10

◆ End-of-Sample Instability Tests Econometrica(Donald W.K.Andrews)

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End-of-Sample Instability Tests Econometrica(Donald W.K.Andrews) "End-of-Sample Instability Tests." Econometrica, 71(6), 2003 ...

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2004-09-10

◆ From Nash to Walras via Shapley-Shubik(Pradeep Dubey)

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"From Nash to Walras via Shapley-Shubik." Journal of Mathematical Economics, 39, 2003...

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2004-09-09

◆ Monetary Equilibrium with Missing Markets(Pradeep Dubey)

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"Monetary Equilibrium with Missing Markets." Journal of Mathematical Economics, 39, 2003...

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2004-09-09

◆ Empirical Limits for Time Series Econometric Models(Werner Ploberger)

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"Empirical Limits for Time Series Econometric Models." Econometrica, 71(2), 2003...

380KB

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2004-09-09

◆ Vision and Influence in Econometrics: John Denis Sargan(Phillips, Peter C.B.)

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"Vision and Influence in Econometrics: John Denis Sargan." Econometric Theory, 19, 2003...

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2004-09-03

◆ Fully Nonparametric Estimation of Scalar Diffusion Models(Federico M.Phillips)

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"Fully Nonparametric Estimation of Scalar Diffusion Models." Econometrica, 71(1), 2003...

522KB

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2004-09-03

◆ A CUSUM Test for Cointegration Using Regression Residuals(Xiao, Zhijie)

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"A CUSUM Test for Cointegration Using Regression Residuals." Journal of Econometrics, 108, 2002...

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2004-09-03

◆ Rethinking an Old Empirical Rissanen，s Theorem and Econometric Time Series( Arno

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"Rissanens Theorem and Econometric Time Series." In Arnold Zellner, Hu A. Keuzenkamp and Michael McAleer (eds.), Simplicity, Inference and Modelling, 2001...

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2004-09-03

◆ Nonlinear Econometric Models with Cointegrated and Deterministically Trending Re

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"Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors." Econometrics Journal, 4, 2001...

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2004-09-03