Econometric Theory

Volume 1.

(as bibtex)

31 references.

Articles

• 119-139. ET interviews: Professor J. D. Sargan
  Phillips, Peter C. B.
• 143-144. Non-linear estimation
  Holly, Alberto
• 143-143. Limited information estimation
  Holly, Alberto
• 144-145. Application of Kalman filter
  Holly, Alberto
• 145-145. A nonnormal limiting distribution
  Phillips, Peter C. B.
• 151-178. A unified theory of consistent estimation for parametric models
  Bates, Charles, White, Halbert
• 179-191. On differentiating eigenvalues and eigenvectors
  Magnus, Jan R.
• 192-210. A theory of serial correlation of stochastic taste changers in direct utility functions
  Basmann, Robert L.
• 211-222. A point optimal test for moving average regression disturbances
  King, Maxwell L.
• 223-239. Edgeworth expansion for the OLS estimator in a time series regression model
  Maekawa, Koichi
• 240-261. Improving some instrumental variables test procedures
  Magdalinos, Michael A.
• 263-289. The ET interview: Professor E. J. Hannan
  Pagan, Adrian
• 27-52. Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression (Corr: V4 p547)
  Singh, Radhey S., Ullah, Aman
• 291-292. Efficient reduced form estimation via OLS
  Knight, John L.
• 292-293. Distribution of $F$-ratio
  Ullah, Aman
• 293-294. Prediction error variances under heteroscedasticity
  Tremayne, A. R.
• 294-294. Estimation of a constrained equation system
  Cramer, J. S.
• 295-313. New ways to prove central limit theorems
  Pollard, David
• 315-340. A general approach to serial correlation
  Gourieroux, C., Monfort, A., Trognon, A.
• 341-368. Solutions of linear rational expectations models
  Broze, L., Gourieroux, C., Szafarz, A.
• 369-385. The estimation of parameters in nonstationary higher-order continuous-time dynamic models
  Bergstrom, A. R.
• 387-402. Unbiasedness of predictions from estimated vector autoregressions
  Dufour, Jean-Marie
• 403-408. Hypothesis testing in demand systems: Some examples of size corrections using Edgeworth approximations
  Byron, Ray, Rosalsky, Mercedes C.
• 409-417. Minimax estimators for the location vectors of spherically symmetric densities
  Judge, George, Miyazaki, Shigetaka, Yancey, Thomas
• 419-419. The exact bias of Wald's estimator
  Farebrother, R. W.
• 419-420. Unanticipated macro model estimation
  Ullah, Aman
• 53-72. On the joint and marginal densities of instrumental variable estimators in a general structural equation
  Hillier, Grant H.
• 7-26. The estimation of nonparametric functions in a Hilbert space
  Bergstrom, A. R.
• 73-84. An asymptotic expansion for the distribution of the likelihood ratio criterion for a Gaussian autoregressive moving average process under a local alternative
  Taniguchi, Masanobu
• 85-96. A zero-one result for the least squares estimator
  Andrews, Donald W. K.
• 97-112. The estimation of higher-order continuous time autoregressive models
  Harvey, A. C., Stock, James H.