Econometric Theory: Volume 8 -

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Econometric Theory
ISSN: 0266-4666

EISSN: 1469-4360

URL: /core/journals/econometric-theory
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Volume 8 - December 1992

Contents

Page 4 of 5

Solutions

Convergence to a Stochastic Integral
Juan J. Dolado
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18 October 2010, pp. 148-150
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The Moore-Penrose Inverse of a Symmetric Matrix
G. Trenkler, Jan R. Magnus
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18 October 2010, pp. 585-586
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Exogenous and Endogenous Sampling
Alain Monfort
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18 October 2010, pp. 427-428
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Problems

Simultaneous Equations Bias in Level VAR Estimation
Peter C.B. Phillips
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18 October 2010, p. 307
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Partitioned Regression with Rank-Deficient Regressions
Peter C.B. Phillips
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18 October 2010, pp. 307-309
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Solutions

Skewness and Kurtosis in Bivariate Regression
Eric Iksoon Im
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18 October 2010, pp. 428-429
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The Limit Variance of g
Eric Iksoon Im
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18 October 2010, pp. 150-152
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Testing for Stationarity in the Components Representation of a Time Series
D. Kwiatkowski, P.C.B. Phillips, P. Schmidt
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18 October 2010, pp. 586-591
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Variance Component Estimation Under Misspecification
Badi H Baltagi, Qi Li
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18 October 2010, pp. 430-433
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Random Variable Generation via Double Sampling
John L. Knight, S.E. Satchell
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18 October 2010, pp. 152-155
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Global Power of White's Test for Heteroskedasticity
Lonnie Magee
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18 October 2010, p. 309
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Index

Cumulative Index, Volume 8, 1992
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18 October 2010, pp. 593-598
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Solutions

A Matrix Invariance Problem
H. Neudecker, A. Satorra
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18 October 2010, pp. 310-311
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The Differencing Test in a Regression with Equicorrelated Disturbances
Ruud H. Koning
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18 October 2010, pp. 155-156
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Front matter

ECT volume 8 issue 4 Front matter
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18 October 2010, p. f1
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Solutions

The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient
A. Buse
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18 October 2010, pp. 433-434
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Testing Causality in an Autoregression with Cointegrated Regressors
In Choi
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18 October 2010, pp. 156-158
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Econometric Theory

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Volume 8 - December 1992

Solutions

Convergence to a Stochastic Integral

The Moore-Penrose Inverse of a Symmetric Matrix

Exogenous and Endogenous Sampling

Problems

Simultaneous Equations Bias in Level VAR Estimation

Partitioned Regression with Rank-Deficient Regressions

Solutions

Skewness and Kurtosis in Bivariate Regression

The Limit Variance of g

Testing for Stationarity in the Components Representation of a Time Series

Variance Component Estimation Under Misspecification

Random Variable Generation via Double Sampling

Global Power of White's Test for Heteroskedasticity

Index

Cumulative Index, Volume 8, 1992

Solutions

A Matrix Invariance Problem

The Differencing Test in a Regression with Equicorrelated Disturbances

Front matter

ECT volume 8 issue 4 Front matter

Solutions

The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

Testing Causality in an Autoregression with Cointegrated Regressors

Front matter

ECT volume 8 issue 2 Front matter

Back matter

ECT volume 8 issue 4 Back matter

Front matter

ECT volume 8 issue 3 Front matter

Econometric Theory

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Volume 8 - December 1992

Solutions

Problems

Solutions

Index

Solutions

Front matter

Solutions

Front matter

Back matter

Front matter