8 results
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
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- Journal:
- Econometric Theory / Volume 30 / Issue 1 / February 2014
- Published online by Cambridge University Press:
- 07 August 2013, pp. 201-251
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UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
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- Journal:
- Econometric Theory / Volume 27 / Issue 6 / December 2011
- Published online by Cambridge University Press:
- 14 April 2011, pp. 1117-1151
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LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
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- Journal:
- Econometric Theory / Volume 26 / Issue 3 / June 2010
- Published online by Cambridge University Press:
- 05 March 2010, pp. 953-962
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GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
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- Journal:
- Econometric Theory / Volume 26 / Issue 1 / February 2010
- Published online by Cambridge University Press:
- 19 June 2009, pp. 119-151
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GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
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- Journal:
- Econometric Theory / Volume 24 / Issue 3 / June 2008
- Published online by Cambridge University Press:
- 22 January 2008, pp. 631-650
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DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
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- Journal:
- Econometric Theory / Volume 23 / Issue 6 / December 2007
- Published online by Cambridge University Press:
- 06 September 2007, pp. 1248-1253
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NZESG CELEBRATES PROFESSOR CLIVE GRANGER'S NOBEL AWARD: Report of the 12th New Zealand Econometrics Study Group meeting Wellington, New Zealand 17–18 October 2003
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- Journal:
- Econometric Theory / Volume 20 / Issue 2 / April 2004
- Published online by Cambridge University Press:
- 10 February 2004, pp. 431-435
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THE PROPERTIES OF Lp-GMM ESTIMATORS
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- Journal:
- Econometric Theory / Volume 18 / Issue 2 / April 2002
- Published online by Cambridge University Press:
- 16 May 2002, pp. 491-504
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