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IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS
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- Econometric Theory / Volume 39 / Issue 1 / February 2023
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- 23 July 2021, pp. 70-106
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ET INTERVIEW: JEAN-PIERRE FLORENS
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- Econometric Theory / Volume 36 / Issue 3 / June 2020
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- 17 May 2019, pp. 369-385
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ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS
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- Econometric Theory / Volume 31 / Issue 2 / April 2015
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- 26 August 2014, pp. 362-393
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THE ET INTERVIEW: CHRISTIAN GOURIÉROUX AND ALAIN MONFORT
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- Econometric Theory / Volume 28 / Issue 4 / August 2012
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- 21 February 2012, pp. 889-914
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Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples
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- Econometric Theory / Volume 12 / Issue 3 / August 1996
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- 11 February 2009, pp. 432-457
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Professor Marc Nerlove
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- Econometric Theory / Volume 9 / Issue 1 / January 1993
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- 11 February 2009, pp. 117-143
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TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
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- Econometric Theory / Volume 20 / Issue 6 / December 2004
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- 01 December 2004, pp. 1168-1202
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PART FOUR - METHODOLOGY
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- Essays in Econometrics
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- 06 July 2010
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- 23 July 2001, pp 271-272
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Introduction
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- Essays in Econometrics
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- 23 July 2001, pp 1-28
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Introduction
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- Essays in Econometrics
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- 06 July 2010
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- 23 July 2001, pp 1-27
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18 - Long Memory Relationships and the Aggregation of Dynamic Models
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- 23 July 2001, pp 338-348
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Index
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- Essays in Econometrics
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- 23 July 2001, pp 373-378
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Frontmatter
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- 23 July 2001, pp i-viii
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18 - Prediction with a Generalized Cost of Error Function
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- 23 July 2001, pp 366-374
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Index
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- Essays in Econometrics
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- 23 July 2001, pp 517-523
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PART THREE - LONG MEMORY
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- Essays in Econometrics
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- 23 July 2001, pp 319-320
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1 - Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
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- 23 July 2001, pp 31-47
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9 - Developments in the Study of Cointegrated Economic Variables
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- 23 July 2001, pp 173-188
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16 - Implications of Aggregation with Common Factors
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- 23 July 2001, pp 336-352
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21 - Invited Review: Combining Forecasts – Twenty Years Later
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- Essays in Econometrics
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- 06 July 2010
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- 23 July 2001, pp 411-419
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