10 results
LIMIT THEOREMS FOR FACTOR MODELS
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- Journal:
- Econometric Theory / Volume 37 / Issue 5 / October 2021
- Published online by Cambridge University Press:
- 09 November 2020, pp. 1034-1074
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ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
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- Journal:
- Econometric Theory / Volume 33 / Issue 3 / June 2017
- Published online by Cambridge University Press:
- 28 July 2016, pp. 717-738
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ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST
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- Journal:
- Econometric Theory / Volume 28 / Issue 1 / February 2012
- Published online by Cambridge University Press:
- 02 August 2011, pp. 239-246
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SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS
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- Journal:
- Econometric Theory / Volume 27 / Issue 2 / April 2011
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- 13 September 2010, pp. 427-441
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REDUNDANCY OF LAGGED REGRESSORS REVISITED
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- Journal:
- Econometric Theory / Volume 23 / Issue 2 / April 2007
- Published online by Cambridge University Press:
- 30 January 2007, pp. 364-368
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AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
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- Journal:
- Econometric Theory / Volume 21 / Issue 2 / April 2005
- Published online by Cambridge University Press:
- 31 March 2005, pp. 472-476
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02.6.2. Autoregression and Redundant Instruments—Solution
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- Journal:
- Econometric Theory / Volume 19 / Issue 6 / December 2003
- Published online by Cambridge University Press:
- 01 December 2003, pp. 1197-1198
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02.5.2. Durbin–Watson Statistic and Random Individual Effects
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- Journal:
- Econometric Theory / Volume 19 / Issue 5 / October 2003
- Published online by Cambridge University Press:
- 01 October 2003, pp. 882-883
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THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
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- Journal:
- Econometric Theory / Volume 19 / Issue 4 / August 2003
- Published online by Cambridge University Press:
- 06 June 2003, pp. 602-609
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03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression
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- Journal:
- Econometric Theory / Volume 19 / Issue 1 / February 2003
- Published online by Cambridge University Press:
- 01 February 2003, pp. 225-226
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