Econometric Theory: Volume 12 -

Econometric Theory

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Econometric Theory
ISSN: 0266-4666

EISSN: 1469-4360

URL: /core/journals/econometric-theory
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Econometric Theory

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Volume 12 - December 1996

Notes and Problems

Solutions: An Inequality Involving Submatrices

Problems

Ordered-Reversed Stochastic Processes May Be Nonstochastic

Solutions

Estimation of a Product of Two Regression Lines

Spurious Regression and Generalized Least Square

The Null Distribution of Nonnested Tests with Nearly Orthogonal Regression Models

The Asymptotic Power of RESET for Detecting Omitted Variables

An Equivalence Relation for Two Symmetric Idempotent Matrices

The Moore-Penrose Inverse of a Sum of Three Matrices

Notes and Problems

Solutions: Derivation of the OLS Estimator Without Using Calculus

Problems

The Symmetry of a Moore-Penrose Inverse

Solutions

Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression

Notes and Problems

Solutions: An Approximation to GARCH

Solutions

Aitken Generalization of the Gauss-Markov Theorem without Calculus

A Strong Law of Large Numbers

Testing for Random Individual Effects with a Gauss-Newton Regression

Ordering of Covariance Matrice

Proving the Gauss–Markov Theorem without Using the Explicit Functional Form of the OLS Estimator in the CLR Model

Matrix Results Associated with Aitken's Generalization of the Gauss-Markov Theorem

Back matter

ECT volume 12 issue 1 Back Cover

Notes and Problems

Solutions: A Mixed-Error Component Model

Econometric Theory

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Volume 12 - December 1996

Notes and Problems

Problems

Solutions

Notes and Problems

Problems

Solutions

Notes and Problems

Solutions

Back matter

Notes and Problems