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KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM
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- Journal:
- Econometric Theory / Volume 33 / Issue 5 / October 2017
- Published online by Cambridge University Press:
- 13 September 2016, pp. 1259-1263
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MEASUREMENT ERROR AND DECONVOLUTION IN SPACES OF GENERALIZED FUNCTIONS
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- Econometric Theory / Volume 30 / Issue 6 / December 2014
- Published online by Cambridge University Press:
- 16 April 2014, pp. 1207-1246
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The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
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- Econometric Theory / Volume 8 / Issue 1 / March 1992
- Published online by Cambridge University Press:
- 18 October 2010, pp. 95-111
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Some Exact Formulae for Autoregressive Moving Average Processes
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- Econometric Theory / Volume 4 / Issue 3 / December 1988
- Published online by Cambridge University Press:
- 18 October 2010, pp. 384-402
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ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993
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- Econometric Theory / Volume 11 / Issue 3 / June 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 631-635
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Errata
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- Journal:
- Econometric Theory / Volume 6 / Issue 2 / June 1990
- Published online by Cambridge University Press:
- 11 February 2009, p. 293
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KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
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- Journal:
- Econometric Theory / Volume 24 / Issue 3 / June 2008
- Published online by Cambridge University Press:
- 26 February 2008, pp. 696-725
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ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
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- Journal:
- Econometric Theory / Volume 18 / Issue 5 / October 2002
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1172-1196
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ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
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- Journal:
- Econometric Theory / Volume 18 / Issue 1 / February 2002
- Published online by Cambridge University Press:
- 06 March 2002, pp. 40-50
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