Econometric theory

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  Año 2005, Número 1

  • Automated Inference and the Future of Econometrics

    P. C. B. Phillips

    págs. 1-2

    

  • Automated Discovery in Econometrics

    P. C. B. Phillips

    págs. 3-20

    

  • Model Selection and Inference: Facts and Fiction

    B. M. Potscher, Hannes Leeb

    págs. 21-59

    

  • Challenges for Econometric Model Selection

    B. E. Hansen

    págs. 60-68

    

  • Automatic Inference of the Contemporaneous Causal Order of a System of Equations

    K. D. Hoover

    págs. 69-77

    

  • Automated Inference and the Future of Econometrics: A Comment

    P. Paruolo

    págs. 78-84

    

  • Automatic Inference for Infinite Order Vector Autoregressions

    G. M. Kuersteiner

    págs. 85-115

    

  • HAC Estimation by Automated Regression

    P. C. B. Phillips

    págs. 116-142

    

  • Nonparametric Inference for Unbalanced Time Series Data

    O. Linton

    págs. 143-157

    

  • Automatic Positive Semidefinite HAC Covariance Matrix and GMM Estimation

    R. J. Smith

    págs. 158-170

    

  • Robust Covariance Matrix Estimation: HAC Estimates with Long Memory/Antipersistence Correction

    P. M. Robinson

    págs. 171-180

    

  • Estimating Linear Dynamical Systems Using Subspace Methods

    D. Bauer

    págs. 181-211

    

  • Real-Time Econometrics

    A. Timmermann, H. Pesaran

    págs. 212-231

    

  • Automated Inference and Learning in Modeling Financial Volatility

    Michael McAleer

    • Resumen

    págs. 232-261

    

  • A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets

    T. Perez-Amaral

    págs. 262-277

    

  • A Dialogue Concerning a New Instrument for Econometric Modeling

    C. W. J. Granger

    págs. 278-297

    

  • Comments on the 20th Anniversary Issue of Econometric Theory

    C. W. J. Granger

    pág. 298