Econometric theory

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  Año 2006, Número 2

  • Smoothed Empirical Likelihood Methods for Quantile Regression Models

    Y.-J. Whang

    págs. 173-205

    

  • The Variance Ratio Statistic at Large Horizons

    W. W. Chen, R. S. Deo

    págs. 206-234

    

  • Identification of Covariance Structures

    R. Lucchetti

    págs. 235-257

    

  • Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors

    T. A. Severini

    págs. 258-278

    

  • Testing for Cointegration in Nonlinear Smooth Transition Error Correction Models

    G. Kapetanios

    págs. 279-303

    

  • Convergence of Integral Functionals of Stochastic Processes

    L. Horvath, István Berkes

    págs. 304-322

    

  • A Closed-Form Estimator for the GARCH(1,1) Model

    D. Kristensen

    págs. 323-337

    

  • On the Product and Ratio of Gamma and Weibull Random Variables

    S. Nadarajah

    págs. 338-344