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On the law of large numbers for (geometrically) ergodic Markov chains
Jensen, Søren Tolver; Rahbek, Anders - In: Econometric theory 23 (2007) 4, pp. 761-766
Persistent link: https://www.econbiz.de/10003549613
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Writing "the probability approach" with nowhere to go : Haavelmo in the United States, 1939 - 1944
Bjerkholt, Olav - In: Econometric theory 23 (2007) 5, pp. 775-837
Persistent link: https://www.econbiz.de/10003549627
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Smoothed empirical likelihood methods for quantile regression models
Whang, Yoon-jae - In: Econometric theory 22 (2006) 2, pp. 173-205
Persistent link: https://www.econbiz.de/10003301225
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - In: Econometric theory 14 (1998) 6, pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
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Bayesian econometrics : the first twenty years
Qin, Duo - In: Econometric theory 12 (1996) 3, pp. 500-516
Persistent link: https://www.econbiz.de/10001207531
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Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han; Preston, Bruce; Shum, Matthew - In: Econometric theory 19 (2003) 6, pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
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On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de - In: Econometric theory 10 (1994) 1, pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
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Partially adaptive estimation of regression models via the generalized t distribution
McDonald, James B. - In: Econometric theory 4 (1988) 3, pp. 428-457
Persistent link: https://www.econbiz.de/10001074423
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An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver - In: Econometric theory 13 (1997) 4, pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
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Comovements between diffusion processes : characterization, estimation, and testing
Corradi, Valentina - In: Econometric theory 13 (1997) 5, pp. 646-666
Persistent link: https://www.econbiz.de/10001232223