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The rank of a submatrix of cointegration
Kurozumi, Eiji - In: Econometric theory 21 (2005) 2, pp. 299-325
Persistent link: https://www.econbiz.de/10002740620
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A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren; Ørregaard Nielsen, Morten - In: Econometric theory 28 (2012) 3, pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
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The New Zealand business cycle
Hall, Vivian Bruce; McDermott, C. John - In: Econometric theory 25 (2009) 4, pp. 1050-1069
Persistent link: https://www.econbiz.de/10003875929
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Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin - In: Econometric theory 14 (1998) 5, pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
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The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses
Szroeter, Jerzy - In: Econometric theory 8 (1992) 4, pp. 553-569
Persistent link: https://www.econbiz.de/10001137676
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On testing for the constancy of regression coefficients under random walk and change-point alternatives
Jandhyala, V. K. - In: Econometric theory 8 (1992) 4, pp. 501-517
Persistent link: https://www.econbiz.de/10001137697
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Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E. - In: Econometric theory 8 (1992) 4, pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
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From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G. - In: Econometric theory 7 (1991) 4, pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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The ET dialogue : a conversation on econometric methodology
Hendry, David F. - In: Econometric theory 6 (1990) 2, pp. 171-261
Persistent link: https://www.econbiz.de/10001091192