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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
119
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1
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119
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1
Asymptotics for statistical treatment rules
Hirano, Keisuke
;
Porter, Jack
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1683-1701
Persistent link: https://www.econbiz.de/10003914950
Saved in:
2
Comparative statics, informativeness, and the interval dominance order
Quah, John K.-H.
;
Strulovici, Bruno
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1949-1992
Persistent link: https://www.econbiz.de/10003943452
Saved in:
3
Structural equations, treatment effects, and econometric policy evaluation
Heckman, James J.
;
Vytlacil, Edward
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 669-738
Persistent link: https://www.econbiz.de/10002876658
Saved in:
4
Monotone instrumental variables : with an application to the returns to schooling
Manski, Charles F.
;
Pepper, John V.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 997-1010
Persistent link: https://www.econbiz.de/10001500178
Saved in:
5
Power of tests in binary response models
Savin, N. Eugene
;
Würtz, A. H.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
2
,
pp. 413-421
Persistent link: https://www.econbiz.de/10001369028
Saved in:
6
Bayesian representation of stochastic processes under learning : de Finetti revisited
Jackson, Matthew O.
;
Kalai, Ehud
;
Smorodinsky, Rann
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
4
,
pp. 875-893
Persistent link: https://www.econbiz.de/10001390144
Saved in:
7
Trend function hypothesis testing in the presence of serial correlation
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10001233467
Saved in:
8
Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models
Kim, Chae-yŏng
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001237569
Saved in:
9
Information theoretic approaches to inference in moment condition models
Imbens, Guido
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 333-357
Persistent link: https://www.econbiz.de/10001237570
Saved in:
10
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
11
Robust rank tests of the unit root hypothesis
Hasan, M. N.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001217063
Saved in:
12
Inference concerning the number of factors in a multivariate nonparametric relationship
Donald, Stephen G.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 103-131
Persistent link: https://www.econbiz.de/10001217065
Saved in:
13
Asymptotic theory of integrated conditional moment tests
Bierens, Herman J.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
Saved in:
14
A conditional Kolmogorov test
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1097-1128
Persistent link: https://www.econbiz.de/10001225120
Saved in:
15
Monotone treatment response
Manski, Charles F.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1311-1334
Persistent link: https://www.econbiz.de/10001230430
Saved in:
16
On the differential geometry of the Wald test with nonlinear restrictions
Critchley, Frank
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1213-1222
Persistent link: https://www.econbiz.de/10001206914
Saved in:
17
Nonparametric tests of stochastic dominance in income distributions
Anderson, Gordon
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1183-1193
Persistent link: https://www.econbiz.de/10001206917
Saved in:
18
Optimal tests for parameter instability in the generalized method of moments framework
Sowell, Fallaw
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1085-1107
Persistent link: https://www.econbiz.de/10001206923
Saved in:
19
Asymptotic inference about predictive ability
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
Saved in:
20
Monitoring structural change
Chu, Chia-shang James
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1045-1065
Persistent link: https://www.econbiz.de/10001206926
Saved in:
21
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
22
Inference when a nuisance parameter is not identified under the null hypothesis
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001196495
Saved in:
23
Admissibility on the likelihood ratio test when the parameter space is restricted under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 705-718
Persistent link: https://www.econbiz.de/10001199882
Saved in:
24
Testing for parameter constancy in linear regressions : an empirical distribution function approach
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001199893
Saved in:
25
Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 891-916
Persistent link: https://www.econbiz.de/10001203908
Saved in:
26
Consistent model specification tests : omitted variables and semiparametric functional forms
Fan, Yanqin
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 865-890
Persistent link: https://www.econbiz.de/10001203919
Saved in:
27
Consistent testing for serial correlation of unknown form
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 837-864
Persistent link: https://www.econbiz.de/10001203921
Saved in:
28
Efficient tests for an autoregressive unit root
Elliott, Graham
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 813-836
Persistent link: https://www.econbiz.de/10001203922
Saved in:
29
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Saved in:
30
Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
4
,
pp. 767-804
Persistent link: https://www.econbiz.de/10001185696
Saved in:
31
The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
5
,
pp. 1207-1232
Persistent link: https://www.econbiz.de/10001169163
Saved in:
32
Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
Saved in:
33
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
Saved in:
34
Highly insignificant F-ratios
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
3
,
pp. 687-696
Persistent link: https://www.econbiz.de/10001144187
Saved in:
35
Restricting regression slopes in the errors-in-variables model by bounding the error correlation
Erickson, Timothy
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 959-969
Persistent link: https://www.econbiz.de/10001147099
Saved in:
36
Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
Saved in:
37
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
38
Testing the autocorrelation structure of disturbances in ordinary least squares and instrumental varibales regressions
Cumby, Robert
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 185-195
Persistent link: https://www.econbiz.de/10001121803
Saved in:
39
A heteroskedasticity test robust to conditional mean misspecification
Lee, Byung-joo
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 159-171
Persistent link: https://www.econbiz.de/10001121804
Saved in:
40
A new form of the information matrix test
Davidson, Russell
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
Saved in:
41
Canonical cointegrating regressions
Park, Joon Y.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 119-143
Persistent link: https://www.econbiz.de/10001121806
Saved in:
42
Integration versus trend stationarity in time series
DeJong, David Neil
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 423-433
Persistent link: https://www.econbiz.de/10001124363
Saved in:
43
The CUSUM test with OLS residuals
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 271-285
Persistent link: https://www.econbiz.de/10001124370
Saved in:
44
Non-nested tests for competing models estimated by generalized method of moments
Smith, Richard J.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 973-980
Persistent link: https://www.econbiz.de/10001129054
Saved in:
45
Consistent covariance matrix estimation for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 967-972
Persistent link: https://www.econbiz.de/10001129055
Saved in:
46
When are variance ratio tests for serial dependence optimal?
Faust, Jon
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
5
,
pp. 1215-1226
Persistent link: https://www.econbiz.de/10001131998
Saved in:
47
On the exact small sample distribution of the instrumental variable estimator
Maddala, Gangadharrao S.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 181-183
Persistent link: https://www.econbiz.de/10001160623
Saved in:
48
The bias of instrumental variable estimators
Buse, Adolf
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 173-180
Persistent link: https://www.econbiz.de/10001160625
Saved in:
49
Asymptotic expansions of the information matrix test statistic
Chesher, Andrew
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
3
,
pp. 787-815
Persistent link: https://www.econbiz.de/10001104909
Saved in:
50
Testing for autocorrelated disturbances in nonlinear regression analysis
Kobayashi, Masahito
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
4
,
pp. 1153-1159
Persistent link: https://www.econbiz.de/10001108572
Saved in:
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