Econometric Theory: Volume 8 -

Econometric Theory

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Econometric Theory
ISSN: 0266-4666

EISSN: 1469-4360

URL: /core/journals/econometric-theory
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Econometric Theory

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Volume 8 - December 1992

Problems

Binary Prediction

Instrumental Variables Estimator and Admissibility

An Approximate Transformation for the Error Component Model with MA(q) Disturbances

The Three-Choice Multinomial Probit with Selectivity Corrections

When Are Expectiles Percentiles?

Comparison of GLS and OLS for a Linear Regression Model with Noninvertible MA(1) Errors

Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

A Class of Bivariate Density Functions with Common Marginals

Tabulation of Farebrother's Test for Linear Restrictions

Characterization of a Positive Semidefinite Matrix

The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations

The Asymptotic Variance of ML Estimator of MA(l) Coefficient

Moore-Penrose Inverse of a Matrix Product

The Maximally Concentrated Unbiased Linear Estimator of β

Generalized Inverses of Partitioned Matrices

Limit Theory in Cointegrated Vector Autoregressions

Solutions

Perpendicular Least Squares

An Inequality for the Block-Partitioned Inverse

Problems

Efficiency of Maximum Likelihood

Seemingly Unrelated Regression Equations with No Contemporaneous Observations

Econometric Theory

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Volume 8 - December 1992

Problems

Solutions

Problems