Research Article
EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
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- 08 January 2003, pp. 1-31
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ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
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- 06 June 2003, pp. 515-540
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IN MEMORY OF JOHN DENIS SARGAN
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- 20 March 2003, pp. 417-422
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AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD
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- 24 September 2003, pp. 885-922
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ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST
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- 31 January 2003, pp. 231-239
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CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
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- 04 August 2003, pp. 707-743
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CURRENT PROBLEMS IN ECONOMETRICS— A PERSONAL VIEW: Address on the Occasion of the Investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa of the University Carlos III, 2 February 1993
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- 20 March 2003, pp. 423-428
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POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS
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- 31 January 2003, pp. 240-253
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GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
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- 24 September 2003, pp. 923-943
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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
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- 06 June 2003, pp. 541-564
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FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC
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- 04 August 2003, pp. 744-753
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A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
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- 08 January 2003, pp. 32-48
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THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS
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- 20 March 2003, pp. 429-438
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THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION
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- 08 January 2003, pp. 49-77
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ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
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- 06 June 2003, pp. 565-586
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THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
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- 24 September 2003, pp. 944-961
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BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
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- 04 August 2003, pp. 754-777
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MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
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- 31 January 2003, pp. 254-279
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THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?
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- 08 January 2003, pp. 78-99
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
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- 24 September 2003, pp. 962-983
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