Search Results

There are 12498 results for: content related to: Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

  1. Testing for rational bubbles in a coexplosive vector autoregression

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 226–254, Tom Engsted and Bent Nielsen

    Article first published online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00369.x

  2. You have full text access to this Open Access content
    Optimal insurance with adverse selection

    Theoretical Economics

    Volume 7, Issue 3, September 2012, Pages: 571–607, Hector Chade and Edward Schlee

    Article first published online : 3 OCT 2012, DOI: 10.3982/TE671

  3. Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix

    Econometrica

    Volume 81, Issue 5, September 2013, Pages: 1805–1849, Ulrich K. Müller

    Article first published online : 18 SEP 2013, DOI: 10.3982/ECTA9097

  4. One-Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root

    Econometrica

    Volume 80, Issue 1, January 2012, Pages: 173–212, Anna Mikusheva

    Article first published online : 10 JAN 2012, DOI: 10.3982/ECTA9371

  5. Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models

    Econometrica

    Volume 80, Issue 2, March 2012, Pages: 821–861, Christian Francq and Jean-Michel Zakoïan

    Article first published online : 16 MAR 2012, DOI: 10.3982/ECTA9405

  6. You have full text access to this Open Access content
    Fragility of reputation and clustering of risk-taking

    Theoretical Economics

    Volume 8, Issue 3, September 2013, Pages: 653–700, Guillermo L. Ordoñez

    Article first published online : 18 SEP 2013, DOI: 10.3982/TE1207

  7. Estimation of Jump Tails

    Econometrica

    Volume 79, Issue 6, November 2011, Pages: 1727–1783, Tim Bollerslev and Viktor Todorov

    Article first published online : 22 NOV 2011, DOI: 10.3982/ECTA9240

  8. You have full text access to this Open Access content
    Bounds in auctions with unobserved heterogeneity

    Quantitative Economics

    Volume 4, Issue 3, November 2013, Pages: 377–415, Timothy B. Armstrong

    Article first published online : 18 NOV 2013, DOI: 10.3982/QE167

  9. Estimation and Inference With Weak, Semi-Strong, and Strong Identification

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2153–2211, Donald W. K. Andrews and Xu Cheng

    Article first published online : 25 SEP 2012, DOI: 10.3982/ECTA9456

  10. Dynamic Mechanism Design: A Myersonian Approach

    Econometrica

    Volume 82, Issue 2, March 2014, Pages: 601–653, Alessandro Pavan, Ilya Segal and Juuso Toikka

    Article first published online : 1 APR 2014, DOI: 10.3982/ECTA10269

  11. Optimal Test for Markov Switching Parameters

    Econometrica

    Volume 82, Issue 2, March 2014, Pages: 765–784, Marine Carrasco, Liang Hu and Werner Ploberger

    Article first published online : 1 APR 2014, DOI: 10.3982/ECTA8609

  12. Testing for Regime Switching: A Comment

    Econometrica

    Volume 80, Issue 4, July 2012, Pages: 1809–1812, Andrew V. Carter and Douglas G. Steigerwald

    Article first published online : 25 JUL 2012, DOI: 10.3982/ECTA9622

  13. SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS

    International Economic Review

    Volume 53, Issue 4, November 2012, Pages: 1369–1412, Lung-fei Lee and Jihai Yu

    Article first published online : 9 OCT 2012, DOI: 10.1111/j.1468-2354.2012.00724.x

  14. TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS-SPECTRUM APPROACH

    International Economic Review

    Volume 52, Issue 4, November 2011, Pages: 991–1037, Nadine McCloud and Yongmiao Hong

    Article first published online : 23 NOV 2011, DOI: 10.1111/j.1468-2354.2011.00657.x

  15. Dynamic Identification of Dynamic Stochastic General Equilibrium Models

    Econometrica

    Volume 79, Issue 6, November 2011, Pages: 1995–2032, Ivana Komunjer and Serena Ng

    Article first published online : 22 NOV 2011, DOI: 10.3982/ECTA8916

  16. ON ASYMPTOTIC PROPERTIES OF THE PARAMETERS OF DIFFERENTIATED PRODUCT DEMAND AND SUPPLY SYSTEMS WHEN DEMOGRAPHICALLY CATEGORIZED PURCHASING PATTERN DATA ARE AVAILABLE

    International Economic Review

    Volume 53, Issue 3, August 2012, Pages: 887–938, Satoshi Myojo and Yuichiro Kanazawa

    Article first published online : 25 JUL 2012, DOI: 10.1111/j.1468-2354.2012.00705.x

  17. Violent and mild relaxation of an isolated self-gravitating uniform and spherical cloud of particles

    Monthly Notices of the Royal Astronomical Society

    Volume 423, Issue 2, June 2012, Pages: 1610–1622, Francesco Sylos Labini

    Article first published online : 2 MAY 2012, DOI: 10.1111/j.1365-2966.2012.21019.x

  18. You have free access to this content
    Entropic Latent Variable Integration via Simulation

    Econometrica

    Volume 82, Issue 1, January 2014, Pages: 345–385, Susanne M. Schennach

    Article first published online : 5 FEB 2014, DOI: 10.3982/ECTA9748

  19. Reputational Bargaining With Minimal Knowledge of Rationality

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2047–2087, Alexander Wolitzky

    Article first published online : 25 SEP 2012, DOI: 10.3982/ECTA9865

  20. Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2321–2332, Michael Jansson and Morten Ørregaard Nielsen

    Article first published online : 25 SEP 2012, DOI: 10.3982/ECTA10306