Econometric Theory: Volume 8 -

Econometric Theory

Only show content I have access to (9)

Over 3 years (85)

View selected items
Save to my bookmarks
Export citations
Download PDF (zip)
Save to Kindle
Save to Dropbox
Save to Google Drive
Save content to
To save this undefined to your undefined account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your undefined account. Find out more about saving content to .

To send this article to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about sending to your Kindle. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Please be advised that item(s) you selected are not available.
You are about to save
Econometric Theory
ISSN: 0266-4666

EISSN: 1469-4360

URL: /core/journals/econometric-theory
Your Kindle email address

Please provide your Kindle email.

@free.kindle.com @kindle.com (service fees apply)

By using this service, you agree that you will only keep content for personal use, and will not openly distribute them via Dropbox, Google Drive or other file sharing services

Econometric Theory

Refine listing

Actions for selected content:

Volume 8 - December 1992

Problems

Binary Prediction

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

Instrumental Variables Estimator and Admissibility

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

Characterization of a Positive Semidefinite Matrix

Tabulation of Farebrother's Test for Linear Restrictions

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

Problems

Efficiency of Maximum Likelihood

Solutions

An Inequality for the Block-Partitioned Inverse

Problems

Seemingly Unrelated Regression Equations with No Contemporaneous Observations

Econometric Theory

Refine listing

Actions for selected content:

Save Search

Volume 8 - December 1992

Problems

Solutions

Problems

Solutions

Problems