Econometric Theory: Volume 13 -

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 13 - February 1997

Problems

Mahalanobis Distance for Multinomial Data

Least-Squares Approximation of Off-Diagonal Elements of a Variance Matrix in the Context of Factor Analysis

Other

Occasional Optimality of T( – 1)

Solutions

Instrument Selection for Consistent IV Estimators—Solution

Problems

Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model

Solutions

Reasonable Spurious Regressions—Solution

Problems

Inconsistency of Minimum Variance Quadratic Unbiased Estimators under Non-Gaussian Compound Normal Distribution

Other

Local-to-Spurious Regression—Solution

Solutions

Kernel Regression with “No” Information

Heteroskedastic Fixed Effects Models—Solution

Orthogonal Projectors—Solution

Global Concavity of the Likelihood Functions for Two Binary Choice Models

Other

Multivariate Regression with Unequal Number of Observations—Solution

Solutions

Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring—Solution

Approximating the Finite Sample Bias for Maximum Likelihood Estimators Using the Score–Solution

Generalization of a Matrix Inequality

Roots of an Orthogonal Matrix—Solution

Properties of Functions of a Real Symmetric Matrix–Solution

Ordered-Reversed Stochastic Processes May Be Nonstochastic—Solution

Other

ECT volume 13 issue 4 BackCover

Econometric Theory

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Volume 13 - February 1997

Problems

Other

Solutions

Problems

Solutions

Problems

Other

Solutions

Other

Solutions

Other