Introduction
GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS
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- 21 December 2022, pp. 1069-1072
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GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS
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- Published online by Cambridge University Press:
- 22 November 2022, pp. 841-844
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ARTICLES
CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH
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- 04 February 2021, pp. 1-34
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SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
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- 23 March 2021, pp. 209-272
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IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL
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- 04 June 2021, pp. 621-688
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TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS
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- 11 June 2021, pp. 419-453
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NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS
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- 04 June 2021, pp. 454-496
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A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS
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- 04 June 2021, pp. 1073-1091
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IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
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- 11 June 2021, pp. 689-751
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INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
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- 11 January 2021, pp. 845-874
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GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
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- 23 February 2021, pp. 35-65
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TAIL DEPENDENCE OF OLS
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- 02 July 2021, pp. 273-300
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PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
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- 27 May 2021, pp. 1092-1116
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ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS
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- 23 February 2021, pp. 66-112
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NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE
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- 03 June 2021, pp. 497-535
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BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
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- 25 June 2021, pp. 752-792
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SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
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- 08 April 2021, pp. 301-338
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LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS
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- 23 March 2021, pp. 875-912
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NEGATIVE POWERS OF INTEGRATED PROCESSES
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- 30 April 2021, pp. 339-369
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UNIT ROOT TEST WITH HIGH-FREQUENCY DATA
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- 08 April 2021, pp. 113-171
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