Econometric theory

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  Año 2005, Número 3

  • Frisch's Econometric Laboratory and the Rise of Trygve Haavelmo's Probability Approach

    O. Bjerkholt

    págs. 491-533

    

  • Strong Consistency Results for Least Squares Estimators in General Vector Autoregressions with Deterministic Terms

    B. Nielsen

    págs. 534-561

    

  • The Variance Ratio Test: An Analysis of Size and Power Based on a Continuous-Time Asymptotic Framework

    C. Vodounou, P. Perron

    págs. 562-592

    

  • A Monte Carlo Study on the Selection of Cointegrating Rank Using Information Criteria

    D. A. Bessler, Zijun Wang

    págs. 593-620

    

  • Interviewed by John Lodewijks

    J. Kmenta

    págs. 621-646

    

  • Econometric Theory and Methods by Russell Davidson and James G. MacKinnon

    R. Startz

    págs. 647-652

    

  • A Note on Testing Restrictions for the Cointegration Parameters of a VAR with I(2) Variables

    H. Lutkepohl, S. Johansen

    págs. 653-658

    

  • Three Rank Formulas Associated with the Covariance Matrices of the BLUE and the OLSE in the General Linear Model

    S. Puntanen, G. P. H. Styan

    págs. 659-663