Cambridge Journals Online - Econometric Theory Vol. 29 Iss. 04

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Econometric Theory
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Vol. 29 Issue 04

Econometric Theory

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Table of Contents - Volume 29 - Issue 04 - Thu Aug 01 00:00:00 BST 2013

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ARTICLES

NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES

false

Abstract
Article Structure
Figures and Tables
References

Ke-Li Xu

Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp 673 - 698

Copyright © Cambridge University Press 2013

DOI: http://dx.doi.org/10.1017/S0266466612000667 (About DOI), Published online: Wed Jan 16 00:00:00 GMT 2013

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MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES

false

Abstract
Article Structure
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References

Ryan Greenway-McGrevy

Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp 699 - 734

Copyright © Cambridge University Press 2013

DOI: http://dx.doi.org/10.1017/S0266466612000679 (About DOI), Published online: Wed Jan 16 00:00:00 GMT 2013

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Research Articles

ESTIMATION-ADJUSTED VAR ESTIMATION-ADJUSTED VAR

false

Abstract
Article Structure
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References

Christian Gourieroux and Jean-Michel Zakoïan

Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp 735 - 770

Copyright © Cambridge University Press 2012

DOI: http://dx.doi.org/10.1017/S0266466612000680 (About DOI), Published online: Tue Jan 08 00:00:00 GMT 2013

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ARTICLES

ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE

false

Abstract
Article Structure
Figures and Tables
References

Oliver Linton and Zhijie Xiao

Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp 771 - 807

Copyright © Cambridge University Press 2013

DOI: http://dx.doi.org/10.1017/S0266466612000692 (About DOI), Published online: Wed Jan 16 00:00:00 GMT 2013

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INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS

false

Abstract
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Peter C.B. Phillips and Tassos Magdalinos

Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp 808 - 837

Copyright © Cambridge University Press 2013

DOI: http://dx.doi.org/10.1017/S0266466612000709 (About DOI), Published online: Wed Jan 16 00:00:00 GMT 2013

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FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA

false

Abstract
Article Structure
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References

Minjing Tao, Yazhen Wang and Xiaohong Chen

Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp 838 - 856

Copyright © Cambridge University Press 2012

DOI: http://dx.doi.org/10.1017/S0266466612000746 (About DOI), Published online: Thu Jan 03 00:00:00 GMT 2013

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Front Cover (OFC, IFC) and matter

ECT volume 29 issue 4 Cover and Front matter ECT volume 29 issue 4 Cover and Front matter

false

Abstract
Article Structure
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Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp f1 - f2

Copyright © Cambridge University Press 2013

DOI: http://dx.doi.org/10.1017/S0266466612000722 (About DOI), Published online: Tue Jul 23 00:00:00 BST 2013

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Back Cover (OBC, IBC) and matter

ECT volume 29 issue 4 Cover and Back matter ECT volume 29 issue 4 Cover and Back matter

false

Abstract
Article Structure
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Econometric Theory / Volume 29 / Issue 04 / Thu Aug 01 00:00:00 BST 2013, pp b1 - b2

Copyright © Cambridge University Press 2013

DOI: http://dx.doi.org/10.1017/S0266466612000734 (About DOI), Published online: Tue Jul 23 00:00:00 BST 2013

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