Econometric_Theory_FirstView__Articles440399

ECONOMETRIC THEORY, FirstView Articles

FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS

C. Alan Bester and Timothy G. Conley and Christian B. Hansen and Timothy J. Vogelsang

Econometric Theory, FirstView Articles, pp 1-33doi: 10.1017/S0266466614000814, Published online by Cambridge University Press 19 Nov 2014

A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA

Alessio Sancetta

Econometric Theory, FirstView Articles, pp 1-23doi: 10.1017/S0266466614000784, Published online by Cambridge University Press 18 Nov 2014

SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION

Firmin Doko Tchatoka

Econometric Theory, FirstView Articles, pp 1-37doi: 10.1017/S0266466614000462, Published online by Cambridge University Press 17 Nov 2014

COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITYFederico A. Bugni

Econometric Theory, FirstView Articles, pp 1-56doi: 10.1017/S0266466614000826, Published online by Cambridge University Press 13 Nov 2014

MODEL-FREE INFERENCE FOR TAIL RISK MEASURES

Ke-Li Xu

Econometric Theory, FirstView Articles, pp 1-32doi: 10.1017/S0266466614000802, Published online by Cambridge University Press 10 Nov 2014

REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS

Jean-Pierre Florens and Anna Simoni

Econometric Theory, FirstView Articles, pp 1-51doi: 10.1017/S0266466614000796, Published online by Cambridge University Press 06 Nov 2014

LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS

Bonsoo Koo and Oliver Linton

Econometric Theory, FirstView Articles, pp 1-32doi: 10.1017/S0266466614000516, Published online by Cambridge University Press 05 Nov 2014

REFINED TESTS FOR SPATIAL CORRELATION

Peter M. Robinson and Francesca Rossi

Econometric Theory, FirstView Articles, pp 1-32doi: 10.1017/S0266466614000498, Published online by Cambridge University Press 04 Nov 2014

UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES

Jiti Gao and Shin Kanaya and Degui Li and Dag Tjøstheim

Econometric Theory, FirstView Articles, pp 1-42doi: 10.1017/S0266466614000577, Published online by Cambridge University Press 03 Nov 2014

ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES

Rongmao Zhang and Shiqing Ling

Econometric Theory, FirstView Articles, pp 1-11doi: 10.1017/S0266466614000632, Published online by Cambridge University Press 03 Nov 2014

TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT

Xun Lu and Habert White

Econometric Theory, FirstView Articles, pp 1-38

doi: 10.1017/S0266466614000620, Published online by Cambridge University Press 29 Oct 2014

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