Mu, Xiaosheng; Pomatto, Luciano; Strack, Philipp; Tamuz, Omer From Blackwell dominance in large samples to Rényi divergences and back again. (English) Zbl 1476.62025 Econometrica 89, No. 1, 475-506 (2021). MSC: 62B15 60E15 62B10 PDFBibTeX XMLCite \textit{X. Mu} et al., Econometrica 89, No. 1, 475--506 (2021; Zbl 1476.62025) Full Text: DOI arXiv
Cavaliere, Giuseppe; Georgiev, Iliyan Inference under random limit bootstrap measures. (English) Zbl 1467.62066 Econometrica 88, No. 6, 2547-2574 (2020). MSC: 62G20 62G09 60B10 PDFBibTeX XMLCite \textit{G. Cavaliere} and \textit{I. Georgiev}, Econometrica 88, No. 6, 2547--2574 (2020; Zbl 1467.62066) Full Text: DOI arXiv
Schennach, Susanne M. Long memory via networking. (English) Zbl 1416.62527 Econometrica 86, No. 6, 2221-2248 (2018). MSC: 62M10 60G22 62M02 62P20 PDFBibTeX XMLCite \textit{S. M. Schennach}, Econometrica 86, No. 6, 2221--2248 (2018; Zbl 1416.62527) Full Text: DOI
Bandi, Federico M.; Pirino, Davide; Renò, Roberto Excess idle time. (English) Zbl 1420.91539 Econometrica 85, No. 6, 1793-1846 (2017). MSC: 91G99 60G44 PDFBibTeX XMLCite \textit{F. M. Bandi} et al., Econometrica 85, No. 6, 1793--1846 (2017; Zbl 1420.91539) Full Text: DOI
Mele, Angelo A structural model of dense network formation. (English) Zbl 1420.91030 Econometrica 85, No. 3, 825-850 (2017). MSC: 91A43 90B15 05C80 60F10 PDFBibTeX XMLCite \textit{A. Mele}, Econometrica 85, No. 3, 825--850 (2017; Zbl 1420.91030) Full Text: DOI
Daskalakis, Constantinos; Deckelbaum, Alan; Tzamos, Christos Strong duality for a multiple-good monopolist. (English) Zbl 1420.91090 Econometrica 85, No. 3, 735-767 (2017). MSC: 91B24 49N90 60E15 PDFBibTeX XMLCite \textit{C. Daskalakis} et al., Econometrica 85, No. 3, 735--767 (2017; Zbl 1420.91090) Full Text: DOI arXiv
Qin, Likuan; Linetsky, Vadim Long-term risk: A martingale approach. (English) Zbl 1420.91475 Econometrica 85, No. 1, 299-312 (2017). MSC: 91G20 60G44 PDFBibTeX XMLCite \textit{L. Qin} and \textit{V. Linetsky}, Econometrica 85, No. 1, 299--312 (2017; Zbl 1420.91475) Full Text: DOI arXiv
Li, Jia; Todorov, Viktor; Tauchen, George Jump regressions. (English) Zbl 1410.62205 Econometrica 85, No. 1, 173-195 (2017). MSC: 62P20 62J02 62M10 60G42 60J75 PDFBibTeX XMLCite \textit{J. Li} et al., Econometrica 85, No. 1, 173--195 (2017; Zbl 1410.62205) Full Text: DOI
Epstein, Larry G.; Kaido, Hiroaki; Seo, Kyoungwon Robust confidence regions for incomplete models. (English) Zbl 1420.91043 Econometrica 84, No. 5, 1799-1838 (2016). MSC: 91B06 91A10 60F05 PDFBibTeX XMLCite \textit{L. G. Epstein} et al., Econometrica 84, No. 5, 1799--1838 (2016; Zbl 1420.91043) Full Text: DOI
Li, Jia; Xiu, Dacheng Generalized method of integrated moments for high-frequency data. (English) Zbl 1410.62206 Econometrica 84, No. 4, 1613-1633 (2016). MSC: 62P20 62M10 60G42 PDFBibTeX XMLCite \textit{J. Li} and \textit{D. Xiu}, Econometrica 84, No. 4, 1613--1633 (2016; Zbl 1410.62206) Full Text: DOI
Moon, Hyungsik Roger; Weidner, Martin Linear regression for panel with unknown number of factors as interactive fixed effects. (English) Zbl 1410.62126 Econometrica 83, No. 4, 1543-1579 (2015). MSC: 62J05 15B52 60B20 PDFBibTeX XMLCite \textit{H. R. Moon} and \textit{M. Weidner}, Econometrica 83, No. 4, 1543--1579 (2015; Zbl 1410.62126) Full Text: DOI
Pavan, Alessandro; Segal, Ilya; Toikka, Juuso Dynamic mechanism design: a Myersonian approach. (English) Zbl 1419.91147 Econometrica 82, No. 2, 601-653 (2014). MSC: 91A40 91B26 60G20 PDFBibTeX XMLCite \textit{A. Pavan} et al., Econometrica 82, No. 2, 601--653 (2014; Zbl 1419.91147) Full Text: DOI
Athey, Susan; Segal, Ilya An efficient dynamic mechanism. (English) Zbl 1304.91080 Econometrica 81, No. 6, 2463-2485 (2013). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B26 60J27 91A15 PDFBibTeX XMLCite \textit{S. Athey} and \textit{I. Segal}, Econometrica 81, No. 6, 2463--2485 (2013; Zbl 1304.91080) Full Text: DOI
Escobar, Juan F.; Toikka, Juuso Efficiency in games with Markovian private information. (English) Zbl 1291.91025 Econometrica 81, No. 5, 1887-1934 (2013). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 91A20 91A28 60J10 PDFBibTeX XMLCite \textit{J. F. Escobar} and \textit{J. Toikka}, Econometrica 81, No. 5, 1887--1934 (2013; Zbl 1291.91025) Full Text: DOI
Johansen, Søren; Nielsen, Morten Ørregaard Likelihood inference for a fractionally cointegrated vector autoregressive model. (English) Zbl 1274.62598 Econometrica 80, No. 6, 2667-2732 (2012). MSC: 62M10 60G22 62F10 PDFBibTeX XMLCite \textit{S. Johansen} and \textit{M. Ø. Nielsen}, Econometrica 80, No. 6, 2667--2732 (2012; Zbl 1274.62598) Full Text: DOI
Todorov, Viktor; Tauchen, George The realized Laplace transform of volatility. (English) Zbl 1274.91344 Econometrica 80, No. 3, 1105-1127 (2012). MSC: 91B84 44A10 60F05 60H30 62P20 62G05 PDFBibTeX XMLCite \textit{V. Todorov} and \textit{G. Tauchen}, Econometrica 80, No. 3, 1105--1127 (2012; Zbl 1274.91344) Full Text: DOI
Abbring, Jaap H. Mixed hitting-time models. (English) Zbl 1274.91335 Econometrica 80, No. 2, 783-819 (2012). MSC: 91B70 60G51 60G40 91B69 PDFBibTeX XMLCite \textit{J. H. Abbring}, Econometrica 80, No. 2, 783--819 (2012; Zbl 1274.91335) Full Text: DOI
Müller, Ulrich K. Efficient tests under a weak convergence assumption. (English) Zbl 1210.62067 Econometrica 79, No. 2, 395-435 (2011). MSC: 62H15 62P20 62F05 60F05 PDFBibTeX XMLCite \textit{U. K. Müller}, Econometrica 79, No. 2, 395--435 (2011; Zbl 1210.62067) Full Text: DOI
Chernozhukov, Victor; Fernández-Val, Iván; Galichon, Alfred Quantile and probability curves without crossing. (English) Zbl 1192.62255 Econometrica 78, No. 3, 1093-1125 (2010). MSC: 62P20 60F17 65C05 62M10 PDFBibTeX XMLCite \textit{V. Chernozhukov} et al., Econometrica 78, No. 3, 1093--1125 (2010; Zbl 1192.62255) Full Text: DOI arXiv
Sannikov, Yuliy; Skrzypacz, Andrzej The role of information in repeated games with frequent actions. (English) Zbl 1194.91044 Econometrica 78, No. 3, 847-882 (2010). MSC: 91A20 91B44 60J60 PDFBibTeX XMLCite \textit{Y. Sannikov} and \textit{A. Skrzypacz}, Econometrica 78, No. 3, 847--882 (2010; Zbl 1194.91044) Full Text: DOI
Chesher, Andrew Instrumental variable models for discrete outcomes. (English) Zbl 1229.60015 Econometrica 78, No. 2, 575-601 (2010). MSC: 60E05 62J02 PDFBibTeX XMLCite \textit{A. Chesher}, Econometrica 78, No. 2, 575--601 (2010; Zbl 1229.60015) Full Text: DOI
Mykland, Per A.; Zhang, Lan Inference for continuous semimartingales observed at high frequency. (English) Zbl 1182.62216 Econometrica 77, No. 5, 1403-1445 (2009). MSC: 62P20 60G48 62M05 62P05 PDFBibTeX XMLCite \textit{P. A. Mykland} and \textit{L. Zhang}, Econometrica 77, No. 5, 1403--1445 (2009; Zbl 1182.62216) Full Text: DOI
Riedel, Frank Optimal stopping with multiple priors. (English) Zbl 1181.60064 Econometrica 77, No. 3, 857-908 (2009). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{F. Riedel}, Econometrica 77, No. 3, 857--908 (2009; Zbl 1181.60064) Full Text: DOI
Newey, Whitney K.; Windmeijer, Frank Generalized method of moments with many weak moment conditions. (English) Zbl 1176.62055 Econometrica 77, No. 3, 687-719 (2009). MSC: 62H12 62G05 62P20 65C05 62G20 60F05 PDFBibTeX XMLCite \textit{W. K. Newey} and \textit{F. Windmeijer}, Econometrica 77, No. 3, 687--719 (2009; Zbl 1176.62055) Full Text: DOI
Hansen, Lars Peter; Scheinkman, José A. Long-term risk: an operator approach. (English) Zbl 1160.91367 Econometrica 77, No. 1, 177-234 (2009). MSC: 91B30 60J25 60H30 PDFBibTeX XMLCite \textit{L. P. Hansen} and \textit{J. A. Scheinkman}, Econometrica 77, No. 1, 177--234 (2009; Zbl 1160.91367) Full Text: DOI
Fortnow, Lance; Vohra, Rakesh V. The complexity of forecast testing. (English) Zbl 1160.91396 Econometrica 77, No. 1, 93-105 (2009). MSC: 91B82 62M09 60G25 91A26 62G10 62P30 PDFBibTeX XMLCite \textit{L. Fortnow} and \textit{R. V. Vohra}, Econometrica 77, No. 1, 93--105 (2009; Zbl 1160.91396) Full Text: DOI
Cripps, Martin W.; Ely, Jeffrey C.; Mailath, George J.; Samuelson, Larry Common learning. (English) Zbl 1141.91335 Econometrica 76, No. 4, 909-933 (2008). MSC: 91A26 60J20 PDFBibTeX XMLCite \textit{M. W. Cripps} et al., Econometrica 76, No. 4, 909--933 (2008; Zbl 1141.91335) Full Text: DOI
Aït-Sahalia, Yacine; Jacod, Jean Fisher’s information for discretely sampled Lévy processes. (English) Zbl 1144.62070 Econometrica 76, No. 4, 727-761 (2008). MSC: 62M05 62F12 60G51 62M09 PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} and \textit{J. Jacod}, Econometrica 76, No. 4, 727--761 (2008; Zbl 1144.62070) Full Text: DOI arXiv
Chatterjee, Satyajit; Corbae, Dean; Nakajima, Makoto; Ríos-Rull, José-Víctor A quantitative theory of unsecured consumer credit with risk of default. (English) Zbl 1132.91561 Econometrica 75, No. 6, 1525-1589 (2007). MSC: 91B62 60H10 60H30 PDFBibTeX XMLCite \textit{S. Chatterjee} et al., Econometrica 75, No. 6, 1525--1589 (2007; Zbl 1132.91561) Full Text: DOI Link
Hong, Chew Soo; Sagi, Jacob S. Event exchangeability: probabilistic sophistication without continuity or monotonicity. (English) Zbl 1127.91017 Econometrica 74, No. 3, 771-786 (2006). MSC: 91B08 60G09 91B06 PDFBibTeX XMLCite \textit{C. S. Hong} and \textit{J. S. Sagi}, Econometrica 74, No. 3, 771--786 (2006; Zbl 1127.91017) Full Text: DOI
Heifetz, Aviad; Neeman, Zvika On the generic (im)possibility of full surplus extraction in mechanism design. (English) Zbl 1112.91024 Econometrica 74, No. 1, 213-233 (2006). MSC: 91B26 28A33 60B10 PDFBibTeX XMLCite \textit{A. Heifetz} and \textit{Z. Neeman}, Econometrica 74, No. 1, 213--233 (2006; Zbl 1112.91024) Full Text: DOI Link
Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour Correcting the errors: volatility forecast evaluation using high-frequency data and realized volatilities. (English) Zbl 1152.91720 Econometrica 73, No. 1, 279-296 (2005). MSC: 91B84 62P05 60H10 60H30 PDFBibTeX XMLCite \textit{T. G. Andersen} et al., Econometrica 73, No. 1, 279--296 (2005; Zbl 1152.91720) Full Text: DOI Link
Moscarini, Giuseppe Job matching and the wage distribution. (English) Zbl 1145.91364 Econometrica 73, No. 2, 481-516 (2005). MSC: 91B40 60H10 60H30 91B64 91B68 PDFBibTeX XMLCite \textit{G. Moscarini}, Econometrica 73, No. 2, 481--516 (2005; Zbl 1145.91364) Full Text: DOI
Jensen, Søren Tolver; Rahbek, Anders Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case. (English) Zbl 1091.62074 Econometrica 72, No. 2, 641-646 (2004). MSC: 62M10 62F12 60F05 91B70 91B84 PDFBibTeX XMLCite \textit{S. T. Jensen} and \textit{A. Rahbek}, Econometrica 72, No. 2, 641--646 (2004; Zbl 1091.62074) Full Text: DOI
Jansson, Michael The error in rejection probability of simple autocorrelation robust tests. (English) Zbl 1091.62073 Econometrica 72, No. 3, 937-946 (2004). MSC: 62M10 62F05 62F35 91B84 60F05 PDFBibTeX XMLCite \textit{M. Jansson}, Econometrica 72, No. 3, 937--946 (2004; Zbl 1091.62073) Full Text: DOI
Benaïm, Michel; Weibull, Jörgen W. Deterministic approximation of stochastic evolution in games. (English) Zbl 1152.91350 Econometrica 71, No. 3, 873-903 (2003). MSC: 91A22 60F10 60J10 60J22 91A15 PDFBibTeX XMLCite \textit{M. Benaïm} and \textit{J. W. Weibull}, Econometrica 71, No. 3, 873--903 (2003; Zbl 1152.91350) Full Text: DOI Link
Aït-Sahalia, Yacine; Mykland, Per A. The effects of random and discrete sampling when estimating continuous-time diffusions. (English) Zbl 1142.60381 Econometrica 71, No. 2, 483-549 (2003). MSC: 60J60 62D05 91B82 PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} and \textit{P. A. Mykland}, Econometrica 71, No. 2, 483--549 (2003; Zbl 1142.60381) Full Text: DOI Link
Barrett, Garry F.; Donald, Stephen G. Consistent tests for stochastic dominance. (English) Zbl 1137.62332 Econometrica 71, No. 1, 71-104 (2003). MSC: 62G10 62P20 62G09 65C05 60E15 PDFBibTeX XMLCite \textit{G. F. Barrett} and \textit{S. G. Donald}, Econometrica 71, No. 1, 71--104 (2003; Zbl 1137.62332) Full Text: DOI
Hofbauer, Josef; Sandholm, William H. On the global convergence of stochastic fictitious play. (English) Zbl 1141.91336 Econometrica 70, No. 6, 2265-2294 (2002). MSC: 91A26 60E15 91A15 PDFBibTeX XMLCite \textit{J. Hofbauer} and \textit{W. H. Sandholm}, Econometrica 70, No. 6, 2265--2294 (2002; Zbl 1141.91336) Full Text: DOI
Hellwig, Martin F.; Schmidt, Klaus M. Discrete-time approximations of the Holmstrom-Milgrom Brownian-motion model of intertemporal incentive provision. (English) Zbl 1141.60364 Econometrica 70, No. 6, 2225-2264 (2002). MSC: 60J65 91G80 91B70 PDFBibTeX XMLCite \textit{M. F. Hellwig} and \textit{K. M. Schmidt}, Econometrica 70, No. 6, 2225--2264 (2002; Zbl 1141.60364) Full Text: DOI Link
Abdellaoui, Mohammed A genuine rank-dependent generalization of the von Neumann-Morgenstern expected utility theorem. (English) Zbl 1103.91337 Econometrica 70, No. 2, 717-736 (2002). MSC: 91B16 60E15 62C05 91B06 PDFBibTeX XMLCite \textit{M. Abdellaoui}, Econometrica 70, No. 2, 717--736 (2002; Zbl 1103.91337) Full Text: DOI
Milgrom, Paul; Segal, Ilya Envelope theorems for arbitrary choice sets. (English) Zbl 1103.90400 Econometrica 70, No. 2, 583-601 (2002). MSC: 90C31 60G40 91B02 PDFBibTeX XMLCite \textit{P. Milgrom} and \textit{I. Segal}, Econometrica 70, No. 2, 583--601 (2002; Zbl 1103.90400) Full Text: DOI
Kitamura, Yuichi Asymptotic optimality of empirical likelihood for testing moment restrictions. (English) Zbl 0999.62012 Econometrica 69, No. 6, 1661-1672 (2001). MSC: 62F05 62P20 60F10 62F30 PDFBibTeX XMLCite \textit{Y. Kitamura}, Econometrica 69, No. 6, 1661--1672 (2001; Zbl 0999.62012) Full Text: DOI
Lehrer, Ehud Any inspection is manipulable. (English) Zbl 1020.91046 Econometrica 69, No. 5, 1333-1347 (2001). Reviewer: Alexandr B.Vasil’ev (Odessa) MSC: 91B70 60G25 62M20 91-06 PDFBibTeX XMLCite \textit{E. Lehrer}, Econometrica 69, No. 5, 1333--1347 (2001; Zbl 1020.91046) Full Text: DOI
Duffie, Darrell; Pan, Jun; Singleton, Kenneth Transform analysis and asset pricing for affine jump-diffusions. (English) Zbl 1055.91524 Econometrica 68, No. 6, 1343-1376 (2000). MSC: 91G60 60J60 91G20 PDFBibTeX XMLCite \textit{D. Duffie} et al., Econometrica 68, No. 6, 1343--1376 (2000; Zbl 1055.91524) Full Text: DOI Link
Jackson, Matthew O.; Kalai, Ehud; Smorodinsky, Rann Bayesian representation of stochastic processes under learning: de Finetti revisited. (English) Zbl 1056.62509 Econometrica 67, No. 4, 875-893 (1999). MSC: 62F15 60G09 62M99 62M45 PDFBibTeX XMLCite \textit{M. O. Jackson} et al., Econometrica 67, No. 4, 875--893 (1999; Zbl 1056.62509) Full Text: DOI Link
Abadir, Karim M.; Rockinger, Michael The “Devil’s horns” problem of inverting confluent characteristic functions. (English) Zbl 1130.60303 Econometrica 65, No. 5, 1221-1225 (1997). MSC: 60E10 PDFBibTeX XMLCite \textit{K. M. Abadir} and \textit{M. Rockinger}, Econometrica 65, No. 5, 1221--1225 (1997; Zbl 1130.60303) Full Text: DOI
Phillips, Peter C. B.; Ploberger, Werner An asymptotic theory of Bayesian inference for time series. (English) Zbl 0862.62030 Econometrica 64, No. 2, 381-412 (1996). MSC: 62F15 62M10 60J65 60F15 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{W. Ploberger}, Econometrica 64, No. 2, 381--412 (1996; Zbl 0862.62030) Full Text: DOI
Hansen, Lars Peter; Scheinkman, José Alexandre Back to the future: Generating moment implications for continuous-time Markov processes. (English) Zbl 0834.60083 Econometrica 63, No. 4, 767-804 (1995). MSC: 60J20 62M05 PDFBibTeX XMLCite \textit{L. P. Hansen} and \textit{J. A. Scheinkman}, Econometrica 63, No. 4, 767--804 (1995; Zbl 0834.60083) Full Text: DOI Link
Sarin, Rakesh; Wakker, Peter A general result for quantifying beliefs. (English) Zbl 0808.90006 Econometrica 62, No. 3, 683-685 (1994). Reviewer: P.Wakker (Leiden) MSC: 91B08 03B48 60A05 PDFBibTeX XMLCite \textit{R. Sarin} and \textit{P. Wakker}, Econometrica 62, No. 3, 683--685 (1994; Zbl 0808.90006) Full Text: DOI Link
Duffie, Darrell; Singleton, Kenneth J. Simulated moments estimation of Markov models of asset prices. (English) Zbl 0783.62099 Econometrica 61, No. 4, 929-952 (1993). Reviewer: R.Fahrion (Heidelberg) MSC: 62P20 60J20 60J05 PDFBibTeX XMLCite \textit{D. Duffie} and \textit{K. J. Singleton}, Econometrica 61, No. 4, 929--952 (1993; Zbl 0783.62099) Full Text: DOI Link
Andrews, Donald W. K. Tests for parameter instability and structural change with unknown change point. (English) Zbl 0795.62012 Econometrica 61, No. 4, 821-856 (1993); corrigendum ibid. 71, No. 1, 395-397 (2003). MSC: 62F03 62F05 62E20 60F05 PDFBibTeX XMLCite \textit{D. W. K. Andrews}, Econometrica 61, No. 4, 821--856 (1993; Zbl 0795.62012) Full Text: DOI Link
Machina, Mark J.; Schmeidler, David A more robust definition of subjective probability. (English) Zbl 0763.90012 Econometrica 60, No. 4, 745-780 (1992). MSC: 91B16 91B08 60A05 62C05 PDFBibTeX XMLCite \textit{M. J. Machina} and \textit{D. Schmeidler}, Econometrica 60, No. 4, 745--780 (1992; Zbl 0763.90012) Full Text: DOI
Heath, David; Jarrow, Robert; Morton, Andrew Bond pricing and the term structure of interest rates: a new methodology for contingent claims valuation. (English) Zbl 0751.90009 Econometrica 60, No. 1, 77-105 (1992). MSC: 91G30 91B25 91G20 60J65 PDFBibTeX XMLCite \textit{D. Heath} et al., Econometrica 60, No. 1, 77--105 (1992; Zbl 0751.90009) Full Text: DOI Link
Newey, Whitney K. Uniform convergence in probability and stochastic equicontinuity. (English) Zbl 0743.60012 Econometrica 59, No. 4, 1161-1167 (1991). Reviewer: D.P.Kennedy (Cambridge) MSC: 60B10 60F05 PDFBibTeX XMLCite \textit{W. K. Newey}, Econometrica 59, No. 4, 1161--1167 (1991; Zbl 0743.60012) Full Text: DOI
Sowell, Fallaw The fractional unit root distribution. (English) Zbl 0727.62025 Econometrica 58, No. 2, 495-505 (1990). MSC: 62E20 62M10 62P20 60F17 PDFBibTeX XMLCite \textit{F. Sowell}, Econometrica 58, No. 2, 495--505 (1990; Zbl 0727.62025) Full Text: DOI
Bergin, James; Brandenburger, Adam A simple characterization of stochastically monotone functions. (English) Zbl 0776.60003 Econometrica 58, No. 5, 1241-1243 (1990). MSC: 60A99 91B06 91B44 91B16 PDFBibTeX XMLCite \textit{J. Bergin} and \textit{A. Brandenburger}, Econometrica 58, No. 5, 1241--1243 (1990; Zbl 0776.60003) Full Text: DOI
Pakes, Ariel; Pollard, David Simulation and the asymptotics of optimization estimators. (English) Zbl 0698.62031 Econometrica 57, No. 5, 1027-1057 (1989). Reviewer: K.-i.Yoshihara MSC: 62F12 60F05 PDFBibTeX XMLCite \textit{A. Pakes} and \textit{D. Pollard}, Econometrica 57, No. 5, 1027--1057 (1989; Zbl 0698.62031) Full Text: DOI
Pötscher, Benedikt M.; Prucha, Ingmar R. A uniform law of large numbers for dependent and heterogeneous data processes. (English) Zbl 0685.62091 Econometrica 57, No. 3, 675-683 (1989). Reviewer: J.K.Sengupta MSC: 62P20 62E20 60F15 PDFBibTeX XMLCite \textit{B. M. Pötscher} and \textit{I. R. Prucha}, Econometrica 57, No. 3, 675--683 (1989; Zbl 0685.62091) Full Text: DOI
Chang, Fwu-Ranq The inverse optimal problem: A dynamic programming approach. (English) Zbl 0646.90014 Econometrica 56, No. 1, 147-172 (1988). Reviewer: S.-C.Hu MSC: 91B62 93E20 90C90 90C39 60H10 34F05 PDFBibTeX XMLCite \textit{F.-R. Chang}, Econometrica 56, No. 1, 147--172 (1988; Zbl 0646.90014) Full Text: DOI
Andrews, Donald W. K. Consistency in nonlinear econometric models: A generic uniform law of large numbers. (English) Zbl 0646.62101 Econometrica 55, 1465-1471 (1987). MSC: 62P20 60F15 PDFBibTeX XMLCite \textit{D. W. K. Andrews}, Econometrica 55, 1465--1471 (1987; Zbl 0646.62101) Full Text: DOI Link
Rust, John Optimal replacement of GMC bus engines: An empirical model of Harold Zurcher. (English) Zbl 0624.90034 Econometrica 55, 999-1033 (1987). MSC: 90B25 60G40 PDFBibTeX XMLCite \textit{J. Rust}, Econometrica 55, 999--1033 (1987; Zbl 0624.90034) Full Text: DOI
Huang, Chi-Fu An intertemporal general equilibrium asset pricing model: The case of diffusion information. (English) Zbl 0611.90035 Econometrica 55, 117-142 (1987). MSC: 91B62 91B28 60J60 91B24 90C39 PDFBibTeX XMLCite \textit{C.-F. Huang}, Econometrica 55, 117--142 (1987; Zbl 0611.90035) Full Text: DOI
Geweke, John; Marshall, Robert C.; Zarkin, Gary A. Mobility indices in continuous time Markov chains. (English) Zbl 0605.92016 Econometrica 54, 1407-1423 (1986). Reviewer: J.Herzmann MSC: 91D99 60J20 60J27 PDFBibTeX XMLCite \textit{J. Geweke} et al., Econometrica 54, 1407--1423 (1986; Zbl 0605.92016) Full Text: DOI
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. An intertemporal general equilibrium model of asset prices. (English) Zbl 0576.90006 Econometrica 53, 363-384 (1985). Reviewer: G.L.Gomez M MSC: 91B25 91B50 91B62 91G10 91G30 91G80 60H10 60J60 93E20 PDFBibTeX XMLCite \textit{J. C. Cox} et al., Econometrica 53, 363--384 (1985; Zbl 0576.90006) Full Text: DOI Link
White, Halbert; Domowitz, Ian Nonlinear regression with dependent observations. (English) Zbl 0533.62055 Econometrica 52, 143-161 (1984). Reviewer: A.Novikov MSC: 62J02 62P20 60G10 PDFBibTeX XMLCite \textit{H. White} and \textit{I. Domowitz}, Econometrica 52, 143--161 (1984; Zbl 0533.62055) Full Text: DOI Link
Hansen, Lars Peter; Sargent, Thomas J. The dimensionality of the aliasing problem in models with rational spectral densities. (English) Zbl 0516.93063 Econometrica 51, 377-387 (1983). MSC: 93E12 62M15 93C99 15A18 62M10 93C57 60G10 PDFBibTeX XMLCite \textit{L. P. Hansen} and \textit{T. J. Sargent}, Econometrica 51, 377--387 (1983; Zbl 0516.93063) Full Text: DOI DOI
Florens, J. P.; Mouchart, M. A note on noncausality. (English) Zbl 0483.60023 Econometrica 50, 583-591 (1982). MSC: 60G07 62C05 91B06 PDFBibTeX XMLCite \textit{J. P. Florens} and \textit{M. Mouchart}, Econometrica 50, 583--591 (1982; Zbl 0483.60023) Full Text: DOI
Chamberlain, Gary The general equivalence of Granger and Sims causality. (English) Zbl 0483.60022 Econometrica 50, 569-581 (1982). MSC: 60G07 91B06 62C05 PDFBibTeX XMLCite \textit{G. Chamberlain}, Econometrica 50, 569--581 (1982; Zbl 0483.60022) Full Text: DOI Link
Futia, Carl A. Invariant distributions and the limiting behavior of Markovian economic models. (English) Zbl 0474.90027 Econometrica 50, 377-408 (1982). MSC: 91B62 60J20 60J05 PDFBibTeX XMLCite \textit{C. A. Futia}, Econometrica 50, 377--408 (1982; Zbl 0474.90027) Full Text: DOI
Brock, William A.; Magill, Michael J. P. Dynamics under uncertainty. (English) Zbl 0464.93090 Econometrica 47, 843-867 (1979). MSC: 93E20 93C99 60J25 60G17 PDFBibTeX XMLCite \textit{W. A. Brock} and \textit{M. J. P. Magill}, Econometrica 47, 843--867 (1979; Zbl 0464.93090) Full Text: DOI Link
Milgrom, Paul R. A convergence theorem for competitive bidding with differential information. (English) Zbl 0415.90100 Econometrica 47, 679-688 (1979). MSC: 91A80 60F05 91B60 91A10 PDFBibTeX XMLCite \textit{P. R. Milgrom}, Econometrica 47, 679--688 (1979; Zbl 0415.90100) Full Text: DOI
Neftci, Salih N. Lead-lag relations, exogeneity and prediction of economic time series. (English) Zbl 0392.62076 Econometrica 47, 101-113 (1979). MSC: 62M10 62M20 91B84 60G10 PDFBibTeX XMLCite \textit{S. N. Neftci}, Econometrica 47, 101--113 (1979; Zbl 0392.62076) Full Text: DOI
Poskitt, D. S. Approximating the exact finite sample distribution of a spectral estimator. (English) Zbl 0375.62088 Econometrica 46, 21-32 (1978). MSC: 62M15 62E15 65C05 60G10 60G35 PDFBibTeX XMLCite \textit{D. S. Poskitt}, Econometrica 46, 21--32 (1978; Zbl 0375.62088) Full Text: DOI
Bowden, Roger J. Spectral utility functions and the design of a stationary system. (English) Zbl 0374.60137 Econometrica 45, 1007-1012 (1977). MSC: 60K30 90B99 PDFBibTeX XMLCite \textit{R. J. Bowden}, Econometrica 45, 1007--1012 (1977; Zbl 0374.60137) Full Text: DOI Link
Phillips, P. C. B. Approximations to some finite sample distributions associated with a first-order stochastic difference equation. (English) Zbl 0349.62070 Econometrica 45, 463-485 (1977). MSC: 60H99 62E15 41A60 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, Econometrica 45, 463--485 (1977; Zbl 0349.62070) Full Text: DOI
Polinsky, A. Mitchell The demand for housing: A study in specification and grouping. (English) Zbl 0347.90003 Econometrica 45, 447-461 (1977). MSC: 91B06 60K10 PDFBibTeX XMLCite \textit{A. M. Polinsky}, Econometrica 45, 447--461 (1977; Zbl 0347.90003) Full Text: DOI
Hannan, E. J. The identification and parameterization of ARMAX and state space forms. (English) Zbl 0333.62059 Econometrica 44, 713-723 (1976). MSC: 62M10 60G99 PDFBibTeX XMLCite \textit{E. J. Hannan}, Econometrica 44, 713--723 (1976; Zbl 0333.62059) Full Text: DOI
Grandmont, Jean-Michel; Laroque, Guy The liquidity trap. (English) Zbl 0314.90024 Econometrica 44, 129-135 (1976). MSC: 91B60 60J10 PDFBibTeX XMLCite \textit{J.-M. Grandmont} and \textit{G. Laroque}, Econometrica 44, 129--135 (1976; Zbl 0314.90024) Full Text: DOI
Peleg, B.; Yaari, M. E. A price characterization of efficient random variables. (English) Zbl 0314.90025 Econometrica 43, 283-292 (1975). MSC: 91B84 91B06 60Jxx PDFBibTeX XMLCite \textit{B. Peleg} and \textit{M. E. Yaari}, Econometrica 43, 283--292 (1975; Zbl 0314.90025) Full Text: DOI
Anastasopoulos, A.; Kounias, Stratis Optimal consumption over time when prices and interest rates follow a Markovian process. (English) Zbl 0314.90010 Econometrica 43, 261-281 (1975). MSC: 91B16 91B60 60Jxx PDFBibTeX XMLCite \textit{A. Anastasopoulos} and \textit{S. Kounias}, Econometrica 43, 261--281 (1975; Zbl 0314.90010) Full Text: DOI
Edelson, Noel M.; Hildebrand, David K. Congestion tolls for Poisson queueing processes. (English) Zbl 0292.60153 Econometrica 43, 81-92 (1975). MSC: 60K25 91Bxx PDFBibTeX XMLCite \textit{N. M. Edelson} and \textit{D. K. Hildebrand}, Econometrica 43, 81--92 (1975; Zbl 0292.60153) Full Text: DOI
Basmann, R. L.; Richardson, D. H.; Rohr, R. J. An experimental study of structural estimators and test statistics associated with dynamical econometric models. (English) Zbl 0317.62083 Econometrica 42, 717-730 (1974). MSC: 62P20 60H99 62F03 PDFBibTeX XMLCite \textit{R. L. Basmann} et al., Econometrica 42, 717--730 (1974; Zbl 0317.62083) Full Text: DOI
Morishima, Michio Marx in the light of modern economic theory. (English) Zbl 0297.90010 Econometrica 42, 611-632 (1974). MSC: 91B60 90C05 90-03 60J10 PDFBibTeX XMLCite \textit{M. Morishima}, Econometrica 42, 611--632 (1974; Zbl 0297.90010) Full Text: DOI
Schmidt, Peter The algebraic equivalence of the Oberhofer-Kmenta and Theil-Boot formulae for the asymptotic variance of a characteristic root of a dynamic econometric model. (English) Zbl 0294.62125 Econometrica 42, 591-592 (1974). MSC: 62P20 62M10 60H99 62E20 PDFBibTeX XMLCite \textit{P. Schmidt}, Econometrica 42, 591--592 (1974; Zbl 0294.62125) Full Text: DOI
Phillips, P. C. B. The estimation of some continuous time models. (English) Zbl 0291.62145 Econometrica 42, 803-823 (1974). MSC: 62P20 62E20 60H99 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, Econometrica 42, 803--823 (1974; Zbl 0291.62145) Full Text: DOI
Basmann, R. L.; Richardson, D. H.; Rohr, R. J. Finite sample distributions associated with stochastic difference equations - some experimental evidence. (English) Zbl 0291.62023 Econometrica 42, 825-839 (1974). MSC: 62E15 62P20 60H99 PDFBibTeX XMLCite \textit{R. L. Basmann} et al., Econometrica 42, 825--839 (1974; Zbl 0291.62023) Full Text: DOI
Mandelbrot, Benoit B. Comments on: ’A subordinated stochastic process model with finite variance for speculative prices’, by Peter K. Clark. (English) Zbl 0308.90012 Econometrica 41, 157-159 (1973). MSC: 91B84 62P20 60K10 62M10 PDFBibTeX XMLCite \textit{B. B. Mandelbrot}, Econometrica 41, 157--159 (1973; Zbl 0308.90012) Full Text: DOI
Clark, Peter K. A subordinated stochastic process model with finite variance for speculative prices. (English) Zbl 0308.90011 Econometrica 41, 135-155 (1973). MSC: 91B84 60K10 62M10 62P20 PDFBibTeX XMLCite \textit{P. K. Clark}, Econometrica 41, 135--155 (1973; Zbl 0308.90011) Full Text: DOI Link
Carroll, Stephen J.; Rolph, John E. A stochastic model of discrimination in the labor market. (English) Zbl 0262.90017 Econometrica 41, 97-108 (1973). MSC: 91B84 91B60 60K30 PDFBibTeX XMLCite \textit{S. J. Carroll} and \textit{J. E. Rolph}, Econometrica 41, 97--108 (1973; Zbl 0262.90017) Full Text: DOI
Kadiyala, K. R. Regression with non-Gaussian stable disturbances: Some sampling results. (English) Zbl 0274.62042 Econometrica 40, 719-722 (1972). MSC: 62J05 60E05 PDFBibTeX XMLCite \textit{K. R. Kadiyala}, Econometrica 40, 719--722 (1972; Zbl 0274.62042) Full Text: DOI
Knudsen, Niels Chr. Individual and social optimization in a multiserver queue with a general cost-benefit structure. (English) Zbl 0266.60071 Econometrica 40, 515-528 (1972). MSC: 60K25 60K30 PDFBibTeX XMLCite \textit{N. Chr. Knudsen}, Econometrica 40, 515--528 (1972; Zbl 0266.60071) Full Text: DOI
Wymer, C. R. Econometric estimation of stochastic differential equation systems. (English) Zbl 0259.62085 Econometrica 40, 565-577 (1972). MSC: 62P20 60H99 PDFBibTeX XMLCite \textit{C. R. Wymer}, Econometrica 40, 565--577 (1972; Zbl 0259.62085) Full Text: DOI