Econometric Theory, Vol. 25, No. 6, Newbold Conference Special Issue (Dec., 2009), pp. 1466-1497 (32 pages) A local limit theorem is proved for sample covariances of nonstationary time series and ...

Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...

I model gold prices using structural multivariate regression models through four different parametric approaches (OLS, t-distribution, quantile regression, and log-normal). Higher US inflation, a ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...

This course is compulsory on the BSc in Economic History with Economics, BSc in Economics and Economic History, BSc in Finance, BSc in International Social and Public Policy and Economics, BSc in ...

This course is compulsory on the BSc in Economics and Economic History, BSc in Finance, BSc in Philosophy and Economics and BSc in Politics and Economics. This course is available on the BSc in ...