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## Unit‐Root Asymptotic Theories (I)

*Michio Hatanaka*

### in Time-Series-Based Econometrics: Unit Roots and Co-integrations

- Published in print:
- 1996
- Published Online:
- November 2003
- ISBN:
- 9780198773535
- eISBN:
- 9780191596360
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198773536.003.0004
- Subject:
- Economics and Finance, Econometrics

This chapter introduces extended asymptotic theories on the unit root developed in Fuller (1976), Dickey and Fuller (1979), Phillips (1987), and Phillips and Perron (1988) among others. The theories ... More

## On semiparametric inference

*Andrea Rotnitzky*

### in Celebrating Statistics: Papers in honour of Sir David Cox on his 80th birthday

- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198566540
- eISBN:
- 9780191718038
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198566540.003.0006
- Subject:
- Mathematics, Probability / Statistics

This chapter reviews some key elements of semiparametric theory and the contributions of semiparametric inference to the challenge posed by high-dimensional data, for which the specification of ... More

## Properties of Integrated Processes

*Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David F. Hendry*

### in Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

- Published in print:
- 1993
- Published Online:
- November 2003
- ISBN:
- 9780198288107
- eISBN:
- 9780191595899
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198288107.003.0003
- Subject:
- Economics and Finance, Econometrics

Presents the important properties of integrated variables and sets out some of the preliminary asymptotic theories essential for the consideration of such processes. It explores the concepts of unit ... More

## Asymptotic Inference Theories on Co‐Integrated Regressions *

*Michio Hatanaka*

### in Time-Series-Based Econometrics: Unit Roots and Co-integrations

- Published in print:
- 1996
- Published Online:
- November 2003
- ISBN:
- 9780198773535
- eISBN:
- 9780191596360
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198773536.003.0013
- Subject:
- Economics and Finance, Econometrics

This chapter analyses co-integrated regressions. It considers the cases where Δxt is i.i.d without a drift, Δxt is still i.i.d. but has a deterministic drift, and Δxt is serially correlated. It ... More

## Unit‐Root Asymptotic Theories (II)

*Michio Hatanaka*

### in Time-Series-Based Econometrics: Unit Roots and Co-integrations

- Published in print:
- 1996
- Published Online:
- November 2003
- ISBN:
- 9780198773535
- eISBN:
- 9780191596360
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198773536.003.0006
- Subject:
- Economics and Finance, Econometrics

This chapter brings together three unrelated topics of asymptotic theories. It presents a mathematical analysis of tests on the case where {Δxt} is i.i.d., possibly with a non-zero mean. It explains ... More

## Stochastic Limit Theory: An Introduction for Econometricians

*James Davidson*

- Published in print:
- 1994
- Published Online:
- November 2003
- ISBN:
- 9780198774037
- eISBN:
- 9780191596117
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198774036.001.0001
- Subject:
- Economics and Finance, Econometrics

This book aims to introduce modern asymptotic theory to students and practitioners of econometrics. It falls broadly into two parts. The first half provides a handbook and reference for the ... More

## Econometric Tools and Techniques

*David F. Hendry*

### in Dynamic Econometrics

- Published in print:
- 1995
- Published Online:
- November 2003
- ISBN:
- 9780198283164
- eISBN:
- 9780191596384
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198283164.003.0003
- Subject:
- Economics and Finance, Econometrics

Least squares and recursive methods for estimating the values of unknown parameters and the logic of testing in empirical modelling, are discussed. The tools needed for investigating the properties ... More

## Relativistic Quantum Fields

*Laurent Baulieu, John Iliopoulos, and Roland Sénéor*

### in From Classical to Quantum Fields

- Published in print:
- 2017
- Published Online:
- May 2017
- ISBN:
- 9780198788393
- eISBN:
- 9780191830310
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198788393.003.0012
- Subject:
- Physics, Particle Physics / Astrophysics / Cosmology, Theoretical, Computational, and Statistical Physics

The general formulation of quantum field theory. The Wightman axioms. The PCT and spin-statistics theorems. The assumption for the existence of asymptotic states. The reduction formulae and ... More

## Stochastic Limit Theory: An Introduction for Econometricians

*James Davidson*

- Published in print:
- 2021
- Published Online:
- November 2021
- ISBN:
- 9780192844507
- eISBN:
- 9780191927201
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780192844507.001.0001
- Subject:
- Economics and Finance, Econometrics

This book aims to introduce modern asymptotic theory to students and practitioners of econometrics. It falls broadly into two parts. The first provides a handbook and reference for the underlying ... More

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