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文献信息
Since its inception, Econometric Theory has aimed to endow econometrics with an innovative journal dedicated to advance theoretical research in econometrics. It provides a centralized professional outlet for original theoretical contributions in all of the major areas of econometrics, and all fields of research in econometric theory fall within the scope of ET. In addition, ET fosters the multidisciplinary features of econometrics that extend beyond economics. Particularly welcome are articles that promote original econometric research in relation to mathematical finance, stochastic processes, statistics, and probability theory, as well as computationally intensive areas of economics such as modern industrial organization and dynamic macroeconomics.
Asymptotic TheoryAsymptotic NormalityTime SeriesLimiting DistributionSemiparametric EstimationTest StatisticsLimit TheoryMaximum Likelihood EstimatorTest StatisticNull HypothesisConditional HeteroskedasticityEstimatorLimiting DistributionsLimit DistributionSample SizeAsymptotic VarianceMaximum LikelihoodModel SelectionGeneralized Method of MomentsOrdinary Least Squares
vol.41 (2025)
vol.40 (2024)
vol.39 (2023)
vol.38 (2022)
vol.37 (2021)
vol.36 (2020)
vol.35 (2019)
vol.34 (2018)
vol.33 (2017)
vol.32 (2016)
vol.31 (2015)
vol.30 (2014)
vol.29 (2013)
vol.28 (2012)
vol.27 (2011)
vol.26 (2010)
vol.25 (2009)
vol.24 (2008)
vol.23 (2007)
vol.22 (2006)
vol.21 (2005)
vol.20 (2004)
vol.19 (2003)
vol.18 (2002)
vol.17 (2001)
vol.16 (2000)
vol.15 (1999)
vol.14 (1998)
vol.13 (1997)
vol.12 (1996)
vol.11 (1995)
vol.10 (1994)
vol.9 (1993)
vol.8 (1992)
vol.7 (1991)
vol.6 (1990)
vol.5 (1989)
vol.4 (1988)