Econometric Theory

All content tagged with this term:

People

Gregory M Duncan

Affiliate Faculty

John Geweke

Affiliate Faculty

Shuo Jiang

Graduate Student

Hyeonseok Park

Graduate Student

Xuetao Shi

Graduate Student

Research

Publications, Articles

Ji Hyung Lee, "Predictive Quantile Regression with Persistent Covariates: IVX-QR Approach," accepted at Journal of Econometrics
Phillips, Peter C. B., and Ji Hyung Lee. "Limit Theory for VARs with Mixed Roots Near Unity." Econometric Reviews 34.6-10 (2015): 1034-055. Print.

Publications

Phillips, Peter C.B., and Ji Hyung Lee. "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression." Journal of Econometrics 177.2 (2013): 250-64. Print.

Publications, Books

Dewatripont, M., Lars Peter. Hansen, and Stephen J. Turnovsky. Advances in Economics and Econometrics: Theory and Applications: Eighth World Congress. Cambridge, U.K.: Cambridge UP, 2003. Print.

Events mentioning "Econometric Theory"