Econometric Theory

Econometric Theory

ISSNs: 0266-4666

Additional searchable ISSN (Electronic): 1469-4360

Cambridge University Press, United Kingdom

Scopus rating (2022): CiteScore 2.3 SJR 1.638 SNIP 1.844

Journal

Journal Metrics

Research Output

  1. 2022
  2. Published

    Instrumental Variable Estimation of Structural Var Models Robust to Possible Nonstationarity

    CHENG, X., HAN, X. & INOUE, A., Oct 2022, In: Econometric Theory. 38, 5, p. 845-874

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
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  3. 2021
  4. Nonstationary linear processes with infinite variance garch errors

    ZHANG, R. & CHAN, N. H., Oct 2021, In: Econometric Theory. 37, 5, p. 892-925

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
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  5. 2020
  6. A NEW MULTILEVEL MODELING APPROACH for CLUSTERED SURVIVAL DATA

    Xu, J., Yue, M. & Zhang, W., Aug 2020, In: Econometric Theory. 36, 4, p. 707-750

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 6
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  7. 2017
  8. Identifiability of the sign of covariate effects in the competing risks model

    Lo, S. M. S. & Wilke, R. A., Oct 2017, In: Econometric Theory. 33, 5, p. 1186-1217 33 p.

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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  9. 2015
  10. Published

    Tests for parameter instability in dynamic factor models

    Han, X. & Inoue, A., Oct 2015, In: Econometric Theory. 31, 5, p. 1117-1152

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 59
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  11. 2014
  12. Empirical likelihood test for causality of bivariate AR(1) processes

    Li, D., Chan, N. H. & Peng, L., 29 Nov 2014, In: Econometric Theory. 30, 2, p. 357-371

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 5
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  13. 2013
  14. Generalized additive partial linear models with high-dimensional covariates

    Lian, H. & Liang, H., Dec 2013, In: Econometric Theory. 29, 6, p. 1136-1161

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 9
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  15. Tail index of an ar(1) model with arch(1) errors

    Chan, N. H., Li, D., Peng, L. & Zhang, R., Oct 2013, In: Econometric Theory. 29, 5, p. 920-940

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 9
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  16. 2012
  17. Toward a unified interval estimation of autoregressions

    Chan, N. H., Li, D. & Peng, L., Jun 2012, In: Econometric Theory. 28, 3, p. 705-717

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 27
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  18. 2011
  19. Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models

    Chan, N. H., Peng, L. & Zhang, D., Feb 2011, In: Econometric Theory. 27, 1, p. 154-177

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 10
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  20. Empirical likelihood confidence intervals for dependent duration data

    El Ghouch, A., Van Keilegom, I. & McKeague, I. W., Feb 2011, In: Econometric Theory. 27, 1, p. 178-198

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 5
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  21. 2006
  22. Empirical likelihood for garch models

    Chan, N. H. & Ling, S., Jun 2006, In: Econometric Theory. 22, 3, p. 403-428

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 57
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  23. 2004
  24. Published

    On the properties of the t- and F-ratios in linear regressions with nonnormal errors

    Qin, H. & Wan, A. T. K., Aug 2004, In: Econometric Theory. 20, 4, p. 690-700

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 7
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  25. 2002
  26. The et interview: Professor Phoebus J. Dhrymes

    Chan, N. H., 2002, In: Econometric Theory. 18, 5, p. 1221-1272

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
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  27. 2001
  28. The et interview: Professor Joseph B. Kadane

    Chan, N. H., 2001, In: Econometric Theory. 17, 3, p. 633-668

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
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  29. 1997
  30. Published

    Bandwidth selection, prewhitening, and the power of the Phillips-Perron test

    Cheung, Y. & Lai, K. S., 1997, In: Econometric Theory. 13, 5, p. 679-691

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 16
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  31. 1993
  32. On the noninvertible moving average time series with infinite variance

    Chan, N. H., Aug 1993, In: Econometric Theory. 9, 4, p. 680-685

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
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  33. 1989
  34. On the first-order autoregressive process with infinite variance

    Chan, N. H. & Tran, L. T., Dec 1989, In: Econometric Theory. 5, 3, p. 354-362

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 91
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