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Content
June 2007, Volume 23, Issue 3
- 371-413 A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form
by Linton, Oliver & Xiao, Zhijie
- 414-439 A Model Selection Test For Bivariate Failure-Time Data
by Chen, Xiaohong & Fan, Yanqin
- 440-463 A Robust Bayesian Approach For Unit Root Testing
by Conigliani, Caterina & Spezzaferri, Fulvio
- 464-484 On The Parametrization Of Multivariate Garch Models
by Scherrer, Wolfgang & Ribarits, Eva
- 485-500 On The Stationarity Of Markov-Switching Garch Processes
by Abramson, Ari & Cohen, Israel
- 501-517 Efficiency Of Linear Estimators Under Heavy-Tailedness: Convolutions Of Α-Symmetric Distributions
by Ibragimov, Rustam
- 519-535 An Efficient Linear Gmm Estimator For The Covariance Stationary Ar(1)/Unit Root Model For Panel Data
by Kruiniger, Hugo
- 537-545 The Real Part Of A Complex Arma Process
by Bailey, Ralph W.
- 546-553 The Integration Order Of Vector Autoregressive Processes
by Franchi, Massimo
April 2007, Volume 23, Issue 2
- 201-220 A Limit Theorem For Mildly Explosive Autoregression With Stable Errors
by Aue, Alexander & Horváth, Lajos
- 221-250 Testing The Parametric Specification Of The Diffusion Function In A Diffusion Process
by Li, Fuchun
- 251-280 Semiparametric Multivariate Volatility Models
by Hafner, Christian M. & Rombouts, Jeroen V.K.
- 281-308 Efficient Semiparametric Estimation Of Duration Models With Unobserved Heterogeneity
by Bearse, Peter & Canals-Cerdá, José & Rilstone, Paul
- 309-347 Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models
by Khan, Shakeeb & Lewbel, Arthur
- 349-354 Nonparametric Identification Of The Mixed Hazards Model With Time-Varying Covariates
by Brinch, Christian N.
- 355-363 Modified Kpss Tests For Near Integration
by Harris, David & Leybourne, Stephen & McCabe, Brendan
- 364-368 Redundancy Of Lagged Regressors Revisited
by Anatolyev, Stanislav
February 2007, Volume 23, Issue 1
- 1-36 Prediction/Estimation With Simple Linear Models: Is It Really That Simple?
by Yang, Yuhong
- 37-70 Local Linear Fitting Under Near Epoch Dependence
by Lu, Zudi & Linton, Oliver
- 71-88 Wiener–Kolmogorov Filtering, Frequency-Selective Filtering, And Polynomial Regression
by Pollock, D.S.G.
- 89-105 Common Stochastic Trends And Aggregation In Heterogeneous Panels
by Lazarová, štěpána & Trapani, Lorenzo & Urga, Giovanni
- 106-154 An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With Conditional Heteroskedasticity Of Unknown Form
by Hong, Yongmiao & Lee, Yoon-Jin
- 155-181 THE ET INTERVIEW: TAKESHI AMEMIYA: Interviewed by James L. Powell
by Powell, James L.
- 183-189 Permanent-Transitory Decompositions Under Weak Exogeneity
by Fisher, Lance A. & Huh, Hyeon-seung
- 190-199 Minimax Regret Treatment Choice With Incomplete Data And Many Treatments
by Stoye, Jörg
December 2006, Volume 22, Issue 6
- 989-1029 A Test For Stationarity Versus Trends And Unit Roots For A Wide Class Of Dependent Errors
by Giraitis, Liudas & Leipus, Remigijus & Philippe, Anne
- 1030-1051 A Consistent Diagnostic Test For Regression Models Using Projections
by Escanciano, J. Carlos
- 1052-1090 Stochastic Unit Root Models
by Gourieroux, Christian & Robert, Christian Y.
- 1091-1111 A Residual-Based Lm-Type Test Against Fractional Cointegration
by Hassler, Uwe & Breitung, Jörg
- 1112-1137 Asymptotic Distributions For Two Estimators Of The Single-Index Model
by Xia, Yingcun
- 1138-1175 On The Identification And Estimation Of Nonstationary And Cointegrated Armax Systems
by Poskitt, D.S.
- 1177-1178 Acknowledgment Of Related Prior Work
by Wooldridge, Jeffrey M.
- 1179-1190 On The Breitung Test For Panel Unit Roots And Local Asymptotic Power
by Moon, H.R. & Perron, B. & Phillips, P.C.B.
- 1191-1194 An Alternative Derivation Of Mundlak'S Fixed Effects Results Using System Estimation
by Baltagi, Badi H.
October 2006, Volume 22, Issue 5
- 765-814 Unbalanced Cointegration
by Hualde, Javier
- 815-834 Mixing Properties Of A General Class Of Garch(1,1) Models Without Moment Assumptions On The Observed Process
by Francq, Christian & Zakoïan, Jean-Michel
- 835-851 A Portmanteau Test For Serially Correlated Errors In Fixed Effects Models
by Inoue, Atsushi & Solon, Gary
- 852-862 On The Tail Behaviors Of A Family Of Garch Processes
by Liu, Ji-Chun
- 863-912 Bias-Reduced Log-Periodogram And Whittle Estimation Of The Long-Memory Parameter Without Variance Inflation
by Guggenberger, Patrik & Sun, Yixiao
- 913-931 Yet More On The Exact Properties Of Iv Estimators
by Hillier, Grant
- 932-946 On The Bimodality Of The Exact Distribution Of The Tsls Estimator
by Forchini, G.
- 947-960 A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation
by Phillips, Peter C.B.
- 961-967 NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005
by Kilian, Lutz
- 968-972 MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005
by Otsu, Taisuke
- 973-984 Random Effects And Spatial Autocorrelation With Equal Weights
by Baltagi, Badi H.
- 985-988 A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes
by Meitz, Mika
August 2006, Volume 22, Issue 4
- 543-586 A Data-Driven Nonparametric Specification Test For Dynamic Regression Models
by Guay, Alain & Guerre, Emmanuel
- 587-613 A Nonparametric Bootstrap Test Of Conditional Distributions
by Fan, Yanqin & Li, Qi & Min, Insik
- 614-632 A Consistent Nonparametric Equality Test Of Conditional Quantile Functions
by Sun, Yiguo
- 633-676 On Testing For Serial Correlation With A Wavelet-Based Spectral Density Estimator In Multivariate Time Series
by Duchesne, Pierre
- 677-719 Limit Theorems For Bipower Variation In Financial Econometrics
by Barndorff-Nielsen, Ole E. & Graversen, Svend Erik & Jacod, Jean & Shephard, Neil
- 721-742 A Study Of A Semiparametric Binary Choice Model With Integrated Covariates
by Guerre, Emmanuel & Moon, Hyungsik Roger
- 743-755 FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
by Bunzel, Helle
- 756-761 A Generalization Of The Burridge–Guerre Nonparametric Unit Root Test
by García, Ana & Sansó, Andreu
June 2006, Volume 22, Issue 3
- 347-372 On The Alternative Long-Run Variance Ratio Test For A Unit Root
by Cai, Ye & Shintani, Mototsugu
- 373-402 Monitoring Constancy Of Variance In Conditionally Heteroskedastic Time Series
by Horváth, Lajos & Kokoszka, Piotr & Zhang, Aonan
- 403-428 Empirical Likelihood For Garch Models
by Chan, Ngai Hang & Ling, Shiqing
- 429-456 A Residual-Based Test For Stochastic Cointegration
by McCabe, Brendan & Leybourne, Stephen & Harris, David
- 457-482 Testing Goodness Of Fit Based On Densities Of Garch Innovations
by Horváth, Lajos & Zitikis, Ričardas
- 483-498 Estimation Of Differential-Difference Equation Systems With Unknown Lag Parameters
by Ercolani, Joanne S. & Chambers, Marcus J.
- 499-512 Reducing Bias Of Mle In A Dynamic Panel Model
by Hahn, Jinyong & Moon, Hyungsik Roger
- 513-527 Generalized Empirical Likelihood Inference For Nonlinear And Time Series Models Under Weak Identification
by Otsu, Taisuke
- 529-536 Partially Superfluous Observations
by Qian, Hailong & Tian, Yongge
- 537-541 A Note On Identification With Averaged Data
by Machado, José A.F. & Santos Silva, J.M.C.
April 2006, Volume 22, Issue 2
- 173-205 Smoothed Empirical Likelihood Methods For Quantile Regression Models
by Whang, Yoon-Jae
- 206-234 The Variance Ratio Statistic At Large Horizons
by Chen, Willa W. & Deo, Rohit S.
- 235-257 Identification Of Covariance Structures
by Lucchetti, Riccardo
- 258-278 Some Identification Issues In Nonparametric Linear Models With Endogenous Regressors
by Severini, Thomas A. & Tripathi, Gautam
- 279-303 Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models
by Kapetanios, George & Shin, Yongcheol & Snell, Andy
- 304-322 Convergence Of Integral Functionals Of Stochastic Processes
by Berkes, István & Horváth, Lajos
- 323-337 A Closed-Form Estimator For The Garch(1,1) Model
by Kristensen, Dennis & Linton, Oliver
- 338-344 On The Product And Ratio Of Gamma And Weibull Random Variables
by Nadarajah, Saralees & Kotz, Samuel
February 2006, Volume 22, Issue 1
- 1-14 Unit Root Testing For Functionals Of Linear Processes
by Wu, Wei Biao
- 15-68 Break Date Estimation For Var Processes With Level Shift With An Application To Cointegration Testing
by Saikkonen, Pentti & Lütkepohl, Helmut & Trenkler, Carsten
- 69-97 Performance Limits For Estimators Of The Risk Or Distribution Of Shrinkage-Type Estimators, And Some General Lower Risk-Bound Results
by Leeb, Hannes & Pötscher, Benedikt M.
- 98-126 More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors
by Su, Liangjun & Ullah, Aman
- 127-157 Nonparametric Study Of Solutions Of Differential Equations
by Vanhems, Anne
- 159-163 Generalization Of A Result On “Regressions, Short And Long”
by Molinari, Francesca & Peski, Marcin
- 164-168 Stationarity Condition For Ar Index Process
by Im, Eric Iksoon & Hammes, David L. & Wills, Douglas T.
December 2005, Volume 21, Issue 6
- 1031-1057 Exact Mean Integrated Squared Error Of Higher Order Kernel Estimators
by Hansen, Bruce E.
- 1058-1086 Bivariate Arch Models: Finite-Sample Properties Of Qml Estimators And An Application To An Lm-Type Test
by Iglesias, Emma M. & Phillips, Garry D.A.
- 1087-1111 Validity Of The Sampling Window Method For Long-Range Dependent Linear Processes
by Nordman, Daniel J. & Lahiri, Soumendra N.
- 1112-1129 Stationarity Tests Under Time-Varying Second Moments
by Cavaliere, Giuseppe & Taylor, A.M. Robert
- 1130-1164 A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests
by Kiefer, Nicholas M. & Vogelsang, Timothy J.
- 1165-1171 A Central Limit Theorem For Mixing Triangular Arrays Of Variables Whose Dependence Is Allowed To Grow With The Sample Size
by Francq, Christian & Zakoïan, Jean-Michel
- 1172-1176 A Proof Of The Power Of Kim'S Test Against Stationary Processes With Structural Breaks
by Belaire-Franch, Jorge
October 2005, Volume 21, Issue 5
- 877-906 Partially Linear Models With Unit Roots
by Juhl, Ted & Xiao, Zhijie
- 907-945 Limited Time Series With A Unit Root
by Cavaliere, Giuseppe
- 946-961 ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
by Kristensen, Dennis & Rahbek, Anders
- 962-990 Optimal Tests For Nested Model Selection With Underlying Parameter Instability
by Rossi, Barbara
- 991-1016 A Test For Comparing Multiple Misspecified Conditional Interval Models
by Corradi, Valentina & Swanson, Norman R.
- 1017-1025 The Uniqueness Of Cross-Validation Selected Smoothing Parameters In Kernel Estimation Of Nonparametric Models
by Li, Qi & Zhou, Jianxin
- 1026-1028 Violating Ignorability Of Treatment By Controlling For Too Many Factors
by Wooldridge, Jeffrey M.
August 2005, Volume 21, Issue 4
- 667-709 Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification
by Guggenberger, Patrik & Smith, Richard J.
- 710-734 Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series
by Andrews, Donald W.K. & Lieberman, Offer
- 735-756 Estimation Of Cointegrating Vectors With Time Series Measured At Different Periodicity
by Pons, Gabriel & Sansó, Andreu
- 757-794 Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power
by Busetti, Fabio & Taylor, A.M. Robert
- 795-837 Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration
by Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem
- 838-863 Some Convergence Theory For Iterative Estimation Procedures With An Application To Semiparametric Estimation
by Dominitz, Jeff & Sherman, Robert P.
- 865-869 Instrumental Variables Estimation With Panel Data
by Wooldridge, Jeffrey M.
- 870-875 Equivalence Of Two Expressions Of The Impact Matrix
by Kurozumi, Eiji & Chigira, Hiroaki & Yamamoto, Taku
June 2005, Volume 21, Issue 3
- 491-533 Frisch'S Econometric Laboratory And The Rise Of Trygve Haavelmo'S Probability Approach
by Bjerkholt, Olav
- 534-561 Strong Consistency Results For Least Squares Estimators In General Vector Autoregressions With Deterministic Terms
by Nielsen, Bent
- 562-592 The Variance Ratio Test: An Analysis Of Size And Power Based On A Continuous-Time Asymptotic Framework
by Perron, Pierre & Vodounou, Cosme
- 593-620 A Monte Carlo Study On The Selection Of Cointegrating Rank Using Information Criteria
by Wang, Zijun & Bessler, David A.
- 621-645 The Et Interview: Professor Jan Kmenta
by Lodewijks, John
- 647-652 Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004
by Startz, Richard
- 653-658 A Note On Testing Restrictions For The Cointegration Parameters Of A Var With I(2) Variables
by Johansen, Søren & Lütkepohl, Helmut
- 659-663 Three Rank Formulas Associated With The Covariance Matrices Of The Blue And The Olse In The General Linear Model
by Puntanen, Simo & Styan, George P.H. & Tian, Yongge
- 665-666 Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution
by Paruolo, Paolo
April 2005, Volume 21, Issue 2
- 299-325 The Rank Of A Submatrix Of Cointegration
by Kurozumi, Eiji
- 326-357 Bayesian Reference Analysis Of Cointegration
by Villani, Mattias
- 358-389 Nonparametric Frontier Estimation: A Conditional Quantile-Based Approach
by Aragon, Y. & Daouia, A. & Thomas-Agnan, C.
- 390-412 Consistency Of Asymmetric Kernel Density Estimators And Smoothed Histograms With Application To Income Data
by Bouezmarni, Taoufik & Scaillet, Olivier
- 413-430 Further Results On The Asymptotics For Nonlinear Transformations Of Integrated Time Series
by de Jong, Robert & Wang, Chien-Ho
- 431-454 On Plug-In Estimation Of Long Memory Models
by Lieberman, Offer
- 455-469 Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects
by Hahn, Jinyong & Meinecke, Juergen
- 472-476 An Alternative To Maximum Likelihood Based On Spacings
by Anatolyev, Stanislav & Kosenok, Grigory
- 477-482 The Mean-Median-Mode Inequality: Counterexamples
by Abadir, Karim M.
- 483-484 Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares—Solution
by Baltagi, B.H.
- 485-487 Solutions to Problems Posed in Volume 20(1) and 20(2): 04.2.1. A Range Equality for Block Matrices with Orthogonal Projectors—Solution
by Werner, Hans Joachim
- 487-488 Solutions to Problems Posed in Volume 20(1) and 20(2): 04.2.2. Characterizations of Hermitian Projectors
by Lauwers, Luc
February 2005, Volume 21, Issue 1
- 3-20 Automated Discovery In Econometrics
by Phillips, Peter C.B.
- 21-59 Model Selection And Inference: Facts And Fiction
by Leeb, Hannes & Pötscher, Benedikt M.
- 60-68 Challenges For Econometric Model Selection
by Hansen, Bruce E.
- 69-77 Automatic Inference Of The Contemporaneous Causal Order Of A System Of Equations
by Hoover, Kevin D.
- 78-84 Automated Inference And The Future Of Econometrics: A Comment
by Paruolo, Paolo
- 85-115 Automatic Inference For Infinite Order Vector Autoregressions
by Kuersteiner, Guido M.
- 116-142 Hac Estimation By Automated Regression
by Phillips, Peter C.B.
- 143-157 Nonparametric Inference For Unbalanced Time Series Data
by Linton, Oliver
- 158-170 Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation
by Smith, Richard J.
- 171-180 Robust Covariance Matrix Estimation: Hac Estimates With Long Memory/Antipersistence Correction
by Robinson, P.M.
- 181-211 Estimating Linear Dynamical Systems Using Subspace Methods
by Bauer, Dietmar
- 212-231 Real-Time Econometrics
by Pesaran, Hashem & Timmermann, Allan
- 232-261 Automated Inference And Learning In Modeling Financial Volatility
by McAleer, Michael
- 262-277 A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
by Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert
- 278-297 A Dialogue Concerning A New Instrument For Econometric Modeling
by Granger, Clive W.J. & Hendry, David F.
December 2004, Volume 20, Issue 6
- 995-1045 Weak Dependence: Models And Applications To Econometrics
by Nze, Patrick Ango & Doukhan, Paul
- 1046-1093 Nonparametric Regression In The Presence Of Measurement Error
by Schennach, Susanne M.
- 1094-1139 The Live Method For Generalized Additive Volatility Models
by Kim, Woocheol & Linton, Oliver
- 1140-1167 SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
by Berkes, István & Gombay, Edit & Horváth, Lajos & Kokoszka, Piotr
- 1168-1202 Testing For Structural Change In The Presence Of Auxiliary Models
by Ghysels, Eric & Guay, Alain
- 1203-1226 Asymptotic Inference For Nonstationary Garch
by Jensen, Søren Tolver & Rahbek, Anders
- 1227-1260 Estimation Of The Long-Run Average Relationship In Nonstationary Panel Time Series
by Sun, Yixiao
- 1261-1263 03.6.1 The Central Limit Theorem for Student's Distribution—Solution
by Abadir, Karim & Magnus, Jan
- 1263-1264 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution
by Jansson, Michael
October 2004, Volume 20, Issue 5
- 813-843 Instrumental Variable Estimation Of A Threshold Model
by Caner, Mehmet & Hansen, Bruce E.
- 844-882 Adaptive Testing In Continuous-Time Diffusion Models
by Gao, Jiti & King, Maxwell
- 883-890 Nonparametric Identification Of Latent Competing Risks Models
by Colby, Gordana & Rilstone, Paul
- 891-903 On The Asymptotic Distribution Of Impulse Response Functions With Long-Run Restrictions
by Vlaar, Peter J.G.
- 904-926 An Extended Constant Conditional Correlation Garch Model And Its Fourth-Moment Structure
by He, Changli & Teräsvirta, Timo
- 927-942 Estimating The Skewness In Discretely Observed Lévy Processes
by Woerner, Jeannette H.C.
- 943-962 A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
by Sun, Yixiao
- 963-987 Transformations For Multivariate Statistics
by Marsh, Patrick
- 989-989 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation—Solution
by Baltagi, Badi H.
- 990-993 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution
by Kristensen, Dennis & Linton, Oliver
August 2004, Volume 20, Issue 4
- 645-670 Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model
by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- 671-689 A Simple Test Of Normality For Time Series
by Lobato, Ignacio N. & Velasco, Carlos
- 690-700 ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
by Qin, Huaizhen & Wan, Alan T.K.
- 701-734 A Nonparametric Simulated Maximum Likelihood Estimation Method
by Fermanian, Jean-David & Salanié, Bernard
- 735-742 The Asymptotic Distribution Of The Cointegration Rank Estimator Under The Akaike Information Criterion
by Kapetanios, George
- 743-804 THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
by Ericsson, Neil R.
- 811-811 Corrigendum
by ,
June 2004, Volume 20, Issue 3
- 437-463 Average Derivatives For Hazard Functions
by Gørgens, Tue
- 464-484 Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter
by Lieberman, Offer & Phillips, Peter C.B.
- 485-512 Regression Model Fitting With A Long Memory Covariate Process
by Koul, Hira L. & Baillie, Richard T. & Surgailis, Donatas
- 513-534 Efficient Method Of Moments In Misspecified I.I.D. Models
by Aguirre-Torres, Víctor & Toribio, Manuel Domínguez
- 535-562 The Bernstein Copula And Its Applications To Modeling And Approximations Of Multivariate Distributions
by Sancetta, Alessio & Satchell, Stephen
- 563-596 Simultaneously Modeling Conditional Heteroskedasticity And Scale Change
by Feng, Yuanhua
- 597-625 Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis
by Pedroni, Peter
- 627-635 Addendum To “Asymptotics For Nonlinear Transformations Of Integrated Time Series”
by de Jong, Robert M.
- 636-637 A Note On The Paper By H.J. Bierens: “Complex Unit Roots And Business Cycles: Are They Real?”
by Díaz-Emparanza, Ignacio
- 639-640 04.3.1 An I(2) Model for VAR(1) Processes
by Paruolo, Paolo
April 2004, Volume 20, Issue 2
- 231-264 Empirical Likelihood Based Inference With Applications To Some Econometric Models
by Bravo, Francesco
- 265-300 Bootstrap Inference In Semiparametric Generalized Additive Models
by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan
- 301-340 Cointegrating Smooth Transition Regressions
by Saikkonen, Pentti & Choi, In
- 341-359 On The Robustness Of Hypothesis Testing Based On Fully Modified Vector Autoregression When Some Roots Are Almost One
by Kauppi, Heikki
- 360-381 Robust Tests Of The Unit Root Hypothesis Should Not Be “Modified”
by Thompson, Samuel B.
- 382-416 A Generalized Portmanteau Goodness-Of-Fit Test For Time Series Models
by Chen, Willa W. & Deo, Rohit S.
- 417-426 Issues Concerning The Approximation Underlying The Spectral Representation Theorem
by Lippi, Marco
- 427-427 04.2.1. A Range Equality for Block Matrices with Orthogonal Projectors
by Tian, Yongge
- 427-427 04.2.2. Characterizations of Hermitian Projectors
by Dhaene, Geert & Lauwers, Luc
- 427-429 Problems And Solutions
by ,
- 428-429 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution
by Wooldridge, Jeffrey M.
February 2004, Volume 20, Issue 1
- 1-22 Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem
by Pötscher, Benedikt M.
- 23-55 Optimal Versus Robust Inference In Nearly Integrated Non-Gaussian Models
by Thompson, Samuel B.
- 56-94 Stationarity Testing With Covariates
by Jansson, Michael
- 95-115 On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values
by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- 116-146 Efficient Likelihood Inference In Nonstationary Univariate Models
by Nielsen, Morten Ørregaard
- 147-160 Stationarity And Memory Of Arch(∞) Models
by Zaffaroni, Paolo
- 161-175 The Diffusion Limit Of A Tvp-Gqarch-M(1,1) Model
by Arvanitis, Stelios
- 176-222 Combining Forecasting Procedures: Some Theoretical Results
by Yang, Yuhong
- 223-224 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
by Baltagi, Badi H.
- 223-229 Problems And Solutions
by ,
- 224-224 Correcting for Heteroskedasticity of Unspecified Form
by Wansbeek, Tom
- 225-226 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function—Solution
by Sapra, S.K.
- 227-227 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution
by Dhaene, G.
- 228-229 03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution
by Carrasco, Marine
December 2003, Volume 19, Issue 6
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