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2012, Volume 28, Issue 06
- 1165-1185 Archimedean Copulas And Temporal Dependence
by Beare, Brendan K. - 1186-1228 Structural Change Tests Based On Implied Probabilities For Gel Criteria
by Guay, Alain & Lamarche, Jean-François - 1229-1282 Testing Under Weak Identification With Conditional Moment Restrictions
by Jun, Sung Jae & Pinkse, Joris - 1283-1312 Lack-Of-Fit Testing Of The Conditional Mean Function In A Class Of Markov Multiplicative Error Models
by Koul, Hira L. & Perera, Indeewara & Silvapulle, Mervyn J. - 1313-1349 A State Space Canonical Form For Unit Root Processes
by Bauer, Dietmar & Wagner, Martin - 1351-1372 The Et Interview: Professor Cheng Hsiao
by Choi, In & Kuan, Chung-Ming - 1373-1391 The Correlation Structure Of Spatial Autoregressions
by Martellosio, Federico
2012, Volume 28, Issue 05
- 935-958 Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates
by Li, Degui & Lu, Zudi & Linton, Oliver - 959-1002 Specification Test For Missing Functional Data
by Bugni, Federico A. - 1003-1036 Estimators For Persistent And Possibly Nonstationary Data With Classical Properties
by Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena - 1037-1064 Rank-Based Estimation For Garch Processes
by Andrews, Beth - 1065-1086 THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS
by Zhu, Ke & Ling, Shiqing - 1087-1120 Regressor Dimension Reduction With Economic Constraints: The Example Of Demand Systems With Many Goods
by Hoderlein, Stefan & Lewbel, Arthur - 1121-1143 On Augmented Hegy Tests For Seasonal Unit Roots
by Castro, Tomás del Barrio & Osborn, Denise R. & Taylor, A.M. Robert - 1144-1163 A New Diagnostic Test For Cross-Section Uncorrelatedness In Nonparametric Panel Data Models
by Chen, Jia & Gao, Jiti & Li, Degui
2012, Volume 28, Issue 04
- 719-729 Global Identification In Nonlinear Models With Moment Restrictions
by Komunjer, Ivana - 730-768 A Single-Index Quantile Regression Model And Its Estimation
by Kong, Efang & Xia, Yingcun - 769-803 k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
by Chu, Ba & Jacho-Chávez, David T. - 804-837 Sequential Testing For The Stability Of High-Frequency Portfolio Betas
by Aue, Alexander & Hörmann, Siegfried & Horváth, Lajos & Hušková, Marie & Steinebach, Josef G. - 838-860 Adaptive Lasso-Type Estimation For Multivariate Diffusion Processes
by De Gregorio, Alessandro & Iacus, Stefano M. - 861-887 A Consistent Nonparametric Test For Causality In Quantile
by Jeong, Kiho & Härdle, Wolfgang K. & Song, Song - 889-914 The Et Interview: Christian Gouriéroux And Alain Monfort
by Ghysels, Eric & Renault, Eric - 915-924 Sums Of Exponentials Of Random Walks With Drift
by Qu, Xi & de Jong, Robert - 925-932 Some Extensions Of A Lemma Of Kotlarski
by Evdokimov, Kirill & White, Halbert - 933-934 The 2009–2011 Tjalling C. Koopmans Econometric Theory Prize
by Phillips, Peter C.B.
2012, Volume 28, Issue 03
- 485-508 Unit Roots In White Noise
by Onatski, Alexei & Uhlig, Harald - 509-547 Nonlinear Cointegrating Regression Under Weak Identification
by Shi, Xiaoxia & Phillips, Peter C.B. - 548-569 Asymptotic Properties Of Self-Normalized Linear Processes With Long Memory
by Peligrad, Magda & Sang, Hailin - 570-589 Testing For A Change In Correlation At An Unknown Point In Time Using An Extended Functional Delta Method
by Wied, Dominik & Krämer, Walter & Dehling, Herold - 590-628 A New Panel Data Treatment For Heterogeneity In Time Trends
by Kneip, Alois & Sickles, Robin C. & Song, Wonho - 629-669 Local Instrumental Variable Method For The Generalized Additive-Interactive Nonlinear Volatility Model Estimation
by Levine, Michael & Li, Jinguang - 671-679 A Necessary Moment Condition For The Fractional Functional Central Limit Theorem
by Johansen, Søren & Ørregaard Nielsen, Morten - 680-695 Distribution-Free Estimation Of The Box–Cox Regression Model With Censoring
by Chen, Songnian - 696-703 Measurement Errors And Censored Structural Latent Variables Models
by Chen, Songnian & Hsiao, Cheng & Wang, Liqun - 705-717 Toward A Unified Interval Estimation Of Autoregressions
by Chan, Ngai Hang & Li, Deyuan & Peng, Liang
2012, Volume 28, Issue 02
- 249-273 Identifying The Brownian Covariation From The Co-Jumps Given Discrete Observations
by Mancini, Cecilia & Gobbi, Fabio - 274-308 Efficient Estimation Of Factor Models
by Choi, In - 309-327 Consistency Of Plug-In Estimators Of Upper Contour And Level Sets
by Yildiz, Neşe - 328-362 Integrated Conditional Moment Tests For Parametric Conditional Distributions
by Bierens, Herman J. & Wang, Li - 363-386 Specification Test For Conditional Distribution With Functional Data
by Ferraty, Frederic & Quintela-del-Río, Alejandro & Vieu, Philippe - 387-421 On The Asymptotic Size Distortion Of Tests When Instruments Locally Violate The Exogeneity Assumption
by Guggenberger, Patrik - 422-456 Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility
by Smeekes, Stephan & Taylor, A.M. Robert - 457-470 Asymptotic Theory For Maximum Likelihood Estimation Of The Memory Parameter In Stationary Gaussian Processes
by Lieberman, Offer & Rosemarin, Roy & Rousseau, Judith - 471-481 Fixed-B Asymptotics For The Studentized Mean From Time Series With Short, Long, Or Negative Memory
by McElroy, Tucker & Politis, Dimitris N. - 483-484 CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum
by Härdle, Wolfgang K. & Song, Song
2012, Volume 28, Issue 01
- 1-41 Null Recurrent Unit Root Processes
by Myklebust, Terje & Karlsen, Hans Arnfinn & Tjøstheim, Dag - 42-86 Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments
by Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen - 87-129 Uniform Bias Study And Bahadur Representation For Local Polynomial Estimators Of The Conditional Quantile Function
by Guerre, Emmanuel & Sabbah, Camille - 130-178 Testing For The Markov Property In Time Series
by Chen, Bin & Hong, Yongmiao - 179-206 Qml Estimation Of A Class Of Multivariate Asymmetric Garch Models
by Francq, Christian & Zakoïan, Jean-Michel - 207-217 The Et Interview: A Conversation With Eric Ghysels
by Phillips, Peter C.B. & Yu, Jun - 219-238 Discrete Time Representation Of Continuous Time Arma Processes
by Chambers, Marcus J. & Thornton, Michael A. - 239-246 Another Numerical Method Of Finding Critical Values For The Andrews Stability Test
by Anatolyev, Stanislav & Kosenok, Grigory
2011, Volume 27, Issue 06
- 1117-1151 Uniform Asymptotic Normality In Stationary And Unit Root Autoregression
by Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu - 1152-1191 Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects
by Hahn, Jinyong & Kuersteiner, Guido - 1192-1235 Gel Criteria For Moment Condition Models
by Smith, Richard J. - 1236-1278 Parameter Estimation In Nonlinear Ar–Garch Models
by Meitz, Mika & Saikkonen, Pentti - 1279-1319 Locally Stationary Factor Models: Identification And Nonparametric Estimation
by Motta, Giovanni & Hafner, Christian M. & von Sachs, Rainer - 1320-1368 Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels
by Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan - 1369-1375 Nontestability Of Equal Weights Spatial Dependence
by Martellosio, Federico
2011, Volume 27, Issue 05
- 929-932 Special Issue Of Econometric Theory On Bootstrap And Numerical Methods In Time Series: Guest Editors’ Introduction
by Taylor, A.M. Robert & Vogelsang, Timothy J. - 933-956 Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models
by Flury, Thomas & Shephard, Neil - 957-991 Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility
by Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert - 992-1025 Testing For A Shift In Trend At An Unknown Date: A Fixed-B Analysis Of Heteroskedasticity Autocorrelation Robust Ols-Based Tests
by Sayginsoy, Özgen & Vogelsang, Timothy J. - 1026-1047 Saddlepoint And Estimated Saddlepoint Approximations For Optimal Unit Root Tests
by Marsh, Patrick - 1048-1082 The Moving Blocks Bootstrap For Panel Linear Regression Models With Individual Fixed Effects
by Gonçalves, Sílvia - 1083-1116 Bootstrap Assisted Specification Tests For The Arfima Model
by Delgado, Miguel A. & Hidalgo, Javier & Velasco, Carlos
2011, Volume 27, Issue 04
- 673-702 Dynamic Time Series Binary Choice
by de Jong, Robert M. & Woutersen, Tiemen - 703-744 Higher-Order Accurate, Positive Semidefinite Estimation Of Large-Sample Covariance And Spectral Density Matrices
by Politis, Dimitris N. - 745-791 Block Bootstrap Hac Robust Tests: The Sophistication Of The Naive Bootstrap
by Gonçalves, Sílvia & Vogelsang, Timothy J. - 792-843 Simultaneous Specification Testing Of Mean And Variance Structures In Nonlinear Time Series Regression
by Xi Chen, Song & Gao, Jiti - 844-884 Tail And Nontail Memory With Applications To Extreme Value And Robust Statistics
by Hill, Jonathan B. - 885-905 The Et Interview: Peter M. Robinson
by Delgado, Miguel A. & Hidalgo, F. Javier - 907-911 Comment On “Weak Convergence To A Matrix Stochastic Integral With Stable Processes”
by Paulauskas, Vygantas & Rachev, Svetlozar T. & Fabozzi, Frank J. - 913-927 Asymptotic Behavior Of The Cusum Of Squares Test Under Stochastic And Deterministic Time Trends
by Nielsen, Bent & Sohkanen, Jouni S.
2011, Volume 27, Issue 03
- 457-459 Introduction To The Special Issue On Inverse Problems
by Florens, Jean-Pierre & Linton, Oliver - 460-471 On The Completeness Condition In Nonparametric Instrumental Problems
by D’Haultfoeuille, Xavier - 472-496 Identification And Estimation By Penalization In Nonparametric Instrumental Regression
by Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien - 497-521 On Rate Optimality For Ill-Posed Inverse Problems In Econometrics
by Chen, Xiaohong & Reiss, Markus - 522-545 Convergence Rates For Ill-Posed Inverse Problems With An Unknown Operator
by Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne - 546-581 A Spectral Method For Deconvolving A Density
by Carrasco, Marine & Florens, Jean-Pierre - 582-608 Oracle-Efficient Nonparametric Estimation Of An Additive Model With An Unknown Link Function
by Horowitz, Joel L. & Mammen, Enno - 609-638 Demand Analysis As An Ill-Posed Inverse Problem With Semiparametric Specification
by Hoderlein, Stefan & Holzmann, Hajo - 639-661 Estimation Of A Semiparametric Igarch(1,1) Model
by Kim, Woocheol & Linton, Oliver - 663-671 Identification In Triangular Systems Using Control Functions
by Kasy, Maximilian
2011, Volume 27, Issue 02
- 201-234 Estimation Of Nonlinear Error Correction Models
by Hwan Seo, Myung - 235-259 Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications
by Wang, Qiying & Phillips, Peter C.B. - 260-284 Specification Testing In Nonlinear Time Series With Long-Range Dependence
by Gao, Jiti & Wang, Qiying & Yin, Jiying - 285-311 Functional Form Misspecification In Regressions With A Unit Root
by Kasparis, Ioannis - 312-343 Testing For White Noise Under Unknown Dependence And Its Applications To Diagnostic Checking For Time Series Models
by Shao, Xiaofeng - 344-371 Multivariate Ecogarch Processes
by Haug, Stephan & Stelzer, Robert - 373-411 The Et Interview: B.L.S. Prakasa Rao
by Bose, Arup - 413-426 Pivotal Structural Change Tests In Linear Simultaneous Equations With Weak Identification
by Caner, Mehmet - 427-441 Specification Testing In Models With Many Instruments
by Anatolyev, Stanislav & Gospodinov, Nikolay - 443-456 Nonnested Testing In Models Estimated Via Generalized Method Of Moments
by Hall, Alastair R. & Pelletier, Denis
2011, Volume 27, Issue 01
- 1-3 Arnold Zellner, 1927–2010
by Rossi, Peter E. - 5-7 Editors’ Introduction: Special Issue On Empirical Likelihood And Related Methods
by Kitamura, Yuichi & Smith, Richard J. - 8-46 Empirical Likelihood Estimation Of Conditional Moment Restriction Models With Unknown Functions
by Otsu, Taisuke - 47-73 Moment-Based Inference With Stratified Data
by Tripathi, Gautam - 74-113 Gel Methods For Nonsmooth Moment Indicators
by Parente, Paulo M.D.C. & Smith, Richard J. - 114-153 Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood
by Otsu, Taisuke & Whang, Yoon-Jae - 154-177 Empirical-Likelihood-Based Confidence Intervals For Conditional Variance In Heteroskedastic Regression Models
by Chan, Ngai Hang & Peng, Liang & Zhang, Dabao - 178-198 Empirical Likelihood Confidence Intervals For Dependent Duration Data
by El Ghouch, Anouar & Van Keilegom, Ingrid & McKeague, Ian W.
2010, Volume 26, Issue 06
- 1577-1606 Instrumental Variable Estimation In A Data Rich Environment
by Bai, Jushan & Ng, Serena - 1607-1637 Smooth Varying-Coefficient Estimation And Inference For Qualitative And Quantitative Data
by Li, Qi & Racine, Jeffrey S. - 1638-1662 Local Identification In Empirical Games Of Incomplete Information
by Florens, Jean-Pierre & Sbaï, Erwann - 1663-1682 M-Estimation For A Spatial Unilateral Autoregressive Model With Infinite Variance Innovations
by Roknossadati, S.M. & Zarepour, M. - 1683-1718 Bias Corrections In Testing And Estimating Semiparametric, Single Index Models
by Klein, Roger & Shen, Chan - 1719-1760 Cointegration Rank Testing Under Conditional Heteroskedasticity
by Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert - 1761-1806 Testing Structural Change In Partially Linear Models
by Su, Liangjun & White, Halbert - 1807-1819 Local Rank Estimation Of Transformation Models With Functional Coefficients
by Shin, Youngki - 1820-1837 A New Projection-Type Split-Sample Score Test In Linear Instrumental Variables Regression
by Chaudhuri, Saraswata & Richardson, Thomas & Robins, James & Zivot, Eric - 1838-1845 General Specification Testing With Locally Misspecified Models
by Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter - 1846-1854 Deconvoluting Preferences And Errors: A Model For Binomial Panel Data
by Fosgerau, Mogens & Nielsen, Søren Feodor - 1855-1861 Impulse Responses Of Fractionally Integrated Processes With Long Memory
by Hassler, Uwe & Kokoszka, Piotr
2010, Volume 26, Issue 05
- 1263-1304 Asymptotically Unbiased Estimation Of Autocovariances And Autocorrelations With Long Panel Data
by Okui, Ryo - 1305-1331 Unit Root Tests With Wavelets
by Fan, Yanqin & Gençay, Ramazan - 1332-1362 Estimation Of Unit Root Spatial Dynamic Panel Data Models
by Yu, Jihai & Lee, Lung-fei - 1363-1397 Tests Of The Martingale Difference Hypothesis Using Boosting And Rbf Neural Network Approximations
by Kapetanios, George & Blake, Andrew P. - 1398-1436 On Tail Index Estimation For Dependent, Heterogeneous Data
by Hill, Jonathan B. - 1437-1452 Risk Minimization For Time Series Binary Choice With Variable Selection
by Jiang, Wenxin & Tanner, Martin A. - 1453-1490 Time-Varying Cointegration
by Bierens, Herman J. & Martins, Luis F. - 1491-1528 Fully Modified Estimation Of Seasonally Cointegrated Processes
by Gregoir, Stéphane - 1529-1564 Uniform Bahadur Representation For Local Polynomial Estimates Of M-Regression And Its Application To The Additive Model
by Kong, Efang & Linton, Oliver & Xia, Yingcun - 1565-1576 Mixed Normal Inference On Multicointegration
by Boswijk, H. Peter
2010, Volume 26, Issue 04
- 965-993 Sup-Tests For Linearity In A General Nonlinear Ar(1) Model
by Francq, Christian & Horvath, Lajos & Zakoïan, Jean-Michel - 994-1031 Improved And Extended End-Of-Sample Instability Tests Using A Feasible Quasi-Generalized Least Squares Procedure
by Kim, Dukpa - 1032-1059 Asymptotic Theory For Empirical Similarity Models
by Lieberman, Offer - 1060-1087 Nonstationarity-Extended Whittle Estimation
by Shao, Xiaofeng - 1088-1114 Panel Unit Root Tests With Cross-Section Dependence: A Further Investigation
by Bai, Jushan & Ng, Serena - 1115-1179 Characteristic Function–Based Testing For Multifactor Continuous-Time Markov Models Via Nonparametric Regression
by Chen, Bin & Hong, Yongmiao - 1180-1200 Confidence Bands In Quantile Regression
by Härdle, Wolfgang K. & Song, Song - 1201-1217 A Representation Theory For Polynomial Cofractionality In Vector Autoregressive Models
by Franchi, Massimo - 1218-1245 Asymptotics Of Spectral Density Estimates
by Liu, Weidong & Wu, Wei Biao - 1247-1261 On The Spectral Properties Of Matrices Associated With Trend Filters
by Luati, Alessandra & Proietti, Tommaso
2010, Volume 26, Issue 03
- 647-681 A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre - 682-709 Tests For Nonlinear Cointegration
by Choi, In & Saikkonen, Pentti - 710-743 A Two-Stage Plug-In Bandwidth Selection And Its Implementation For Covariance Estimation
by Hirukawa, Masayuki - 744-773 Asymptotic Distribution-Free Diagnostic Tests For Heteroskedastic Time Series Models
by Escanciano, J. Carlos - 774-803 Prediction Errors In Nonstationary Autoregressions Of Infinite Order
by Ing, Ching-Kang & Sin, Chor-yiu & Yu, Shu-Hui - 804-837 Analyzing The Random Coefficient Model Nonparametrically
by Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno - 838-862 Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model
by Conrad, Christian & Karanasos, Menelaos - 863-881 Panel Data Models With Finite Number Of Multiple Equilibria
by Hahn, Jinyong & Moon, Hyungsik Roger - 882-915 Analysis Of Coexplosive Processes
by Nielsen, Bent - 917-930 The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation
by Forchini, Giovanni - 931-951 Sharp Bounds On The Distribution Of Treatment Effects And Their Statistical Inference
by Fan, Yanqin & Park, Sang Soo - 953-962 Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities
by Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B.
2010, Volume 26, Issue 02
- 327-329 Arthur S. Goldberger, 1930–2009
by Manski, Charles F. - 331-368 Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales
by Veraart, Almut E.D. - 369-382 The Impact Of A Hausman Pretest On The Asymptotic Size Of A Hypothesis Test
by Guggenberger, Patrik - 383-405 Semiparametric Efficiency Bound In Time-Series Models For Conditional Quantiles
by Komunjer, Ivana & Vuong, Quang - 406-425 Aggregation Of The Random Coefficient Glarch(1,1) Process
by Giraitis, Liudas & Leipus, Remigijus & Surgailis, Donatas - 426-468 ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
by Andrews, Donald W.K. & Guggenberger, Patrik - 469-500 Maximal Uniform Convergence Rates In Parametric Estimation Problems
by Beckert, Walter & McFadden, Daniel L. - 501-540 Exact Local Whittle Estimation Of Fractional Integration With Unknown Mean And Time Trend
by Shimotsu, Katsumi - 541-563 Reweighted Functional Estimation Of Diffusion Models
by Xu, Ke-Li - 564-597 A Spatial Dynamic Panel Data Model With Both Time And Individual Fixed Effects
by Lee, Lung-fei & Yu, Jihai - 598-631 Recursive Forecast Combination For Dependent Heterogeneous Data
by Sancetta, Alessio - 633-645 Many Instruments Asymptotic Approximations Under Nonnormal Error Distributions
by Hasselt, Martijn van
2010, Volume 26, Issue 01
- 1-28 Estimation For A Nonstationary Semi-Strong Garch(1,1) Model With Heavy-Tailed Errors
by Linton, Oliver & Pan, Jiazhu & Wang, Hui - 29-59 Spline-Backfitted Kernel Smoothing Of Additive Coefficient Model
by Liu, Rong & Yang, Lijian - 60-93 Nonparametric Filtering Of The Realized Spot Volatility: A Kernel-Based Approach
by Kristensen, Dennis - 94-118 Optimal Bandwidth Choice For Estimation Of Inverse Conditional–Density–Weighted Expectations
by Jacho-Chávez, David Tomás - 119-151 Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity
by Han, Chirok & Phillips, Peter C. B. - 152-186 Power Properties Of Invariant Tests For Spatial Autocorrelation In Linear Regression
by Martellosio, Federico - 187-230 Efficient Gmm Estimation Of High Order Spatial Autoregressive Models With Autoregressive Disturbances
by Lee, Lung-fei & Liu, Xiaodong - 231-259 Testing For Exogeneity In Threshold Models
by Kapetanios, George - 260-299 Pooling Estimates With Different Rates Of Convergence: A Minimum Χ2 Approach With Emphasis On A Social Interactions Model
by Lee, Lung-fei - 301-310 Specification Of Variance Matrices For Panel Data Models
by Magnus, Jan R. & Muris, Chris - 311-324 Local Asymptotic Power Of The Im-Pesaran-Shin Panel Unit Root Test And The Impact Of Initial Observations
by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Sakkas, Nikolaos D.
2009, Volume 25, Issue 06
- 1451-1456 Special Issue Of Econometric Theory In Honor Of Paul Newbold: Guest Editors’ Introduction
by Leybourne, Stephen & Taylor, A.M. Robert - 1460-1465 The Research Interests Of Paul Newbold
by Granger, Clive W.J. & Leybourne, Stephen J. - 1466-1497 Local Limit Theory And Spurious Nonparametric Regression
by Phillips, Peter C.B. - 1498-1514 Averaging Estimators For Regressions With A Possible Structural Break
by Hansen, Bruce E. - 1515-1544 A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic
by Nielsen, Morten Ørregaard - 1545-1588 Testing For A Unit Root In The Presence Of A Possible Break In Trend
by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert - 1589-1624 Representation And Weak Convergence Of Stochastic Integrals With Fractional Integrator Processes
by Davidson, James & Hashimzade, Nigar - 1625-1661 Robust Inference In Autoregressions With Multiple Outliers
by Cavaliere, Giuseppe & Georgiev, Iliyan - 1662-1681 The Properties Of Kullback–Leibler Divergence For The Unit Root Hypothesis
by Marsh, Patrick - 1682-1715 Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past
by Phillips, Peter C.B. & Magdalinos, Tassos - 1716-1733 Inference On Nonparametrically Trending Time Series With Fractional Errors
by Robinson, P.M. - 1734-1753 Heteroskedasticity-Robust Testing For A Fractional Unit Root
by Kew, Hsein & Harris, David - 1754-1792 Gls-Based Unit Root Tests With Multiple Structural Breaks Under Both The Null And The Alternative Hypotheses
by Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa & Perron, Pierre - 1793-1828 Testing For General Fractional Integration In The Time Domain
by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio - 1829-1850 Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root
by Elliott, Graham & Pesavento, Elena - 1851-1868 A Note On The Pooling Of Individual Panic Unit Root Tests
by Westerlund, Joakim & Larsson, Rolf - 1869-1892 Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity
by Gao, Jiti & King, Maxwell & Lu, Zudi & Tjøstheim, Dag
2009, Volume 25, Issue 05
- 1139-1142 Obituary
by Hendry, David F. & Phillips, Peter C.B. - 1143-1179 Bias Reduction And Likelihood-Based Almost Exactly Sized Hypothesis Testing In Predictive Regressions Using The Restricted Likelihood
by Chen, Willa W. & Deo, Rohit S. - 1180-1207 Weak Convergence Of Nonlinear Transformations Of Integrated Processes: The Multivariate Case
by Christopeit, Norbert - 1208-1227 Least Absolute Deviation Estimation For Unit Root Processes With Garch Errors
by Li, Guodong & Li, Wai Keung - 1228-1276 Heteroskedastic Time Series With A Unit Root
by Cavaliere, Giuseppe & Taylor, A.M. Robert - 1277-1288 Integrated Markov-Switching Garch Process
by Liu, Ji-Chun - 1289-1318 A Bias-Corrected Nonparametric Envelopment Estimator Of Frontiers
by Bădin, Luiza & Simar, Léopold - 1319-1347 Opening The Black Box: Structural Factor Models With Large Cross Sections
by Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia - 1348-1391 Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data
by Kruiniger, Hugo - 1392-1414 Efficient Semiparametric Seemingly Unrelated Quantile Regression Estimation
by Jun, Sung Jae & Pinkse, Joris - 1415-1432 Nonstandard Quantile-Regression Inference
by Goh, S.C. & Knight, K. - 1433-1445 Uniform Convergence Rates Of Kernel Estimators With Heterogeneous Dependent Data
by Kristensen, Dennis
2009, Volume 25, Issue 04
- 891-900 Econometric Theory Memorial To Albert Rex Bergstrom–Introduction
by Chambers, Marcus J. & Phillips, Peter C.B. & Taylor, A.M. Robert