## Content

### 2018

**598 Likelihood corrections for two-way models***by*Koen Jochmans & Taisuke Otsu**596 Adaptive Inference on Pure Spatial Models***by*Jungyoon Lee & Peter M Robinson**595 Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect***by*Taisuke Otsu & Chen Qiu

### 2017

**597 Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence***by*Javier Hidalgo & Marcia M Schafgans**594 Inference on distribution functions under measurement error***by*Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang**593 Relative error accurate statistic based on nonparametric likelihood***by*Lorenzo Camponovo & Taisuke Otsu**592 Likelihood inference on semiparametric models: Average derivative and treatment effect***by*Yukitoshi Matsushita & Taisuke Otsu**591 Empirical likelihood for high frequency data***by*Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu**590 Robust Inference and Testing of Continuity in Threshold Regression Models***by*Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo

### 2016

**/2015/586 Specification testing for errors-in-variables models***by*Taisuke Otsu & Luke Taylor**/589 Local M-estimation with discontinuous criterion for dependent and limited observations***by*Myung Hwan Seo & Taisuke Otsu**587 Likelihood inference on semiparametric models with generated regressors***by*Yukitoshi Matsushita & Taisuke Otsu

### 2015

**/2015/585 Nonparametric instrumental regression with errors in variables***by*Karun Adusumilli & Taisuke Otsu**/2015/584 Testing for Breaks in Regression Models with Dependent Data***by*Violetta Dalla & Javier Hidalgo**/2015/583 Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence***by*Javier Hidalgo & Marcia M Schafgans**/2015/582 Pooling data across markets in dynamic Markov games***by*Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi**/2015/581 Nonparametric likelihood for volatility under high frequency data***by*Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu**/2015/580 Bootstrap inference of matching estimators for average treatment effects***by*Taisuke Otsu & Yoshiyasu Rai

### 2014

**579 Robust estimation of moment condition models with weakly dependent data***by*Kirill Evdokimov & Yuichi Kitamura & Taisuke Otsu**578 Regularization for Spatial Panel Time Series Using the Adaptive LASSO***by*Clifford Lam & Pedro Souza**577 Dynamic Panels with Threshold Effect and Endogeneity***by*Myung Hwan Seo & Yongcheol Shin**576 A Cusum Test of Common Trends in Large Heterogeneous Panels***by*Javier Hidalgo & Jungyoon Lee**575 Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors***by*Taisuke Otsu & Luke Taylor**574 Empirical Likelihood for Random Sets***by*Karun Adusumilli & Taisuke Otsu**573 Empirical Likelihood for Regression Discontinuity Design***by*Yukitoshi Matsushita & Taisuke Otsu & Ke-Li Xu**572 Robustness of bootstrap in instrumental variable regression***by*Lorenzo Camponovo & Taisuke Otsu**571 Asymptotics for maximum score method under general conditions***by*Taisuke Otsu & Myung Hwan Seo

### 2013

**570 Series Estimation under Cross-sectional Dependence***by*Jungyoon Lee & Peter M Robinson**569 Panel Nonparametric Regression with Fixed Effects***by*Jungyoon Lee & Peter M Robinson**568 Non-Nested Testing of Spatial Correlation***by*Miguel A. Delgado & Peter M Robinson**567 Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects***by*Peter M Robinson & Carlos Velasco**566 Improved Lagrange Multiplier Tests in Spatial Autoregressions***by*Peter M Robinson & Francesca Rossi**565 Improved Tests for Spatial Correlation***by*Peter M Robinson & Francesca Rossi**564 Extremum Sieve Estimation in k-out-of-n Systems***by*Tatiana Komarova**563 Testing for equality of an increasing number of spectral density functions***by*Javier Hidalgo & Pedro Souza & Pedro Souza**562 Specification For Lattice Processes***by*Javier Hidalgo & Myung Hwan Seo**560 On Testability Of Complementarity In Models With Multiple Equilibria***by*Taisuke Otsu & Yoshiyasu Rai

### 2012

**561 Testing for Structural Stability in the Whole Sample***by*Javier Hidalgo & Myung Hwan Seo**559 Binary Choice Models with Discrete Regressors: Identification and Misspecification***by*Tatiana Komarova

### 2011

**558 Testing For Structural Stability In The Whole Sample***by*Javier Hidalgo & Myunghwan Seo**557 Adapting Kernel Estimation to Uncertain Smoothness***by*Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh**556 Inference on Power Law Spatial Trends (Running Title: Power Law Trends)***by*Peter M Robinson

### 2010

**552 Quantile Uncorrelation and Instrumental Regression***by*Tatiana Komorova & Thomas Severini & Elie Tamer**551 Semiparametric Estimation of Locally Stationary Diffusion Models***by*Bonsoo Koo & Oliver Linton**550 Semiparametric Estimation of Markov Decision Processeswith Continuous State Space***by*Oliver Linton & Sorawoot Srisuma**549 Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate***by*Degui Li & Oliver Linton & Zudi Lu**547 Estimation of Structural Optimization Models: A Note on Identification***by*Sorawoot Srisuma

### 2009

**545 Nonparametric Identification inAsymmetricSecond-Price Auctions: A New Approach***by*Tatiana Komorova**541 Efficient Estimation of a Multivariate Multiplicative Volatility Model***by*Christian M. Hafner & Oliver Linton**539 Estimation Of A Semiparametricigarch(1,1) Model***by*Woocheol Kim & Oliver Linton**538 Nonparametric Regression with a Latent Time Series***by*Oliver Linton & Søren Feodor Nielsen & Jens Perch Nielsen**537 Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator***by*Wolfgang Härdle & Oliver Linton & Yingcun Xia**536 An Alternative Way of ComputingEfficient Instrumental VariableEstimators***by*Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton**535 Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model***by*Efang Kong & Oliver Linton & Yingcun Xia**534 Nonparametric Estimation of a Polarization Measure***by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang**533 Large-Sample Inference on SpatialDependence***by*Peter M Robinson**532 Inference On Nonparametrically Trending Time Series With Fractional Errors***by*Peter M Robinson**531 Developments in the Analysis of Spatial Data***by*Peter M Robinson**530 Correlation Testing in Time Series, SpatialandCross-Sectional Data***by*Peter M Robinson

### 2008

**529 Smoothness Adaptive AverageDerivative Estimation***by*Marcia M Schafgans & Victoria Zinde-Walshyz**527 Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary***by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

### 2007

**525 Multiple Local Whittle Estimation in StationarySystems***by*Peter M Robinson**524 Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns***by*Gregory Connor & Matthias Hagmann & Oliver Linton**523 Inference about Realized Volatility using Infill Subsampling***by*Ilze Kalnina & Oliver Linton**522 Diagnostic Testing For Cointegration***by*Peter Robinson**520 On Discrete Sampling Of Time-Varyingcontinuous-Time Systems***by*Peter Robinson**519 Fractional Cointegration In StochasticVolatility Models***by*Afonso Gonçalves da Silva & Peter M Robinson**518 Specification Testing Forregression Models Withdependent Data***by*Javier Hidalgo**517 Estimation of Nonlinear Error CorrectionModels***by*Myung Hwan Seo**516 Semiparametric Estimation Of A Binaryresponse Model With A Change-Pointdue To A Covariate Threshold***by*Sokbae Lee & Myunghwan Seo**515 Efficient Estimation of the SemiparametricSpatial Autoregressive Model***by*Peter M Robinson

### 2006

**/06/499 Root-N-Consistent Estimation Of Weakfractional Cointegration***by*Javier Hualde & A Robinson**/06/497 Consistent estimation of the memory parameterfor nonlinear time series***by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo**509 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError***by*Ilze Kalnina & Oliver Linton**506 Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns***by*Gregory Connor & Oliver Linton**505 Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory***by*Peter M Robinson**504 Testing For Stochasticmonotonicity***by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang**503 Nonparametric Transformation to White Noise***by*Oliver Linton & Enno Mammen**502 Semiparametric Estimation of Fractional Cointegration***by*Javier Hualde & Peter M Robinson**501 Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory***by*Afonso Gonçalves da Silva & Peter M Robinson**500 Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions***by*M. Gerolimetto & Peter M Robinson**499 Root-N-Consistent Estimation Of Weakfractional Cointegration***by*Javier Hualde & Peter M Robinson**498 Nonparametric Spectrum Estimation for SpatialData***by*Peter M Robinson**497 Consistent estimation of the memory parameterfor nonlinear time series***by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo

### 2005

**495 Pseudo-Maximum Likelihood Estimation of ARCH(8) Models***by*Peter M Robinson & Paolo Zaffaroni**493 A method of moments estimator for semiparametric index models***by*Bas Donkers & Marcia M Schafgans**492 Modified Whittle Estimation of Multilateral Models on a Lattice***by*Peter M Robinson & J Vidal Sanz**487 Modelling Memory of Economic and Financial Time Series***by*Peter M Robinson**486 A Parametric Bootstrap Test for Cycles***by*Violetta Dalla & Javier Hidalgo**485 Testable Implications of Forecast Optimality***by*Andrew J. Patton & Allan Timmermann**484 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap***by*Myunghwan Seo**483 The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives***by*Yoshihiko Nishiyama & Peter M Robinson**482 Distribution Free Goodness-of-Fit Tests for Linear Processes***by*Miguel A. Delgado & Javier Hidalgo & Carlos Velasco**481 Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole***by*Javier Hidalgo

### 2004

**480 Efficiency Improvements in Inference on Stationary and Nonstationary Fractional Time Series***by*Peter M Robinson**479 Forecasting the density of asset returns***by*Trino-Manuel Niguez & Javier Perote**476 Cointegration in Fractional Systems with Deterministic Trends***by*Fabrizio Iacone & Peter M Robinson**474 Nonparametric Inference for Unbalanced Time Series Data***by*Oliver Linton**471 ROBUST COVARIANCE MATRIX ESTIMATION: "HAC" Estimates with Long Memory/Antipersistence Correction***by*Peter M Robinson**468 The Distance between Rival Nonstationary Fractional Processes***by*Peter M Robinson

### 2003

**463 A Quantilogram Approach to Evaluating Directional Predictability***by*Oliver Linton & Yoon-Jae Whang**462 A Bootstrap Causality Test for Covariance Stationary Processes***by*Javier Hidalgo**461 Nonparametric Estimation of Homothetic and Homothetically Separable Functions***by*Arthur Lewbel & Oliver Linton**460 LARCH, Leverage and Long Memory***by*Liudas Giraitis & Remigijus Leipus & Peter M Robinson & Donatas Surgailis**456 A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models***by*Woocheol Kim & Oliver Linton**455 Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos***by*Oliver Linton & Mototsugu Shintani**454 Semiparametric Regression Analysis under Imputation for Missing Response Data***by*Wolfgang Haerdle & Oliver Linton & Qihua Wang**453 Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods***by*Oliver Linton & Enno Mammen**452 An Alternative Bootstrap to Moving Blocks for Time Series Regression Models***by*Javier Hidalgo**451 Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators***by*Hidehiko Ichimura & Oliver Linton**450 Estimation of Semiparametric Models when the Criterion Function is not Smooth***by*Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom**449 Cointegration in Fractional Systems with Unkown Integration Orders***by*Javier Hualde & Peter M Robinson

### 2002

**438 Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory***by*Liudas Giraitis & Peter M Robinson**437 Denis Sargan: Some Perspectives***by*Peter M Robinson**436 Higher-Order Kernel Semiparametric M-Estimation of Long Memory***by*Marc Henry & Peter M Robinson**435 More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors***by*Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao**434 Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos***by*Oliver Linton & Mototsugu Shintani**433 Consistent Testing for Stochastic Dominance: A Subsampling Approach***by*Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang**430 Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation***by*Javier Hidalgo

### 2001

**427 Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory***by*Javier Hidalgo & Peter M Robinson**424 Gaussian Estimation of Parametric Spectral Density with Unknown Pole***by*Liudas Giraitis & Javier Hidalgo & Peter M Robinson**423 Determination of Cointegrating Rank in Fractional Systems***by*Peter M Robinson & Yoshihiro Yajima**422 Finite Sample Improvement in Statistical Inference with I(1) Processes***by*D Marinucci & Peter M Robinson**421 Narrow-Band Analysis of Nonstationary Processes***by*D Marinucci & Peter M Robinson**420 Semiparametric Fractional Cointegration Analysis***by*D Marinucci & Peter M Robinson**419 A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form***by*Oliver Linton & Zhijie Xiao**418 Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain***by*Javier Hidalgo & Yoshihiro Yajima**416 Parametric Estimation under Long-Range Dependence***by*Liudas Giraitis & Peter M Robinson**415 The Estimation of Conditional Densities***by*Xiaohong Chen & Oliver Linton & Peter M Robinson**411 Estimating Multiplicative and Additive Hazard Functions by Kernel Methods***by*Oliver Linton & Jens Perch Nielsen & Sara van de Geer**410 The Memory of Stochastic Volatility Models***by*Peter M Robinson

### 2000

**408 The Averaged Periodogram for Nonstationary Vector Time Series***by*D Marinucci & Peter M Robinson**406 Whittle Estimation of ARCH Models***by*Liudas Giraitis & Peter M Robinson**402 Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income***by*L A Gil-Alaña & Peter M Robinson**400 Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems***by*Steve Berry & Oliver Linton & Ariel Pakes**399 Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics***by*Oliver Linton**398 Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach***by*Douglas J Hodgson & Oliver Linton & Keith Vorkink**397 Nonparametric Estimation with Aggregated Data***by*Oliver Linton & Yoon-Jae Whang**396 Simulated Asymptotic Least Squares Theory***by*Ramdan Dridi**395 Noise and Competition in Strategic Oligopoly***by*Ramdan Dridi & Laurent Germain**392 Semi-Parametric Indirect Inference***by*Ramdan Dridi & Eric Renault**391 Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.)***by*Peter M Robinson & Carlos Velasco**390 Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539***by*Peter M Robinson & Carlos Velasco**389 Nonparametric Censored and Truncated Regression***by*Arthur Lewbel & Oliver Linton**388 Adaptive Varying-Coefficient Linear Models***by*Zongwu Cai & Jianqin Fan & Qiwei Yao**387 Nonparametric Test for Causality with Long-Range Dependence - (Now published in Econometrica, 68, (2000) pp.1465-1490***by*Javier Hidalgo**386 The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions***by*Oliver Linton & Enno Mammen & N Nielsen**385 Yield Curve Estimation by Kernel Smoothing Methods***by*Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard**383 Stationarity and Memory of ARCH Models***by*Paolo Zaffaroni**382 A Model for Long Memory Conditional Heteroscedasticity - (Now published in Annals of Applied Probability, 10 (2000), pp.1002-1024.)***by*Liudas Giraitis & Peter M Robinson & Donatas Surgailis**380 On Intercept Estimation in the Sample Selection Model***by*Marcia M Schafgans & Victoria Zinde-Walsh**379 Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000), pp.183-207.)***by*Liudas Giraitis & Peter M Robinson & Alexander Samarov**378 Contemporaneous Aggregation of GARCH Processes***by*Paolo Zaffaroni

### 1999

**374 Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.)***by*Y Nishiyama & Peter M Robinson**373 Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in Econometrica, 68 (2000), pp.931-979.)***by*Y Nishiyama & Peter M Robinson

### 1998

**365 Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.)***by*Fabio Busetti & Andrew C Harvey**363 Variance-Type Estimation of Long Memory - (Now published in Stochastic Processes and their Applications, 29 (1999), pp.1-24.)***by*Liudas Giraitis & Peter M Robinson**360 Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.)***by*Josu Artech & Peter M Robinson**359 Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in Journal of Time Series Analysis, 21 (2000), pp.1-25.)***by*Josu Artech & Peter M Robinson**357 Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.)***by*Marc Henry & Peter M Robinson**354 Alternative Forms of Fractional Brownian Motion - (Now published in Journal of Statistical Planning and Inference, 80 (1999), pp.111-122.)***by*D Marinucci & Peter M Robinson**353 Band Spectrum Regression for Cointegrated Time Series with Long Memory Innovations***by*D Marinucci**352 Weak Convergence of Multivariate Fractional Processes - (Now published in Stochastic Processes and their Applications, 80 (1999), pp.103-120.)***by*D Marinucci & Peter M Robinson**350 Aggregation of Simple Linear Dynamics: Exact Asymptotic Results***by*Marco Lippi & Paolo Zaffaroni**348 Semiparametric Frequency Domain Analysis of Fractional Cointegration - (Revised version forthcoming in P M Robinson: Time Series with Long Memory (Oxford University Press)***by*D Marinucci & Peter M Robinson

### 1997

**344 Interpolating Exogenous Variables in Open Continuous Time Dynamic Models***by*J R McCrorie**343 Deriving the Exact Discrete Analog of a Continuous Time System***by*J R McCrorie**342 A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.)***by*Ignacio Lobato & Peter M Robinson**340 Some Practical Issues in Maximum Simulated Likelihood***by*V A Hajivassiliou**338 Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.)***by*Peter M Robinson**336 Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.)***by*Peter M Robinson**332 Beta Convergence***by*C Michelacci & Paolo Zaffaroni**329 Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices***by*Paolo Zaffaroni**328 The Method of Simulated Scores for the Estimation of LDV Models***by*V A Hajivassiliou & DL McFadden**327 Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.)***by*Andrew C Harvey & Siem Jan Koopman & J Penzer**326 Semiparametric Estimation of a Sample Selection Model: A Simulation Study***by*Marcia M Schafgans**325 Gender Wage Differences in Malaysia: Parametric and Semiparametric Estimation***by*Marcia M Schafgans**324 Testing Game-Theoretic Models of Price Fixing Behaviour***by*V A Hajivassiliou**323 Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.)***by*Liudas Giraitis & Peter M Robinson & Alexander Samarov**320 Nonlinear Time Series with Long Memory: A Model for Stochastic Volatility - (Now published in 'Journal of Statistical Planning and Inference', 68 (1998), pp.359-371.)***by*Peter M Robinson & Paolo Zaffaroni**319 Modelling Nonlinearity and Long Memory in Time Series - (Now published in 'Nonlinear Dynamics and Time Series', C D Cutler and D T Kaplan (eds), Fields Institute Communications, 11 (1997), pp.61-170.)***by*Peter M Robinson & Paolo Zaffaroni**318 Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.)***by*Javier Hidalgo & Peter M Robinson

### 1996

**317 Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.)***by*L A Gil-Alaña & Peter M Robinson**316 Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.)***by*Peter M Robinson & Carlos Velasco**307 Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997), pp.269-298.)***by*Andrew C Harvey & Siem Jan Koopman**306 Testing for a Slowly Changing Level with Special Reference to Stochastic Volatility - (Now published in 'Journal of Econometrics', 87 (1998), pp.167-189.)***by*Andrew C Harvey & Mariane Streibel**296 Nonparametric Estimation with Strongly Dependent Multivariate Time-Series - (Now published in 'Journal of Time Series Analysis',18 (1997)pp.95-122.)***by*Javier Hidalgo**295 Spectral Analysis for Bivariate Time Series with Long Memory - (Now published in 'Econometric Theory',12 (1997)pp.773-792.)***by*Javier Hidalgo

### 1995

**290 Aggregate and Regional Disagggregate Fluctuations (Now published in Empirical Economics (1996), vol.21, no.1, pp.137-159.)***by*Danny Quah**284 The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)***by*Andrew C Harvey & Siem Jan Koopman & Marco Riani**282 Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.)***by*Danny Quah & Shaun P. Vahey**281 Empirics for Economic Growth and Convergence (Now published in European Economic Review, vol.40, no.6 (1996), pp.1353-1375.)***by*Danny Quah

### 1993

**270 Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data (Now published in Economics Letters 44 (1), 1994, pp.9-19.)***by*Danny Quah**268 Estimation and Testing of Stochastic Variance Models***by*Andrew C Harvey & N.G. Shephard**266 Seasonality in Dynamic Regression Models (Now published in Economic Journal 104 (1994), pp.1324-1345.)***by*Andrew C Harvey & Andrew Scott**265 Galton's Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.)***by*Danny Quah**262 The Multivariate Invariance Principle for Globally Nonstationary Processes, with an Application to I(2) Models***by*James Davidson

### 1992

**251 Conditions for Strong and Uniform Mixing in Linear Processes***by*James Davidson**245 Deletion Diagnostics and Transformations for Time Series***by*A.C. Atkinson & N.G. Shephard**244 Quasi-Maximum Likelihood Estimation of Stochastic Variance Models***by*Esther Ruiz