Content
2020
- 614 Reweighted nonparametric likelihood inference for linear functionals
by Karun Adusumilli & Taisuke Otsu & Chen Qiu - 613 Jackknife Lagrange multiplier test with many weak instruments
by Yukitoshi Matsushita & Taisuke Otsu - 612 Second-order refinements for t-ratios with many instruments
by Yukitoshi Matsushita & Taisuke Otsu - 611 Estimation of (static or dynamic) games under equilibrium multiplicity
by Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi
2019
- 610 Switching Regressions with Imperfect Regime Classification Information: Theory and Applications
by V A Hajivassiliou - 609 Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics
by V A Hajivassiliou - 608 Nonparametric intermediate order regression quantiles
by Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu - 607 Estimation of Varying Coefficient Models with Measurement Error
by Hao Dong & Taisuke Otsu & Luke Taylor - 606 Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate
by V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac - 605 Jackknife, small bandwidth and high-dimensional asymptotics
by Yukitoshi Matsushita & Taisuke Otsu - 604 On the uniform convergence of deconvolution estimators from repeated measurements
by Daisuke Kurisu & Taisuke Otsu - 603 Score estimation of monotone partially linear index model
by Taisuke Otsu & Mengshan Xu - 602 Average derivative estimation under measurement error
by Hao Dong & Taisuke Otsu & Luke Taylor - 601 Causal inference on regression discontinuity designs by high-dimensional methods
by Yoici Arai & Taisuke Otsu & Myung Hwan Seo
2018
- 600 Nonparametric Estimation of Additive Model with Errors-in-Variables
by Hao Dong & Taisuke Otsu - 599 Likelihood ratio inference for missing data models
by Karun Adusumilli & Taisuke Otsu - 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