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Content
December 2015, Volume 31, Issue 6
October 2015, Volume 31, Issue 5
- 911-952 Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series
by Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag
- 953-980 Testing Instability In A Predictive Regression Model With Nonstationary Regressors
by Cai, Zongwu & Wang, Yunfei & Wang, Yonggang
- 981-1015 Hidden Markov Structures For Dynamic Copulae
by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining
- 1016-1053 Testing For Treatment Dependence Of Effects Of A Continuous Treatment
by Lu, Xun & White, Habert
- 1054-1077 Optimal Bandwidth Selection For Robust Generalized Method Of Moments Estimation
by Wilhelm, Daniel
- 1078-1101 Parametric Specification Test For Nonlinear Autoregressive Models
by Kim, Kun Ho & Zhang, Ting & Wu, Wei Biao
- 1102-1116 What Do Quantile Regressions Identify For General Structural Functions?
by Sasaki, Yuya
- 1117-1152 Tests For Parameter Instability In Dynamic Factor Models
by Han, Xu & Inoue, Atsushi
August 2015, Volume 31, Issue 4
- 671-702 Let’S Get Lade: Robust Estimation Of Semiparametric Multiplicative Volatility Models
by Koo, Bonsoo & Linton, Oliver
- 703-728 Modeling Nonstationary And Leptokurtic Financial Time Series
by Chen, Ying & Spokoiny, Vladimir
- 729-752 A Hidden Markov Model For The Detection Of Pure And Mixed Strategy Play In Games
by Shachat, Jason & Swarthout, J. Todd & Wei, Lijia
- 753-777 Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines
by Chen, Haiqiang & Fang, Ying & Li, Yingxing
- 778-810 Robust Estimation And Inference For Threshold Models With Integrated Regressors
by Chen, Haiqiang
- 811-859 Testing For Structural Change In Time-Varying Nonparametric Regression Models
by Vogt, Michael
- 860-879 Shrinkage Efficiency Bounds
by Hansen, Bruce E.
- 880-890 Asymptotic Inference For Ar Models With Heavy-Tailed G-Garch Noises
by Zhang, Rongmao & Ling, Shiqing
- 891-910 A Simple Omnibus Overidentification Specification Test For Time Series Econometric Models
by Domínguez, Manuel A. & Lobato, Ignacio N.
June 2015, Volume 31, Issue 3
- 426-448 Second Order Expansion Of The T-Statistic In Ar(1) Models
by Mikusheva, Anna
- 449-470 A Parametric Bootstrap For Heavy-Tailed Distributions
by Cornea-Madeira, Adriana & Davidson, Russell
- 471-492 Nonparametric Tests Of Density Ratio Ordering
by Beare, Brendan K. & Moon, Jong-Myun
- 493-520 Simple Two-Stage Inference For A Class Of Partially Identified Models
by Shi, Xiaoxia & Shum, Matthew
- 521-538 Identification In Discrete Markov Decision Models
by Srisuma, Sorawoot
- 539-559 Asymptotically Ump Panel Unit Root Tests—The Effect Of Heterogeneity In The Alternatives
by Gaia Becheri, I. & Drost, Feike C. & Akker, Ramon van den
- 560-580 Pricing Kernel Estimation: A Local Estimating Equation Approach
by Cai, Zongwu & Ren, Yu & Sun, Linman
- 581-646 Automated Estimation Of Vector Error Correction Models
by Liao, Zhipeng & Phillips, Peter C. B.
- 647-667 The Asymptotic Properties Of The System Gmm Estimator In Dynamic Panel Data Models When Both N And T Are Large
by Hayakawa, Kazuhiko
April 2015, Volume 31, Issue 2
- 195-212 Var Interpretations Of Haavelmo’S Market Model Of Capital And Investment
by Biørn, Erik
- 213-232 Haavelmo’S Probability Approach And The Cointegrated Var
by Juselius, Katarina
- 233-248 Haavelmo’S Contributions To Simultaneous-Equations Estimation
by Chipman, John S.
- 249-274 Trygve Haavelmo’S Experimental Methodology And Scenario Analysis In A Cointegrated Vector Autoregression
by Hoover, Kevin & Juselius, Katarina
- 275-293 Consolidation Of The Haavelmo-Cowles Commission Research Program
by Qin, Duo
- 294-336 Specification Tests For Lattice Processes
by Hidalgo, Javier & Seo, Myung Hwan
- 337-361 The Integrated Mean Squared Error Of Series Regression And A Rosenthal Hilbert-Space Inequality
by Hansen, Bruce E.
- 362-393 Econometric Analysis Of Volatility Component Models
by Wang, Fangfang & Ghysels, Eric
- 394-422 When Bias Kills The Variance: Central Limit Theorems For Dea And Fdh Efficiency Scores
by Kneip, Alois & Simar, Léopold & Wilson, Paul W.
February 2015, Volume 31, Issue 1
December 2014, Volume 30, Issue 6
- 1135-1164 Bootstrapping Density-Weighted Average Derivatives
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
- 1165-1206 On A Family Of Contrasts For Parametric Inference In Degenerate Arch Models
by Truquet, Lionel
- 1207-1246 Measurement Error And Deconvolution In Spaces Of Generalized Functions
by Zinde-Walsh, Victoria
- 1247-1271 General Inequalities For Gibbs Posterior With Nonadditive Empirical Risk
by Li, Cheng & Jiang, Wenxin & Tanner, Martin A.
- 1272-1314 Efficient Regressions Via Optimally Combining Quantile Information
by Zhao, Zhibiao & Xiao, Zhijie
- 1315-1347 Nonparametric Estimation Of Dynamic Panel Models With Fixed Effects
by Lee, Yoonseok
October 2014, Volume 30, Issue 5
August 2014, Volume 30, Issue 4
- 715-718 Guest Editors Introduction: The Special 18th Meeting Of The New Zealand Econometric Study Group In Honor Of Peter C. B. Phillips
by Hansen, Bruce E. & Park, Joon
- 719-736 Unit Roots In Life—A Graduate Student Story
by Phillips, Peter C. B.
- 737-774 Econometric Analysis Of Continuous Time Models: A Survey Of Peter Phillips’S Work And Some New Results
by Yu, Jun
- 775-814 Unit Roots: A Selective Review Of The Contributions Of Peter C. B. Phillips
by Xiao, Zhijie
- 815-838 Linear Nonstationary Models—A Review Of The Work Of Professor P.C.B. Phillips
by Tanaka, Katsuto
- 839-881 Panel Structural Modeling With Weak Instrumentation And Covariance Restrictions
by Chao, John C.
- 882-893 Peter C.B. Phillips’S Contributions To Panel Data Methods
by Moon, Hyungsik Roger & Perron, Benoit
- 894-922 Nonstationary Nonlinearity: A Survey On Peter Phillips’S Contributions With A New Perspective
by Park, Joon Y.
June 2014, Volume 30, Issue 3
- 509-535 Martingale Limit Theorem Revisited And Nonlinear Cointegrating Regression
by Wang, Qiying
- 536-579 Limit Laws In Transaction-Level Asset Price Models
by Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe
- 580-605 Realized Volatility When Sampling Times Are Possibly Endogenous
by Li, Yingying & Mykland, Per A. & Renault, Eric & Zhang, Lan & Zheng, Xinghua
- 606-646 Posterior Consistency In Conditional Density Estimation By Covariate Dependent Mixtures
by Norets, Andriy & Pelenis, Justinas
- 647-675 An Integrated Kernel-Weighted Smoothed Maximum Score Estimator For The Partially Linear Binary Response Model
by Krief, Jerome M.
- 676-714 The Bootstrap In Threshold Regression
by Yu, Ping
April 2014, Volume 30, Issue 2
- 287-333 Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure
by Andrews, Donald W.K. & Cheng, Xu
- 334-356 Point Decisions For Interval–Identified Parameters
by Song, Kyungchul
- 357-371 Empirical Likelihood Test For Causality Of Bivariate Ar(1) Processes
by Li, D. & Chan, N. H. & Peng, L.
- 372-406 On The Asymptotic Efficiency Of Gmm
by Carrasco, Marine & Florens, Jean-Pierre
- 407-435 Asymptotic Theory In Fixed Effects Panel Data Seemingly Unrelated Partially Linear Regression Models
by You, Jinhong & Zhou, Xian
- 436-473 Generating Functions And Short Recursions, With Applications To The Moments Of Quadratic Forms In Noncentral Normal Vectors
by Hillier, Grant & Kan, Raymond & Wang, Xiaolu
- 474-490 The Et Interview: Professor Katsuto Tanaka
by Choi, In & Kurozumi, Eiji
- 491-507 A Note On Estimating And Testing For Multiple Structural Changes In Models With Endogenous Regressors Via 2sls
by Perron, Pierre & Yamamoto, Yohei
February 2014, Volume 30, Issue 1
- 1-2 Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction
by Phillips, Peter C.B. & Yu, Jun
- 3-59 A Robust Neighborhood Truncation Approach To Estimation Of Integrated Quarticity
by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst
- 60-93 Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error
by Hansen, Peter R. & Lunde, Asger
- 94-126 Right-Tail Information In Financial Markets
by Xiao, Zhijie
- 127-149 Nonparametric Nonstationarity Tests
by Bandi, Federico M. & Corradi, Valentina
- 150-175 Measurement Errors In Dynamic Models
by Komunjer, Ivana & Ng, Serena
- 176-200 Small Bandwidth Asymptotics For Density-Weighted Average Derivatives
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
- 201-251 X-Differencing And Dynamic Panel Model Estimation
by Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu
- 252-284 Asymptotic Normality For Weighted Sums Of Linear Processes
by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas & Koul, Hira L.
December 2013, Volume 29, Issue 6
- 1079-1135 Testing Homogeneity In Panel Data Models With Interactive Fixed Effects
by Su, Liangjun & Chen, Qihui
- 1136-1161 Generalized Additive Partial Linear Models With High-Dimensional Covariates
by Lian, Heng & Liang, Hua
- 1162-1195 Exploiting Infinite Variance Through Dummy Variables In Nonstationary Autoregressions
by Cavaliere, Giuseppe & Georgiev, Iliyan
- 1196-1237 Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends
by Mccloskey, Adam & Perron, Pierre
- 1238-1288 Testing And Inference In Nonlinear Cointegrating Vector Error Correction Models
by Kristensen, Dennis & Rahbek, Anders
- 1289-1313 The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests
by Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
October 2013, Volume 29, Issue 5
- 857-904 Adaptive Gmm Shrinkage Estimation With Consistent Moment Selection
by Liao, Zhipeng
- 905-919 Nonparametric Identification Of Accelerated Failure Time Competing Risks Models
by Lee, Sokbae & Lewbel, Arthur
- 920-940 Tail Index Of An Ar(1) Model With Arch(1) Errors
by Chan, Ngai Hang & Li, Deyuan & Peng, Liang & Zhang, Rongmao
- 941-968 Global Bahadur Representation For Nonparametric Censored Regression Quantiles And Its Applications
by Kong, Efang & Linton, Oliver & Xia, Yingcun
- 969-1008 A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters
by Parker, Thomas
- 1009-1056 Detection Of Nonconstant Long Memory Parameter
by Lavancier, Frédéric & Leipus, Remigijus & Philippe, Anne & Surgailis, Donatas
- 1057-1078 Edgeworth And Saddlepoint Expansions For Nonlinear Estimators
by Kundhi, Gubhinder & Rilstone, Paul
August 2013, Volume 29, Issue 4
- 673-698 Nonparametric Inference For Conditional Quantiles Of Time Series
by Xu, Ke-Li
- 699-734 Multistep Prediction Of Panel Vector Autoregressive Processes
by Greenaway-McGrevy, Ryan
- 735-770 Estimation-Adjusted Var
by Gourieroux, Christian & Zakoïan, Jean-Michel
- 771-807 Estimation Of And Inference About The Expected Shortfall For Time Series With Infinite Variance
by Linton, Oliver & Xiao, Zhijie
- 808-837 Inconsistent Var Regression With Common Explosive Roots
by Phillips, Peter C.B. & Magdalinos, Tassos
- 838-856 Fast Convergence Rates In Estimating Large Volatility Matrices Using High-Frequency Financial Data
by Tao, Minjing & Wang, Yazhen & Chen, Xiaohong
June 2013, Volume 29, Issue 3
- 447-481 Noncausal Vector Autoregression
by Lanne, Markku & Saikkonen, Pentti
- 482-516 Asymptotic Theory On The Least Squares Estimation Of Threshold Moving-Average Models
by Li, Dong & Ling, Shiqing & Li, Wai Keung
- 517-544 On The Recoverability Of Forecasters’ Preferences
by Lieli, Robert P. & Stinchcombe, Maxwell B.
- 545-566 On Moment Conditions For Quasi-Maximum Likelihood Estimation Of Multivariate Arch Models
by Avarucci, Marco & Beutner, Eric & Zaffaroni, Paolo
- 567-589 A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators
by Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert
- 609-628 A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
by Vogelsang, Timothy J. & Wagner, Martin
- 629-641 A Smooth Nonparametric Conditional Density Test For Categorical Responses
by Cong, Li & Racine, Jeffrey S.
- 642-658 On The Order Of Magnitude Of Sums Of Negative Powers Of Integrated Processes
by Pötscher, Benedikt M.
- 659-672 Semiparametric Functional Coefficient Models With Integrated Covariates
by Sun, Yiguo & Cai, Zongwu & Li, Qi
April 2013, Volume 29, Issue 2
- 231-266 Semiparametric Structural Models Of Binary Response: Shape Restrictions And Partial Identification
by Chesher, Andrew
- 267-288 A Functional Version Of The Arch Model
by Hörmann, Siegfried & Horváth, Lajos & Reeder, Ron
- 289-323 Wald Tests For Detecting Multiple Structural Changes In Persistence
by Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing
- 324-353 Second-Order Refinement Of Empirical Likelihood For Testing Overidentifying Restrictions
by Matsushita, Yukitoshi & Otsu, Taisuke
- 354-392 Estimation Of Binary Choice Models With Linear Index And Dummy Endogenous Variables
by Yildiz, Neşe
- 393-418 ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert
- 419-446 A Smooth Test For The Equality Of Distributions
by Bera, Anil K. & Ghosh, Aurobindo & Xiao, Zhijie
February 2013, Volume 29, Issue 1
- 1-27 Nonparametric Cointegrating Regression With Nnh Errors
by Wang, Qiying & Xiang Rachel Wang, Ying
- 28-67 Time Series Regression On Integrated Continuous-Time Processes With Heavy And Light Tails
by Fasen, Vicky
- 68-88 Finite-Sample Bias Of The Qmle In Spatial Autoregressive Models
by Bao, Yong
- 89-89 Finite Sample Bias Of The Qmle In Spatial Autoregressive Models – Erratum
by Bao, Yong
- 90-114 Nonparametric Tests Of Moment Condition Stability
by Juhl, Ted & Xiao, Zhijie
- 115-152 Oracle Efficient Variable Selection In Random And Fixed Effects Panel Data Models
by Kock, Anders Bredahl
- 187-212 A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity
by Su, Liangjun & Ullah, Aman
- 213-224 Another Look At The Identification At Infinity Of Sample Selection Models
by D’Haultfoeuille, Xavier & Maurel, Arnaud
December 2012, Volume 28, Issue 6
- 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
- 1373-1391 The Correlation Structure Of Spatial Autoregressions
by Martellosio, Federico
October 2012, Volume 28, Issue 5
- 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
August 2012, Volume 28, Issue 4
- 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
- 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
June 2012, Volume 28, Issue 3
- 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
April 2012, Volume 28, Issue 2
- 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
February 2012, Volume 28, Issue 1
- 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
- 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
December 2011, Volume 27, Issue 6
- 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
October 2011, Volume 27, Issue 5
- 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
August 2011, Volume 27, Issue 4
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