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Content
August 2011, Volume 27, Issue 4
June 2011, Volume 27, Issue 3
- 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
April 2011, Volume 27, Issue 2
- 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
- 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
February 2011, Volume 27, Issue 1
- 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.
December 2010, Volume 26, Issue 6
- 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
October 2010, Volume 26, Issue 5
- 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
August 2010, Volume 26, Issue 4
- 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
June 2010, Volume 26, Issue 3
- 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.
April 2010, Volume 26, Issue 2
- 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
February 2010, Volume 26, Issue 1
- 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.
December 2009, Volume 25, Issue 6
- 1451-1456 Special Issue Of Econometric Theory In Honor Of Paul Newbold: Guest Editors’ Introduction
by Leybourne, Stephen & Taylor, A.M. Robert
- 1457-1459 Conference In Honour Of Paul Newbold
by Anonymous
- 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
October 2009, Volume 25, Issue 5
- 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
August 2009, Volume 25, Issue 4
- 915-957 Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model
by Hillier, Grant
- 958-984 Exact Distribution Theory In Structural Estimation With An Identity
by Phillips, Peter C.B.
- 985-994 On Discrete Sampling Of Time-Varying Continuous-Time Systems
by Robinson, Peter M.
- 995-1029 Simple, Robust, And Powerful Tests Of The Breaking Trend Hypothesis
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 1030-1049 Discrete Time Representations Of Cointegrated Continuous Time Models With Mixed Sample Data
by Chambers, Marcus J.
- 1050-1069 The New Zealand Business Cycle
by Hall, Viv B. & McDermott, C. John
- 1070-1086 The Limits Of Econometrics: Nonparametric Estimation In Hilbert Spaces
by Chichilnisky, Graciela
- 1087-1098 Rex Bergstrom’S Contributions To Continuous Time Macroeconometric Modeling
by Nowman, K. Ben
- 1099-1111 Aperiodic Dynamics In The Bergstrom/Wymer Model Of The United Kingdom
by Wymer, Clifford R.
- 1112-1119 Cyclical Trends In Continuous Time Models
by Ercolani, Joanne S.
- 1120-1137 Estimating Continuous-Time Models On The Basis Of Discrete Data Via An Exact Discrete Analog
by McCrorie, J. Roderick
June 2009, Volume 25, Issue 3
- 587-636 Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 637-643 COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
by Marsh, Patrick
- 643-648 COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
by Müller, Ulrich K.
- 649-653 COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
by Breitung, Jörg
- 653-654 COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
by Burridge, Peter
- 654-657 COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
by Xiao, Zhijie
- 658-667 Rejoinder
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 669-709 Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities
by Andrews, Donald W.K. & Guggenberger, Patrik
- 710-738 Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression
by Wang, Qiying & Phillips, Peter C.B.
- 739-747 Convergence To Stochastic Power Integrals For Dependent Heterogeneous Processes
by Sandberg, Rickard
- 748-763 Central Limit Theorems For Weighted Sums Of Linear Processes: Lp -Approximability Versus Brownian Motion
by Mynbaev, Kairat T.
- 764-792 Conditions For The Propagation Of Memory Parameter From Durations To Counts And Realized Volatility
by Deo, Rohit & Hurvich, Clifford M. & Soulier, Philippe & Wang, Yi
- 793-805 Optimal Invariant Inference When The Number Of Instruments Is Large
by Chioda, Laura & Jansson, Michael
- 806-818 Admissible Invariant Similar Tests For Instrumental Variables Regression
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael
- 819-846 Copula-Based Characterizations For Higher Order Markov Processes
by Ibragimov, Rustam
- 847-855 Efficiency Bounds For Semiparametric Estimation Of Inverse Conditional-Density-Weighted Functions
by Jacho-Chávez, David T.
- 857-872 Bartlett Correction In The Stable Ar(1) Model With Intercept And Trend
by van Giersbergen, Noud P.A.
- 873-890 A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE
by Hayakawa, Kazuhiko
April 2009, Volume 25, Issue 2
- 305-335 On The Conditional Likelihood Ratio Test For Several Parameters In Iv Regression
by Hillier, Grant
- 336-363 Asymptotic Theory For A Factor Garch Model
by Hafner, Christian M. & Preminger, Arie
- 364-410 First-Order Asymptotic Theory For Parametric Misspecification Tests Of Garch Models
by Halunga, Andreea G. & Orme, Chris D.
- 411-441 On Distinguishing Between Random Walk And Change In The Mean Alternatives
by Aue, Alexander & Horváth, Lajos & Hušková, Marie & Ling, Shiqing
- 442-481 Nonparametric Additive Models For Panels Of Time Series
by Mammen, Enno & Støve, Bård & Tjøstheim, Dag
- 482-526 Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors
by Magdalinos, Tassos & Phillips, Peter C.B.
- 527-560 Regression-Based Seasonal Unit Root Tests
by Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas
- 561-570 Quasi-Maximum Likelihood Estimation Of Semi-Strong Garch Models
by Escanciano, Juan Carlos
- 571-582 Almost Sure Bounds On The Estimation Error For Ols Estimators When The Regressors Include Certain Mfi(1) Processes
by Bauer, Dietmar
February 2009, Volume 25, Issue 1
- 1-42 Nonparametric Estimation Of Regression Functions With Discrete Regressors
by Ouyang, Desheng & Li, Qi & Racine, Jeffrey S.
- 43-62 On Markov-Switching Arma Processes—Stationarity, Existence Of Moments, And Geometric Ergodicity
by Stelzer, Robert
- 63-116 Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence
by Maynard, Alex & Shimotsu, Katsumi
- 117-161 Modeling Multiple Regimes In Financial Volatility With A Flexible Coefficient Garch(1,1) Model
by Medeiros, Marcelo C. & Veiga, Alvaro
- 162-194 On The Lack Of Power Of Omnibus Specification Tests
by Escanciano, J. Carlos
- 195-210 A Generalized Portmanteau Test For Independence Between Two Stationary Time Series
by Shao, Xiaofeng
- 211-242 Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications
by Hillier, Grant & Kan, Raymond & Wang, Xiaolu
- 243-269 Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms
by Trenkler, Carsten
- 270-290 Lasso-Type Gmm Estimator
by Caner, Mehmet
- 291-297 Finite-Sample Moments Of The Coefficient Of Variation
by Bao, Yong
- 298-301 Adding Regressors To Obtain Efficiency
by Jun, Sung Jae & Pinkse, Joris
December 2008, Volume 24, Issue 6
- 1463-1499 Uniform Convergence Of Series Estimators Over Function Spaces
by Song, Kyungchul
- 1500-1529 General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models
by Čížek, Pavel
- 1530-1553 M-Estimation In Garch Models
by Mukherjee, Kanchan
- 1554-1583 Generalized Autoregressive Conditional Correlation
by McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer
- 1584-1606 Specification And Estimation Of Semiparametric Multiple-Index Models
by Donkers, Bas & Schafgans, Marcia
- 1607-1627 Asymptotic Properties Of Nonparametric Frontier Estimators
by Horváth, Lajos & Horváth, Zsuzsanna & Zhou, Wang
- 1628-1662 Adaptive Density Estimation For General Arch Models
by Comte, F. & Dedecker, J. & Taupin, M.L.
- 1663-1697 Asymptotics And Consistent Bootstraps For Dea Estimators In Nonparametric Frontier Models
by Kneip, Alois & Simar, Léopold & Wilson, Paul W.
- 1699-1716 Unit Root Test In A Threshold Autoregression: Asymptotic Theory And Residual-Based Block Bootstrap
by Seo, Myung Hwan
- 1717-1728 A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters
by Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo
October 2008, Volume 24, Issue 5
- 1149-1173 Semiparametric Estimation Of Nonstationary Censored Panel Data Models With Time Varying Factor Loads
by Chen, Songnian & Khan, Shakeeb
- 1174-1206 Nonparametric Estimation Of The Diffusion Coefficient Of Stochastic Volatility Models
by Renò, Roberto
- 1207-1253 Fractional Cointegration In Stochastic Volatility Models
by da Silva, Afonso Gonçalves & Robinson, Peter M.
- 1254-1276 Estimating Panel Data Duration Models With Censored Data
by Lee, Sokbae
- 1277-1290 Weighted Average Power Similar Tests For Structural Change In The Gaussian Linear Regression Model
by Forchini, Giovanni
- 1291-1320 Ergodicity, Mixing, And Existence Of Moments Of A Class Of Markov Models With Applications To Garch And Acd Models
by Meitz, Mika & Saikkonen, Pentti
- 1321-1342 Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
by Cai, Zongwu & Li, Qi
- 1343-1372 Near-Integrated Random Coefficient Autoregressive Time Series
by Aue, Alexander
- 1373-1403 Detection Of Functional Form Misspecification In Cointegrating Relations
by Kasparis, Ioannis
- 1404-1424 ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES
by Gao, Feng & Song, Fengming
- 1425-1441 Data Dependent Rules For Selection Of The Number Of Leads And Lags In The Dynamic Ols Cointegrating Regression
by Kejriwal, Mohitosh & Perron, Pierre
- 1443-1455 Notes And Problems A General Bound For The Limiting Distribution Of Breitung'S Statistic
by Davidson, James & Magnus, Jan R. & Wiegerinck, Jan
- 1456-1460 Redundancy Of Moment Conditions And The Efficiency Of Ols In Sur Models
by Qian, Hailong
August 2008, Volume 24, Issue 4
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