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Content
February 2005, Volume 21, Issue 1
- 171-180 Robust Covariance Matrix Estimation: Hac Estimates With Long Memory/Antipersistence Correction
by Robinson, P.M.
- 181-211 Estimating Linear Dynamical Systems Using Subspace Methods
by Bauer, Dietmar
- 212-231 Real-Time Econometrics
by Pesaran, Hashem & Timmermann, Allan
- 232-261 Automated Inference And Learning In Modeling Financial Volatility
by McAleer, Michael
- 262-277 A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
by Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert
- 278-297 A Dialogue Concerning A New Instrument For Econometric Modeling
by Granger, Clive W.J. & Hendry, David F.
December 2004, Volume 20, Issue 6
- 995-1045 Weak Dependence: Models And Applications To Econometrics
by Nze, Patrick Ango & Doukhan, Paul
- 1046-1093 Nonparametric Regression In The Presence Of Measurement Error
by Schennach, Susanne M.
- 1094-1139 The Live Method For Generalized Additive Volatility Models
by Kim, Woocheol & Linton, Oliver
- 1140-1167 SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
by Berkes, István & Gombay, Edit & Horváth, Lajos & Kokoszka, Piotr
- 1168-1202 Testing For Structural Change In The Presence Of Auxiliary Models
by Ghysels, Eric & Guay, Alain
- 1203-1226 Asymptotic Inference For Nonstationary Garch
by Jensen, Søren Tolver & Rahbek, Anders
- 1227-1260 Estimation Of The Long-Run Average Relationship In Nonstationary Panel Time Series
by Sun, Yixiao
- 1261-1263 03.6.1 The Central Limit Theorem for Student's Distribution—Solution
by Abadir, Karim & Magnus, Jan
- 1263-1264 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors—Solution
by Jansson, Michael
October 2004, Volume 20, Issue 5
- 813-843 Instrumental Variable Estimation Of A Threshold Model
by Caner, Mehmet & Hansen, Bruce E.
- 844-882 Adaptive Testing In Continuous-Time Diffusion Models
by Gao, Jiti & King, Maxwell
- 883-890 Nonparametric Identification Of Latent Competing Risks Models
by Colby, Gordana & Rilstone, Paul
- 891-903 On The Asymptotic Distribution Of Impulse Response Functions With Long-Run Restrictions
by Vlaar, Peter J.G.
- 904-926 An Extended Constant Conditional Correlation Garch Model And Its Fourth-Moment Structure
by He, Changli & Teräsvirta, Timo
- 927-942 Estimating The Skewness In Discretely Observed Lévy Processes
by Woerner, Jeannette H.C.
- 943-962 A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
by Sun, Yixiao
- 963-987 Transformations For Multivariate Statistics
by Marsh, Patrick
- 989-989 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation—Solution
by Baltagi, Badi H.
- 990-993 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution
by Kristensen, Dennis & Linton, Oliver
August 2004, Volume 20, Issue 4
- 645-670 Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model
by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- 671-689 A Simple Test Of Normality For Time Series
by Lobato, Ignacio N. & Velasco, Carlos
- 690-700 ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
by Qin, Huaizhen & Wan, Alan T.K.
- 701-734 A Nonparametric Simulated Maximum Likelihood Estimation Method
by Fermanian, Jean-David & Salanié, Bernard
- 735-742 The Asymptotic Distribution Of The Cointegration Rank Estimator Under The Akaike Information Criterion
by Kapetanios, George
- 743-804 THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
by Ericsson, Neil R.
- 811-811 Corrigendum
by ,
June 2004, Volume 20, Issue 3
- 437-463 Average Derivatives For Hazard Functions
by Gørgens, Tue
- 464-484 Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter
by Lieberman, Offer & Phillips, Peter C.B.
- 485-512 Regression Model Fitting With A Long Memory Covariate Process
by Koul, Hira L. & Baillie, Richard T. & Surgailis, Donatas
- 513-534 Efficient Method Of Moments In Misspecified I.I.D. Models
by Aguirre-Torres, Víctor & Toribio, Manuel Domínguez
- 535-562 The Bernstein Copula And Its Applications To Modeling And Approximations Of Multivariate Distributions
by Sancetta, Alessio & Satchell, Stephen
- 563-596 Simultaneously Modeling Conditional Heteroskedasticity And Scale Change
by Feng, Yuanhua
- 597-625 Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis
by Pedroni, Peter
- 627-635 Addendum To “Asymptotics For Nonlinear Transformations Of Integrated Time Series”
by de Jong, Robert M.
- 636-637 A Note On The Paper By H.J. Bierens: “Complex Unit Roots And Business Cycles: Are They Real?”
by Díaz-Emparanza, Ignacio
- 639-640 04.3.1 An I(2) Model for VAR(1) Processes
by Paruolo, Paolo
April 2004, Volume 20, Issue 2
- 231-264 Empirical Likelihood Based Inference With Applications To Some Econometric Models
by Bravo, Francesco
- 265-300 Bootstrap Inference In Semiparametric Generalized Additive Models
by Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan
- 301-340 Cointegrating Smooth Transition Regressions
by Saikkonen, Pentti & Choi, In
- 341-359 On The Robustness Of Hypothesis Testing Based On Fully Modified Vector Autoregression When Some Roots Are Almost One
by Kauppi, Heikki
- 360-381 Robust Tests Of The Unit Root Hypothesis Should Not Be “Modified”
by Thompson, Samuel B.
- 382-416 A Generalized Portmanteau Goodness-Of-Fit Test For Time Series Models
by Chen, Willa W. & Deo, Rohit S.
- 417-426 Issues Concerning The Approximation Underlying The Spectral Representation Theorem
by Lippi, Marco
- 427-427 04.2.1. A Range Equality for Block Matrices with Orthogonal Projectors
by Tian, Yongge
- 427-427 04.2.2. Characterizations of Hermitian Projectors
by Dhaene, Geert & Lauwers, Luc
- 427-429 Problems And Solutions
by ,
- 428-429 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution
by Wooldridge, Jeffrey M.
February 2004, Volume 20, Issue 1
- 1-22 Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem
by Pötscher, Benedikt M.
- 23-55 Optimal Versus Robust Inference In Nearly Integrated Non-Gaussian Models
by Thompson, Samuel B.
- 56-94 Stationarity Testing With Covariates
by Jansson, Michael
- 95-115 On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values
by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- 116-146 Efficient Likelihood Inference In Nonstationary Univariate Models
by Nielsen, Morten Ørregaard
- 147-160 Stationarity And Memory Of Arch(∞) Models
by Zaffaroni, Paolo
- 161-175 The Diffusion Limit Of A Tvp-Gqarch-M(1,1) Model
by Arvanitis, Stelios
- 176-222 Combining Forecasting Procedures: Some Theoretical Results
by Yang, Yuhong
- 223-224 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
by Baltagi, Badi H.
- 223-229 Problems And Solutions
by ,
- 224-224 Correcting for Heteroskedasticity of Unspecified Form
by Wansbeek, Tom
- 225-226 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function—Solution
by Sapra, S.K.
- 227-227 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution
by Dhaene, G.
- 228-229 03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution
by Carrasco, Marine
December 2003, Volume 19, Issue 6
- 885-922 Ar(1) Models, Unit Roots, And Adjusted Profile Likelihood
by Pere, Pekka
- 923-943 Generalized Empirical Likelihood–Based Model Selection Criteria For Moment Condition Models
by Hong, Han & Preston, Bruce & Shum, Matthew
- 944-961 The Continuity Of The Limit Distribution In The Parameter Of Interest Is Not Essential For The Validity Of The Bootstrap
by Inoue, Atsushi & Kilian, Lutz
- 962-983 Covariance Matrix Estimation And The Limiting Behavior Of The Overidentifying Restrictions Test In The Presence Of Neglected Structural Instability
by Hall, Alastair R. & Inoue, Atsushi & Peixe, Fernanda P.M.
- 984-1007 Higher Order Asymptotic Theory For Minimum Contrast Estimators Of Spectral Parameters Of Stationary Processes
by Taniguchi, Masanobu & van Garderen, Kees Jan & Puri, Madan L.
- 1008-1039 Semiparametric Estimation Of Separable Models With Possibly Limited Dependent Variables
by Rodríguez-Póo, Juan M. & Sperlich, Stefan & Vieu, Philippe
- 1040-1064 Semiparametric Estimation Of A Heteroskedastic Sample Selection Model
by Chen, Songnian & Khan, Shakeeb
- 1065-1121 Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models
by Hong, Yongmiao & Lee, Tae-Hwy
- 1123-1127 An Equivalence Result For Vc Classes Of Sets
by Joslin, Scott & Sherman, Robert P.
- 1128-1143 Critical Values And P Values Of Bessel Process Distributions: Computation And Application To Structural Break Tests
by Estrella, Arturo
- 1145-1158 Corrigendum
by ,
- 1159-1193 The Et Interview: Professor Robert F. Engle, January 2003
by Diebold, Francis X.
- 1195-1195 03.6.2. Unbiasedness of the OLS Estimator with Random Regressors
by Jansson, Michael
- 1195-1195 03.6.1. The Central Limit Theorem for Student's Distribution
by Abadir, Karim & Magnus, Jan
- 1195-1196 02.6.1. Oblique Projectors—Solution
by Trenkler, Götz
- 1195-1198 Problems And Solutions
by ,
- 1196-1197 02.6.1. Oblique Projectors—Solution
by Werner, Hans Joachim
- 1197-1198 02.6.2. Autoregression and Redundant Instruments—Solution
by Anatolyev, Stanislav
- 1201-1202 The 2000–2002 Tjalling C. Koopmans Econometric Theory Prize
by Phillips, Peter C.B.
October 2003, Volume 19, Issue 5
- 707-743 Conditional Inference For Possibly Unidentified Structural Equations
by Forchini, Giovanni & Hillier, Grant
- 744-753 Finite-Sample Instrumental Variables Inference Using An Asymptotically Pivotal Statistic
by Bekker, Paul & Kleibergen, Frank
- 754-777 Bias Reduction In Nonparametric Diffusion Coefficient Estimation
by Nicolau, João
- 778-811 Density Functionals, With An Option-Pricing Application
by Abadir, Karim M. & Rockinger, Michael
- 812-828 Identifiability Of Recurrent Neural Networks
by Al-Falou, A.A. & Trummer, D.
- 829-864 Some Limit Theory For Autocovariances Whose Order Depends On Sample Size
by Harris, David & McCabe, Brendan & Leybourne, Stephen
- 865-877 The Dickey–Fuller Test For Exponential Random Walks
by Davies, P.L. & Krämer, W.
- 879-879 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
by Baltagi, Badi H.
- 879-880 03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation
by Kristensen, Dennis & Linton, Oliver
- 879-883 Problems And Solutions
by ,
- 880-881 02.5.1. A Mixingale Inequality Using an Exponential Moment
by de Jong, Robert M.
- 882-883 02.5.2. Durbin–Watson Statistic and Random Individual Effects
by Anatolyev, Stanislav
August 2003, Volume 19, Issue 4
- 515-540 Asymptotics For Garch Squared Residual Correlations
by Berkes, István & Horváth, Lajos & Kokoszka, Piotr
- 541-564 Asymptotic Inference For Unit Root Processes With Garch(1,1) Errors
by Ling, Shiqing & Li, W.K.
- 565-586 Estimation Of The Maximal Moment Exponent Of A Garch(1,1) Sequence
by Berkes, István & Horváth, Lajos & Kokoszka, Piotr
- 587-601 Asymptotic Estimation Of The E-Gini Index
by Zitikis, Ričardas
- 602-609 The Form Of The Optimal Nonlinear Instrument For Multiperiod Conditional Moment Restrictions
by Anatolyev, Stanislav
- 610-619 On The Construction Of Bounds Confidence Regions
by Kemp, Gordon C.R.
- 620-639 Inference On Segmented Cointegration
by Kim, Jae-Young
- 640-663 Nonparametric Estimation Of Homogeneous Functions
by Tripathi, Gautam & Kim, Woocheol
- 665-674 ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
by Maynard, Alex
- 675-685 CAUSALITY: MODELS, REASONING, AND INFERENCE, by Judea Pearl, Cambridge University Press, 2000
by Neuberg, Leland Gerson
- 686-689 Comments On Neuberg'S Review Of Causality
by Pearl, Judea
- 691-691 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance
by Abadir, Karim M. & Magnus, Jan R.
- 691-692 03.4.2. The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint
by Cavaliere, Giuseppe
- 691-705 Problems And Solutions
by ,
- 692-701 02.3.1. Regression with an Evaporating Logarithmic Trend— Solution
by Phillips, Peter C.B. & Sun, Yixiao
- 701-703 02.3.2. Badly Weighted Least Squares—Solution
by Wiens, Douglas P.
- 703-704 02.4.1. On Hadamard Product of Square Roots of Correlation Matrices—Solution
by Liu, Shuangzhe
- 704-705 02.4.2. On the Rank of a Matrix Useful in Goodness-of-Fit Testing of Structural Equation Models —Solution
by Puntanen, Simo & Styan, George P.H. & Werner, Hans Joachim
June 2003, Volume 19, Issue 3
April 2003, Volume 19, Issue 2
- 231-239 On The Asymptotic Power Of The Variance Ratio Test
by Deo, Rohit S. & Richardson, Matthew
- 240-253 Power Functions And Envelopes For Unit Root Tests
by Juhl, Ted & Xiao, Zhijie
- 254-279 Multistep Prediction In Autoregressive Processes
by Ing, Ching-Kang
- 280-310 Asymptotic Theory For A Vector Arma-Garch Model
by Ling, Shiqing & McAleer, Michael
- 311-321 On The Asymptotic Properties Of Some Seasonal Unit Root Tests
by Taylor, A.M. Robert
- 322-330 Detecting Lack Of Identification In Gmm
by Wright, Jonathan H.
- 331-400 THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign
by Bera, Anil K.
- 401-409 FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001
by Schorfheide, Frank
- 411-412 03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model
by Wooldridge, Jeffrey M.
- 411-413 Problems And Solutions
by ,
- 412-413 01.2.1. ARMA Representation of Squared Markov Switching Heteroskedastic Models—Solution
by Distaso, Walter
February 2003, Volume 19, Issue 1
- 1-31 Efficient Semiparametric Estimation Of A Partially Linear Quantile Regression Model
by Lee, Sokbae
- 32-48 A Note On The Power Of Bootstrap Unit Root Tests
by Swensen, Anders Rygh
- 49-77 The Asymptotic Efficiency Of Cointegration Estimators Under Temporal Aggregation
by Chambers, Marcus J.
- 78-99 The Rise And Fall Of Extraneous Estimation: Lessons From Econometric History?
by Buse, A.
- 100-142 The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations
by Leeb, Hannes & Pötscher, Benedikt M.
- 143-164 Asymptotics For General Fractionally Integrated Processes With Applications To Unit Root Tests
by Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M.
- 165-224 Worldwide Institutional And Individual Rankings In Econometrics Over The Period 1989–1999: An Update
by Baltagi, Badi H.
- 225-225 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function
by Sapra, S.K.
- 225-226 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression
by Anatolyev, Stanislav
- 225-228 Problems And Solutions
by ,
- 226-227 02.1.1. LS and BLUE Are Algebraically Identical—Solution
by Farebrother, Richard William
- 227-228 02.1.2. A Particular Symmetric Idempotent Matrix—Solution
by Styan, George P.H. & Werner, Hans Joachim
December 2002, Volume 18, Issue 6
- 1291-1308 Testing For Long Memory In Volatility
by Hurvich, Clifford M. & Soulier, Philippe
- 1309-1335 Regression Theory For Nearly Cointegrated Time Series
by Jansson, Michael & Haldrup, Niels
- 1336-1349 On The Properties Of Some Tests For Common Stochastic Trends
by Breitung, Jörg & Trenkler, Carsten
- 1350-1366 Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal To Sample Size
by Kiefer, Nicholas M. & Vogelsang, Timothy J.
- 1367-1384 The Bootstrap Of The Mean For Dependent Heterogeneous Arrays
by Gonçalves, Sílvia & White, Halbert
- 1385-1407 Minimum Distance Estimation Of Nonstationary Time Series Models
by Moon, Hyungsik Roger & Schorfheide, Frank
- 1408-1448 Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models
by Yang, Lijian & Tschernig, Rolf
- 1449-1459 Consistent Covariance Matrix Estimation For Linear Processes
by Jansson, Michael
- 1461-1465 Problems And Solutions
by ,
- 1466-1466 Corrigendum
by ,
October 2002, Volume 18, Issue 5
- 1019-1039 Robust Inference For The Mean In The Presence Of Serial Correlation And Heavy-Tailed Distributions
by McElroy, Tucker & Politis, Dimitris N.
- 1040-1085 EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
by Andrews, Donald W.K.
- 1086-1098 Pmse Performance Of The Biased Estimators In A Linear Regression Model When Relevant Regressors Are Omitted
by Namba, Akio
- 1099-1120 Rank Estimators For A Transformation Model
by Asparouhova, Elena & Golanski, Robert & Kasprzyk, Krzysztof & Sherman, Robert P. & Asparouhov, Tihomir
- 1121-1138 Asymptotic Efficiency Of The Ordinary Least Squares Estimator For Regressions With Unstable Regressors
by Shin, Dong Wan & Oh, Man Suk
- 1139-1171 Optimal Minimax Rates For Nonparametric Specification Testing In Regression Models
by Guerre, Emmanuel & Lavergne, Pascal
- 1172-1196 Asymptotic Theory For Some High Breakdown Point Estimators
by Zinde-Walsh, Victoria
- 1197-1220 The Limiting Properties Of The Canova And Hansen Test Under Local Alternatives
by Kurozumi, Eiji
- 1221-1272 The Et Interview: Professor Phoebus J. Dhrymes
by ,
- 1273-1289 Problems And Solutions
by ,
August 2002, Volume 18, Issue 4
- 823-852 The Exact Cumulative Distribution Function Of A Ratio Of Quadratic Forms In Normal Variables, With Application To The Ar(1) Model
by Forchini, G.
- 853-867 Optimal Similar Tests For Structural Change For The Linear Regression Model
by Forchini, G.
- 868-885 Moment Structure Of A Family Of First-Order Exponential Garch Models
by He, Changli & Teräsvirta, Timo & Malmsten, Hans
- 886-912 Estimation In An Additive Model When The Components Are Linked Parametrically
by Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno
- 913-925 On Variable Selection In Linear Regression
by Kabaila, Paul
- 926-947 Selecting The Rank Of The Cointegration Space And The Form Of The Intercept Using An Information Criterion
by Aznar, Antonio & Salvador, Manuel
- 948-961 Kernel And Bandwidth Selection, Prewhitening, And The Performance Of The Fully Modified Least Squares Estimation Method
by Christou, Christina & Pittis, Nikitas
- 962-984 ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS
by Andrews, Donald W.K. & Buchinsky, Moshe
- 985-991 Nonparametric Estimation Of Volatility Functions: The Local Exponential Estimator
by Ziegelmann, Flavio A.
- 993-999 Asymptotic Theory Of Statistical Inference For Time Series
by Lieberman, Offer
- 1000-1006 Econometrics
by Choi, In
- 1007-1017 Problems And Solutions
by ,
June 2002, Volume 18, Issue 3
- 547-583 Efficient Iv Estimation For Autoregressive Models With Conditional Heteroskedasticity
by Kuersteiner, Guido M.
- 584-624 Prediction And Signal Extraction Of Strongly Dependent Processes In The Frequency Domain
by Hidalgo, J. & Yajima, Y.
- 625-645 Semiparametric Estimation Of Partially Linear Models For Dependent Data With Generated Regressors
by Li, Qi & Wooldridge, Jeffrey M.
- 646-672 Instrumental Variable Interpretation Of Cointegration With Inference Results For Fractional Cointegration
by Marmol, Francesc & Escribano, Alvaro & Aparicio, Felipe M.
- 673-690 Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems
by Paruolo, Paolo
- 691-721 Empirical Characteristic Function In Time Series Estimation
by Knight, John L. & Yu, Jun
- 722-729 NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS
by Ling, Shiqing & McAleer, Michael
- 730-743 Testing For Zero Autocorrelation In The Presence Of Statistical Dependence
by Lobato, I.N. & Nankervis, John C. & Savin, N.E.
- 744-775 Structural Changes And Seemingly Unidentified Structural Equations
by Choi, In
- 776-799 Two-Step Gmm Estimation Of The Errors-In-Variables Model Using High-Order Moments
by Erickson, Timothy & Whited, Toni M.
- 800-814 A Note On Least Absolute Deviation Estimation Of A Threshold Model
by Caner, Mehmet
- 815-818 Comments On The Paper By Minxian Yang: “Some Properties Of Vector Autoregressive Processes With Markov-Switching Coefficients”
by Francq, Christian & Zakoïan, Jean-Michel
- 819-821 Problems And Solutions
by ,
April 2002, Volume 18, Issue 2
- 197-251 Nonparametric Estimation And Testing Of Interaction In Additive Models
by Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian
- 252-277 Consistency And Efficiency Of Least Squares Estimation For Mixed Regressive, Spatial Autoregressive Models
by Lee, Lung-Fei
- 278-296 A Unified Approach To The Measurement Error Problem In Time Series Models
by Tanaka, Katsuto
- 297-312 Asymptotic Robustness In Multiple Group Linear-Latent Variable Models
by Satorra, Albert
- 313-348 Testing For A Unit Root In A Time Series With A Level Shift At Unknown Time
by Saikkonen, Pentti & Lütkepohl, Helmut
- 349-386 Robust Estimation Of Structural Break Points
by Fiteni, Inmaculada
- 387-419 Modeling Cyclical Behavior With Differential-Difference Equations In An Unobserved Components Framework
by Chambers, Marcus J. & McGarry, Joanne S.
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