Research Article
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST
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- 31 January 2003, pp. 231-239
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POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS
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- 31 January 2003, pp. 240-253
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MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
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- 31 January 2003, pp. 254-279
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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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- 31 January 2003, pp. 280-310
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ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS
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- 31 January 2003, pp. 311-321
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DETECTING LACK OF IDENTIFICATION IN GMM
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- 31 January 2003, pp. 322-330
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THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign
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- 31 January 2003, pp. 331-400
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BOOK REVIEW
FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001
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- 31 January 2003, pp. 401-409
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PROBLEMS AND SOLUTIONS
03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model
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- 01 April 2003, pp. 411-412
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01.2.1. ARMA Representation of Squared Markov Switching Heteroskedastic Models—Solution
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- 01 April 2003, pp. 412-413
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PROBLEMS AND SOLUTIONS
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- Published online by Cambridge University Press:
- 31 January 2003, pp. 411-413
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