Research Article
SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
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- 14 May 2008, pp. 1149-1173
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NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS
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- 14 May 2008, pp. 1174-1206
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FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
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- 11 June 2008, pp. 1207-1253
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ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
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- 11 June 2008, pp. 1254-1276
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WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
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- 14 May 2008, pp. 1277-1290
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ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
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- 11 June 2008, pp. 1291-1320
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NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
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- 23 June 2008, pp. 1321-1342
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NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES
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- 23 June 2008, pp. 1343-1372
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DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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- 09 July 2008, pp. 1373-1403
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ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES
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- 23 June 2008, pp. 1404-1424
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DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
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- 09 July 2008, pp. 1425-1441
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NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC
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- 09 July 2008, pp. 1443-1455
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REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS
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- 09 July 2008, pp. 1456-1460
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THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2007
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- 09 July 2008, pp. 1461-1462
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