Research Article
NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
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- 05 March 2004, pp. 1-22
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EDITORIAL NOTE
NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES
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- 01 August 2004, pp. 643-644
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Research Article
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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- 01 December 2004, pp. 995-1045
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AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
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- 08 June 2004, pp. 437-463
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EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
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- 10 February 2004, pp. 231-264
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INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
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- 01 October 2004, pp. 813-843
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OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
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- 05 March 2004, pp. 23-55
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EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
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- 08 June 2004, pp. 464-484
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ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
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- 01 August 2004, pp. 645-670
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ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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- 01 October 2004, pp. 844-882
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NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
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- 01 December 2004, pp. 1046-1093
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BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
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- 10 February 2004, pp. 265-300
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STATIONARITY TESTING WITH COVARIATES
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- 05 March 2004, pp. 56-94
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THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
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- 01 December 2004, pp. 1094-1139
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REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
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- 08 June 2004, pp. 485-512
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COINTEGRATING SMOOTH TRANSITION REGRESSIONS
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- 10 February 2004, pp. 301-340
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A SIMPLE TEST OF NORMALITY FOR TIME SERIES
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- 01 August 2004, pp. 671-689
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NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS
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- 01 October 2004, pp. 883-890
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ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
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- 01 August 2004, pp. 690-700
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ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES
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- 05 March 2004, pp. 95-115
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