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THE RANK OF A SUBMATRIX OF COINTEGRATION
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- 31 March 2005, pp. 299-325
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GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
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- 19 July 2005, pp. 667-709
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FRISCH'S ECONOMETRIC LABORATORY AND THE RISE OF TRYGVE HAAVELMO'S PROBABILITY APPROACH
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- 22 April 2005, pp. 491-533
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EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
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- 23 September 2005, pp. 1031-1057
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EDITORIAL
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary
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- 08 February 2005, pp. 1-2
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PARTIALLY LINEAR MODELS WITH UNIT ROOTS
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- 22 August 2005, pp. 877-906
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STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
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- 22 April 2005, pp. 534-561
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BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
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- 23 September 2005, pp. 1058-1086
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BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
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- 31 March 2005, pp. 326-357
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AUTOMATED DISCOVERY IN ECONOMETRICS
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- 08 February 2005, pp. 3-20
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LIMITED TIME SERIES WITH A UNIT ROOT
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- 22 August 2005, pp. 907-945
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VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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- 19 July 2005, pp. 710-734
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ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
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- 22 August 2005, pp. 946-961
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NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
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- 31 March 2005, pp. 358-389
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MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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- 08 February 2005, pp. 21-59
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ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
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- 19 July 2005, pp. 735-756
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THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK
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- 22 April 2005, pp. 562-592
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VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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- 23 September 2005, pp. 1087-1111
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STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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- 23 September 2005, pp. 1112-1129
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STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER
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- 19 July 2005, pp. 757-794
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