Research Article
THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL
-
- Published online by Cambridge University Press:
- 17 May 2002, pp. 823-852
-
- Article
- Export citation
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY
-
- Published online by Cambridge University Press:
- 15 May 2002, pp. 547-583
-
- Article
- Export citation
ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
-
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1019-1039
-
- Article
- Export citation
TESTING FOR LONG MEMORY IN VOLATILITY
-
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1291-1308
-
- Article
- Export citation
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
-
- Published online by Cambridge University Press:
- 16 May 2002, pp. 197-251
-
- Article
- Export citation
ON STATIONARITY IN THE ARCH(∞) MODEL
-
- Published online by Cambridge University Press:
- 06 March 2002, pp. 1-16
-
- Article
- Export citation
CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
-
- Published online by Cambridge University Press:
- 16 May 2002, pp. 252-277
-
- Article
- Export citation
PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
-
- Published online by Cambridge University Press:
- 15 May 2002, pp. 584-624
-
- Article
- Export citation
OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL
-
- Published online by Cambridge University Press:
- 17 May 2002, pp. 853-867
-
- Article
- Export citation
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
-
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1309-1335
-
- Article
- Export citation
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
-
- Published online by Cambridge University Press:
- 06 March 2002, pp. 17-39
-
- Article
- Export citation
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
-
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1040-1085
-
- Article
- Export citation
A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS
-
- Published online by Cambridge University Press:
- 16 May 2002, pp. 278-296
-
- Article
- Export citation
PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
-
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1086-1098
-
- Article
- Export citation
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS
-
- Published online by Cambridge University Press:
- 17 May 2002, pp. 868-885
-
- Article
- Export citation
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
-
- Published online by Cambridge University Press:
- 06 March 2002, pp. 40-50
-
- Article
- Export citation
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
-
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1336-1349
-
- Article
- Export citation
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
-
- Published online by Cambridge University Press:
- 15 May 2002, pp. 625-645
-
- Article
- Export citation
ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
-
- Published online by Cambridge University Press:
- 16 May 2002, pp. 297-312
-
- Article
- Export citation
RANK ESTIMATORS FOR A TRANSFORMATION MODEL
-
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1099-1120
-
- Article
- Export citation