Research Article
SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
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- 06 March 2002, pp. 51-78
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ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
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- 17 May 2002, pp. 886-912
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HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
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- 24 September 2002, pp. 1350-1366
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INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION
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- 15 May 2002, pp. 646-672
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THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
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- 24 September 2002, pp. 1367-1384
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ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS
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- 15 May 2002, pp. 673-690
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TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
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- 16 May 2002, pp. 313-348
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ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
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- 06 March 2002, pp. 79-98
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ON VARIABLE SELECTION IN LINEAR REGRESSION
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- 17 May 2002, pp. 913-925
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ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS
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- 17 July 2002, pp. 1121-1138
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MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
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- 24 September 2002, pp. 1385-1407
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SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION
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- 17 May 2002, pp. 926-947
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ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
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- 16 May 2002, pp. 349-386
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STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
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- 06 March 2002, pp. 99-118
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EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
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- 15 May 2002, pp. 691-721
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OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
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- 17 July 2002, pp. 1139-1171
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MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
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- 16 May 2002, pp. 387-419
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NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
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- 24 September 2002, pp. 1408-1448
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THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
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- 06 March 2002, pp. 119-139
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NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS
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- 15 May 2002, pp. 722-729
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