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BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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- 06 September 2007, pp. 43-71
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A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
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- 22 January 2008, pp. 651-676
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GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
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- 09 July 2008, pp. 1554-1583
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AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
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- 30 November 2007, pp. 377-403
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MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS
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- 22 January 2008, pp. 677-695
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SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS
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- 17 July 2008, pp. 1584-1606
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FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
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- 30 November 2007, pp. 404-447
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MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
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- 04 April 2008, pp. 988-1009
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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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TESTING FOR TREND
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- 06 September 2007, pp. 72-87
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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
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- 06 September 2007, pp. 88-108
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ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS
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- 09 July 2008, pp. 1607-1627
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QUANTILE REGRESSION WITH MISMEASURED COVARIATES
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- 04 April 2008, pp. 1010-1043
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KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
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- 26 February 2008, pp. 696-725
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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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ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
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- 15 January 2008, pp. 448-471
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TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
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- 22 April 2008, pp. 1044-1062
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
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- 06 September 2007, pp. 109-142
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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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LOCALIZED MODEL SELECTION FOR REGRESSION
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- 15 January 2008, pp. 472-492
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