Research Article
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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- 26 February 2008, pp. 726-748
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ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS
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- 17 July 2008, pp. 1628-1662
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ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS
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- 17 July 2008, pp. 1663-1697
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Research Article
TESTING FOR LONG MEMORY
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- 06 September 2007, pp. 143-175
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USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS
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- 04 April 2008, pp. 1063-1092
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NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES
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- 23 June 2008, pp. 1343-1372
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Research Article
MINIMIZING AVERAGE RISK IN REGRESSION MODELS
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- 15 January 2008, pp. 493-527
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SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
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- 26 February 2008, pp. 749-794
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PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
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- 15 January 2008, pp. 528-544
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Research Article
DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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- 09 July 2008, pp. 1373-1403
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Research Article
LONG MEMORY TESTING IN THE TIME DOMAIN
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- 06 September 2007, pp. 176-215
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A PERMUTATION-BASED ESTIMATOR FOR MONOTONE INDEX MODELS
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- 03 April 2008, pp. 795-807
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Research Article
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
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- 04 April 2008, pp. 1093-1129
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UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
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- 17 July 2008, pp. 1699-1716
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DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
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- 06 September 2007, pp. 216-255
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NOTES AND PROBLEMS
THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
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- 26 February 2008, pp. 809-822
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Notes and Problems
ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS
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- 04 April 2008, pp. 1131-1136
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Research Article
FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION
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- 15 January 2008, pp. 545-552
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Notes and Problems
A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
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- 18 July 2008, pp. 1717-1728
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Research Article
ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES
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- 23 June 2008, pp. 1404-1424
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