Research Article
On the Asymptotic Behavior of Least-Squares Estimators in AR Time Series with Roots Near the Unit Circle
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- 11 February 2009, pp. 269-306
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Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models
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- 11 February 2009, pp. 435-449
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Effects of Model Selection on Inference
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- 11 February 2009, pp. 163-185
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Articles
Asymptotically Efficient Estimation of Cointegration Regressions
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- 11 February 2009, pp. 1-21
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Research Article
A Shortcut to LAD Estimator Asymptotics
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- 11 February 2009, pp. 450-463
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Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality
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- 11 February 2009, pp. 307-340
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Asymptotics for Least Absolute Deviation Regression Estimators
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- 11 February 2009, pp. 186-199
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Articles
Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form
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- 11 February 2009, pp. 22-45
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Research Article
Limit Theory for M-Estimates in an Integrated Infinite Variance
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- 11 February 2009, pp. 200-212
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The Exact Likelihood Function for an Empirical Job Search Model
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- 11 February 2009, pp. 464-486
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Articles
Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation
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- 11 February 2009, pp. 46-68
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Research Article
Test Consistency with Varying Sampling Frequency
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- 11 February 2009, pp. 341-368
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Articles
Robust M-Tests
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- 11 February 2009, pp. 69-84
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Research Article
Strong Laws for Dependent Heterogeneous Processes
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- 11 February 2009, pp. 213-221
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On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models
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- 11 February 2009, pp. 369-384
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Estimating Orthogonal Impulse Responses via Vector Autoregressive Models
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- 11 February 2009, pp. 487-496
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The Bias of Forecasts from a First-Order Autoregression
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- 11 February 2009, pp. 222-235
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The Joint Distribution of Forecast Errors in the AR(1) Model
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- 11 February 2009, pp. 497-518
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Et Interview
The Et Interview: Professor Sir Richard Stone
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- 11 February 2009, pp. 85-123
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Research Article
On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis
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- 11 February 2009, pp. 385-395
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