Articles
Testing for Cointegration in a System of Equations
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- 11 February 2009, pp. 952-983
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Research Article
On the Existence of Moments of Ratios of Quadratic Forms
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- 11 February 2009, pp. 750-774
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The Asymptotic Distributions Of Some Test Statistics in Near-Integrated AR Processes
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- 11 February 2009, pp. 306-330
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Articles
Bootstrapping Quantile Regression Estimators
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- 11 February 2009, pp. 105-121
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Causality in the Long Run
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- 11 February 2009, pp. 530-536
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Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified
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- 11 February 2009, pp. 984-1014
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Multivariate Simultaneous Generalized ARCH
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- 11 February 2009, pp. 122-150
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Research Article
Unit Root Tests Based on M Estimators
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- 11 February 2009, pp. 331-346
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Brief Report
The Limiting Distribution of the t Ratio Under a Unit Root
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- 11 February 2009, pp. 775-793
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Articles
The Effect of Model Selection on Confidence Regions and Prediction Regions
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- 11 February 2009, pp. 537-549
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Other
Testing for Random Individual Effects with a Gauss-Newton Regression
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- 11 February 2009, p. 795
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Articles
The Econometrics of Learning in Financial Markets
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- 11 February 2009, pp. 151-189
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Research Article
Laws of Large Numbers for Dependent Heterogeneous Processes
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- 11 February 2009, pp. 347-358
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Articles
Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions
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- 11 February 2009, pp. 1015-1032
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Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila
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- 11 February 2009, pp. 550-559
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Nonparametric Kernel Estimation for Semiparametric Models
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- 11 February 2009, pp. 560-586
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Time Series Regression with Mixtures of Integrated Processes
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- 11 February 2009, pp. 1033-1094
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Problems
An Inequality Involving Submatrices
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- 11 February 2009, p. 191
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Other
Ordering of Covariance Matrices
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- 11 February 2009, p. 796
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Brief Report
An LM Test for a Unit Root in the Presence of a Structural Change
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- 11 February 2009, pp. 359-368
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