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INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
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- 17 March 2010, pp. 1577-1606
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A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
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- 26 October 2009, pp. 647-681
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ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS
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- 19 June 2009, pp. 1-28
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ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
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- 17 February 2010, pp. 1263-1304
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Obituary
Arthur S. Goldberger, 1930–2009
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- 04 March 2010, pp. 327-329
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SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
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- 04 November 2009, pp. 965-993
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SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL
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- 12 January 2010, pp. 29-59
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UNIT ROOT TESTS WITH WAVELETS
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- 17 February 2010, pp. 1305-1331
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Research Article
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES
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- 18 August 2009, pp. 331-368
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TESTS FOR NONLINEAR COINTEGRATION
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- 07 October 2009, pp. 682-709
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SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA
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- 17 March 2010, pp. 1607-1637
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IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE
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- 04 November 2009, pp. 994-1031
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Research Article
LOCAL IDENTIFICATION IN EMPIRICAL GAMES OF INCOMPLETE INFORMATION
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- 17 March 2010, pp. 1638-1662
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NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
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- 19 June 2009, pp. 60-93
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Research Article
A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION
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- 26 October 2009, pp. 710-743
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ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS
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- 04 November 2009, pp. 1032-1059
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ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
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- 17 February 2010, pp. 1332-1362
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Research Article
THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
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- 18 August 2009, pp. 369-382
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M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS
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- 17 March 2010, pp. 1663-1682
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TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS
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- 17 February 2010, pp. 1363-1397
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