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LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
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- 27 April 2012, pp. 935-958
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UNIT ROOTS IN WHITE NOISE
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- 25 November 2011, pp. 485-508
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GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS
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- 21 May 2012, pp. 719-729
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ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
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- 27 April 2012, pp. 1165-1185
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NULL RECURRENT UNIT ROOT PROCESSES
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- 02 August 2011, pp. 1-41
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IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
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- 19 January 2012, pp. 249-273
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NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
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- 25 November 2011, pp. 509-547
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A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
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- 14 March 2012, pp. 730-768
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ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
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- 13 September 2011, pp. 42-86
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EFFICIENT ESTIMATION OF FACTOR MODELS
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- 02 August 2011, pp. 274-308
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STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
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- 21 May 2012, pp. 1186-1228
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SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
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- 21 May 2012, pp. 959-1002
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UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
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- 02 August 2011, pp. 87-129
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TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS
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- 21 May 2012, pp. 1229-1282
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ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
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- 27 April 2012, pp. 1003-1036
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k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
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- 21 February 2012, pp. 769-803
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CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS
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- 03 August 2011, pp. 309-327
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ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY
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- 25 November 2011, pp. 548-569
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TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
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- 07 June 2011, pp. 130-178
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INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
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- 02 August 2011, pp. 328-362
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