Research Article
Valid Edgeworth Expansions of M-Estimators in Regression Models with Weakly Dependent Resfduals
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- 11 February 2009, pp. 331-346
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BAYESIAN ECONOMETRICS: The First Twenty Years
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- 11 February 2009, pp. 500-516
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A Note on the Normalized Errors in ARCH and Stochastic Volatility Models
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- 11 February 2009, pp. 113-128
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The Encompassing Principle and Hypothesis Testing
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- 11 February 2009, pp. 845-858
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The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test
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- 11 February 2009, pp. 705-723
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Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
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- 11 February 2009, pp. 347-359
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Near Observational Equivalence and Theoretical size Problems with Unit Root Tests
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- 11 February 2009, pp. 724-731
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Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors
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- 11 February 2009, pp. 129-153
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Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm
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- 11 February 2009, pp. 517-567
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Book Review
Stochastic Limit Theory: An Introduction for EconometriciansJames Davidson, Oxford University Press, 1994
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- 11 February 2009, pp. 859-865
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Research Article
The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients
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- 11 February 2009, pp. 733-738
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Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends
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- 11 February 2009, pp. 361-373
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ET Interview
Interviewed by Grant H. Hillier and Christopher L. Skeels
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- 11 February 2009, pp. 155-185
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Research Article
Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations
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- 11 February 2009, pp. 569-580
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Notes and Problems
Heteroskedastic Fixed Effects Models
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- 11 February 2009, p. 867
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Research Article
A Note on Bootstrapping Generalized Method of Moments Estimators
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- 11 February 2009, pp. 187-197
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Book Review
Estimation, Inference and Specification AnalysisH. White, Cambridge University Press, 1994
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- 11 February 2009, pp. 581-583
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Problems
Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring
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- 11 February 2009, pp. 867-868
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Research Article
Modeling Stock Prices without Knowing How to Induce Stationarity: Corrigendum
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- 11 February 2009, pp. 739-740
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The Estimation of Continuous Parameter Long-Memory Time Series Models
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- 11 February 2009, pp. 374-390
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