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(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
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- 13 July 2015, pp. 1317-1348
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ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
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- 26 February 2015, pp. 261-358
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ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS
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- 08 April 2015, pp. 533-611
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THE ET INTERVIEW: ADRIAN PAGAN
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- 30 June 2015, pp. 1055-1094
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ET LECTURE
MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
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- 02 April 2015, pp. 793-826
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ARTICLES
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
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- 10 October 2014, pp. 1-29
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STRUCTURAL THRESHOLD REGRESSION
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- 20 April 2015, pp. 827-860
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THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
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- 11 May 2015, pp. 1095-1139
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NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
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- 18 December 2014, pp. 359-401
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WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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- 24 July 2015, pp. 1349-1375
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ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION
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- 30 March 2015, pp. 612-654
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AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
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- 29 December 2014, pp. 30-70
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ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING
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- 13 April 2015, pp. 861-916
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SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES
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- 04 June 2015, pp. 1140-1177
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REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS
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- 06 November 2014, pp. 71-121
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SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
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- 23 June 2015, pp. 1376-1433
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UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION
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- 11 May 2015, pp. 655-685
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ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS
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- 04 December 2014, pp. 402-430
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ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
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- 23 March 2015, pp. 686-713
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LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
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- 11 May 2015, pp. 1178-1215
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