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ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES
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- 09 February 2006, pp. 338-344
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COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE
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- 16 June 2015, pp. 1289-1315
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FRISCH'S ECONOMETRIC LABORATORY AND THE RISE OF TRYGVE HAAVELMO'S PROBABILITY APPROACH
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- 22 April 2005, pp. 491-533
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TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
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- 25 November 2011, pp. 705-717
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Problems with the Asymptotic Theory of Maximum Likelihood Estimation in Integrated and Cointegrated Systems
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- 11 February 2009, pp. 888-911
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FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
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- 19 November 2014, pp. 154-186
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Estimation in Dynamic Linear Regression Models with Infinite Variance Errors
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- 11 February 2009, pp. 570-588
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Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models
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- 18 October 2010, pp. 333-353
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A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
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- 10 February 2004, pp. 382-416
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STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
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- 06 September 2007, pp. 294-318
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BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
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- 04 August 2003, pp. 754-777
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SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS
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- 13 September 2010, pp. 427-441
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MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
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- 15 March 2006, pp. 373-402
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UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
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- 03 November 2014, pp. 911-952
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ANALYSIS OF COEXPLOSIVE PROCESSES
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- 07 October 2009, pp. 882-915
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DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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- 09 July 2008, pp. 1373-1403
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Simultaneous Density Estimation of Several Income Distributions
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- 18 October 2010, pp. 476-488
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ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE
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- 16 January 2013, pp. 771-807
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TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS
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- 03 March 2001, pp. 386-423
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A Note on Bootstrapping Generalized Method of Moments Estimators
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- 11 February 2009, pp. 187-197
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