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- Cited by 9
TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
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- Published online by Cambridge University Press:
- 06 September 2007, pp. 1162-1215
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- Cited by 9
Curved Exponential Models in Econometrics
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 771-790
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EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
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- Published online by Cambridge University Press:
- 30 January 2007, pp. 281-308
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ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING
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- Published online by Cambridge University Press:
- 30 October 2018, pp. 842-899
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LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS
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- 01 April 2000, pp. 249-261
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ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES
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- 01 April 1999, pp. 184-217
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OPTIMAL MULTISTEP VAR FORECAST AVERAGING
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- Published online by Cambridge University Press:
- 23 March 2020, pp. 1099-1126
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Nonuniform Bounds for Nonparametric t-Tests
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- 11 February 2009, pp. 253-263
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A Note on Autoregressive Modeling
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- 11 February 2009, pp. 884-899
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Efficiency as Correlation
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- Published online by Cambridge University Press:
- 11 February 2009, p. 228
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A Bootstrap Test for Positive Definiteness of Income Effect Matrices
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 276-292
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The Et Interview: Professor Albert Rex Bergstrom
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- 18 October 2010, pp. 301-327
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USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
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- 21 January 2008, pp. 553-579
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SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
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- Published online by Cambridge University Press:
- 09 April 2017, pp. 447-476
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ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
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- 15 March 2006, pp. 347-372
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Identification and Estimation of a Simple Two-Equation Model
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- 18 October 2010, pp. 542-545
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- Cited by 9
STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
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- 03 March 2001, pp. 327-356
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TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS
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- 21 February 2013, pp. 920-940
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Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models
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- 11 February 2009, pp. 123-150
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GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES
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- Published online by Cambridge University Press:
- 07 August 2013, pp. 1136-1161
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