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- Cited by 5
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS
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- 20 March 2020, pp. 1-48
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ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS
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- 22 January 2008, pp. 587-615
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PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
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- 27 May 2021, pp. 1092-1116
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WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE
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- 01 October 2009, pp. 1180-1207
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Instrumental Variables Estimation in Misspecified Single Equations
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- 11 February 2009, pp. 498-529
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UNIT ROOTS IN WHITE NOISE
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- 25 November 2011, pp. 485-508
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Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
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- 11 February 2009, pp. 322-323
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ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
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- 11 February 2009, pp. 521-522
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DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION
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- 02 April 2014, pp. 1078-1109
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A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
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- 27 October 2014, pp. 891-910
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NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY
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- 01 September 2015, pp. 1483-1522
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REGULAR VARIATION AND THE IDENTIFICATION OF GENERALIZED ACCELERATED FAILURE-TIME MODELS
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- 16 September 2014, pp. 1229-1248
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Asymptotic Equivalence of Closest Moments and GMM Estimators
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- 18 October 2010, pp. 336-340
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NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS
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- 06 June 2016, pp. 839-873
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Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model
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- 18 October 2010, pp. 66-74
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CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
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- 06 March 2017, pp. 166-185
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Modeling Stock Prices without Knowing How to Induce Stationarity
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- 11 February 2009, pp. 701-719
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Effect of an Additional Regressor on R2
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- 18 October 2010, pp. 441-442
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SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
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- 02 November 2016, pp. 1265-1305
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SIGNAL EXTRACTION IN LONG MEMORY STOCHASTIC VOLATILITY
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- 14 October 2014, pp. 1382-1402
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