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THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE
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- 07 February 2001, pp. 1-28
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LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS
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- 03 March 2001, pp. 283-295
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ESTIMATING ADDITIVE NONPARAMETRIC MODELS BY PARTIAL Lq NORM: THE CURSE OF FRACTIONALITY
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- 01 December 2001, pp. 1037-1050
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CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
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- 25 September 2001, pp. 863-888
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EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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- 27 July 2001, pp. 497-539
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THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
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- 27 July 2001, pp. 671-685
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ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
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- 27 July 2001, pp. 686-710
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CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
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- 03 March 2001, pp. 296-326
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ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS
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- 01 December 2001, pp. 1051-1081
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HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
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- 07 February 2001, pp. 29-69
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IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS
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- 25 September 2001, pp. 889-912
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A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
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- 27 July 2001, pp. 540-566
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SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
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- 27 July 2001, pp. 567-590
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THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
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- 25 September 2001, pp. 913-932
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LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY
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- 01 December 2001, pp. 1082-1112
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NEAR SEASONAL INTEGRATION
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- 07 February 2001, pp. 70-86
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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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APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
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- 27 July 2001, pp. 711-737
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UNIT ROOT SEASONAL AUTOREGRESSIVE MODELS WITH A POLYNOMIAL TREND OF HIGHER DEGREE
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- 03 March 2001, pp. 357-385
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STRUCTURAL CHANGE IN AR(1) MODELS
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- 07 February 2001, pp. 87-155
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