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NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
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- 04 November 2009, pp. 1060-1087
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OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS
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- 19 June 2009, pp. 94-118
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ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS
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- 26 October 2009, pp. 744-773
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SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
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- 18 August 2009, pp. 383-405
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
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- 30 September 2009, pp. 406-425
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PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
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- 04 November 2009, pp. 1088-1114
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BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS
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- 17 March 2010, pp. 1683-1718
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GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
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- 19 June 2009, pp. 119-151
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ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
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- 17 February 2010, pp. 1398-1436
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PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
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- 26 October 2009, pp. 774-803
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COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
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- 22 March 2010, pp. 1719-1760
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CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION
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- 04 November 2009, pp. 1115-1179
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POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION
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- 13 August 2009, pp. 152-186
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ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
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- 02 October 2009, pp. 426-468
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ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY
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- 26 October 2009, pp. 804-837
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RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION
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- 05 March 2010, pp. 1437-1452
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TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
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- 22 March 2010, pp. 1761-1806
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NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
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- 26 October 2009, pp. 838-862
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EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
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- 13 August 2009, pp. 187-230
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MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS
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- 18 August 2009, pp. 469-500
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