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ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
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- Econometric Theory / Volume 39 / Issue 2 / April 2023
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- 27 July 2022, pp. 221-263
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CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
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- Econometric Theory / Volume 39 / Issue 1 / February 2023
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- 22 September 2021, pp. 107-145
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NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY
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- Econometric Theory / Volume 37 / Issue 6 / December 2021
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- 26 January 2021, pp. 1173-1213
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LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
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- Econometric Theory / Volume 37 / Issue 1 / February 2021
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- 23 March 2020, pp. 138-168
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TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2015–2017
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- Econometric Theory / Volume 34 / Issue 4 / August 2018
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- 18 June 2018, pp. 947-948
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Phoebus J. Dhrymes (1932–2016)
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- Econometric Theory / Volume 33 / Issue 5 / October 2017
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- 25 August 2017, pp. 1039-1045
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IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS
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- Econometric Theory / Volume 34 / Issue 5 / October 2018
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- 14 August 2017, pp. 1065-1100
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FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
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- Econometric Theory / Volume 34 / Issue 4 / August 2018
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- 07 June 2017, pp. 705-753
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TRIBUTE TO T.W. ANDERSON
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- Econometric Theory / Volume 33 / Issue 3 / June 2017
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- 21 April 2017, pp. 529-533
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WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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- Econometric Theory / Volume 32 / Issue 6 / December 2016
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- 24 July 2015, pp. 1349-1375
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SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION
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- Econometric Theory / Volume 30 / Issue 1 / February 2014
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- 06 August 2013, pp. 1-2
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INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
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- Econometric Theory / Volume 29 / Issue 4 / August 2013
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- 16 January 2013, pp. 808-837
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THE 2009–2011 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
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- Econometric Theory / Volume 28 / Issue 4 / August 2012
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- 29 May 2012, pp. 933-934
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NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
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- Econometric Theory / Volume 28 / Issue 3 / June 2012
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- 25 November 2011, pp. 509-547
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THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS
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- Econometric Theory / Volume 28 / Issue 1 / February 2012
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- 02 August 2011, pp. 207-217
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POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
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- Econometric Theory / Volume 27 / Issue 6 / December 2011
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- 17 May 2011, pp. 1320-1368
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Generalized Inverses of Partitioned Matrices
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- Econometric Theory / Volume 8 / Issue 3 / September 1992
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- 18 October 2010, pp. 426-427
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Efficiency of Maximum Likelihood
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- Econometric Theory / Volume 8 / Issue 3 / September 1992
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- 18 October 2010, p. 427
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Statistical Inference in Regressions with Integrated Processes: Part 2
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- Econometric Theory / Volume 5 / Issue 1 / April 1989
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- 18 October 2010, pp. 95-131
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The Limit Distribution of the Generalized Inverse of a Singular Covariance Matrix Estimate
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- Econometric Theory / Volume 5 / Issue 3 / December 1989
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- 18 October 2010, pp. 455-456
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