Volume 17.
(as bibtex)
42 references.
Articles

128. The density of a quadratic form in a vector unifromly distributed on the $n$sphere
Hillier, Grant

10371050. Estimating additive nonparametric models by partial $L_q$ norm: The curse of fractionality
Linton, Oliver

10511081. Onesided testing for ARCH effects using wavelets
Hong, Yongmiao,
Lee, Jin

10821112. Likelihoodbased inference in trending time series with a root near unity
Xiao, Zhijie

11131141. The generalized dynamic factor model: Representation theory
Forni, Mario,
Lippi, Marco

11431155. Independence of double Wiener integrals
Nabeya, Seiji

156187. Testing for distributional change in time series
Inoue, Atsushi

188221. A consistent test for conditional heteroskedasticity in timeseries regression models
Hsiao, Cheng,
Li, Qi

222246. The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim M.,
Larsson, Rolf

247256. On the range of correlation coefficients of bivariate ordered discrete random variables
Lee, Lungfei

257275. Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer,
Rousseau, Judith,
Zucker, David M.

283295. Large sample distribution of weighted sums of ARCH$(p)$ squared residual correlations
Horvath, Lajos,
Horváth, Lajos,
Kokoszka, Piotr

2969. How to estimate autoregressive roots near unity
Phillips, Peter C. B.,
Moon, Hyungsik Roger,
Xiao, Zhijie

296326. Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti

327356. Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti

357385. Unit root seasonal autoregressive models with a polynomial trend of higher degree
Nabeya, Seiji

386423. Testing for serial correlation of unknown form using wavelet methods
Lee, Jin,
Hong, Yongmiao

424450. The error term in the history of time series econometrics
Qin, Duo,
Gilbert, Christopher L.

451470. Asymptotic properties of weighted $M$estimators for standard stratified samples
Wooldridge, Jeffrey M.

471474. An integral inequality on $C([0,1])$ and dispersion of OLS under nearintegration
Bailey, Ralph W.,
Burridge, Peter,
Nandeibam, Shasikanta

475482. A note on Bayesian inference in asset pricing
Knight, J. L.,
Satchell, S. E.

497539. Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos,
Robinson, Peter M.

540566. A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios,
Politis, Dimitris N.

567590. Semiparametric estimation of a partially linear censored regression model
Chen, Songnian,
Khan, Shakeeb

591607. Temporal aggregation and the finite sample performance of spectral regression estimators in cointegrated systems: A simulation study
Chambers, Marcus J.

608631. Whittle estimation of ARCH models
Giraitis, Liudas,
Robinson, Peter M.

633668. The ET interview: Professor Joseph B. Kadane
Chan, Ngai Hang

671685. The variance of an integrated process need not diverge to infinity, and related results on partial sums of stationary processes
Potscher, Benedikt M.,
Poetscher, Benedikt M.,
Leeb, Hannes,
Pötscher, Benedikt M.

686710. On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models
Deo, Rohit S.,
Hurvich, Clifford M.

7086. Near seasonal integration
Rodrigues, Paulo M. M.

711737. Approximation to the limiting distribution of $t$ and $F$statistics in testing for seasonal unit roots
Nabeya, Seiji

738764. Asymptotic inference for nonstationary fractionally integrated autoregressive movingaverage models
Ling, Shiqing,
Li, W. K.

765784. Asymptotically efficient median regression in the presence of heteroskedasticity of unknown form
Zhao, Quanshui

785819. Estimation of excess returns from derivative prices and testing for risk neutral pricing
Pandher, Gurupdesh S.

820852. Least absolute deviations regression under nonstandard conditions
Rogers, Alan J.

863888. Conditional moment restrictions in censored and truncated regression models
Newey, Whitney K.

87155. Structural change in AR$(1)$ models
Chong, Terence TaiLeung

889912. Identification and dichotomization of long and shortrun relations of cointegrated vector autoregressive models
Hsiao, Cheng

913932. The information bound of a dynamic panel logit model with fixed effects
Hahn, Jinyong

933961. Interpolation, quadrature, and stochastic integration
Lee, LungFei

962983. Complex unit roots and business cycles: Are they real?
Bierens, Herman J.

9841024. Secondorder approximation for adaptive regression estimators
Linton, Oliver,
Xiao, Zhijie