Current Index to Statistics
The density of a quadratic form in a vector unifromly distributed on the $n$-sphere
Estimating additive nonparametric models by partial $L_q$ norm: The curse of fractionality
One-sided testing for ARCH effects using wavelets
Likelihood-based inference in trending time series with a root near unity
The generalized dynamic factor model: Representation theory
Independence of double Wiener integrals
Testing for distributional change in time series
A consistent test for conditional heteroskedasticity in time-series regression models
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim M.
On the range of correlation coefficients of bivariate ordered discrete random variables
Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Zucker, David M.
Large sample distribution of weighted sums of ARCH$(p)$ squared residual correlations
How to estimate autoregressive roots near unity
Phillips, Peter C. B.
Moon, Hyungsik Roger
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Unit root seasonal autoregressive models with a polynomial trend of higher degree
Testing for serial correlation of unknown form using wavelet methods
The error term in the history of time series econometrics
Gilbert, Christopher L.
Asymptotic properties of weighted $M$-estimators for standard stratified samples
Wooldridge, Jeffrey M.
An integral inequality on $C([0,1])$ and dispersion of OLS under near-integration
Bailey, Ralph W.
A note on Bayesian inference in asset pricing
Knight, J. L.
Satchell, S. E.
Edgeworth expansions for spectral density estimates and studentized sample mean
Robinson, Peter M.
A Markovian local resampling scheme for nonparametric estimators in time series analysis
Politis, Dimitris N.
Semiparametric estimation of a partially linear censored regression model
Temporal aggregation and the finite sample performance of spectral regression estimators in cointegrated systems: A simulation study
Chambers, Marcus J.
Whittle estimation of ARCH models
Robinson, Peter M.
The ET interview: Professor Joseph B. Kadane
Chan, Ngai Hang
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.
Pötscher, Benedikt M.
On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models
Deo, Rohit S.
Hurvich, Clifford M.
Near seasonal integration
Rodrigues, Paulo M. M.
Approximation to the limiting distribution of $t$- and $F$-statistics in testing for seasonal unit roots
Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Li, W. K.
Asymptotically efficient median regression in the presence of heteroskedasticity of unknown form
Estimation of excess returns from derivative prices and testing for risk neutral pricing
Pandher, Gurupdesh S.
Least absolute deviations regression under nonstandard conditions
Rogers, Alan J.
Conditional moment restrictions in censored and truncated regression models
Newey, Whitney K.
Structural change in AR$(1)$ models
Chong, Terence Tai-Leung
Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models
The information bound of a dynamic panel logit model with fixed effects
Interpolation, quadrature, and stochastic integration
Complex unit roots and business cycles: Are they real?
Bierens, Herman J.
Second-order approximation for adaptive regression estimators