Research Article
MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I: IntegralOperator Algebra and Representation Theory
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- 01 August 1999, pp. 435-468
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MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II: Estimation and Testing
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- 01 August 1999, pp. 469-518
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EFFICIENT DETRENDING IN COINTEGRATING REGRESSION
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- 01 August 1999, pp. 519-548
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THE NONSTATIONARY FRACTIONAL UNIT ROOT
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- 01 August 1999, pp. 549-582
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ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS
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- 01 August 1999, pp. 583-621
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SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS
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- 01 August 1999, pp. 622-628
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PROBLEMS AND SOLUTIONS
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- 01 August 1999, pp. 629-637
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OBITUARY
OBITUARY: G.S. Maddala, 1933–1999
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- 01 August 1999, pp. 639-641
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