Research Article
LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
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- 01 June 2000, pp. 301-323
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ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS
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- 01 June 2000, pp. 324-346
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THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES
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- 01 June 2000, pp. 347-372
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TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT
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- 01 June 2000, pp. 373-406
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THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED
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- 01 June 2000, pp. 407-439
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Book Review
FORECASTING ECONOMIC TIME SERIES: by Michael P. Clements and David F. Hendry, Cambridge University Press, 1998
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- 01 June 2000, pp. 441-450
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Other
PROBLEMS AND SOLUTIONS
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- 01 June 2000, pp. 451-458
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Research Article
CORRIGENDA
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- 01 June 2000, pp. 459-461
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