Articles
Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation
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- 18 October 2010, pp. 1-27
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Continuous Record Asymptotics in Systems of Stochastic Differential Equations
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- 18 October 2010, pp. 28-51
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Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models
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- 18 October 2010, pp. 52-94
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The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
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- 18 October 2010, pp. 95-111
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Miscellanea
A Note on the Estimation of Simultaneous Equations with Error Components
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- 18 October 2010, pp. 113-119
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On the Best Unbiased Estimate for the Mean of a Short Autoregressive Time Series
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- 18 October 2010, pp. 120-126
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A Graphical Exposition of the Ordered Probit
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- 18 October 2010, pp. 127-131
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Photograph Section
Two Photographs of Tjalling C. Koopmans
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- 18 October 2010, p. 133
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Book Review
The Statistical Theory of Linear SystemsE. J. Hannan and Manfred Deistler John Wiley & Sons, 1988
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- 18 October 2010, pp. 135-143
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Problems
Can More Information Make You Worse Off??
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- 18 October 2010, p. 145
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Instrumental Variables Estimator and Admissibility
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- 18 October 2010, p. 145
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A Class of Bivariate Density Functions with Common Marginals
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- 18 October 2010, pp. 145-146
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The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations
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- 18 October 2010, p. 146
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Limit Theory in Cointegrated Vector Autoregressions
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- 18 October 2010, p. 146
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Solutions
Perpendicular Least Squares
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- 18 October 2010, pp. 147-148
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Convergence to a Stochastic Integral
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- 18 October 2010, pp. 148-150
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The Limit Variance of g
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- 18 October 2010, pp. 150-152
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Random Variable Generation via Double Sampling
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- 18 October 2010, pp. 152-155
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The Differencing Test in a Regression with Equicorrelated Disturbances
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- 18 October 2010, pp. 155-156
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Testing Causality in an Autoregression with Cointegrated Regressors
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- 18 October 2010, pp. 156-158
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