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THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL
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- 17 May 2002, pp. 823-852
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GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS
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- 21 May 2012, pp. 719-729
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ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
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- 27 April 2012, pp. 1121-1143
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ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
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- 27 July 2001, pp. 738-764
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Proffessor T.W. Anderson
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- 18 October 2010, pp. 249-288
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NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
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- 06 July 2012, pp. 1-27
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PARTIALLY SUPERFLUOUS OBSERVATIONS
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- 15 March 2006, pp. 529-536
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ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
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- 05 April 2007, pp. 464-484
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ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES
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- 13 July 2016, pp. 980-1012
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TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION
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- 12 May 2020, pp. 1127-1158
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SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
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- 14 May 2008, pp. 1149-1173
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ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
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- 06 September 2007, pp. 256-293
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A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
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- 23 May 2006, pp. 614-632
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Finite Sample Properties of Several Predictors From an Autoregressive Model
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- 11 February 2009, pp. 359-370
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UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES
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- 09 July 2008, pp. 1463-1499
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EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
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- 16 April 2014, pp. 961-1020
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Solutions of multivariate Rational Expectations Models
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- 11 February 2009, pp. 229-257
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SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
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- 18 August 2009, pp. 383-405
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A Nonparametric Conditional Moment Test for Structural Stability
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- 11 February 2009, pp. 671-698
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Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila
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- 11 February 2009, pp. 550-559
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