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A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
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- 23 September 2005, pp. 1165-1171
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PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
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- 17 July 2002, pp. 1086-1098
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ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
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- 11 June 2008, pp. 1254-1276
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ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS
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- 06 May 2016, pp. 636-663
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BAYESIAN ECONOMETRICS: The First Twenty Years
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- 11 February 2009, pp. 500-516
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TESTING FOR EMBEDDABILITY BY STATIONARY REVERSIBLE CONTINUOUS-TIME MARKOV PROCESSES
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- 01 December 1998, pp. 744-769
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
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- 30 September 2009, pp. 406-425
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FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
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- 13 September 2011, pp. 471-481
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STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS
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- 24 July 2017, pp. 985-1017
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Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test
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- 11 February 2009, pp. 679-691
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WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
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- 06 December 2006, pp. 71-88
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TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
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- 16 April 2014, pp. 923-960
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SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS
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- 18 December 2014, pp. 714-739
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NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
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- 25 April 2018, pp. 1281-1324
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INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
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- 16 January 2013, pp. 808-837
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THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY
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- 19 August 2014, pp. 337-361
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COMMENTS ON THE PAPER BY MINXIAN YANG: “SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS”
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- 15 May 2002, pp. 815-818
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THE ET INTERVIEW: PROFESSOR JAMES TOBIN
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- 01 December 1999, pp. 867-900
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PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
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- 15 May 2002, pp. 584-624
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LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS
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- 03 March 2001, pp. 283-295
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