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CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL
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- 29 April 2014, p. 1077
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ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS
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- 25 January 2021, pp. 172-193
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PROBLEMS AND SOLUTIONS
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- 05 October 2000, pp. 791-796
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A Matrix Inequality
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- 11 February 2009, pp. 120-121
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The Singular-Value Decomposition of the First-Order Difference Matrix
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- 11 February 2009, pp. 119-120
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The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process
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- 18 October 2010, p. 453
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ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION
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- 01 August 2009, pp. 891-900
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A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS
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- 22 July 2019, pp. 1159-1166
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CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH
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- 04 February 2021, pp. 1-34
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A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White
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- 18 October 2010, pp. 166-171
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Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution
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- 22 April 2005, pp. 665-666
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Exogenous and Endogenous Sampling
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- 18 October 2010, pp. 427-428
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NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA
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- 08 February 2005, pp. 143-157
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HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS
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- 10 November 2022, pp. 1-38
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NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS
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- 25 January 2021, pp. 1075-1099
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REJOINDER
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- 01 June 2009, pp. 658-667
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04.3.1 An I(2) Model for VAR(1) Processes
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- 08 June 2004, pp. 639-640
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A Note on the Normalized Errors in ARCH and Stochastic Volatility Models
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- 11 February 2009, pp. 113-128
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PARTIAL REDUNDANCY OF MOMENT CONDITIONS
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- 16 May 2002, pp. 531-539
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HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?
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- 03 June 2022, pp. 848-880
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