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UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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- 01 February 1999, pp. 1-23
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DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS
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- 01 October 1999, pp. 643-663
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MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I: IntegralOperator Algebra and Representation Theory
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- 01 August 1999, pp. 435-468
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APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION
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- 01 December 1999, pp. 789-813
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ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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- 01 June 1999, pp. 269-298
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CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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- 01 April 1999, pp. 165-176
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MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II: Estimation and Testing
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- 01 August 1999, pp. 469-518
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ASYMPTOTICS OF ML ESTIMATOR FOR REGRESSION MODELS WITH A STOCHASTIC TREND COMPONENT
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- 01 February 1999, pp. 24-49
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UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
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- 01 December 1999, pp. 814-823
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TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW
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- 01 April 1999, pp. 177-183
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COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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- 01 October 1999, pp. 664-703
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LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
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- 01 June 1999, pp. 299-336
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STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS
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- 01 June 1999, pp. 337-360
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ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES
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- 01 April 1999, pp. 184-217
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EFFICIENT DETRENDING IN COINTEGRATING REGRESSION
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- 01 August 1999, pp. 519-548
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LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
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- 01 February 1999, pp. 50-78
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THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION
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- 01 October 1999, pp. 704-709
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FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS
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- 01 December 1999, pp. 824-846
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ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE
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- 01 December 1999, pp. 847-866
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THE SIZE DISTORTION OF BOOTSTRAP TESTS
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- 01 June 1999, pp. 361-376
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