| ARTICLES |
|
I.
Georgiev
Asymptotics for Cointegrated Processes with Infrequent Stochastic
Level Shifts and Outliers |
587 |
U.
Müller
The Impossibility of Consistent Discrimination Between I(0) and I(1)
Processes |
616 |
P. C. B.
Phillips, C. Han
Gaussian Inference in AR(1) Time Series with or without a Unit Root |
631 |
S.
Johansen
A Representation Theory for a Class of Vector Autoregressive Models
for Fractional Processes |
651 |
M.
Zarepour, S. Roknossadati
Multivariate Autoregression of Order One with Infinite Variance
Innovations |
677 |
V.
Zinde-Walsh
Kernel Estimation When Density May Not Exist |
696 |
B. Hansen
Uniform Convergence Rates for Kernel Estimation with Dependent Data |
726 |
H.
Bierens
Semi-Nonparametric Interval-Censored Mixed Proportional Hazard
Models: Identification and Consistency Results |
749 |
D.
Bhattacharya
A Permutation-Based Approach to Estimating Monotone Index Models |
795 |
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