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Volume 24, Number 4 |
2008 |
ARTICLES |
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L. Su, H. White
A Nonparametric Hellinger Metric Test for Conditional Independence |
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P. C. B. Phillips, T. Magdalinos
Limit Theory for Explosively Cointegrated Systems |
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R. Ibragimov, P. C. B. Phillips
Regression Asymptotics Using Martingale Convergence Methods |
|
A. Saidi, R. Roy
Robust Optimal Tests for Causality in Multivariate Time Series |
|
T. McElroy
Matrix Formulas for Nonstationary ARIMA Signal Extraction |
|
S. M. Schennach
Quantile Regression with Mismeasured Covariates |
E. Schechtman,
A. Shelef, S. Yitzhaki, R. Zitikis
Testing Hypotheses About Absolute Concentration Curves and Marginal
Conditional Stochastic Dominance |
D. Bauer
Using Subspace Methods for Estimating ARMA Models for Multivariate
Time Series with Conditionally Heteroskedastic Innovations |
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T. del Barrio Castro, D. Osborn
Testing for Seasonal Unit Roots in Periodic Integrated
Autoregressive Processes |
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Volume 24, Number 5 |
2008 |
ARTICLES |
|
S. Chen and S. Khan
Semiparametric Estimation of Nonstationary Censored Panel Data Models with
Time-Varying Factor Loads. |
|
R. Renò
Nonparametric Estimation of the Diffusion Coefficient of Stochastic
Volatility Models |
|
A. Gonçalves de Silva, P. M.
Robinson
Fractional Cointegration in Stochastic Volatility Models |
|
S. Lee
Estimating Panel Data Duration Models with Censored Data |
|
G. Forchini
Weighted Average Power Similar Tests for Structural Change in the
Gaussian Linear Regression Model |
|
M. Meitz, P. Saikkonen
Ergodicity, Mixing, and Existence of Moments of a Class of Markov
Models with Applications |
|
Z. Cai, Q.Li
Nonparametric Estimation of Varying Coefficient Dynamic Panel Data
Models |
A.
Aue
Near-Integrated Random Coefficient Autoregressive Time Series |
I.
Kasparis
Detection of Functional Form Misspecification in Cointegrating
Relations |
|
F. Gao, F. Song
Estimating Risk in GARCH VaR and ES Estimates |
