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Christian Francq, Lajos Horvath, and
Jean-Michel Zakoian
Sup-tests for Linearity in a General Nonlinear AR(1) Model
Dukpa Kim
Improved and Extended End-of-Sample Instability Tests using a
Feasible Quasi-Generalized Least Squares Procedure
Offer Lieberman
Asymptotic Theory for Empirical Similarity Models
Xiaofeng Shao
Nonstationarity-Extended Whittle Estimation
Jushan Bai and Serena Ng
Panel Unit Root Tests with Cross-Section Dependence: A Further
Investigation
Bin Chen and Yongmiao Hong
Characteristic Function-Based Testing for Multifactor
Continuous-Time Markov Models via Nonparametric Regression
Wolfgang K. Hardle and Song Song
Confidence Bands in Quantile Regression
Massimo Franchi
A Representation Theory for Polynomial Cofractionality in Vector
Autoregressive Models
Weidong Liu and Wei Biao Wu
Asymptotics of Spectral Density Estimates
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