Econometric Theory
 

FORTHCOMING ISSUES

Volume 26, Number 4

2010

ARTICLES

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