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LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
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- 01 June 2000, pp. 301-323
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THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I: Weakly Dependent Processes
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- 05 October 2000, pp. 621-642
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TESTS OF RANK
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- 01 April 2000, pp. 151-175
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STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
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- 01 February 2000, pp. 3-22
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GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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- 15 December 2000, pp. 797-834
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NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
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- 01 August 2000, pp. 465-501
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TESTS OF COMMON STOCHASTIC TRENDS
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- 01 April 2000, pp. 176-199
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SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS
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- 01 February 2000, pp. 23-43
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THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II: Fractionally Integrated Processes
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- 05 October 2000, pp. 643-666
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ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS
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- 01 June 2000, pp. 324-346
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EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
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- 01 August 2000, pp. 502-523
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MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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- 15 December 2000, pp. 835-854
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THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES
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- 01 June 2000, pp. 347-372
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ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS
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- 01 April 2000, pp. 200-230
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ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
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- 01 August 2000, pp. 524-550
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THE FDH ESTIMATOR FOR PRODUCTIVITY EFFICIENCY SCORES: Asymptotic Properties
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- 15 December 2000, pp. 855-877
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A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS
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- 05 October 2000, pp. 667-691
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NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
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- 01 February 2000, pp. 44-79
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BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
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- 01 February 2000, pp. 80-101
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MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS
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- 15 December 2000, pp. 878-904
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