Econometric Theory - Cambridge University Press 2011
ISSN: 0266-4666
ARTICLES
1. Chirok Han, Peter C. B. Phillips and Donggyu Sul - UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
2. Miguel A. Delgadoa1, Javier Hidalgo and Carlos Velasco- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
3. Özgen Sayginsoya1 and Timothy J. Vogelsang - TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
4. Patrick Marsha1 - SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS
5. Giuseppe Cavaliere, David I. Harvey, Stephen J. Leybourne and A.M. Robert Taylor - TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
6. A.M. Robert Taylor and Timothy J. Vogelsang - SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION
7. Sílvia Gonçalves - THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
8. Jonathan B. Hill - TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
9. Sílvia Gonçalves and Timothy J. Vogelsang - BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
10. Dimitris N. Politis - HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
11. Song Xi Chen and Jiti Gao - SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION
12. Vygantas Paulauskas, Svetlozar T. Rachev and Frank J. Fabozzi - COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES”
13. Robert M. de Jong and Tiemen Woutersen - DYNAMIC TIME SERIES BINARY CHOICE