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  • Editor(s):
  • Peter C. B. Phillips, Cowles Foundation for Research in Economics, Yale University, USA

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Table of Contents - Volume 18 - Issue 06  

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Research Articles

 
 

TESTING FOR LONG MEMORY IN VOLATILITY

Clifford M. Hurvich and Philippe Soulier

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1291-1308
doi:10.1017/S0266466602186014 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES

Michael Jansson and Niels Haldrup

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1309-1335
doi:10.1017/S0266466602186026 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS

Jörg Breitung and Carsten Trenkler

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1336-1349
doi:10.1017/S0266466602186038 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE

Nicholas M. Kiefer and Timothy J. Vogelsang

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1350-1366
doi:10.1017/S026646660218604X (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS

Sílvia Gonçalves and Halbert White

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1367-1384
doi:10.1017/S0266466602186051 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS

Hyungsik Roger Moon and Frank Schorfheide

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1385-1407
doi:10.1017/S0266466602186063 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS

Lijian Yang and Rolf Tschernig

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1408-1448
doi:10.1017/S0266466602186075 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES

Michael Jansson

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1449-1459
doi:10.1017/S0266466602186087 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

PROBLEMS AND SOLUTIONS

 
 

PROBLEMS AND SOLUTIONS

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1461-1465
doi:10.1017/S0266466602006096 (About doi), Published Online by Cambridge University Press 24 Sep 2002
 

CORRIGENDUM

 
 

CORRIGENDUM

Econometric Theory, Volume 18, Issue 06, December 2002, pp 1466-1466
doi:10.1017/S0266466602186105 (About doi), Published Online by Cambridge University Press 24 Sep 2002
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