| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
|
Andrews, Donald W.K.
|
|
2012
|
169 |
2 |
p. 196-210
15 p.
|
artikel
|
| 2 |
Cointegrating rank selection in models with time-varying variance
|
Cheng, Xu
|
|
2012
|
169 |
2 |
p. 155-165
11 p.
|
artikel
|
| 3 |
Editorial Board
|
|
|
2012
|
169 |
2 |
p. IFC-
1 p.
|
artikel
|
| 4 |
Exact local Whittle estimation of fractionally cointegrated systems
|
Shimotsu, Katsumi
|
|
2012
|
169 |
2 |
p. 266-278
13 p.
|
artikel
|
| 5 |
Mean and autocovariance function estimation near the boundary of stationarity
|
Giraitis, Liudas
|
|
2012
|
169 |
2 |
p. 166-178
13 p.
|
artikel
|
| 6 |
Mildly explosive autoregression under weak and strong dependence
|
Magdalinos, Tassos
|
|
2012
|
169 |
2 |
p. 179-187
9 p.
|
artikel
|
| 7 |
Model selection criteria for the leads-and-lags cointegrating regression
|
Choi, In
|
|
2012
|
169 |
2 |
p. 224-238
15 p.
|
artikel
|
| 8 |
Model selection in the presence of nonstationarity
|
Kim, Jae-Young
|
|
2012
|
169 |
2 |
p. 247-257
11 p.
|
artikel
|
| 9 |
Model selection when there are multiple breaks
|
Castle, Jennifer L.
|
|
2012
|
169 |
2 |
p. 239-246
8 p.
|
artikel
|
| 10 |
Optimal estimation under nonstandard conditions
|
Ploberger, Werner
|
|
2012
|
169 |
2 |
p. 258-265
8 p.
|
artikel
|
| 11 |
Persistence-robust surplus-lag Granger causality testing
|
Bauer, Dietmar
|
|
2012
|
169 |
2 |
p. 293-300
8 p.
|
artikel
|
| 12 |
Recent advances in nonstationary time series: A festschrift in honor of Peter C.B. Phillips
|
Mariano, Roberto S.
|
|
2012
|
169 |
2 |
p. 139-141
3 p.
|
artikel
|
| 13 |
Robustifying multivariate trend tests to nonstationary volatility
|
Xu, Ke-Li
|
|
2012
|
169 |
2 |
p. 147-154
8 p.
|
artikel
|
| 14 |
Robust inference in nonstationary time series models
|
Xiao, Zhijie
|
|
2012
|
169 |
2 |
p. 211-223
13 p.
|
artikel
|
| 15 |
Spurious regressions in technical trading
|
Shintani, Mototsugu
|
|
2012
|
169 |
2 |
p. 301-309
9 p.
|
artikel
|
| 16 |
Stationarity-based specification tests for diffusions when the process is nonstationary
|
Aït-Sahalia, Yacine
|
|
2012
|
169 |
2 |
p. 279-292
14 p.
|
artikel
|
| 17 |
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
|
Harvey, David I.
|
|
2012
|
169 |
2 |
p. 188-195
8 p.
|
artikel
|
| 18 |
Useful conclusions from surprising results
|
Granger, Clive W.J.
|
|
2012
|
169 |
2 |
p. 142-146
5 p.
|
artikel
|
Tijdschrift beschrijving