14 results
NEGATIVE POWERS OF INTEGRATED PROCESSES
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- Econometric Theory / Volume 38 / Issue 2 / April 2022
- Published online by Cambridge University Press:
- 30 April 2021, pp. 339-369
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Prevalence of internalizing disorders, symptoms, and traits across age using advanced nonlinear models
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- Psychological Medicine / Volume 53 / Issue 1 / January 2023
- Published online by Cambridge University Press:
- 14 April 2021, pp. 78-87
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A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION
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- Econometric Theory / Volume 36 / Issue 5 / October 2020
- Published online by Cambridge University Press:
- 23 March 2020, pp. 840-870
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Contributors
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- The Burdens of Mental Disorders
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- 09 May 2013, pp ix-xii
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DYNAMIC TIME SERIES BINARY CHOICE
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- Econometric Theory / Volume 27 / Issue 4 / August 2011
- Published online by Cambridge University Press:
- 03 March 2011, pp. 673-702
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Central Limit Theorems for Dependent Heterogeneous Random Variables
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- Econometric Theory / Volume 13 / Issue 3 / June 1997
- Published online by Cambridge University Press:
- 11 February 2009, pp. 353-367
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A Strong Law of Large Numbers
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- Econometric Theory / Volume 12 / Issue 1 / March 1996
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- 11 February 2009, pp. 210-214
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ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
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- Econometric Theory / Volume 20 / Issue 3 / June 2004
- Published online by Cambridge University Press:
- 08 June 2004, pp. 627-635
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02.5.1. A Mixingale Inequality Using an Exponential Moment
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- Econometric Theory / Volume 19 / Issue 5 / October 2003
- Published online by Cambridge University Press:
- 01 October 2003, pp. 880-881
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THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I: Weakly Dependent Processes
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- Econometric Theory / Volume 16 / Issue 5 / October 2000
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- 05 October 2000, pp. 621-642
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THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II: Fractionally Integrated Processes
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- Econometric Theory / Volume 16 / Issue 5 / October 2000
- Published online by Cambridge University Press:
- 05 October 2000, pp. 643-666
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A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS
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- Econometric Theory / Volume 16 / Issue 2 / April 2000
- Published online by Cambridge University Press:
- 01 April 2000, pp. 262-268
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DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY: by Benedikt M. Pötscher and Ingmar R. Prucha, Springer-Verlag, 1997
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- Econometric Theory / Volume 16 / Issue 1 / February 2000
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- 01 February 2000, pp. 127-130
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Microparasite Group Report
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- Ecology of Infectious Diseases in Natural Populations
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- 22 January 2010
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- 07 September 1995, pp 123-143
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