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Publisher: Elsevier

Volume 71, Number 1, March 1996

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Tests for cointegration A Monte Carlo comparison
pp. 89-115(27)
Author: Haug, A.A.

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Cointegration and speed of convergence to equilibrium
pp. 117-143(27)
Authors: Pesaran, M.H.; Yongcheol, S.

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Case-control studies with contaminated controls
pp. 145-160(16)
Authors: Lancaster, T.; Imbens, G.

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Interpreting tests of the convergence hypothesis
pp. 161-173(13)
Authors: Bernard, A.B.; Durlauf, S.N.

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Robustness to nonnormality of regression F-tests
pp. 175-205(31)
Authors: Ali, M.M.; Sharma, S.C.

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Information criteria for selecting possibly misspecified parametric models
pp. 207-225(19)
Authors: Chor-Yiu, S.; White, H.

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Alternative methods of detrending and the power of unit root tests
pp. 227-248(22)
Authors: Jaeyoun, H.; Schmidt, P.

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A minimum distance estimator for long-memory processes
pp. 249-264(16)
Authors: Tieslau, M.A.; Schmidt, P.; Baillie, R.T.

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An interior point algorithm for nonlinear quantile regression
pp. 265-283(19)
Authors: Koenker, R.; Park, B.J.

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A note on Sargan densities
pp. 285-290(6)
Author: Hadri, K.

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Testing for structural breaks in cointegrated relationships
pp. 321-341(21)
Authors: Gregory, A.W.; Nason, J.M.; Watt, D.G.

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Semiparametric estimation of partially linear panel data models
pp. 389-397(9)
Authors: Qi, L.; Stengos, T.

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