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Publisher: Elsevier

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Volume 80, Number 2, October 1997

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Editors Introduction
pp. 195-197(3)
Author: Henry, D.F.

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Codependent cycles
pp. 199-221(23)
Authors: Vahid, F.; Engle, R.F.

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Analysis of cointegrated VARMA processes
pp. 223-239(17)
Authors: Lutkepohl, H.; Claessen, H.

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Testing of unit root and other nonstationary hypotheses in macroeconomic time series
pp. 241-268(28)
Authors: Gil-Alana, L.A.; Robinson, P.M.

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Inference in a nearly integrated autoregressive model with nonnormal innovations
pp. 269-286(18)
Authors: Rothenberg, T.J.; Stock, J.H.

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Bootstrapping cointegrating regressions
pp. 297-318(22)
Authors: Hongyi, L.; Maddala, G.S.

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Discussion of Paper by H. Li & G.S. Maddala
pp. 319-323(5)
Author: Hinkley, D.V.

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Exact tests in single equation autoregressive distributed lag models
pp. 325-353(29)
Authors: Kiviet, J.F.; Dufour, J.

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Detecting shocks: Outliers and breaks in time series
pp. 387-422(36)
Authors: Atkinson, A.C.; Koopman, S.J.; Shephard, N.

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