Publisher: Elsevier

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Volume 81, Number 1, November 1997

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Nonparametric dynamic modelling
pp. 1-5(5)
Author: Lutkepohl, H.

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Rank tests for unit roots
pp. 7-27(21)
Authors: Breitung, J.; Gourieroux, C.

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Nonlinear stochastic trends
pp. 65-92(28)
Authors: Granger, C.W.J.; Inoue, T.; Morin, N.

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Testing cointegration in infinite order vector autoregressive processes
pp. 93-126(34)
Authors: Saikkonen, P.; Luukkonen, R.

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Estimation of stochastic volatility models with diagnostics
pp. 159-192(34)
Authors: Gallant, A.R.; Hsieh, D.; Tauchen, G.

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Efficient estimation in semiparametric GARCH models
pp. 193-221(29)
Authors: Drost, F.C.; Klaassen, C.A.J.

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Local parametric analysis of hedging in discrete time
pp. 243-272(30)
Authors: Bossaerts, P.; Hillion, P.

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Recognizing changing seasonal patterns using artificial neural networks
pp. 273-280(8)
Authors: Franses, P.H.; Draisma, G.

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