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Spectral methods for identifying scalar diffusions
Hansen, L.P.; Alexandre Scheinkman, J.; Touzi, N.
Posterior simulation and Bayes factors in panel count data models
Chib, S.; Greenberg, E.; Winkelmann, R.
Inference in possibly integrated vector autoregressive models: some finite sample evidence
Yamada, H.; Toda, H.Y.
Testing for GARCH effects: a one-sided approach
demos, A.; Sentana, E.
Pitfalls in testing for long run relationships
Gonzalo, J.; Lee, T.
Tests for cointegration with infinite variance errors
Bayesian and non-bayesian solutions to analysis of covariance models under heteroscedasticity
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