Journal of Econometrics

Inference for unit roots in dynamic panels where the time dimension is fixed
pp. 201-226(26)
Authors: Harris R.D.F.; Tzavalis E.

Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
pp. 227-271(45)
Authors: Chao J.C.; Phillips P.C.B.

Measurement errors: A principal investigator-agent approach
pp. 273-298(26)
Authors: Philipson T.; Malani A.

Likelihood ratio tests for multiple structural changes
pp. 299-323(25)
Author: Bai J.

Non-stationary log-periodogram regression
pp. 325-371(47)
Author: Velasco C.

Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
pp. 373-401(29)
Authors: Chen X.; Fan Y.