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The special issue - Volume 34 - Issue 2 - April 2018 - is edited by Michael Jansson, Robert Taylor and features contributions from:
Dynamic Panel Anderson-Hsiao Estimation with Roots Near Unity
Peter C. B. Philips
Alternative Asymptotics and The Partially Linear Model with Many Regressors
Matias D. Cattaneo, Michael Jansson, Whitney K. Newey
Unit Root Inference for Non-Stationary Linear Processes Driven by Infinite Variance Innovations
Giuseppe Cavaliere, Iliyan Georgiev, A.M.Robert Taylor
Determining The Cointegration Rank in Heteroskedastic Var Models of Unknown Order
Giuseppe Cavaliere, Luca De Angelis, Anders Rahbek, A.M. Robert Taylo
Exact Likelihood Inference in Group Interaction Network Models Exact Likelihood Inference in Group Interaction Network Models
Grant Hillier, Federico Martellosio
Multimodality P**-Formula and Confidence Regions
Kees Jan Van Garderen, Fallaw Sowell
Semi-Parametric Seasonal Unit Root Tests
Tomás del Barrio Castro, Paulo M.M. Rodrigues, A.M. Robert Taylor
A General Class of Non-Nested Test Statistics for Models Defined Through Moment Restrictions
Paulo M.D.C. Parente
Read the Special Issue on the Econometric Theory journal page
