Estimation of the mean of a univariate normal distribution when the variance is not known
Dmitry Danilov
págs. 277-291
On the arbitrariness of some asymptotic test statistics based on generalized inverses
Naorayex K. Dastoor
págs. 292-305
Artificial regression testing in the GARCH-in-mean model
Riccardo Lucchetti, Eduardo Rossi
págs. 306-322
págs. 323-351
págs. 352-366
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Peter C. B. Phillips, Offer Lieberman
págs. 367-379
págs. 380-405
Finite-sample power of the Durbin¿Watson test against fractionally integrated disturbances
Christian Kleiber, Walter Krämer
págs. 406-417
págs. 418-427
Measurement of aggregate risk with copulas
Angelika May, Markus Junker
págs. 428-454
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