Articles
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified
Jun Ma, Charles R. Nelson, and Richard Startz
Gains from Synchronization
William A. Barnett and Mehmet S. Dalkir
Time Series Models for Forecasting: Testing or Combining?
Zhuo Chen and Yuhong Yang
Short-Run Patience and Wealth Inequality
Lilia Maliar and Serguei Maliar
A Smooth Transition Autoregressive Conditional Duration Model
Min-Hsien Chiang
A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests
Wei Liu and Alex S. Maynard