ÂÜÀòÉç¹ÙÍø

Weighted-average least squares estimation of generalized linear models
Giuseppe De Luca, Jan R. Magnus, Franco Peracchi

Estimating the integrated volatility using high-frequency data with zero durations
Zhi Liu, Xin-Bing Kong, Bing-Yi Jing

Filtered likelihood for point processes
Kay Giesecke, Gustavo Schwenkler

Generating univariate fractional integration within a large VAR(1)
Guillaume Chevillon, Alain Hecq, Sébastien Laurent

Testing for common breaks in a multiple equations system
Tatsushi Oka, Pierre Perron

Minimum distance approach to inference with many instruments
Michal Kolesár

Testing for parameter instability in predictive regression models
Iliyan Georgiev, David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor

Uniform confidence bands: Characterization and optimality
Joachim Freyberger, Yoshiyasu Rai

---