Dynamic component detection in a multifactor model for stock returns Michele Costa OriginalPaper Pages: 25 - 36
Testing for cointegration at any frequency using spectral methods Gianluca Cubadda OriginalPaper Pages: 37 - 50
On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular Abdalla T. El-HelbawyTawfik Hassan OriginalPaper Pages: 51 - 60
Detecting and testing causality in linear econometric models Mario FalivaM. Grazia Zoia OriginalPaper Pages: 61 - 76
Estimating probabilities from invariant permutation distributions Andrea Pallini OriginalPaper Pages: 77 - 91
On identifiability of parametric statistical models Carlos Daniel Mimoso PaulinoCarlos Alberto de Bragança Pereira OriginalPaper Pages: 125 - 151