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Part I. Higher-Order Asymptotics:
1. Edgeworth expansions for the wald and GMM statistics for nonlinear restrictions Bruce E. Hansen;
2. Moment selection and bias reduction for GMM in conditionally heteroskedastic models Guido M. Kuersteiner;
Part II. Deficient Instruments:
3. Specification tests with instrumental variables and rank deficiency Yuichi Kitamura;
4. Asymptotic normality of single-equation estimators for the case with a large number of weak instruments John C. Chao and Norman R. Swanson;
5. Inference in partially identified instrumental variables regression with weak instruments Eric Zivot;
Part III. Nonstationarity:
6. Extracting cycles from nonstationary data Dean Corbae and Sam Ouliaris;
7. Nonstationary nonlinearity: an outlook for new opportunities Joon Y. Park;
8. Multiple structural change models: a simulation analysis Jushan Bai and Pierre Perron;
Part IV. LAD and Quantile Regression:
9. On efficient, robust and adaptive estimation in cointegrated models Douglas J. Hodgson;
10. Testing stationarity using m-estimation Roger Koenker and Zhijie Xiao;
11. Consistent specification testing for quantile regression models Yoon-Jae Whang;
Part V. Nonstationary Panels:
12. Combination unit root tests for cross-sectionally correlated panels In Choi;
13. Nonlinear IV panel unit root tests Yoosoon Chang.
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