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Journal of Econometrics
Copyright &copy; 2005 Elsevier B.V. All rights reserved</P>
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Volume 128, Issue 2, Pages 195-326 (October 2005)






articles 1 - 7


1.
IFC - Inside Front Cover - Editorial Board• EDITORIAL BOARD
Page CO2
PDF (114 K)
2.
Size and power of tests of stationarity in highly autocorrelated time series• ARTICLE
Pages 195-213
Ulrich K. Müller
SummaryPlus | Full Text + Links | PDF (663 K)
3.
Sign tests for long-memory time series• ARTICLE
Pages 215-251
Miguel A. Delgado and Carlos Velasco
SummaryPlus | Full Text + Links | PDF (412 K)
4.
Generating schemes for long memory processes: regimes, aggregation and linearity• ARTICLE
Pages 253-282
James Davidson and Philipp Sibbertsen
SummaryPlus | Full Text + Links | PDF (359 K)
5.
The distance between rival nonstationary fractional processes• ARTICLE
Pages 283-300
P.M. Robinson
SummaryPlus | Full Text + Links | PDF (289 K)
6.
Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects• ARTICLE
Pages 301-323
Sophia Rabe-Hesketh, Anders Skrondal and Andrew Pickles
SummaryPlus | Full Text + Links | PDF (354 K)
7.
Author index to volume 128• INDEX
Page 325
PDF (156 K)
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