Journal of Econometrics

IFC-Inside Front Cover-Editorial Board
pp. CO2-CO2(1)

Long memory and nonlinear time series
pp. 105-112(8)
Authors: Davidson J.; Terasvirta T.

Properties of nonlinear transformations of fractionally integrated processes
pp. 113-133(21)
Authors: Dittmann I.; Granger C.W.J.

A nonlinear long memory model, with an application to US unemployment
pp. 135-165(31)
Authors: van Dijk D.; Franses P.H.; Paap R.

Inference on the cointegration rank in fractionally integrated processes
pp. 167-185(19)
Authors: Breitung J.; Hassler U.

A model of fractional cointegration, and tests for cointegration using the bootstrap
pp. 187-212(26)
Author: Davidson J.

Consistent order selection with strongly dependent data and its application to efficient estimation
pp. 213-239(27)
Author: Hidalgo J.

Nonlinear minimization estimators in the presence of cointegrating relations
pp. 241-259(19)
Author: de Jong R.M.

Nonlinear IV unit root tests in panels with cross-sectional dependency
pp. 261-292(32)
Author: Chang Y.

Testing for two-regime threshold cointegration in vector error-correction models
pp. 293-318(26)
Authors: Hansen B.E.; Seo B.

Estimation and model selection based inference in single and multiple threshold models
pp. 319-352(34)
Authors: Gonzalo J.; Pitarakis J.-Y.

A consistent test for nonlinear out of sample predictive accuracy
pp. 353-381(29)
Authors: Corradi V.; Swanson N.R.

Nonstationary nonlinear heteroskedasticity
pp. 383-415(33)
Author: Park J.Y.

Evaluating GARCH models
pp. 417-435(19)
Authors: Lundbergh S.; Terasvirta T.

Author index to volume 110
pp. 437-437(1)