Journal of Econometrics Copyright © 2005 Elsevier B.V. All rights reserved

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)