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

Volume 127, Issue 1, Pages 1-129 (July 2005) articles 1 - 8 1. IFC - Inside Front Cover - Editorial Board • EDITORIAL BOARD Page CO2 PDF (114 K) 2. Origins of the limited information maximum likelihood and two-stage least squares estimators • ARTICLE Pages 1-16 T.W. Anderson SummaryPlus | Full Text + Links | PDF (272 K) 3. Highly accurate likelihood analysis for the seemingly unrelated regression problem • ARTICLE Pages 17-33 D.A.S. Fraser, M. Rekkas and A. Wong SummaryPlus | Full Text + Links | PDF (265 K) 4. Nonparametric specification tests for conditional duration models • ARTICLE Pages 35-68 Marcelo Fernandes and Joachim Grammig SummaryPlus | Full Text + Links | PDF (556 K) 5. Stability results for nonlinear error correction models • ARTICLE Pages 69-81 Pentti Saikkonen SummaryPlus | Full Text + Links | PDF (269 K) 6. Estimating dynamic models from repeated cross-sections • ARTICLE Pages 83-102 Marno Verbeek and Francis Vella SummaryPlus | Full Text + Links | PDF (280 K) 7. Measurement errors and outliers in seasonal unit root testing • ARTICLE Pages 103-128 Niels Haldrup, Antonio Montanés and Andreu Sanso SummaryPlus | Full Text + Links | PDF (402 K) 8. The Dennis J. Aigner Award • ANNOUNCEMENT Page 129 PDF (121 K)