# Cambridge University Press

# Econometric Theory

Postal: Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK

Web page: http://journals.cambridge.org/jid_ECT

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Arthur Lewbel
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### December 1999, Volume 15, Issue 06

**824-846 FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS***by*He, Changli & Ter svirta, Timo**847-866 Asymptotic Theory For The Durbin Watson Statistic Under Long-Memory Dependence***by*Nakamura, Shisei & Taniguchi, Masanobu**867-900 The Et Interview: Professor James Tobin***by*Shiller, Robert J.

### October 1999, Volume 15, Issue 05

**643-663 Deciding Between I(0) And I(1) Via Flil-Based Bounds***by*Corradi, Valentina**664-703 Cointegrating Regressions With Time Varying Coefficients***by*Park, Joon Y. & Hahn, Sang B.**704-709 The Local Asymptotic Power Of Certain Tests For Fractional Integration***by*Wright, Jonathan H.**710-718 Optimality For The Integrated Conditional Moment Test***by*Boning, Wm. Brent & Sowell, Fallaw**719-752 Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings***by*Cribari-Neto, Francisco & Jensen, Mark J. & Novo, lvaro A.**753-776 Et Interview: Professor G.S. Maddala***by*Lahiri, Kajal

### August 1999, Volume 15, Issue 04

**435-468 Multivariate Time Series With Various Hidden Unit Roots, Part I***by*Gregoir, St phane**469-518 Multivariate Time Series With Various Hidden Unit Roots, Part Ii***by*Gregoir, St phane**519-548 Efficient Detrending In Cointegrating Regression***by*Xiao, Zhijie & Phillips, Peter C.B.**549-582 The Nonstationary Fractional Unit Root***by*Tanaka, Katsuto**583-621 On Asymptotic Inference In Cointegrated Time Series With Fractionally Integrated Errors***by*Jeganathan, P.**622-628 Spurious Regression Between I(1) Processes With Infinite Variance Errors***by*Tsay, Wen-Jen**639-641 Obituary***by*Lahiri, Kajal & Phillips, Peter C.B.

### June 1999, Volume 15, Issue 03

**269-298 Asymptotics For Nonlinear Transformations Of Integrated Time Series***by*Park, Joon Y. & Phillips, Peter C.B.**299-336 Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels***by*Robinson, P.M. & Henry, M.**337-360 Statistical Inference With Simulated Likelihood Functions***by*Lee, Lung-fei**361-376 The Size Distortion Of Bootstrap Tests***by*Davidson, Russell & MacKinnon, James G.**377-387 Improved Estimation Of The Expected Kullback Leibler Discrepancy In Case Of Misspecification***by*Reschenhofer, Erhard**389-424 The Et Interview: Professor George C. Tiao***by*Chan, Ngai Hang

### April 1999, Volume 15, Issue 02

**165-176 Cauchy Estimators For Autoregressive Processes With Applications To Unit Root Tests And Confidence Intervals***by*So, Beong Soo & Shin, Dong Wan**177-183 Testing For Zero Autocorrelation When The Innovations Belong To The Normal Domain Of Attraction Of A Cauchy Law***by*Runde, Ralf**184-217 ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES***by*van der Meer, Tjacco & Pap, Gyula & van Zuijlen, Martien C.A.**218-227 A Correction Factor For Unit Root Test Statistics***by*Bravo, Francesco**228-237 A General Method To Estimate Correlated Discrete Random Variables***by*van Ophem, Hans**238-256 The Behavior Of Forecast Errors From A Nearly Integrated Ar(1) Model As Both Sample Size And Forecast Horizon Become Large***by*Kemp, Gordon C.R.

### February 1999, Volume 15, Issue 01

**1-23 Unit Root Tests Based On Adaptive Maximum Likelihood Estimation***by*Shin, Dong Wan & So, Beong Soo**24-49 Asymptotics Of Ml Estimator For Regression Models With A Stochastic Trend Component***by*Kuo, Biing-Shen**50-78 Local Power Of Likelihood Ratio Tests For The Cointegrating Rank Of A Var Process***by*Saikkonen, Pentti & L tkepohl, Helmut**79-98 Semiparametric Estimation Of A Location Parameter In The Binary Choice Model***by*Chen, Songnian**99-113 Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models***by*Kobayashi, Masahito & McAleer, Michael**114-138 Constrained Smoothing Splines***by*P o, Juan M. Rodriguez**139-149 Asymptotic Moments Of Some Unit Root Test Statistics In The Null Case***by*Nabeya, Seiji

### December 1998, Volume 14, Issue 06

**699-699 The Tjalling C. Koopmans Econometric Theory Prize: 1994 1996***by*Phillips, Peter C.B.**701-743 Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures***by*Kleibergen, Frank & van Dijk, Herman K.**744-769 Testing For Embeddability By Stationary Reversible Continuous-Time Markov Processes***by*Florens, Jean-Pierre & Renault, Eric & Touzi, Nizar**770-782 Moment Generating Functions And Further Exact Results For Seasonal Autoregressions***by*Pitarakis, Jean-Yves**783-793 A Note On The Convergence Of Nonparametric Dea Estimators For Production Efficiency Scores***by*Kneip, Alois & Park, Byeong U. & Simar, L opold**795-798 An Introduction To Econometric Theory***by*Linton, Oliver B.**800-801 Econometric Society Australasian Meetings 1997 (ESAM97)***by*Martin, Vance L.

### October 1998, Volume 14, Issue 05

**539-559 Saddlepoint Approximations For Noncentral Quadratic Forms***by*Marsh, Patrick W.N.**560-603 An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests***by*Perron, Pierre & Ng, Serena**604-621 Goodness-Of-Fit Tests Based On Kernel Density Estimators With Fixed Smoothing Parameters***by*Fan, Yanqin**622-640 A New Method For Obtaining The Autocovariance Of An Arma Model: An Exact Form Solution***by*Karanasos, M.**641-662 Asymptotics Of Nonstationary Fractional Integrated Series***by*Liu, Ming**663-669 A Note On Spurious Break***by*Bai, Jushan**671-685 The Econometrics Of Financial Markets***by*Andersen, Torben G.

### August 1998, Volume 14, Issue 04

**387-422 Asymptotic Theory For M-Estimators Over A Convex Kernel***by*Arcones, Miguel A.**423-462 Efficient Semiparametric Scoring Estimation Of Sample Selection Models***by*Chen, Songnian & Lee, Lung-Fei**463-482 Valid Confidence Intervals In Regression After Variable Selection***by*Kabaila, Paul**483-509 Revising Beliefs In Nonidentified Models***by*Poirier, Dale J.**511-516 Time Series Analysis: Nonstationary And Noninvertible Distribution Theory***by*Elliott, Graham**517-524 Likelihood-Based Inference In Cointegrated Vector Autoregressive Models***by*Kitamura, Yuichi

### June 1998, Volume 14, Issue 03

**295-325 Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative***by*Stinchcombe, Maxwell B. & White, Halbert**326-338 On Estimating An Arma Model With An Ma Unit Root***by*McCabe, B.P.M. & Leybourne, S.J.**339-354 Chi-Square-Type Distributions For Heavy-Tailed Variates***by*Mittnik, Stefan & Rachev, Svetlozar T. & Kim, Jeong-Ryeol**355-363 Effect Of A Shift In The Trend Function On Dickey Fuller Unit Root Tests***by*Monta s, Antonio & Reyes, Marcelo**365-368 Financial Calculus: An Introduction To Derivative Pricing***by*S renson, Bent E.**369-374 Topics In Advanced Econometrics: Estimation, Testing, And Specification Of Cross-Section And Time Series Models***by*Whang, Yoon-Jae**375-378 Time-Series-Based Econometrics***by*Choi, In**379-380 Handbook Of Matrices***by*Magnus, Jan R.

### April 1998, Volume 14, Issue 02

**161-186 Quasi-Indirect Inference For Diffusion Processes***by*Broze, Laurence & Scaillet, Olivier & Zako an, Jean-Michel**187-199 A Parametric Characterization Of Integrated Vector Autoregressive (Var) Processes***by*la Cour, Lisbeth**200-221 On Phillips Perron-Type Tests For Seasonal Unit Roots***by*Breitung, J rg & Franses, Philip Hans**222-259 Tests For Structural Change In Cointegrated Systems***by*Seo, Byeongseon**260-284 Central Limit And Functional Central Limit Theorems For Hilbert-Valued Dependent Heterogeneous Arrays With Applications***by*Chen, Xiaohong & White, Halbert**293-294 Editor'S Tribute***by*Phillips, Peter C.B.

### February 1998, Volume 14, Issue 01

**1-43 Worldwide Institutional Rankings In Econometrics: 1989 1995***by*Baltagi, Badi H.**44-69 Adaptive Estimation Of Error Correction Models***by*Hodgson, Douglas J.**70-86 Strong Consistency Of Estimators For Multivariate Arch Models***by*Jeantheau, Thierry**87-122 A Test Of Autocorrelation In The Presence Of Heteroskedasticity Of Unknown Form***by*Whang, Yoon-Jae**123-138 A Consistent Nonparametric Test Of Parametric Regression Models Under Conditional Quantile Restrictions***by*Zheng, John Xu**139-149 Consistent Specification Testing For Conditional Symmetry***by*Zheng, John Xu

### December 1997, Volume 13, Issue 06

**769-769 New Heraldry for ET***by*Phillips, Peter C.B.**771-790 Curved Exponential Models in Econometrics***by*van Garderen, Kees Jan**791-807 Existence of Unbiased Estimators of the Black/Scholes Option Price, Other Derivatives, and Hedge Ratios***by*Knight, John L & Satchell, Stephen E.**808-817 Optimal Prediction Under Asymmetric Loss***by*Christoffersen, Peter F. & Diebold, Francis X.**818-848 Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series***by*Vogelsang, Timothy J.**850-876 Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables***by*Choi, In & Park, Joon Y. & Yu, Byungchul**877-888 Multivariate Linear Rational Expectations Models***by*Binder, Michael & Pesaran, M. Hashem**889-889 Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations***by*Baltagi, Badi H. & Wu, Ping X.**889-889 Relationship Between the Forward and Backward Representations of the Stationary VAR Model***by*Kim, Jae H.**890-890 A Fundamental Matrix Result on Scaling in Multivariate Analysis***by*Neudecker, Heinz & Satorra, Albert & van de Velden, Michel**890-891 Mahalanobis Distance for Multinomial Data***by*Neudecker, Heinz**891-893 Heteroskedastic Fixed Effects Models—Solution***by*Kleiber, Christian**893-894 Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring—Solution***by*Canals, José & Gurmu, Shiferaw**894-895 Roots of an Orthogonal Matrix—Solution***by*Boswijk, H. Peter & Lu, Maozo**895-896 On the Bias of Standard Errors of the LS Residual under Nonnormal Errors***by*Lu, Maozo**896-897 On the Bias of Standard Errors of the LS Residual under Nonnormal Errors—Solution***by*Lieberman, Offer & Ullah, Aman & Breunig, Robert**897-898 Linear Combinations of Stationary Processes—Solution***by*Kemp, Gordon C.R.

### October 1997, Volume 13, Issue 05

**615-645 A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model***by*Jiang, George J. & Knight, John L.**646-666 Comovements Between Diffusion Processes***by*Corradi, Valentina**667-678 Multiplicative Panel Data Models Without the Strict Exogeneity Assumption***by*Wooldridge, Jeffrey M.**679-691 Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test***by*Cheung, Yin-Wong & Lai, Kon S.**692-745 On Asymptotic Inference in Linear Cointegrated Time Series Systems***by*Jeganathan, P.**747-754 Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995***by*Boozer, Michael A.**757-757 Hausman's Specification Test as a Gauss-Newton Regression***by*Baltagi, Badi H.**757-758 Asymptotic Properties of the Least-Squares Estimator of the Variance in a Linear Model***by*Heijmans, Risto**758-758 Multivariate Regression Subject to Orthogonality Conditions***by*Farebrother, R.W.**758-760 Instrument Selection for Consistent IV Estimators—Solution***by*Ryan, David L. & Young, Denise**760-764 Reasonable Spurious Regressions—Solution***by*Montañes, Antonio**764-765 Orthogonal Projectors—Solution***by*Puntanen, Simo & Styan, George P.H.**765-766 Ordered-Reversed Stochastic Processes May Be Nonstochastic—Solution***by*Dhaene, Geert**766-767 The Symmetry of a Moore-Penrose Inverse—Solution***by*Goerlich, Francisco

### August 1997, Volume 13, Issue 04

**467-505 Gaussian Estimation of Mixed-Order Continuous-Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data***by*Bergstrom, A.R.**506-528 Weak Convergence to a Matrix Stochastic Integral with Stable Processes***by*Caner, Mehmet**529-557 Principal Components Analysis of Cointegrated Time Series***by*Harris, David**558-581 An Asymptotic Expansion in the GARCH(l, 1) Model***by*Linton, Oliver**583-588 A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models***by*Hahn, Jinyong**589-603 The Formation of Econometrics: A Historical Perspective Duo Qin Oxford University Press, 1993***by*Neuberg, Leland Gerson**605-605 A Consistent Estimator for Truncated Poisson Models with Specification Error***by*Silva, Joao Santos**605-605 Coherency Conditions in a Simultaneous Equations Model with an Interval-Censored Endogenous Variable***by*Sapra, S.K.**606-606 Properties of Idempotent Matrix***by*Hartwig, Robert E. & Trenkler, Götz**606-606 Order Invariability of Idempotent Matrix***by*Han, K. & Im, E. & Snow, M.S.**606-608 Occasional Optimality of T( – 1)***by*Burridge, Peter**608-613 Local-to-Spurious Regression—Solution***by*Lubian, Diego**613-614 Multivariate Regression with Unequal Number of Observations—Solution***by*Sentana, Enrique

### June 1997, Volume 13, Issue 03

**315-352 Estimating Multiple Breaks One at a Time***by*Bai, Jushan**353-367 Central Limit Theorems for Dependent Heterogeneous Random Variables***by*de Jong, Robert M.**368-391 Comparison of Deterministic and Stochastic Predictors in Nonlinear Systems When the Disturbances Are Small***by*Arvin-Rad, Hassan**392-405 Approximate Solutions to Stochastic Dynamic Programs***by*Stern, Steven**406-429 Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances***by*Chaturvedi, Anoop & Hasegawa, Hikaru & Chaturvedi, Ajit & Shukla, Govind**430-461 Estimation in the Cox-Ingersoll-Ross Model***by*Overbeck, Ludger & Rydén, Tobias**463-463 A Simple Linear Trend Model with Error Components***by*Baltagi, Badi H. & Krämer, Walter**463-463 Estimation of a Triangular, Seemingly Unrelated, Regression System by OLS***by*Sentana, Enrique**463-464 Two Matrix Inequalities Involving the Moore-Penrose Inverse***by*Liu, Shuangzhe & Polasek, Wolfgang**464-464 An Inequality Concerning the Hadamard Matrix Product***by*Neudecker, Heinz**464-464 Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model***by*Sapra, S.K.**464-465 Kernel Regression with “No” Information***by*Linton, Oliver**465-466 Global Concavity of the Likelihood Functions for Two Binary Choice Models***by*McCrorie, J. Roderick**466-466 Generalization of a Matrix Inequality***by*Anderson, T.W.

### April 1997, Volume 13, Issue 02

**145-147 The Econometric Theory Awards***by*Phillips, Peter C.B.**148-148 The A.R. Bergstrom Prize in Econometrics, 1996***by*Hall, V.B. & Phillips, P.C.B.**149-169 Cointegration Testing Using Pseudolikelihood Ratio Tests***by*Lucas, André**170-184 The Cumulant Generating Function Estimation Method***by*Knight, John L. & Satchell, Stephen E.**185-213 Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity***by*Cardell, N. Scott**214-252 Additive Nonlinear ARX Time Series and Projection Estimates***by*Masry, Elias & Tjøstheim, Dag**253-303 The ET Interview: Professor Clive Granger***by*Granger, Clive W.J.**305-306 Standard Errors for the Long-Run Variance Matrix***by*Paruolo, Paolo**306-307 Asymptotic Inefficiency of an Estimator Derived from a Kernel-Based Test Statistic***by*Linton, Oliver**307-308 A Joint Test for Functional Form and Random Individual Effects***by*Baltagi, Badi H.**308-308 Least-Squares Approximation of Off-Diagonal Elements of a Variance Matrix in the Context of Factor Analysis***by*Satorra, Albert & Neudecker, Heinz**308-309 Inconsistency of Minimum Variance Quadratic Unbiased Estimators under Non-Gaussian Compound Normal Distribution***by*Rolle, Jean-Daniel**310-312 Approximating the Finite Sample Bias for Maximum Likelihood Estimators Using the Score–Solution***by*Lambrecht, Bert & Perraudin, William & Satchell, Stephen**312-313 Properties of Functions of a Real Symmetric Matrix–Solution***by*Neudecker, Heinz**313-314 An Alternative Representation of the Hadamard Product–Solution***by*McCrorie, J. Roderick

### February 1997, Volume 13, Issue 01

**3-31 Semiparametric Estimation of a Single-Index Model with Nonparametrically Generated Regressors***by*Ahn, Hyungtaik**32-51 Semiparametric Estimation of Location and Other Discrete Choice Moments***by*Lewbel, Arthur**52-78 The Effect of Nonnormality***by*Lieberman, Offer**79-118 Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems***by*Paruolo, Paolo**119-132 Handbook of Econometrics, vol. 4 Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994***by*Hansen, Bruce E. & Horowitz, Joel L.**133-142 Stable Non-Gaussian Random Processes Gennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994***by*Knight, Keith

### December 1996, Volume 12, Issue 05

**753-772 Sobolev Estimation of Approximate Regressions***by*Florens, Jean-Pierre & Ivaldi, Marc & Larribeau, Sophie**773-792 Spectral Analysis for Bivariate Time Series with Long Memory***by*Hidalgo, J.**793-813 Conditional Quantile Estimation and Inference for Arch Models***by*Koenker, Roger & Zhao, Quanshui**814-844 Infinite-Order Cointegrated Vector Autoregressive Processes***by*Saikkonen, Pentti & Lütkepohl, HELMUT**845-858 The Encompassing Principle and Hypothesis Testing***by*Lu, Maozu & Mizon, Grayham E.**859-865 Stochastic Limit Theory: An Introduction for Econometricians James Davidson, Oxford University Press, 1994***by*Gregoir, Stéphane**867-867 Heteroskedastic Fixed Effects Models***by*Baltagi, Badi H.**867-868 Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring***by*Sapra, S.K.**868-868 Roots of an Orthogonal Matrix***by*Abadir, Karim M. & Hadri, Kaddour**868-868 On the Bias of Standard Errors of the LS Residual and the Regression Coefficients under the Nonnormal Errors***by*Ullah, Aman & Breuning, Robert**869-869 Linear Combinations of Stationary Processes***by*Taylor, A.M. Robert**869-870 Iterative Estimation in Partitioned Regression Models***by*Baltagi, Badi H.**870-871 The Null Distribution of Nonnested Tests with Nearly Orthogonal Regression Models***by*Michelis, Leo**871-872 The Moore-Penrose Inverse of a Sum of Three Matrices***by*Neudecker, Heinz**872-874 Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression***by*Gurmu, Shiferaw**874-876 Proving the Gauss–Markov Theorem without Using the Explicit Functional Form of the OLS Estimator in the CLR Model***by*Farebrother, R.W.

### October 1996, Volume 12, Issue 04

**597-619 A Reappraisal of Misspecified Econometric Models***by*Monfort, Alain**620-656 Encompassing and Specificity***by*Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François**657-681 Which Moments to Match?***by*Gallant, A. Ronald & Tauchen, George**682-704 The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series***by*Abadir, Karim M. & Larsson, Rolf**705-723 The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test***by*Burridge, Peter & Guerre, Emmanuel**724-731 Near Observational Equivalence and Theoretical size Problems with Unit Root Tests***by*Faust, Jon**733-738 The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients***by*McCall, Brian P.**739-740 Modeling Stock Prices without Knowing How to Induce Stationarity***by*Dejong, David N. & Whiteman, Charles H.**743-743 Instrument Selection for Consistent IV Estimator***by*Ryan, David L. & Young, Denise**743-744 Reasonable Spurious Regressios***by*Hassler, Uwe**744-744 Orthogonal Projector***by*Groβ, Jürgen & Trenkler, Götz**745-745 Ordered-Reversed Stochastic Processes May Be Nonstochastic***by*Farebrother, R.W.**745-745 The Symmetry of a Moore-Penrose Inverse***by*Farebrother, R.W.**745-746 Testing for Random Individual Effects with a Gauss-Newton Regression***by*Baltagi, Badi H.**746-748 Ordering of Covariance Matrice***by*Cappuccio, Nunzio & Lubian, Diego**748-749 The Moore-Penrose Generalized Inverse of a Symmetric Matrix***by*Puntanen, Simo & Styan, George P.H.**749-751 Derivation of a Fully Modified Estimator***by*Lubian, Diego

### August 1996, Volume 12, Issue 03

**409-431 Markov Chain Monte Carlo Simulation Methods in Econometrics***by*Chib, Siddhartha & Greenberg, Edward**432-457 Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples***by*Ghysels, Eric & Lieberman, Offer**458-480 Calculating the Distribution of the Serial Correlation Estimator by Saddlepoint Integration***by*Helstrom, Carl W.**481-499 Exact Moments for Autor1egressive and Random walk Models for a Zero or Stationary Initial Value***by*Vinod, H.D. & Shenton, L.R.**500-516 BAYESIAN ECONOMETRICS: The First Twenty Years***by*QIN, Duo**517-567 Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm***by*Donald, Stephen G. & Paarsch, Harry J.**569-580 Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations***by*Rilstone, Paul & Veall, Michael**581-583 Estimation, Inference and Specification Analysis H. White, Cambridge University Press, 1994***by*Linton, Oliver B.**585-585 Occasional Optimality of T( – 1)***by*Burridge, Peter**585-586 Local-to-Spurious Regression***by*Wright, Jonathan**586-587 Multivariate Regression with Unequal Number of Observations***by*Sentana, Enrique**587-589 Optimal Weighting of Unbiased Estimators–Solution***by*Trenkler, Götz**589-590 Estimation of a Product of Two Regression Lines***by*Hadi, Ali S. & Mulugetta, Yugo