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The Econometrics Journal

Cover image for Vol. 12 Issue 3

November 2009

Volume 12, Issue 3

Pages Ci–Ciii, C1–C101, 397–450

  1. ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008 SPECIAL ISSUE ON FINANCIAL ECONOMETRICS

    1. Top of page
    2. ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008 SPECIAL ISSUE ON FINANCIAL ECONOMETRICS
    3. ARTICLES
    4. NOTES
    5. ERRATA
    6. INDEX
    1. You have free access to this content
      Royal Economic Society Annual Conference 2008 Special Issue on Financial Econometrics (pages Ci–Ciii)

      Jianqing Fan and Richard J. Smith

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2009.00298.x

    2. You have free access to this content
      Realized kernels in practice: trades and quotes (pages C1–C32)

      O. E. Barndorff-Nielsen, P. Reinhard Hansen, A. Lunde and N. Shephard

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2008.00275.x

    3. You have free access to this content
      An arbitrage-free generalized Nelson–Siegel term structure model (pages C33–C64)

      Jens H. E. Christensen, Francis X. Diebold and Glenn D. Rudebusch

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2008.00267.x

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  2. ARTICLES

    1. Top of page
    2. ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008 SPECIAL ISSUE ON FINANCIAL ECONOMETRICS
    3. ARTICLES
    4. NOTES
    5. ERRATA
    6. INDEX
    1. You have free access to this content
      Identification of peer effects using group size variation (pages 397–413)

      Laurent Davezies, Xavier D'Haultfoeuille and Denis Fougère

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2009.00296.x

    2. You have free access to this content
      Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term (pages 414–435)

      Matei Demetrescu, Helmut Lütkepohl and Pentti Saikkonen

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2009.00297.x

  3. NOTES

    1. Top of page
    2. ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008 SPECIAL ISSUE ON FINANCIAL ECONOMETRICS
    3. ARTICLES
    4. NOTES
    5. ERRATA
    6. INDEX
    1. You have free access to this content
      Stationarity of a family of GARCH processes (pages 436–446)

      Ji-Chun Liu

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2009.00294.x

  4. ERRATA

    1. Top of page
    2. ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008 SPECIAL ISSUE ON FINANCIAL ECONOMETRICS
    3. ARTICLES
    4. NOTES
    5. ERRATA
    6. INDEX
    1. You have free access to this content
      Errata (page 447)

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2009.00304.x

      This article corrects:
      This article corrects:

      Editorial

      Vol. 12, Issue Supplement s1, Si–Sv, Version of Record online: 1 JUL 2009

  5. INDEX

    1. Top of page
    2. ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008 SPECIAL ISSUE ON FINANCIAL ECONOMETRICS
    3. ARTICLES
    4. NOTES
    5. ERRATA
    6. INDEX
    1. You have free access to this content
      Index to The Econometrics Journal Volume 12 (pages 449–450)

      Version of Record online: 24 NOV 2009 | DOI: 10.1111/j.1368-423X.2009.00305.x

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