The Econometrics Journal

Cover image for Vol. 14 Issue 2

July 2011

Volume 14, Issue 2

Pages 131–350, B1–B4

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    3. NOTES
    4. BOOK REVIEW
    1. An I(2) cointegration model with piecewise linear trends (pages 131–155)

      Takamitsu Kurita, Heino Bohn Nielsen and Anders Rahbek

      Article first published online: 7 JUN 2011 | DOI: 10.1111/j.1368-423X.2010.00333.x

    2. Cointegration and sampling frequency (pages 156–185)

      Marcus J. Chambers

      Article first published online: 7 JUN 2011 | DOI: 10.1111/j.1368-423X.2010.00329.x

    3. On the efficiency of a semi-parametric GARCH model (pages 257–277)

      Jianing Di and Ashis Gangopadhyay

      Article first published online: 7 JUN 2011 | DOI: 10.1111/j.1368-423X.2010.00337.x

    4. Test statistics for prospect and Markowitz stochastic dominances with applications (pages 278–303)

      Zhidong Bai, Hua Li, Huixia Liu and Wing-Keung Wong

      Article first published online: 7 JUN 2011 | DOI: 10.1111/j.1368-423X.2011.00348.x

  2. NOTES

    1. Top of page
    2. ARTICLES
    3. NOTES
    4. BOOK REVIEW
    1. Simple regression-based tests for spatial dependence (pages 330–342)

      Benjamin Born and Jörg Breitung

      Article first published online: 7 JUN 2011 | DOI: 10.1111/j.1368-423X.2010.00338.x

  3. BOOK REVIEW

    1. Top of page
    2. ARTICLES
    3. NOTES
    4. BOOK REVIEW

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