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About this Journal

2008 Impact Factor now 1.220 up from 0.771 in 2007!

ISSN: 1532-4168 (electronic) 0747-4938 (paper)

Publication Frequency: 6 issues per year

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Publisher: Taylor & Francis

Issue Purchase: US$420.48 - buy now buy now

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Original Articles
	SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES Alain Hecq; Franz C. Palm; Jean-Pierre Urbain Pages 273 – 307 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS Jinyong Hahn; Atsushi Inoue Pages 309 – 336 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS Yanqin Fan; Qi Li Pages 337 – 352 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Cited By \| Related Articles	buy now
	ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN Serena Ng; Timothy J. Vogelsang Pages 353 – 381 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Cited By \| Related Articles	buy now
	COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL Jason Abrevaya Pages 383 – 393 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Cited By \| Related Articles	buy now