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Econometric Reviews, Volume 23 Issue 3 2005

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
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Original Articles
Forecast Evaluation in the Presence of Unobserved Volatility
George A. Christodoulakis; Stephen E. Satchell
Pages 175 – 198
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Estimating Long and Short Run Effects in Static Panel Models
Peter Egger; Michael Pfaffermayr
Pages 199 – 214
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On the Power of Bootstrapped Specification Tests
Manuel A. Domínguez
Pages 215 – 228
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Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
Douglas J. Hodgson
Pages 229 – 257
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Unit Root Tests under Time-Varying Variances
Giuseppe Cavaliere
Pages 259 – 292
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