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Econometric Reviews, Volume 23 Issue 4 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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Miscellany
Announcement
Page i
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Announcement (Special Issues)
Page iii
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Original Articles
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
Hyungsik Roger Moon; Benoit Perron
Pages 293 – 323
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Bootstrap Tests of Nonnested Hypotheses: Some Further Results
L. G. Godfrey; J. M. C. Santos Silva
Pages 325 – 340
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The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
Gianna Boero;  Jeremy Smith; Kenneth F. Wallis
Pages 341 – 370
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In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
Atsushi Inoue; Lutz Kilian
Pages 371 – 402
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Book Reviews
Book Review
Pages 403 – 404
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