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Econometric Reviews, Volume 26 Issue 6 2007

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
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
Sílvia Gonçalves; Lutz Kilian
Pages 609 – 641
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Testing Covariance Stationarity
Zhijie Xiao; Luiz Renato Lima
Pages 643 – 667
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Specification and Identification of Stochastic Demand Models
Walter Beckert
Pages 669 – 683
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Testing for State Dependence with Time-Variant Transition Probabilities
Timothy J. Halliday
Pages 685 – 703
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Testing for the Null Hypothesis of Cointegration with a Structural Break
Yoichi Arai; Eiji Kurozumi
Pages 705 – 739
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